LICI

Life Insura Corp Of India

829 -8.80 (-1.05%)

L: 826.5 H: 842.4

Back to Option Chain

Historical option data for LICI
09 Jan 2026 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

LICI 27-JAN-2026 870 CE
Delta: 0.17 Vega: 0.46 Theta: -0.29 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	829.00	3.1 ₹ 2,170	-1.9 -1330.00	19.61	794 5,55,800	228 1,59,600	563 3,94,100
8 Jan	837.80	4.6 ₹ 3,220	-3.65 -2555.00	18.74	449 3,14,300	53 37,100	334 2,33,800
7 Jan	851.95	8.2 ₹ 5,740	-0.9 -630.00	17.24	225 1,57,500	14 9,800	281 1,96,700

6 Jan	850.05	9.25 ₹ 6,475	1.35 945.00	18.11	320 2,24,000	7 4,900	267 1,86,900
5 Jan	846.20	7.85 ₹ 5,495	-5.95 -4165.00	18.37	330 2,31,000	-1 -700	237 1,65,900
2 Jan	860.85	14 ₹ 9,800	3.65 2555.00	17.19	323 2,26,100	80 56,000	235 1,64,500
1 Jan	852.80	10.1 ₹ 7,070	-1.05 -735.00	16.54	106 74,200	3 2,100	154 1,07,800
31 Dec	854.90	10.85 ₹ 7,595	1.05 735.00	15.77	222 1,55,400	4 2,800	159 1,11,300
30 Dec	849.25	9.6 ₹ 6,720	0.5 350.00	16.79	114 79,800	30 21,000	156 1,09,200
29 Dec	842.25	8.9 ₹ 6,230	-2.2 -1540.00	18.86	93 65,100	10 7,000	126 88,200
26 Dec	849.75	11 ₹ 7,700	-2.15 -1505.00	16.24	91 63,700	38 26,600	117 81,900
24 Dec	853.90	12.8 ₹ 8,960	-3.35 -2345.00	16.72	90 63,000	1 700	78 54,600
23 Dec	855.40	16.15 ₹ 11,305	-2.15 -1505.00	18.13	24 16,800	-5 -3,500	76 53,200
22 Dec	857.35	16.85 ₹ 11,795	1.5 1050.00	18.52	106 74,200	38 26,600	81 56,700
19 Dec	852.00	15.65 ₹ 10,955	0.65 455.00	17.26	28 19,600	10 7,000	43 30,100
18 Dec	847.40	15.5 ₹ 10,850	-4.75 -3325.00	18.54	9 6,300	6 4,200	33 23,100
17 Dec	844.55	20.25 ₹ 14,175	0.75 525.00	24.35	3 2,100	1 700	28 19,600
16 Dec	854.50	19.5 ₹ 13,650	-1.5 -1050.00	19.13	2 1,400	0 0	28 19,600
15 Dec	856.90	21 ₹ 14,700	-5.9 -4130.00	19.23	38 26,600	15 10,500	28 19,600
12 Dec	867.60	27 ₹ 18,900	4.8 3360.00	18.33	19 13,300	7 4,900	12 8,400
11 Dec	858.35	22.5 ₹ 15,750	0.5 350.00	18.48	6 4,200	3 2,100	4 2,800
10 Dec	858.95	22 ₹ 15,400	-43.7 -30590.00	17.52	2 1,400	1 700	1 700
9 Dec	860.95	65.7 ₹ 45,990	0 0.00	-	0 0	0 0	0 0
8 Dec	857.55	65.7 ₹ 45,990	0 0.00	0.21	0 0	0 0	0 0
5 Dec	869.90	65.7 ₹ 45,990	0 0.00	-	0 0	0 0	0 0
4 Dec	876.65	65.7 ₹ 45,990	0 0.00	-	0 0	0 0	0 0
3 Dec	868.05	65.7 ₹ 45,990	0 0.00	-	0 0	0 0	0 0
2 Dec	883.90	65.7 ₹ 45,990	0 0.00	-	0 0	0 0	0 0
1 Dec	882.10	65.7 ₹ 45,990	0 0.00	-	0 0	0 0	0 0
28 Nov	894.45	65.7 ₹ 45,990	0 0.00	-	0 0	0 0	0 0
27 Nov	900.25	65.7 ₹ 45,990	0 0.00	-	0 0	0 0	0 0
26 Nov	894.80	65.7 ₹ 45,990	0 0.00	-	0 0	0 0	0 0

For Life Insura Corp Of India - strike price 870 expiring on 27JAN2026

Delta for 870 CE is 0.17

Historical price for 870 CE is as follows

On 9 Jan LICI was trading at 829.00. The strike last trading price was 3.1, which was -1.9 lower than the previous day. The implied volatity was 19.61, the open interest changed by 228 which increased total open position to 563

On 8 Jan LICI was trading at 837.80. The strike last trading price was 4.6, which was -3.65 lower than the previous day. The implied volatity was 18.74, the open interest changed by 53 which increased total open position to 334

