LICI
Life Insura Corp Of India
Historical option data for LICI
24 Dec 2025 04:12 PM IST
| LICI 27-JAN-2026 860 CE | ||||||||||||||||
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Delta: 0.51
Vega: 1.04
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 853.90 | 16.7 | -4.1 | 16.26 | 488 | 51 | 483 | |||||||||
| 23 Dec | 855.40 | 20.8 | -1.45 | 18.07 | 326 | 190 | 431 | |||||||||
| 22 Dec | 857.35 | 21.25 | 1.6 | 18.23 | 96 | 38 | 240 | |||||||||
| 19 Dec | 852.00 | 19.65 | 1.25 | 16.71 | 54 | 41 | 202 | |||||||||
| 18 Dec | 847.40 | 18.5 | -0.9 | 17.38 | 50 | 11 | 162 | |||||||||
| 17 Dec | 844.55 | 19 | -5.9 | 19.57 | 77 | 64 | 149 | |||||||||
| 16 Dec | 854.50 | 24.85 | -0.75 | 19.63 | 108 | 32 | 85 | |||||||||
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| 15 Dec | 856.90 | 25.3 | -7.7 | 18.69 | 53 | 37 | 53 | |||||||||
| 12 Dec | 867.60 | 32.9 | -52.2 | 18.46 | 20 | 15 | 15 | |||||||||
| 11 Dec | 858.35 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 858.95 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 860.95 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 857.55 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 869.90 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 876.65 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 868.05 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 883.90 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 882.10 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 894.45 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 897.65 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 895.05 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 902.40 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 908.30 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 909.45 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 902.85 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 900.60 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 924.15 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 896.10 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 905.70 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 919.90 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 894.70 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 900.75 | 85.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 860 expiring on 27JAN2026
Delta for 860 CE is 0.51
Historical price for 860 CE is as follows
On 24 Dec LICI was trading at 853.90. The strike last trading price was 16.7, which was -4.1 lower than the previous day. The implied volatity was 16.26, the open interest changed by 51 which increased total open position to 483
On 23 Dec LICI was trading at 855.40. The strike last trading price was 20.8, which was -1.45 lower than the previous day. The implied volatity was 18.07, the open interest changed by 190 which increased total open position to 431
On 22 Dec LICI was trading at 857.35. The strike last trading price was 21.25, which was 1.6 higher than the previous day. The implied volatity was 18.23, the open interest changed by 38 which increased total open position to 240
On 19 Dec LICI was trading at 852.00. The strike last trading price was 19.65, which was 1.25 higher than the previous day. The implied volatity was 16.71, 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 18.5, which was -0.9 lower than the previous day. The implied volatity was 17.38, the open interest changed by 11 which increased total open position to 162
On 17 Dec LICI was trading at 844.55. The strike last trading price was 19, which was -5.9 lower than the previous day. The implied volatity was 19.57, the open interest changed by 64 which increased total open position to 149
On 16 Dec LICI was trading at 854.50. The strike last trading price was 24.85, which was -0.75 lower than the previous day. The implied volatity was 19.63, the open interest changed by 32 which increased total open position to 85
On 15 Dec LICI was trading at 856.90. The strike last trading price was 25.3, which was -7.7 lower than the previous day. The implied volatity was 18.69, the open interest changed by 37 which increased total open position to 53
On 12 Dec LICI was trading at 867.60. The strike last trading price was 32.9, which was -52.2 lower than the previous day. The implied volatity was 18.46, the open interest changed by 15 which increased total open position to 15
