LICI
Life Insura Corp Of India
Historical option data for LICI
18 Dec 2025 04:12 PM IST
| LICI 30-DEC-2025 850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.61
Theta: -0.47
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 18 Dec | 847.40 | 9.15 | -0.6 | 13.76 | 1,778 | 59 | 478 | |||||||||
| 17 Dec | 844.55 | 9.9 | -6.1 | 17.98 | 752 | 208 | 424 | |||||||||
| 16 Dec | 854.50 | 15.9 | -1.1 | 17.52 | 525 | 18 | 216 | |||||||||
| 15 Dec | 856.90 | 16.4 | -9.4 | 15.45 | 218 | 14 | 196 | |||||||||
| 12 Dec | 867.60 | 25 | 4.45 | 13.99 | 130 | -10 | 186 | |||||||||
| 11 Dec | 858.35 | 20.2 | -0.15 | 16.44 | 240 | 3 | 197 | |||||||||
| 10 Dec | 858.95 | 20 | -3.85 | 15.50 | 109 | 18 | 193 | |||||||||
| 9 Dec | 860.95 | 23.7 | 0.9 | 16.05 | 705 | 51 | 175 | |||||||||
| 8 Dec | 857.55 | 22.5 | -8.9 | 19.71 | 251 | 65 | 125 | |||||||||
| 5 Dec | 869.90 | 32 | -3.45 | 16.39 | 68 | 6 | 59 | |||||||||
| 4 Dec | 876.65 | 35.4 | 4.05 | 13.67 | 30 | 4 | 43 | |||||||||
| 3 Dec | 868.05 | 31.6 | -14 | 13.75 | 54 | 23 | 38 | |||||||||
| 2 Dec | 883.90 | 45.6 | 1.85 | 20.90 | 3 | 0 | 12 | |||||||||
| 1 Dec | 882.10 | 43.85 | -8.95 | 17.33 | 21 | 6 | 11 | |||||||||
| 28 Nov | 894.45 | 52.8 | -4.2 | 14.72 | 6 | 2 | 4 | |||||||||
| 27 Nov | 900.25 | 57 | 6 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 894.80 | 57 | 6 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 897.65 | 57 | 6 | 14.93 | 2 | 0 | 2 | |||||||||
| 24 Nov | 895.05 | 51 | -12 | - | 1 | 0 | 1 | |||||||||
| 21 Nov | 902.40 | 63 | -17.65 | 14.61 | 1 | 0 | 0 | |||||||||
| 20 Nov | 908.30 | 80.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 914.05 | 80.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 915.50 | 80.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 915.35 | 80.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 909.45 | 80.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 902.85 | 80.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 900.15 | 80.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 900.60 | 80.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 899.70 | 80.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 924.15 | 80.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 850 expiring on 30DEC2025
Delta for 850 CE is 0.53
Historical price for 850 CE is as follows
On 18 Dec LICI was trading at 847.40. The strike last trading price was 9.15, which was -0.6 lower than the previous day. The implied volatity was 13.76, the open interest changed by 59 which increased total open position to 478
On 17 Dec LICI was trading at 844.55. The strike last trading price was 9.9, which was -6.1 lower than the previous day. The implied volatity was 17.98, the open interest changed by 208 which increased total open position to 424
On 16 Dec LICI was trading at 854.50. The strike last trading price was 15.9, which was -1.1 lower than the previous day. The implied volatity was 17.52, the open interest changed by 18 which increased total open position to 216
On 15 Dec LICI was trading at 856.90. The strike last trading price was 16.4, which was -9.4 lower than the previous day. The implied volatity was 15.45, the open interest changed by 14 which increased total open position to 196
On 12 Dec LICI was trading at 867.60. The strike last trading price was 25, which was 4.45 higher than the previous day. The implied volatity was 13.99, the open interest changed by -10 which decreased total open position to 186
On 11 Dec LICI was trading at 858.35. The strike last trading price was 20.2, which was -0.15 lower than the previous day. The implied volatity was 16.44, the open interest changed by 3 which increased total open position to 197
On 10 Dec LICI was trading at 858.95. The strike last trading price was 20, which was -3.85 lower than the previous day. The implied volatity was 15.50, the open interest changed by 18 which increased total open position to 193
On 9 Dec LICI was trading at 860.95. The strike last trading price was 23.7, which was 0.9 higher than the previous day. The implied volatity was 16.05, the open interest changed by 51 which increased total open position to 175
