LICI
Life Insura Corp Of India
Historical option data for LICI
13 Mar 2025 04:13 PM IST
| LICI 27MAR2025 850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.06
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 740.15 | 0.3 | -0.15 | 32.21 | 63 | -26 | 348 | |||
| 12 Mar | 744.50 | 0.45 | -0.15 | 32.10 | 71 | 9 | 373 | |||
| 11 Mar | 754.25 | 0.55 | -0.25 | 28.75 | 100 | -1 | 364 | |||
| 10 Mar | 752.05 | 0.85 | -0.3 | 31.95 | 122 | -3 | 365 | |||
| 7 Mar | 763.15 | 1.25 | -0.35 | 27.35 | 528 | -22 | 368 | |||
| 6 Mar | 766.80 | 1.6 | 0 | 28.01 | 254 | -3 | 384 | |||
| 5 Mar | 761.80 | 1.6 | 0.6 | 27.82 | 186 | 32 | 387 | |||
| 3 Mar | 729.20 | 0.95 | -0.45 | 31.86 | 75 | 25 | 372 | |||
| 28 Feb | 740.50 | 1.5 | 0 | 30.00 | 60 | 6 | 346 | |||
| 27 Feb | 741.10 | 1.45 | -0.9 | 29.16 | 248 | 104 | 340 | |||
| 26 Feb | 754.80 | 2.35 | -1.55 | 27.67 | 1,101 | 19 | 239 | |||
| 25 Feb | 756.55 | 2.35 | -1.55 | 27.67 | 1,101 | 22 | 239 | |||
| 24 Feb | 775.40 | 3.8 | -0.95 | 25.45 | 264 | 48 | 217 | |||
| 21 Feb | 780.90 | 4.65 | -0.6 | 24.22 | 293 | 3 | 169 | |||
| 20 Feb | 776.50 | 5.35 | 0.4 | 25.61 | 93 | 12 | 166 | |||
| 19 Feb | 764.00 | 5 | 0 | 28.13 | 200 | 15 | 155 | |||
| 18 Feb | 758.95 | 4.8 | -2.15 | 28.98 | 132 | 30 | 139 | |||
| 17 Feb | 765.15 | 7.05 | 1.25 | 29.84 | 34 | 10 | 110 | |||
| 14 Feb | 759.10 | 6 | -3.05 | 29.46 | 174 | 22 | 113 | |||
| 13 Feb | 784.80 | 8.6 | -3.1 | 26.02 | 160 | 46 | 97 | |||
| 12 Feb | 782.40 | 11.7 | -4.1 | 29.60 | 71 | 20 | 51 | |||
| 11 Feb | 799.80 | 15.8 | -3.15 | 28.95 | 53 | 22 | 32 | |||
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| 10 Feb | 808.90 | 19.05 | -2.25 | 28.27 | 30 | 9 | 12 | |||
| 7 Feb | 816.10 | 21.3 | -21.2 | 28.01 | 7 | 3 | 3 | |||
| 6 Feb | 828.80 | 42.5 | 0 | 0.98 | 0 | 0 | 0 | |||
| 4 Feb | 834.50 | 42.5 | 0 | 0.46 | 0 | 0 | 0 | |||
| 3 Feb | 830.15 | 42.5 | 0 | 0.88 | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 850 expiring on 27MAR2025
Delta for 850 CE is 0.02
Historical price for 850 CE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 32.21, the open interest changed by -26 which decreased total open position to 348
On 12 Mar LICI was trading at 744.50. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 32.10, the open interest changed by 9 which increased total open position to 373
On 11 Mar LICI was trading at 754.25. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 28.75, the open interest changed by -1 which decreased total open position to 364
On 10 Mar LICI was trading at 752.05. The strike last trading price was 0.85, which was -0.3 lower than the previous day. The implied volatity was 31.95, the open interest changed by -3 which decreased total open position to 365
On 7 Mar LICI was trading at 763.15. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 27.35, the open interest changed by -22 which decreased total open position to 368
On 6 Mar LICI was trading at 766.80. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was 28.01, the open interest changed by -3 which decreased total open position to 384
On 5 Mar LICI was trading at 761.80. The strike last trading price was 1.6, which was 0.6 higher than the previous day. The implied volatity was 27.82, the open interest changed by 32 which increased total open position to 387
On 3 Mar LICI was trading at 729.20. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 31.86, the open interest changed by 25 which increased total open position to 372
On 28 Feb LICI was trading at 740.50. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 30.00, the open interest changed by 6 which increased total open position to 346
On 27 Feb LICI was trading at 741.10. The strike last trading price was 1.45, which was -0.9 lower than the previous day. The implied volatity was 29.16, the open interest changed by 104 which increased total open position to 340
On 26 Feb LICI was trading at 754.80. The strike last trading price was 2.35, which was -1.55 lower than the previous day. The implied volatity was 27.67, the open interest changed by 19 which increased total open position to 239
On 25 Feb LICI was trading at 756.55. The strike last trading price was 2.35, which was -1.55 lower than the previous day. The implied volatity was 27.67, the open interest changed by 22 which increased total open position to 239
On 24 Feb LICI was trading at 775.40. The strike last trading price was 3.8, which was -0.95 lower than the previous day. The implied volatity was 25.45, the open interest changed by 48 which increased total open position to 217
