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[--[65.84.65.76]--]
LICI
Life Insura Corp Of India

771.05 3.35 (0.44%)

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Historical option data for LICI

11 Apr 2025 04:13 PM IST
LICI 24APR2025 860 CE
Delta: 0.06
Vega: 0.18
Theta: -0.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 771.05 1.35 -0.45 35.63 146 -3 295
9 Apr 767.70 1.8 -0.95 36.23 57 6 295
8 Apr 784.80 2.7 0.8 32.25 46 10 288
7 Apr 767.20 1.9 -1.3 33.64 214 -21 278
4 Apr 792.15 3.35 -2.95 27.73 475 54 300
3 Apr 815.30 7.2 0.35 26.25 306 -19 243
2 Apr 810.95 7.15 3.4 28.13 376 56 263
1 Apr 797.75 3.85 -2.45 25.82 287 36 210
28 Mar 799.40 6.2 -0.6 27.21 352 74 174
27 Mar 801.15 5.4 0.15 24.94 97 21 100
26 Mar 786.85 5.25 -0.55 28.51 8 1 79
25 Mar 789.40 5.8 -1.55 28.61 82 25 80
24 Mar 800.55 7.5 1.25 26.58 54 -10 54
21 Mar 791.35 6.3 2.6 26.65 106 46 62
20 Mar 779.50 3.7 -1.3 24.51 10 -1 15
19 Mar 776.75 5 -46.45 27.15 28 15 15
18 Mar 757.40 51.45 0 10.09 0 0 0
17 Mar 745.40 51.45 0 11.19 0 0 0
5 Mar 761.80 51.45 0 8.09 0 0 0
3 Mar 729.20 51.45 0 10.83 0 0 0
28 Feb 740.50 51.45 0 8.97 0 0 0
26 Feb 754.80 51.45 0 7.64 0 0 0
25 Feb 756.55 51.45 0 7.64 0 0 0
19 Feb 764.00 51.45 0 6.46 0 0 0
17 Feb 765.15 51.45 0 7.22 0 0 0
13 Feb 784.80 51.45 0 4.57 0 0 0
12 Feb 782.40 51.45 0 4.66 0 0 0
10 Feb 808.90 51.45 0 2.65 0 0 0
7 Feb 816.10 51.45 0 1.76 0 0 0
6 Feb 828.80 0 0 1.12 0 0 0
5 Feb 842.65 0 0 - 0 0 0
4 Feb 834.50 0 0 0.49 0 0 0
3 Feb 830.15 0 0 0.85 0 0 0
1 Feb 848.20 0 0 - 0 0 0


For Life Insura Corp Of India - strike price 860 expiring on 24APR2025

Delta for 860 CE is 0.06

Historical price for 860 CE is as follows

On 11 Apr LICI was trading at 771.05. The strike last trading price was 1.35, which was -0.45 lower than the previous day. The implied volatity was 35.63, the open interest changed by -3 which decreased total open position to 295


On 9 Apr LICI was trading at 767.70. The strike last trading price was 1.8, which was -0.95 lower than the previous day. The implied volatity was 36.23, the open interest changed by 6 which increased total open position to 295


On 8 Apr LICI was trading at 784.80. The strike last trading price was 2.7, which was 0.8 higher than the previous day. The implied volatity was 32.25, the open interest changed by 10 which increased total open position to 288


On 7 Apr LICI was trading at 767.20. The strike last trading price was 1.9, which was -1.3 lower than the previous day. The implied volatity was 33.64, the open interest changed by -21 which decreased total open position to 278


On 4 Apr LICI was trading at 792.15. The strike last trading price was 3.35, which was -2.95 lower than the previous day. The implied volatity was 27.73, the open interest changed by 54 which increased total open position to 300


On 3 Apr LICI was trading at 815.30. The strike last trading price was 7.2, which was 0.35 higher than the previous day. The implied volatity was 26.25, the open interest changed by -19 which decreased total open position to 243


On 2 Apr LICI was trading at 810.95. The strike last trading price was 7.15, which was 3.4 higher than the previous day. The implied volatity was 28.13, the open interest changed by 56 which increased total open position to 263


On 1 Apr LICI was trading at 797.75. The strike last trading price was 3.85, which was -2.45 lower than the previous day. The implied volatity was 25.82, the open interest changed by 36 which increased total open position to 210