On 8 Dec LICI was trading at 857.55. The strike last trading price was 22.5, which was -8.9 lower than the previous day. The implied volatity was 19.71, the open interest changed by 65 which increased total open position to 125
On 5 Dec LICI was trading at 869.90. The strike last trading price was 32, which was -3.45 lower than the previous day. The implied volatity was 16.39, the open interest changed by 6 which increased total open position to 59
On 4 Dec LICI was trading at 876.65. The strike last trading price was 35.4, which was 4.05 higher than the previous day. The implied volatity was 13.67, the open interest changed by 4 which increased total open position to 43
On 3 Dec LICI was trading at 868.05. The strike last trading price was 31.6, which was -14 lower than the previous day. The implied volatity was 13.75, the open interest changed by 23 which increased total open position to 38
On 2 Dec LICI was trading at 883.90. The strike last trading price was 45.6, which was 1.85 higher than the previous day. The implied volatity was 20.90, the open interest changed by 0 which decreased total open position to 12
On 1 Dec LICI was trading at 882.10. The strike last trading price was 43.85, which was -8.95 lower than the previous day. The implied volatity was 17.33, the open interest changed by 6 which increased total open position to 11
On 28 Nov LICI was trading at 894.45. The strike last trading price was 52.8, which was -4.2 lower than the previous day. The implied volatity was 14.72, the open interest changed by 2 which increased total open position to 4
On 27 Nov LICI was trading at 900.25. The strike last trading price was 57, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov LICI was trading at 894.80. The strike last trading price was 57, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov LICI was trading at 897.65. The strike last trading price was 57, which was 6 higher than the previous day. The implied volatity was 14.93, the open interest changed by 0 which decreased total open position to 2
On 24 Nov LICI was trading at 895.05. The strike last trading price was 51, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Nov LICI was trading at 902.40. The strike last trading price was 63, which was -17.65 lower than the previous day. The implied volatity was 14.61, the open interest changed by 0 which decreased total open position to 0
On 20 Nov LICI was trading at 908.30. The strike last trading price was 80.65, 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 19 Nov LICI was trading at 914.05. The strike last trading price was 80.65, 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 18 Nov LICI was trading at 915.50. The strike last trading price was 80.65, 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 17 Nov LICI was trading at 915.35. The strike last trading price was 80.65, 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 14 Nov LICI was trading at 909.45. The strike last trading price was 80.65, 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 13 Nov LICI was trading at 902.85. The strike last trading price was 80.65, 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 12 Nov LICI was trading at 900.15. The strike last trading price was 80.65, 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 Nov LICI was trading at 900.60. The strike last trading price was 80.65, 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 Nov LICI was trading at 899.70. The strike last trading price was 80.65, 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 7 Nov LICI was trading at 924.15. The strike last trading price was 80.65, 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 30DEC2025 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.61
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 847.40 | 11.35 | -0.85 | 19.62 | 655 | 12 | 604 |
| 17 Dec | 844.55 | 12.45 | 3.55 | 16.91 | 671 | -9 | 593 |
| 16 Dec | 854.50 | 8.7 | 0.9 | 18.31 | 888 | -3 | 604 |
| 15 Dec | 856.90 | 8.25 | 2.5 | 18.35 | 444 | -58 | 606 |
| 12 Dec | 867.60 | 5.85 | -2.25 | 18.71 | 516 | 26 | 664 |
| 11 Dec | 858.35 | 8.3 | -0.45 | 17.78 | 533 | 96 | 637 |
| 10 Dec | 858.95 | 8.85 | 0.65 | 18.21 | 294 | -21 | 545 |
