LICI

Life Insura Corp Of India

829 -8.80 (-1.05%)

L: 826.5 H: 842.4

Back to Option Chain

Historical option data for LICI
09 Jan 2026 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

LICI 27-JAN-2026 850 CE
Delta: 0.32 Vega: 0.66 Theta: -0.41 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	829.00	7.05 ₹ 4,935	-3.6 -2520.00	18.69	857 5,99,900	127 88,900	1,256 8,79,200
8 Jan	837.80	10.2 ₹ 7,140	-6.5 -4550.00	18.16	910 6,37,000	189 1,32,300	1,131 7,91,700
7 Jan	851.95	16.85 ₹ 11,795	-0.7 -490.00	16.74	879 6,15,300	197 1,37,900	941 6,58,700
6 Jan	850.05	17.75 ₹ 12,425	2.05 1435.00	17.33	773 5,41,100	1 700	748 5,23,600
5 Jan	846.20	15.35 ₹ 10,745	-9.45 -6615.00	17.73	625 4,37,500	103 72,100	746 5,22,200
2 Jan	860.85	25.15 ₹ 17,605	5.65 3955.00	17.19	372 2,60,400	-64 -44,800	644 4,50,800
1 Jan	852.80	19.45 ₹ 13,615	-1.25 -875.00	16.42	142 99,400	15 10,500	713 4,99,100
31 Dec	854.90	20.25 ₹ 14,175	2.65 1855.00	15.01	699 4,89,300	-8 -5,600	699 4,89,300
30 Dec	849.25	17.15 ₹ 12,005	1.15 805.00	15.44	569 3,98,300	85 59,500	699 4,89,300
29 Dec	842.25	16 ₹ 11,200	-3.25 -2275.00	18.43	592 4,14,400	186 1,30,200	590 4,13,000
26 Dec	849.75	18.8 ₹ 13,160	-3.7 -2590.00	14.74	387 2,70,900	159 1,11,300	399 2,79,300
24 Dec	853.90	21.5 ₹ 15,050	-5 -3500.00	15.77	75 52,500	34 23,800	239 1,67,300

23 Dec	855.40	26.2 ₹ 18,340	-1.55 -1085.00	17.94	32 22,400	10 7,000	203 1,42,100
22 Dec	857.35	27 ₹ 18,900	2.65 1855.00	18.45	51 35,700	-9 -6,300	193 1,35,100
19 Dec	852.00	24.75 ₹ 17,325	1.5 1050.00	16.39	224 1,56,800	41 28,700	202 1,41,400
18 Dec	847.40	22.95 ₹ 16,065	-1.5 -1050.00	16.82	233 1,63,100	118 82,600	161 1,12,700
17 Dec	844.55	24.4 ₹ 17,080	-4.9 -3430.00	20.20	43 30,100	26 18,200	33 23,100
16 Dec	854.50	29.3 ₹ 20,510	-2.2 -1540.00	18.70	2 1,400	1 700	6 4,200
15 Dec	856.90	31.5 ₹ 22,050	-46.8 -32760.00	19.19	5 3,500	4 2,800	4 2,800
12 Dec	867.60	78.3 ₹ 54,810	0 0.00	-	0 0	0 0	0 0
11 Dec	858.35	78.3 ₹ 54,810	0 0.00	-	0 0	0 0	0 0
10 Dec	858.95	78.3 ₹ 54,810	0 0.00	-	0 0	0 0	0 0
8 Dec	857.55	78.3 ₹ 54,810	0 0.00	-	0 0	0 0	0 0
5 Dec	869.90	78.3 ₹ 54,810	0 0.00	-	0 0	0 0	0 0
4 Dec	876.65	78.3 ₹ 54,810	0 0.00	-	0 0	0 0	0 0
3 Dec	868.05	78.3 ₹ 54,810	0 0.00	-	0 0	0 0	0 0

For Life Insura Corp Of India - strike price 850 expiring on 27JAN2026

Delta for 850 CE is 0.32

Historical price for 850 CE is as follows

On 9 Jan LICI was trading at 829.00. The strike last trading price was 7.05, which was -3.6 lower than the previous day. The implied volatity was 18.69, the open interest changed by 127 which increased total open position to 1256