On 28 Mar LICI was trading at 799.40. The strike last trading price was 6.2, which was -0.6 lower than the previous day. The implied volatity was 27.21, the open interest changed by 74 which increased total open position to 174


On 27 Mar LICI was trading at 801.15. The strike last trading price was 5.4, which was 0.15 higher than the previous day. The implied volatity was 24.94, the open interest changed by 21 which increased total open position to 100


On 26 Mar LICI was trading at 786.85. The strike last trading price was 5.25, which was -0.55 lower than the previous day. The implied volatity was 28.51, the open interest changed by 1 which increased total open position to 79


On 25 Mar LICI was trading at 789.40. The strike last trading price was 5.8, which was -1.55 lower than the previous day. The implied volatity was 28.61, the open interest changed by 25 which increased total open position to 80


On 24 Mar LICI was trading at 800.55. The strike last trading price was 7.5, which was 1.25 higher than the previous day. The implied volatity was 26.58, the open interest changed by -10 which decreased total open position to 54


On 21 Mar LICI was trading at 791.35. The strike last trading price was 6.3, which was 2.6 higher than the previous day. The implied volatity was 26.65, the open interest changed by 46 which increased total open position to 62


On 20 Mar LICI was trading at 779.50. The strike last trading price was 3.7, which was -1.3 lower than the previous day. The implied volatity was 24.51, the open interest changed by -1 which decreased total open position to 15


On 19 Mar LICI was trading at 776.75. The strike last trading price was 5, which was -46.45 lower than the previous day. The implied volatity was 27.15, the open interest changed by 15 which increased total open position to 15


On 18 Mar LICI was trading at 757.40. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 10.09, 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 51.45, which was 0 lower than the previous day. The implied volatity was 11.19, 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 51.45, which was 0 lower than the previous day. The implied volatity was 8.09, 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 51.45, which was 0 lower than the previous day. The implied volatity was 10.83, 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 51.45, which was 0 lower than the previous day. The implied volatity was 8.97, the open interest changed by 0 which decreased total open position to 0


On 26 Feb LICI was trading at 754.80. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 7.64, the open interest changed by 0 which decreased total open position to 0


On 25 Feb LICI was trading at 756.55. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 7.64, 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 51.45, which was 0 lower than the previous day. The implied volatity was 6.46, 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 51.45, which was 0 lower than the previous day. The implied volatity was 7.22, the open interest changed by 0 which decreased total open position to 0


On 13 Feb LICI was trading at 784.80. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0


On 12 Feb LICI was trading at 782.40. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0


On 10 Feb LICI was trading at 808.90. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0


On 7 Feb LICI was trading at 816.10. The strike last trading price was 51.45, 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 6 Feb LICI was trading at 828.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0


On 5 Feb LICI was trading at 842.65. The strike last trading price was 0, 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 0, which was 0 lower than the previous day. The implied volatity was 0.49, 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 0, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0


On 1 Feb LICI was trading at 848.20. The strike last trading price was 0, 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 24APR2025 860 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 771.05 61.5 0 0.00 0 0 0
9 Apr 767.70 61.5 0 0.00 0 0 0
8 Apr 784.80 61.5 0 0.00 0 0 0
7 Apr 767.20 61.5 0 0.00 0 0 0
4 Apr 792.15 61.5 11.9 15.25 5 0 6
3 Apr 815.30 49.6 -5.95 32.78 1 0 7
2 Apr 810.95 55.55 -8.35 33.77 3 2 8
1 Apr 797.75 63.9 1.6 30.74 14 5 6
28 Mar 799.40 62.3 -1.7 29.53 3 0 1
27 Mar 801.15 64 0 0.00 0 0 0
26 Mar 786.85 64 0 0.00 0 0 0
25 Mar 789.40 64 0 0.00 0 1 0
24 Mar 800.55 64 -8.25 33.26 1 0 0
21 Mar 791.35 72.25 0 - 0 0 0
20 Mar 779.50 72.25 0 - 0 0 0
19 Mar 776.75 72.25 0 - 0 0 0
18 Mar 757.40 72.25 0 - 0 0 0
17 Mar 745.40 72.25 0 - 0 0 0
5 Mar 761.80 72.25 0 - 0 0 0
3 Mar 729.20 72.25 0 - 0 0 0
28 Feb 740.50 72.25 0 - 0 0 0
26 Feb 754.80 0 0 - 0 0 0
25 Feb 756.55 0 0 - 0 0 0
19 Feb 764.00 0 0 - 0 0 0
17 Feb 765.15 0 0 - 0 0 0
13 Feb 784.80 0 0 - 0 0 0
12 Feb 782.40 0 0 - 0 0 0
10 Feb 808.90 0 0 - 0 0 0
7 Feb 816.10 0 0 - 0 0 0
6 Feb 828.80 0 0 - 0 0 0
5 Feb 842.65 0 0 0.15 0 0 0
4 Feb 834.50 0 0 - 0 0 0
3 Feb 830.15 0 0 - 0 0 0
1 Feb 848.20 0 0 0.71 0 0 0