| 9 Dec | 860.95 | 8.25 | -2.4 | 18.92 | 917 | 11 | 567 |
| 8 Dec | 857.55 | 10.9 | 5.35 | 18.97 | 1,163 | 95 | 555 |
| 5 Dec | 869.90 | 5.15 | 0 | 16.68 | 229 | -11 | 462 |
| 4 Dec | 876.65 | 5.1 | -2.55 | 18.19 | 263 | 10 | 472 |
| 3 Dec | 868.05 | 7.05 | 2.2 | 19.03 | 692 | 77 | 461 |
| 2 Dec | 883.90 | 4.85 | -0.6 | 19.05 | 105 | 2 | 387 |
| 1 Dec | 882.10 | 5.3 | 1.2 | 19.51 | 135 | 20 | 381 |
| 28 Nov | 894.45 | 4.05 | 1.3 | 19.59 | 132 | 59 | 360 |
| 27 Nov | 900.25 | 2.75 | -0.85 | 18.35 | 112 | 27 | 302 |
| 26 Nov | 894.80 | 3.65 | -0.55 | 18.90 | 126 | 10 | 277 |
| 25 Nov | 897.65 | 4.25 | -1 | 20.03 | 158 | 44 | 267 |
| 24 Nov | 895.05 | 5.2 | 0.1 | 20.70 | 210 | 72 | 222 |
| 21 Nov | 902.40 | 4.95 | -0.05 | 21.39 | 115 | 38 | 150 |
| 20 Nov | 908.30 | 5 | 0.1 | 22.23 | 42 | 23 | 106 |
| 19 Nov | 914.05 | 4.9 | 0 | 23.43 | 31 | 1 | 83 |
| 18 Nov | 915.50 | 4.9 | -0.55 | 23.30 | 47 | 16 | 78 |
| 17 Nov | 915.35 | 5.4 | -1.1 | 23.92 | 16 | 6 | 62 |
| 14 Nov | 909.45 | 6.4 | -1.4 | 23.24 | 12 | -2 | 55 |
| 13 Nov | 902.85 | 7.7 | -0.75 | 23.27 | 72 | -15 | 56 |
| 12 Nov | 900.15 | 8.3 | -1.1 | 22.92 | 29 | 3 | 68 |
| 11 Nov | 900.60 | 9.4 | 0.55 | 24.29 | 9 | 0 | 65 |
| 10 Nov | 899.70 | 8.8 | 3.15 | 23.43 | 50 | 42 | 64 |
| 7 Nov | 924.15 | 5.65 | -16.2 | 23.95 | 23 | 22 | 22 |
For Life Insura Corp Of India - strike price 850 expiring on 30DEC2025
Delta for 850 PE is -0.47
Historical price for 850 PE is as follows
On 18 Dec LICI was trading at 847.40. The strike last trading price was 11.35, which was -0.85 lower than the previous day. The implied volatity was 19.62, the open interest changed by 12 which increased total open position to 604
On 17 Dec LICI was trading at 844.55. The strike last trading price was 12.45, which was 3.55 higher than the previous day. The implied volatity was 16.91, the open interest changed by -9 which decreased total open position to 593
On 16 Dec LICI was trading at 854.50. The strike last trading price was 8.7, which was 0.9 higher than the previous day. The implied volatity was 18.31, the open interest changed by -3 which decreased total open position to 604
On 15 Dec LICI was trading at 856.90. The strike last trading price was 8.25, which was 2.5 higher than the previous day. The implied volatity was 18.35, the open interest changed by -58 which decreased total open position to 606
On 12 Dec LICI was trading at 867.60. The strike last trading price was 5.85, which was -2.25 lower than the previous day. The implied volatity was 18.71, the open interest changed by 26 which increased total open position to 664
On 11 Dec LICI was trading at 858.35. The strike last trading price was 8.3, which was -0.45 lower than the previous day. The implied volatity was 17.78, the open interest changed by 96 which increased total open position to 637
On 10 Dec LICI was trading at 858.95. The strike last trading price was 8.85, which was 0.65 higher than the previous day. The implied volatity was 18.21, the open interest changed by -21 which decreased total open position to 545
On 9 Dec LICI was trading at 860.95. The strike last trading price was 8.25, which was -2.4 lower than the previous day. The implied volatity was 18.92, the open interest changed by 11 which increased total open position to 567
On 8 Dec LICI was trading at 857.55. The strike last trading price was 10.9, which was 5.35 higher than the previous day. The implied volatity was 18.97, the open interest changed by 95 which increased total open position to 555
On 5 Dec LICI was trading at 869.90. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 16.68, the open interest changed by -11 which decreased total open position to 462
On 4 Dec LICI was trading at 876.65. The strike last trading price was 5.1, which was -2.55 lower than the previous day. The implied volatity was 18.19, the open interest changed by 10 which increased total open position to 472
On 3 Dec LICI was trading at 868.05. The strike last trading price was 7.05, which was 2.2 higher than the previous day. The implied volatity was 19.03, the open interest changed by 77 which increased total open position to 461