On 8 Jan LICI was trading at 837.80. The strike last trading price was 10.2, which was -6.5 lower than the previous day. The implied volatity was 18.16, the open interest changed by 189 which increased total open position to 1131

On 7 Jan LICI was trading at 851.95. The strike last trading price was 16.85, which was -0.7 lower than the previous day. The implied volatity was 16.74, the open interest changed by 197 which increased total open position to 941

On 6 Jan LICI was trading at 850.05. The strike last trading price was 17.75, which was 2.05 higher than the previous day. The implied volatity was 17.33, the open interest changed by 1 which increased total open position to 748

On 5 Jan LICI was trading at 846.20. The strike last trading price was 15.35, which was -9.45 lower than the previous day. The implied volatity was 17.73, the open interest changed by 103 which increased total open position to 746

On 2 Jan LICI was trading at 860.85. The strike last trading price was 25.15, which was 5.65 higher than the previous day. The implied volatity was 17.19, the open interest changed by -64 which decreased total open position to 644

On 1 Jan LICI was trading at 852.80. The strike last trading price was 19.45, which was -1.25 lower than the previous day. The implied volatity was 16.42, the open interest changed by 15 which increased total open position to 713

On 31 Dec LICI was trading at 854.90. The strike last trading price was 20.25, which was 2.65 higher than the previous day. The implied volatity was 15.01, the open interest changed by -8 which decreased total open position to 699

On 30 Dec LICI was trading at 849.25. The strike last trading price was 17.15, which was 1.15 higher than the previous day. The implied volatity was 15.44, the open interest changed by 85 which increased total open position to 699

On 29 Dec LICI was trading at 842.25. The strike last trading price was 16, which was -3.25 lower than the previous day. The implied volatity was 18.43, the open interest changed by 186 which increased total open position to 590

On 26 Dec LICI was trading at 849.75. The strike last trading price was 18.8, which was -3.7 lower than the previous day. The implied volatity was 14.74, the open interest changed by 159 which increased total open position to 399

On 24 Dec LICI was trading at 853.90. The strike last trading price was 21.5, which was -5 lower than the previous day. The implied volatity was 15.77, the open interest changed by 34 which increased total open position to 239

On 23 Dec LICI was trading at 855.40. The strike last trading price was 26.2, which was -1.55 lower than the previous day. The implied volatity was 17.94, the open interest changed by 10 which increased total open position to 203

On 22 Dec LICI was trading at 857.35. The strike last trading price was 27, which was 2.65 higher than the previous day. The implied volatity was 18.45, the open interest changed by -9 which decreased total open position to 193

On 19 Dec LICI was trading at 852.00. The strike last trading price was 24.75, which was 1.5 higher than the previous day. The implied volatity was 16.39, the open interest changed by 41 which increased total open position to 202

On 18 Dec LICI was trading at 847.40. The strike last trading price was 22.95, which was -1.5 lower than the previous day. The implied volatity was 16.82, the open interest changed by 118 which increased total open position to 161

On 17 Dec LICI was trading at 844.55. The strike last trading price was 24.4, which was -4.9 lower than the previous day. The implied volatity was 20.20, the open interest changed by 26 which increased total open position to 33

On 16 Dec LICI was trading at 854.50. The strike last trading price was 29.3, which was -2.2 lower than the previous day. The implied volatity was 18.70, the open interest changed by 1 which increased total open position to 6

On 15 Dec LICI was trading at 856.90. The strike last trading price was 31.5, which was -46.8 lower than the previous day. The implied volatity was 19.19, the open interest changed by 4 which increased total open position to 4

On 12 Dec LICI was trading at 867.60. The strike last trading price was 78.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 11 Dec LICI was trading at 858.35. The strike last trading price was 78.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 10 Dec LICI was trading at 858.95. The strike last trading price was 78.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 8 Dec LICI was trading at 857.55. The strike last trading price was 78.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 5 Dec LICI was trading at 869.90. The strike last trading price was 78.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Dec LICI was trading at 876.65. The strike last trading price was 78.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Dec LICI was trading at 868.05. The strike last trading price was 78.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

