[--[65.84.65.76]--]

LICI

Life Insura Corp Of India
853.9 -1.50 (-0.18%)
L: 851.5 H: 858

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Historical option data for LICI

24 Dec 2025 04:12 PM IST
LICI 27-JAN-2026 860 CE
Delta: 0.51
Vega: 1.04
Theta: -0.36
Gamma: 0.01
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
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
Delta: -0.49
Vega: 1.04
Theta: -0.18
Gamma: 0.01
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