On 2 Dec LICI was trading at 883.90. The strike last trading price was 4.85, which was -0.6 lower than the previous day. The implied volatity was 19.05, the open interest changed by 2 which increased total open position to 387
On 1 Dec LICI was trading at 882.10. The strike last trading price was 5.3, which was 1.2 higher than the previous day. The implied volatity was 19.51, the open interest changed by 20 which increased total open position to 381
On 28 Nov LICI was trading at 894.45. The strike last trading price was 4.05, which was 1.3 higher than the previous day. The implied volatity was 19.59, the open interest changed by 59 which increased total open position to 360
On 27 Nov LICI was trading at 900.25. The strike last trading price was 2.75, which was -0.85 lower than the previous day. The implied volatity was 18.35, the open interest changed by 27 which increased total open position to 302
On 26 Nov LICI was trading at 894.80. The strike last trading price was 3.65, which was -0.55 lower than the previous day. The implied volatity was 18.90, the open interest changed by 10 which increased total open position to 277
On 25 Nov LICI was trading at 897.65. The strike last trading price was 4.25, which was -1 lower than the previous day. The implied volatity was 20.03, the open interest changed by 44 which increased total open position to 267
On 24 Nov LICI was trading at 895.05. The strike last trading price was 5.2, which was 0.1 higher than the previous day. The implied volatity was 20.70, the open interest changed by 72 which increased total open position to 222
On 21 Nov LICI was trading at 902.40. The strike last trading price was 4.95, which was -0.05 lower than the previous day. The implied volatity was 21.39, the open interest changed by 38 which increased total open position to 150
On 20 Nov LICI was trading at 908.30. The strike last trading price was 5, which was 0.1 higher than the previous day. The implied volatity was 22.23, the open interest changed by 23 which increased total open position to 106
On 19 Nov LICI was trading at 914.05. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was 23.43, the open interest changed by 1 which increased total open position to 83
On 18 Nov LICI was trading at 915.50. The strike last trading price was 4.9, which was -0.55 lower than the previous day. The implied volatity was 23.30, the open interest changed by 16 which increased total open position to 78
On 17 Nov LICI was trading at 915.35. The strike last trading price was 5.4, which was -1.1 lower than the previous day. The implied volatity was 23.92, the open interest changed by 6 which increased total open position to 62
On 14 Nov LICI was trading at 909.45. The strike last trading price was 6.4, which was -1.4 lower than the previous day. The implied volatity was 23.24, the open interest changed by -2 which decreased total open position to 55
On 13 Nov LICI was trading at 902.85. The strike last trading price was 7.7, which was -0.75 lower than the previous day. The implied volatity was 23.27, the open interest changed by -15 which decreased total open position to 56
On 12 Nov LICI was trading at 900.15. The strike last trading price was 8.3, which was -1.1 lower than the previous day. The implied volatity was 22.92, the open interest changed by 3 which increased total open position to 68
On 11 Nov LICI was trading at 900.60. The strike last trading price was 9.4, which was 0.55 higher than the previous day. The implied volatity was 24.29, the open interest changed by 0 which decreased total open position to 65
On 10 Nov LICI was trading at 899.70. The strike last trading price was 8.8, which was 3.15 higher than the previous day. The implied volatity was 23.43, the open interest changed by 42 which increased total open position to 64
On 7 Nov LICI was trading at 924.15. The strike last trading price was 5.65, which was -16.2 lower than the previous day. The implied volatity was 23.95, the open interest changed by 22 which increased total open position to 22































































































































































































