LICI 27JAN2026 850 PE
Delta: -0.65 Vega: 0.68 Theta: -0.26 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	829.00	26.15 ₹ 18,305	6.8 4760.00	22.09	290 2,03,000	-118 -82,600	721 5,04,700
8 Jan	837.80	20 ₹ 14,000	7.5 5250.00	20.32	262 1,83,400	-52 -36,400	841 5,88,700
7 Jan	851.95	12.3 ₹ 8,610	-0.4 -280.00	19.43	250 1,75,000	49 34,300	893 6,25,100
6 Jan	850.05	12.55 ₹ 8,785	-1.7 -1190.00	19.37	297 2,07,900	6 4,200	846 5,92,200
5 Jan	846.20	14.35 ₹ 10,045	6.1 4270.00	18.11	776 5,43,200	70 49,000	848 5,93,600
2 Jan	860.85	8.45 ₹ 5,915	-2.3 -1610.00	17.32	336 2,35,200	155 1,08,500	777 5,43,900
1 Jan	852.80	10.8 ₹ 7,560	-0.55 -385.00	16.23	116 81,200	10 7,000	616 4,31,200
31 Dec	854.90	11.4 ₹ 7,980	-3.7 -2590.00	17.86	207 1,44,900	22 15,400	606 4,24,200
30 Dec	849.25	15.7 ₹ 10,990	-3 -2100.00	19.42	371 2,59,700	113 79,100	568 3,97,600
29 Dec	842.25	19.3 ₹ 13,510	2.7 1890.00	18.78	290 2,03,000	123 86,100	451 3,15,700
26 Dec	849.75	17.05 ₹ 11,935	1.9 1330.00	20.60	280 1,96,000	154 1,07,800	323 2,26,100
24 Dec	853.90	15.5 ₹ 10,850	1.55 1085.00	19.33	87 60,900	46 32,200	169 1,18,300
23 Dec	855.40	13.8 ₹ 9,660	-0.45 -315.00	18.84	45 31,500	7 4,900	123 86,100
22 Dec	857.35	15 ₹ 10,500	-2.95 -2065.00	19.76	51 35,700	14 9,800	116 81,200
19 Dec	852.00	17.3 ₹ 12,110	-2.95 -2065.00	20.66	98 68,600	55 38,500	103 72,100
18 Dec	847.40	20 ₹ 14,000	-0.4 -280.00	21.27	33 23,100	19 13,300	48 33,600
17 Dec	844.55	20.15 ₹ 14,105	3.45 2415.00	19.31	18 12,600	9 6,300	29 20,300
16 Dec	854.50	16.7 ₹ 11,690	0.7 490.00	20.15	10 7,000	7 4,900	20 14,000
15 Dec	856.90	16 ₹ 11,200	3.2 2240.00	20.09	7 4,900	6 4,200	12 8,400
12 Dec	867.60	13.05 ₹ 9,135	-8.75 -6125.00	20.43	7 4,900	6 4,200	6 4,200
11 Dec	858.35	21.8 ₹ 15,260	0 0.00	1.89	0 0	0 0	0 0
10 Dec	858.95	21.8 ₹ 15,260	0 0.00	1.97	0 0	0 0	0 0
8 Dec	857.55	21.8 ₹ 15,260	0 0.00	1.76	0 0	0 0	0 0
5 Dec	869.90	21.8 ₹ 15,260	0 0.00	2.90	0 0	0 0	0 0
4 Dec	876.65	21.8 ₹ 15,260	0 0.00	3.28	0 0	0 0	0 0
3 Dec	868.05	21.8 ₹ 15,260	0 0.00	2.95	0 0	0 0	0 0

For Life Insura Corp Of India - strike price 850 expiring on 27JAN2026

Delta for 850 PE is -0.65

Historical price for 850 PE is as follows

On 9 Jan LICI was trading at 829.00. The strike last trading price was 26.15, which was 6.8 higher than the previous day. The implied volatity was 22.09, the open interest changed by -118 which decreased total open position to 721

On 8 Jan LICI was trading at 837.80. The strike last trading price was 20, which was 7.5 higher than the previous day. The implied volatity was 20.32, the open interest changed by -52 which decreased total open position to 841