On 11 Dec LICI was trading at 858.35. The strike last trading price was 85.1, 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 85.1, 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 9 Dec LICI was trading at 860.95. The strike last trading price was 85.1, 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 85.1, 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 85.1, 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 85.1, 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 85.1, 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 2 Dec LICI was trading at 883.90. The strike last trading price was 85.1, 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 Dec LICI was trading at 882.10. The strike last trading price was 85.1, 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 Nov LICI was trading at 894.45. The strike last trading price was 85.1, 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 Nov LICI was trading at 897.65. The strike last trading price was 85.1, 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 24 Nov LICI was trading at 895.05. The strike last trading price was 85.1, 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 21 Nov LICI was trading at 902.40. The strike last trading price was 85.1, 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 Nov LICI was trading at 908.30. The strike last trading price was 85.1, 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 85.1, 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 85.1, 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 85.1, 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 85.1, 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 Nov LICI was trading at 896.10. The strike last trading price was 85.1, 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 Nov LICI was trading at 905.70. The strike last trading price was 85.1, 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 Nov LICI was trading at 919.90. The strike last trading price was 85.1, 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 31 Oct LICI was trading at 894.70. The strike last trading price was 85.1, 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 30 Oct LICI was trading at 900.75. The strike last trading price was 85.1, 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 860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 1.04
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 853.90 | 20.7 | 2.35 | 19.80 | 155 | 90 | 251 |
| 23 Dec | 855.40 | 18.65 | -0.45 | 19.26 | 126 | 40 | 159 |
| 22 Dec | 857.35 | 19.8 | -3.7 | 20.09 | 63 | 15 | 118 |
| 19 Dec | 852.00 | 23.5 | -4.3 | 22.11 | 4 | 0 | 103 |
| 18 Dec | 847.40 | 27.8 | 1.85 | 23.87 | 31 | 3 | 102 |
| 17 Dec | 844.55 | 26.15 | 4.9 | 20.02 | 23 | 4 | 98 |
| 16 Dec | 854.50 | 21.25 | 0.5 | 20.23 | 8 | 3 | 95 |
| 15 Dec | 856.90 | 20.75 | 4.25 | 20.47 | 39 | 19 | 91 |
| 12 Dec | 867.60 | 16.5 | -1.45 | 20.29 | 14 | 13 | 71 |
| 11 Dec | 858.35 | 17.95 | -2.05 | - | 2 | 0 | 60 |
| 10 Dec | 858.95 | 20 | 1.5 | 19.89 | 3 | 1 | 59 |
| 9 Dec | 860.95 | 18.5 | -2.55 | 19.94 | 22 | 4 | 58 |
| 8 Dec | 857.55 | 21.05 | 6.05 | 19.61 | 24 | 9 | 54 |
| 5 Dec | 869.90 | 15 | 0.9 | 19.19 | 12 | 9 | 44 |
| 4 Dec | 876.65 | 14.1 | -3.9 | 19.64 | 12 | -8 | 34 |
| 3 Dec | 868.05 | 18 | 5 | 21.60 | 20 | 2 | 42 |
| 2 Dec | 883.90 | 13 | -0.65 | 20.24 | 2 | 1 | 39 |
| 1 Dec | 882.10 | 13.65 | 2.15 | 20.73 | 24 | 23 | 38 |
| 28 Nov | 894.45 | 11.65 | -3.3 | 21.02 | 11 | 4 | 15 |
| 25 Nov | 897.65 | 14.95 | 3 | - | 0 | 3 | 0 |
| 24 Nov | 895.05 | 14.95 | 3 | 23.62 | 3 | 1 | 9 |
| 21 Nov | 902.40 | 11.95 | 0 | 22.32 | 3 | 0 | 5 |
| 20 Nov | 908.30 | 11.95 | -20.25 | 23.09 | 5 | 4 | 4 |
| 14 Nov | 909.45 | 32.2 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 902.85 | 32.2 | 0 | 4.23 | 0 | 0 | 0 |
| 11 Nov | 900.60 | 32.2 | 0 | 4.10 | 0 | 0 | 0 |
| 7 Nov | 924.15 | 32.2 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 896.10 | 32.2 | 0 | 3.56 | 0 | 0 | 0 |
| 4 Nov | 905.70 | 32.2 | 0 | 4.43 | 0 | 0 | 0 |
| 3 Nov | 919.90 | 32.2 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 894.70 | 32.2 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 900.75 | 32.2 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 860 expiring on 27JAN2026
Delta for 860 PE is -0.49
Historical price for 860 PE is as follows
On 24 Dec LICI was trading at 853.90. The strike last trading price was 20.7, which was 2.35 higher than the previous day. The implied volatity was 19.80, the open interest changed by 90 which increased total open position to 251
On 23 Dec LICI was trading at 855.40. The strike last trading price was 18.65, which was -0.45 lower than the previous day. The implied volatity was 19.26, the open interest changed by 40 which increased total open position to 159
On 22 Dec LICI was trading at 857.35. The strike last trading price was 19.8, which was -3.7 lower than the previous day. The implied volatity was 20.09, the open interest changed by 15 which increased total open position to 118
On 19 Dec LICI was trading at 852.00. The strike last trading price was 23.5, which was -4.3 lower than the previous day. The implied volatity was 22.11, the open interest changed by 0 which decreased total open position to 103
On 18 Dec LICI was trading at 847.40. The strike last trading price was 27.8, which was 1.85 higher than the previous day. The implied volatity was 23.87, the open interest changed by 3 which increased total open position to 102
On 17 Dec LICI was trading at 844.55. The strike last trading price was 26.15, which was 4.9 higher than the previous day. The implied volatity was 20.02, the open interest changed by 4 which increased total open position to 98