On 21 Feb LICI was trading at 780.90. The strike last trading price was 4.65, which was -0.6 lower than the previous day. The implied volatity was 24.22, the open interest changed by 3 which increased total open position to 169
On 20 Feb LICI was trading at 776.50. The strike last trading price was 5.35, which was 0.4 higher than the previous day. The implied volatity was 25.61, the open interest changed by 12 which increased total open position to 166
On 19 Feb LICI was trading at 764.00. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 28.13, the open interest changed by 15 which increased total open position to 155
On 18 Feb LICI was trading at 758.95. The strike last trading price was 4.8, which was -2.15 lower than the previous day. The implied volatity was 28.98, the open interest changed by 30 which increased total open position to 139
On 17 Feb LICI was trading at 765.15. The strike last trading price was 7.05, which was 1.25 higher than the previous day. The implied volatity was 29.84, the open interest changed by 10 which increased total open position to 110
On 14 Feb LICI was trading at 759.10. The strike last trading price was 6, which was -3.05 lower than the previous day. The implied volatity was 29.46, the open interest changed by 22 which increased total open position to 113
On 13 Feb LICI was trading at 784.80. The strike last trading price was 8.6, which was -3.1 lower than the previous day. The implied volatity was 26.02, the open interest changed by 46 which increased total open position to 97
On 12 Feb LICI was trading at 782.40. The strike last trading price was 11.7, which was -4.1 lower than the previous day. The implied volatity was 29.60, the open interest changed by 20 which increased total open position to 51
On 11 Feb LICI was trading at 799.80. The strike last trading price was 15.8, which was -3.15 lower than the previous day. The implied volatity was 28.95, the open interest changed by 22 which increased total open position to 32
On 10 Feb LICI was trading at 808.90. The strike last trading price was 19.05, which was -2.25 lower than the previous day. The implied volatity was 28.27, the open interest changed by 9 which increased total open position to 12
On 7 Feb LICI was trading at 816.10. The strike last trading price was 21.3, which was -21.2 lower than the previous day. The implied volatity was 28.01, the open interest changed by 3 which increased total open position to 3
On 6 Feb LICI was trading at 828.80. The strike last trading price was 42.5, which was 0 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0
On 4 Feb LICI was trading at 834.50. The strike last trading price was 42.5, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0
On 3 Feb LICI was trading at 830.15. The strike last trading price was 42.5, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
| LICI 27MAR2025 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 740.15 | 98.45 | 11.95 | - | 5 | 0 | 143 |
| 12 Mar | 744.50 | 86.5 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 754.25 | 86.5 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 752.05 | 86.5 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 763.15 | 86.5 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 766.80 | 86.5 | 0 | 0.00 | 0 | 45 | 0 |
| 5 Mar | 761.80 | 86.5 | -20 | 35.61 | 46 | 25 | 123 |
| 3 Mar | 729.20 | 106.5 | 0 | 0.00 | 0 | -1 | 0 |
| 28 Feb | 740.50 | 106.5 | 2.5 | 35.95 | 11 | 0 | 98 |
| 27 Feb | 741.10 | 104 | 9.5 | 28.04 | 54 | 52 | 98 |
| 26 Feb | 754.80 | 94.45 | 17.95 | 36.45 | 37 | 31 | 46 |
| 25 Feb | 756.55 | 94.45 | 17.95 | 36.45 | 37 | 31 | 46 |
| 24 Feb | 775.40 | 76.5 | 2.05 | 33.13 | 1 | 0 | 14 |
| 21 Feb | 780.90 | 74.45 | -20.05 | 35.43 | 1 | 0 | 14 |
| 20 Feb | 776.50 | 94.5 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 764.00 | 94.5 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Feb | 758.95 | 94.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 765.15 | 94.5 | 0 | 0.00 | 0 | 2 | 0 |
| 14 Feb | 759.10 | 94.5 | 22.5 | 38.04 | 2 | 1 | 13 |
| 13 Feb | 784.80 | 72 | -1.35 | 33.19 | 6 | 5 | 11 |
| 12 Feb | 782.40 | 73.35 | 5.85 | 33.80 | 3 | 0 | 3 |
| 11 Feb | 799.80 | 67.5 | 16.35 | 37.84 | 1 | 0 | 2 |
| 10 Feb | 808.90 | 51.15 | -1.35 | 28.33 | 1 | 0 | 1 |
| 7 Feb | 816.10 | 52.5 | -5.65 | 30.93 | 1 | 0 | 0 |
| 6 Feb | 828.80 | 58.15 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 834.50 | 58.15 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 830.15 | 58.15 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 850 expiring on 27MAR2025
Delta for 850 PE is -
Historical price for 850 PE is as follows
On 13 Mar LICI was trading at 740.15. The strike last trading price was 98.45, which was 11.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 143