On 7 Jan LICI was trading at 851.95. The strike last trading price was 12.3, which was -0.4 lower than the previous day. The implied volatity was 19.43, the open interest changed by 49 which increased total open position to 893

On 6 Jan LICI was trading at 850.05. The strike last trading price was 12.55, which was -1.7 lower than the previous day. The implied volatity was 19.37, the open interest changed by 6 which increased total open position to 846

On 5 Jan LICI was trading at 846.20. The strike last trading price was 14.35, which was 6.1 higher than the previous day. The implied volatity was 18.11, the open interest changed by 70 which increased total open position to 848

On 2 Jan LICI was trading at 860.85. The strike last trading price was 8.45, which was -2.3 lower than the previous day. The implied volatity was 17.32, the open interest changed by 155 which increased total open position to 777

On 1 Jan LICI was trading at 852.80. The strike last trading price was 10.8, which was -0.55 lower than the previous day. The implied volatity was 16.23, the open interest changed by 10 which increased total open position to 616

On 31 Dec LICI was trading at 854.90. The strike last trading price was 11.4, which was -3.7 lower than the previous day. The implied volatity was 17.86, the open interest changed by 22 which increased total open position to 606

On 30 Dec LICI was trading at 849.25. The strike last trading price was 15.7, which was -3 lower than the previous day. The implied volatity was 19.42, the open interest changed by 113 which increased total open position to 568

On 29 Dec LICI was trading at 842.25. The strike last trading price was 19.3, which was 2.7 higher than the previous day. The implied volatity was 18.78, the open interest changed by 123 which increased total open position to 451

On 26 Dec LICI was trading at 849.75. The strike last trading price was 17.05, which was 1.9 higher than the previous day. The implied volatity was 20.60, the open interest changed by 154 which increased total open position to 323

On 24 Dec LICI was trading at 853.90. The strike last trading price was 15.5, which was 1.55 higher than the previous day. The implied volatity was 19.33, the open interest changed by 46 which increased total open position to 169

On 23 Dec LICI was trading at 855.40. The strike last trading price was 13.8, which was -0.45 lower than the previous day. The implied volatity was 18.84, the open interest changed by 7 which increased total open position to 123

On 22 Dec LICI was trading at 857.35. The strike last trading price was 15, which was -2.95 lower than the previous day. The implied volatity was 19.76, the open interest changed by 14 which increased total open position to 116

On 19 Dec LICI was trading at 852.00. The strike last trading price was 17.3, which was -2.95 lower than the previous day. The implied volatity was 20.66, the open interest changed by 55 which increased total open position to 103

On 18 Dec LICI was trading at 847.40. The strike last trading price was 20, which was -0.4 lower than the previous day. The implied volatity was 21.27, the open interest changed by 19 which increased total open position to 48

On 17 Dec LICI was trading at 844.55. The strike last trading price was 20.15, which was 3.45 higher than the previous day. The implied volatity was 19.31, the open interest changed by 9 which increased total open position to 29

On 16 Dec LICI was trading at 854.50. The strike last trading price was 16.7, which was 0.7 higher than the previous day. The implied volatity was 20.15, the open interest changed by 7 which increased total open position to 20

On 15 Dec LICI was trading at 856.90. The strike last trading price was 16, which was 3.2 higher than the previous day. The implied volatity was 20.09, the open interest changed by 6 which increased total open position to 12

On 12 Dec LICI was trading at 867.60. The strike last trading price was 13.05, which was -8.75 lower than the previous day. The implied volatity was 20.43, the open interest changed by 6 which increased total open position to 6

On 11 Dec LICI was trading at 858.35. The strike last trading price was 21.8, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0

On 10 Dec LICI was trading at 858.95. The strike last trading price was 21.8, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0

On 8 Dec LICI was trading at 857.55. The strike last trading price was 21.8, which was 0 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0

On 5 Dec LICI was trading at 869.90. The strike last trading price was 21.8, which was 0 lower than the previous day. The implied volatity was 2.90, the open interest changed by 0 which decreased total open position to 0

On 4 Dec LICI was trading at 876.65. The strike last trading price was 21.8, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0

On 3 Dec LICI was trading at 868.05. The strike last trading price was 21.8, which was 0 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0

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