For Life Insura Corp Of India - strike price 860 expiring on 24APR2025

Delta for 860 PE is 0.00

Historical price for 860 PE is as follows

On 11 Apr LICI was trading at 771.05. The strike last trading price was 61.5, 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 9 Apr LICI was trading at 767.70. The strike last trading price was 61.5, 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 8 Apr LICI was trading at 784.80. The strike last trading price was 61.5, 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 Apr LICI was trading at 767.20. The strike last trading price was 61.5, 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 4 Apr LICI was trading at 792.15. The strike last trading price was 61.5, which was 11.9 higher than the previous day. The implied volatity was 15.25, the open interest changed by 0 which decreased total open position to 6


On 3 Apr LICI was trading at 815.30. The strike last trading price was 49.6, which was -5.95 lower than the previous day. The implied volatity was 32.78, the open interest changed by 0 which decreased total open position to 7


On 2 Apr LICI was trading at 810.95. The strike last trading price was 55.55, which was -8.35 lower than the previous day. The implied volatity was 33.77, the open interest changed by 2 which increased total open position to 8


On 1 Apr LICI was trading at 797.75. The strike last trading price was 63.9, which was 1.6 higher than the previous day. The implied volatity was 30.74, the open interest changed by 5 which increased total open position to 6


On 28 Mar LICI was trading at 799.40. The strike last trading price was 62.3, which was -1.7 lower than the previous day. The implied volatity was 29.53, the open interest changed by 0 which decreased total open position to 1


On 27 Mar LICI was trading at 801.15. The strike last trading price was 64, 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 26 Mar LICI was trading at 786.85. The strike last trading price was 64, 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 25 Mar LICI was trading at 789.40. The strike last trading price was 64, 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 24 Mar LICI was trading at 800.55. The strike last trading price was 64, which was -8.25 lower than the previous day. The implied volatity was 33.26, the open interest changed by 0 which decreased total open position to 0


On 21 Mar LICI was trading at 791.35. The strike last trading price was 72.25, 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 20 Mar LICI was trading at 779.50. The strike last trading price was 72.25, 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 Mar LICI was trading at 776.75. The strike last trading price was 72.25, 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 Mar LICI was trading at 757.40. The strike last trading price was 72.25, 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 Mar LICI was trading at 745.40. The strike last trading price was 72.25, 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 Mar LICI was trading at 761.80. The strike last trading price was 72.25, 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 Mar LICI was trading at 729.20. The strike last trading price was 72.25, 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 28 Feb LICI was trading at 740.50. The strike last trading price was 72.25, 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 26 Feb LICI was trading at 754.80. The strike last trading price was 0, 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 25 Feb LICI was trading at 756.55. The strike last trading price was 0, 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 Feb LICI was trading at 764.00. The strike last trading price was 0, 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 Feb LICI was trading at 765.15. The strike last trading price was 0, 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 Feb LICI was trading at 784.80. The strike last trading price was 0, 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 Feb LICI was trading at 782.40. The strike last trading price was 0, 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 Feb LICI was trading at 808.90. The strike last trading price was 0, 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 Feb LICI was trading at 816.10. The strike last trading price was 0, 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 6 Feb LICI was trading at 828.80. The strike last trading price was 0, 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 Feb LICI was trading at 842.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.15, 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 0, 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 0, 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 1 Feb LICI was trading at 848.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0