On 12 Mar LICI was trading at 744.50. The strike last trading price was 86.5, 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 11 Mar LICI was trading at 754.25. The strike last trading price was 86.5, 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 10 Mar LICI was trading at 752.05. The strike last trading price was 86.5, 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 7 Mar LICI was trading at 763.15. The strike last trading price was 86.5, 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 6 Mar LICI was trading at 766.80. The strike last trading price was 86.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 45 which increased total open position to 0
On 5 Mar LICI was trading at 761.80. The strike last trading price was 86.5, which was -20 lower than the previous day. The implied volatity was 35.61, the open interest changed by 25 which increased total open position to 123
On 3 Mar LICI was trading at 729.20. The strike last trading price was 106.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 28 Feb LICI was trading at 740.50. The strike last trading price was 106.5, which was 2.5 higher than the previous day. The implied volatity was 35.95, the open interest changed by 0 which decreased total open position to 98
On 27 Feb LICI was trading at 741.10. The strike last trading price was 104, which was 9.5 higher than the previous day. The implied volatity was 28.04, the open interest changed by 52 which increased total open position to 98
On 26 Feb LICI was trading at 754.80. The strike last trading price was 94.45, which was 17.95 higher than the previous day. The implied volatity was 36.45, the open interest changed by 31 which increased total open position to 46
On 25 Feb LICI was trading at 756.55. The strike last trading price was 94.45, which was 17.95 higher than the previous day. The implied volatity was 36.45, the open interest changed by 31 which increased total open position to 46
On 24 Feb LICI was trading at 775.40. The strike last trading price was 76.5, which was 2.05 higher than the previous day. The implied volatity was 33.13, the open interest changed by 0 which decreased total open position to 14
On 21 Feb LICI was trading at 780.90. The strike last trading price was 74.45, which was -20.05 lower than the previous day. The implied volatity was 35.43, the open interest changed by 0 which decreased total open position to 14
On 20 Feb LICI was trading at 776.50. The strike last trading price was 94.5, 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 19 Feb LICI was trading at 764.00. The strike last trading price was 94.5, 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 18 Feb LICI was trading at 758.95. The strike last trading price was 94.5, 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 Feb LICI was trading at 765.15. The strike last trading price was 94.5, 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 14 Feb LICI was trading at 759.10. The strike last trading price was 94.5, which was 22.5 higher than the previous day. The implied volatity was 38.04, the open interest changed by 1 which increased total open position to 13
On 13 Feb LICI was trading at 784.80. The strike last trading price was 72, which was -1.35 lower than the previous day. The implied volatity was 33.19, the open interest changed by 5 which increased total open position to 11
On 12 Feb LICI was trading at 782.40. The strike last trading price was 73.35, which was 5.85 higher than the previous day. The implied volatity was 33.80, the open interest changed by 0 which decreased total open position to 3
On 11 Feb LICI was trading at 799.80. The strike last trading price was 67.5, which was 16.35 higher than the previous day. The implied volatity was 37.84, the open interest changed by 0 which decreased total open position to 2
On 10 Feb LICI was trading at 808.90. The strike last trading price was 51.15, which was -1.35 lower than the previous day. The implied volatity was 28.33, the open interest changed by 0 which decreased total open position to 1
On 7 Feb LICI was trading at 816.10. The strike last trading price was 52.5, which was -5.65 lower than the previous day. The implied volatity was 30.93, the open interest changed by 0 which decreased total open position to 0
On 6 Feb LICI was trading at 828.80. The strike last trading price was 58.15, 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 Feb LICI was trading at 834.50. The strike last trading price was 58.15, 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 Feb LICI was trading at 830.15. The strike last trading price was 58.15, 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
