LICI
Life Insura Corp Of India
Historical option data for LICI
08 Apr 2025 04:03 PM IST
| LICI 24APR2025 850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.37
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 8 Apr | 784.80 | 3.7 | 0.95 | 32.39 | 294 | -22 | 888 | |||
| 7 Apr | 767.20 | 2.8 | -1.6 | 34.01 | 729 | -1 | 912 | |||
| 4 Apr | 792.15 | 4.55 | -4.35 | 27.36 | 1,075 | 100 | 917 | |||
| 3 Apr | 815.30 | 9.45 | 0.45 | 25.85 | 1,268 | -265 | 826 | |||
| 2 Apr | 810.95 | 9.1 | 3.95 | 28.00 | 3,443 | 598 | 1,104 | |||
| 1 Apr | 797.75 | 5.25 | -2.95 | 25.57 | 574 | 146 | 506 | |||
| 28 Mar | 799.40 | 8.15 | -0.5 | 27.20 | 767 | 106 | 360 | |||
| 27 Mar | 801.15 | 8.6 | 2.1 | 26.37 | 327 | 45 | 254 | |||
| 26 Mar | 786.85 | 6.15 | -1.15 | 27.37 | 163 | 59 | 209 | |||
| 25 Mar | 789.40 | 6.75 | -2.4 | 27.46 | 116 | 24 | 145 | |||
| 24 Mar | 800.55 | 9.75 | 1.6 | 26.20 | 190 | 40 | 118 | |||
| 21 Mar | 791.35 | 7.25 | 1.4 | 25.44 | 145 | 57 | 78 | |||
| 20 Mar | 779.50 | 5.95 | 0.35 | 26.22 | 15 | -2 | 21 | |||
| 19 Mar | 776.75 | 5.6 | -7.15 | 25.80 | 33 | 20 | 20 | |||
| 18 Mar | 757.40 | 12.75 | 0 | 8.63 | 0 | 0 | 0 | |||
| 17 Mar | 745.40 | 12.75 | 0 | 10.36 | 0 | 0 | 0 | |||
| 5 Mar | 761.80 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 729.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 740.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 850 expiring on 24APR2025
Delta for 850 CE is 0.14
Historical price for 850 CE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 3.7, which was 0.95 higher than the previous day. The implied volatity was 32.39, the open interest changed by -22 which decreased total open position to 888
On 7 Apr LICI was trading at 767.20. The strike last trading price was 2.8, which was -1.6 lower than the previous day. The implied volatity was 34.01, the open interest changed by -1 which decreased total open position to 912
On 4 Apr LICI was trading at 792.15. The strike last trading price was 4.55, which was -4.35 lower than the previous day. The implied volatity was 27.36, the open interest changed by 100 which increased total open position to 917
On 3 Apr LICI was trading at 815.30. The strike last trading price was 9.45, which was 0.45 higher than the previous day. The implied volatity was 25.85, the open interest changed by -265 which decreased total open position to 826
On 2 Apr LICI was trading at 810.95. The strike last trading price was 9.1, which was 3.95 higher than the previous day. The implied volatity was 28.00, the open interest changed by 598 which increased total open position to 1104
On 1 Apr LICI was trading at 797.75. The strike last trading price was 5.25, which was -2.95 lower than the previous day. The implied volatity was 25.57, the open interest changed by 146 which increased total open position to 506
On 28 Mar LICI was trading at 799.40. The strike last trading price was 8.15, which was -0.5 lower than the previous day. The implied volatity was 27.20, the open interest changed by 106 which increased total open position to 360
On 27 Mar LICI was trading at 801.15. The strike last trading price was 8.6, which was 2.1 higher than the previous day. The implied volatity was 26.37, the open interest changed by 45 which increased total open position to 254
On 26 Mar LICI was trading at 786.85. The strike last trading price was 6.15, which was -1.15 lower than the previous day. The implied volatity was 27.37, the open interest changed by 59 which increased total open position to 209
On 25 Mar LICI was trading at 789.40. The strike last trading price was 6.75, which was -2.4 lower than the previous day. The implied volatity was 27.46, the open interest changed by 24 which increased total open position to 145
On 24 Mar LICI was trading at 800.55. The strike last trading price was 9.75, which was 1.6 higher than the previous day. The implied volatity was 26.20, the open interest changed by 40 which increased total open position to 118
On 21 Mar LICI was trading at 791.35. The strike last trading price was 7.25, which was 1.4 higher than the previous day. The implied volatity was 25.44, the open interest changed by 57 which increased total open position to 78
On 20 Mar LICI was trading at 779.50. The strike last trading price was 5.95, which was 0.35 higher than the previous day. The implied volatity was 26.22, the open interest changed by -2 which decreased total open position to 21
On 19 Mar LICI was trading at 776.75. The strike last trading price was 5.6, which was -7.15 lower than the previous day. The implied volatity was 25.80, the open interest changed by 20 which increased total open position to 20
On 18 Mar LICI was trading at 757.40. The strike last trading price was 12.75, which was 0 lower than the previous day. The implied volatity was 8.63, the open interest changed by 0 which decreased total open position to 0