On 16 Dec LICI was trading at 854.50. The strike last trading price was 21.25, which was 0.5 higher than the previous day. The implied volatity was 20.23, the open interest changed by 3 which increased total open position to 95
On 15 Dec LICI was trading at 856.90. The strike last trading price was 20.75, which was 4.25 higher than the previous day. The implied volatity was 20.47, the open interest changed by 19 which increased total open position to 91
On 12 Dec LICI was trading at 867.60. The strike last trading price was 16.5, which was -1.45 lower than the previous day. The implied volatity was 20.29, the open interest changed by 13 which increased total open position to 71
On 11 Dec LICI was trading at 858.35. The strike last trading price was 17.95, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 60
On 10 Dec LICI was trading at 858.95. The strike last trading price was 20, which was 1.5 higher than the previous day. The implied volatity was 19.89, the open interest changed by 1 which increased total open position to 59
On 9 Dec LICI was trading at 860.95. The strike last trading price was 18.5, which was -2.55 lower than the previous day. The implied volatity was 19.94, the open interest changed by 4 which increased total open position to 58
On 8 Dec LICI was trading at 857.55. The strike last trading price was 21.05, which was 6.05 higher than the previous day. The implied volatity was 19.61, the open interest changed by 9 which increased total open position to 54
On 5 Dec LICI was trading at 869.90. The strike last trading price was 15, which was 0.9 higher than the previous day. The implied volatity was 19.19, the open interest changed by 9 which increased total open position to 44
On 4 Dec LICI was trading at 876.65. The strike last trading price was 14.1, which was -3.9 lower than the previous day. The implied volatity was 19.64, the open interest changed by -8 which decreased total open position to 34
On 3 Dec LICI was trading at 868.05. The strike last trading price was 18, which was 5 higher than the previous day. The implied volatity was 21.60, the open interest changed by 2 which increased total open position to 42
On 2 Dec LICI was trading at 883.90. The strike last trading price was 13, which was -0.65 lower than the previous day. The implied volatity was 20.24, the open interest changed by 1 which increased total open position to 39
On 1 Dec LICI was trading at 882.10. The strike last trading price was 13.65, which was 2.15 higher than the previous day. The implied volatity was 20.73, the open interest changed by 23 which increased total open position to 38
On 28 Nov LICI was trading at 894.45. The strike last trading price was 11.65, which was -3.3 lower than the previous day. The implied volatity was 21.02, the open interest changed by 4 which increased total open position to 15
On 25 Nov LICI was trading at 897.65. The strike last trading price was 14.95, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 24 Nov LICI was trading at 895.05. The strike last trading price was 14.95, which was 3 higher than the previous day. The implied volatity was 23.62, the open interest changed by 1 which increased total open position to 9
On 21 Nov LICI was trading at 902.40. The strike last trading price was 11.95, which was 0 lower than the previous day. The implied volatity was 22.32, the open interest changed by 0 which decreased total open position to 5
On 20 Nov LICI was trading at 908.30. The strike last trading price was 11.95, which was -20.25 lower than the previous day. The implied volatity was 23.09, the open interest changed by 4 which increased total open position to 4
On 14 Nov LICI was trading at 909.45. The strike last trading price was 32.2, 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 32.2, which was 0 lower than the previous day. The implied volatity was 4.23, 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 32.2, which was 0 lower than the previous day. The implied volatity was 4.10, 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 32.2, 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 Nov LICI was trading at 896.10. The strike last trading price was 32.2, which was 0 lower than the previous day. The implied volatity was 3.56, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LICI was trading at 905.70. The strike last trading price was 32.2, which was 0 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0
On 3 Nov LICI was trading at 919.90. The strike last trading price was 32.2, 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 31 Oct LICI was trading at 894.70. The strike last trading price was 32.2, 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 30 Oct LICI was trading at 900.75. The strike last trading price was 32.2, 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































































































































































































