On 17 Mar LICI was trading at 745.40. The strike last trading price was 12.75, which was 0 lower than the previous day. The implied volatity was 10.36, the open interest changed by 0 which decreased total open position to 0
On 5 Mar LICI was trading at 761.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Mar LICI was trading at 729.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Feb LICI was trading at 740.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| LICI 24APR2025 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 784.80 | 91.95 | 0 | 0.00 | 0 | -4 | 0 |
| 7 Apr | 767.20 | 91.95 | 31.45 | 63.15 | 9 | 1 | 138 |
| 4 Apr | 792.15 | 60.45 | 19.8 | 35.91 | 17 | 1 | 136 |
| 3 Apr | 815.30 | 38.6 | -8.5 | 27.20 | 18 | 5 | 134 |
| 2 Apr | 810.95 | 47.1 | -5.15 | 31.11 | 21 | 9 | 128 |
| 1 Apr | 797.75 | 52.25 | -2.4 | 24.43 | 21 | -2 | 119 |
| 28 Mar | 799.40 | 54.45 | 5.45 | 29.45 | 16 | 0 | 121 |
| 27 Mar | 801.15 | 49 | -14.95 | 24.14 | 131 | 66 | 112 |
| 26 Mar | 786.85 | 64.45 | 4.45 | 28.87 | 8 | 1 | 43 |
| 25 Mar | 789.40 | 60 | 8.05 | 22.70 | 6 | 2 | 42 |
| 24 Mar | 800.55 | 51.95 | -23.05 | 27.97 | 36 | 33 | 39 |
| 21 Mar | 791.35 | 75 | 0 | 0.00 | 0 | 1 | 0 |
| 20 Mar | 779.50 | 75 | 5 | 34.90 | 1 | 0 | 5 |
| 19 Mar | 776.75 | 70 | -30 | 25.39 | 3 | 1 | 3 |
| 18 Mar | 757.40 | 100 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 745.40 | 100 | 0 | 0.00 | 0 | 2 | 0 |
| 5 Mar | 761.80 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 729.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 740.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 850 expiring on 24APR2025
Delta for 850 PE is 0.00
Historical price for 850 PE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 91.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 7 Apr LICI was trading at 767.20. The strike last trading price was 91.95, which was 31.45 higher than the previous day. The implied volatity was 63.15, the open interest changed by 1 which increased total open position to 138
On 4 Apr LICI was trading at 792.15. The strike last trading price was 60.45, which was 19.8 higher than the previous day. The implied volatity was 35.91, the open interest changed by 1 which increased total open position to 136
On 3 Apr LICI was trading at 815.30. The strike last trading price was 38.6, which was -8.5 lower than the previous day. The implied volatity was 27.20, the open interest changed by 5 which increased total open position to 134
On 2 Apr LICI was trading at 810.95. The strike last trading price was 47.1, which was -5.15 lower than the previous day. The implied volatity was 31.11, the open interest changed by 9 which increased total open position to 128
On 1 Apr LICI was trading at 797.75. The strike last trading price was 52.25, which was -2.4 lower than the previous day. The implied volatity was 24.43, the open interest changed by -2 which decreased total open position to 119
On 28 Mar LICI was trading at 799.40. The strike last trading price was 54.45, which was 5.45 higher than the previous day. The implied volatity was 29.45, the open interest changed by 0 which decreased total open position to 121
On 27 Mar LICI was trading at 801.15. The strike last trading price was 49, which was -14.95 lower than the previous day. The implied volatity was 24.14, the open interest changed by 66 which increased total open position to 112
On 26 Mar LICI was trading at 786.85. The strike last trading price was 64.45, which was 4.45 higher than the previous day. The implied volatity was 28.87, the open interest changed by 1 which increased total open position to 43
On 25 Mar LICI was trading at 789.40. The strike last trading price was 60, which was 8.05 higher than the previous day. The implied volatity was 22.70, the open interest changed by 2 which increased total open position to 42
On 24 Mar LICI was trading at 800.55. The strike last trading price was 51.95, which was -23.05 lower than the previous day. The implied volatity was 27.97, the open interest changed by 33 which increased total open position to 39
On 21 Mar LICI was trading at 791.35. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Mar LICI was trading at 779.50. The strike last trading price was 75, which was 5 higher than the previous day. The implied volatity was 34.90, the open interest changed by 0 which decreased total open position to 5
On 19 Mar LICI was trading at 776.75. The strike last trading price was 70, which was -30 lower than the previous day. The implied volatity was 25.39, the open interest changed by 1 which increased total open position to 3
On 18 Mar LICI was trading at 757.40. The strike last trading price was 100, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Mar LICI was trading at 745.40. The strike last trading price was 100, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Mar LICI was trading at 761.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Mar LICI was trading at 729.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Feb LICI was trading at 740.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