On 7 Jan LICI was trading at 851.95. The strike last trading price was 8.2, which was -0.9 lower than the previous day. The implied volatity was 17.24, the open interest changed by 14 which increased total open position to 281

On 6 Jan LICI was trading at 850.05. The strike last trading price was 9.25, which was 1.35 higher than the previous day. The implied volatity was 18.11, the open interest changed by 7 which increased total open position to 267

On 5 Jan LICI was trading at 846.20. The strike last trading price was 7.85, which was -5.95 lower than the previous day. The implied volatity was 18.37, the open interest changed by -1 which decreased total open position to 237

On 2 Jan LICI was trading at 860.85. The strike last trading price was 14, which was 3.65 higher than the previous day. The implied volatity was 17.19, the open interest changed by 80 which increased total open position to 235

On 1 Jan LICI was trading at 852.80. The strike last trading price was 10.1, which was -1.05 lower than the previous day. The implied volatity was 16.54, the open interest changed by 3 which increased total open position to 154

On 31 Dec LICI was trading at 854.90. The strike last trading price was 10.85, which was 1.05 higher than the previous day. The implied volatity was 15.77, the open interest changed by 4 which increased total open position to 159

On 30 Dec LICI was trading at 849.25. The strike last trading price was 9.6, which was 0.5 higher than the previous day. The implied volatity was 16.79, the open interest changed by 30 which increased total open position to 156

On 29 Dec LICI was trading at 842.25. The strike last trading price was 8.9, which was -2.2 lower than the previous day. The implied volatity was 18.86, the open interest changed by 10 which increased total open position to 126

On 26 Dec LICI was trading at 849.75. The strike last trading price was 11, which was -2.15 lower than the previous day. The implied volatity was 16.24, the open interest changed by 38 which increased total open position to 117

On 24 Dec LICI was trading at 853.90. The strike last trading price was 12.8, which was -3.35 lower than the previous day. The implied volatity was 16.72, the open interest changed by 1 which increased total open position to 78

On 23 Dec LICI was trading at 855.40. The strike last trading price was 16.15, which was -2.15 lower than the previous day. The implied volatity was 18.13, the open interest changed by -5 which decreased total open position to 76

On 22 Dec LICI was trading at 857.35. The strike last trading price was 16.85, which was 1.5 higher than the previous day. The implied volatity was 18.52, the open interest changed by 38 which increased total open position to 81

On 19 Dec LICI was trading at 852.00. The strike last trading price was 15.65, which was 0.65 higher than the previous day. The implied volatity was 17.26, the open interest changed by 10 which increased total open position to 43

On 18 Dec LICI was trading at 847.40. The strike last trading price was 15.5, which was -4.75 lower than the previous day. The implied volatity was 18.54, the open interest changed by 6 which increased total open position to 33

On 17 Dec LICI was trading at 844.55. The strike last trading price was 20.25, which was 0.75 higher than the previous day. The implied volatity was 24.35, the open interest changed by 1 which increased total open position to 28

On 16 Dec LICI was trading at 854.50. The strike last trading price was 19.5, which was -1.5 lower than the previous day. The implied volatity was 19.13, the open interest changed by 0 which decreased total open position to 28

On 15 Dec LICI was trading at 856.90. The strike last trading price was 21, which was -5.9 lower than the previous day. The implied volatity was 19.23, the open interest changed by 15 which increased total open position to 28

On 12 Dec LICI was trading at 867.60. The strike last trading price was 27, which was 4.8 higher than the previous day. The implied volatity was 18.33, the open interest changed by 7 which increased total open position to 12

On 11 Dec LICI was trading at 858.35. The strike last trading price was 22.5, which was 0.5 higher than the previous day. The implied volatity was 18.48, the open interest changed by 3 which increased total open position to 4

On 10 Dec LICI was trading at 858.95. The strike last trading price was 22, which was -43.7 lower than the previous day. The implied volatity was 17.52, the open interest changed by 1 which increased total open position to 1

On 9 Dec LICI was trading at 860.95. The strike last trading price was 65.7, 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 65.7, which was 0 lower than the previous day. The implied volatity was 0.21, 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 65.7, 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 65.7, 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 65.7, 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 65.7, 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 65.7, 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 65.7, 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 27 Nov LICI was trading at 900.25. The strike last trading price was 65.7, 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 Nov LICI was trading at 894.80. The strike last trading price was 65.7, 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 870 PE
Delta: -0.79 Vega: 0.53 Theta: -0.16 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	829.00	41.85 ₹ 29,295	17.4 12180.00	23.68	26 18,200	1 700	121 84,700
8 Jan	837.80	24.55 ₹ 17,185	0.7 490.00	-	0 0	0 0	120 84,000
7 Jan	851.95	24.55 ₹ 17,185	0.7 490.00	21.35	16 11,200	-5 -3,500	120 84,000
6 Jan	850.05	23.85 ₹ 16,695	-2.45 -1715.00	20.09	31 21,700	5 3,500	126 88,200
5 Jan	846.20	26.5 ₹ 18,550	9.6 6720.00	18.47	51 35,700	2 1,400	118 82,600
2 Jan	860.85	17 ₹ 11,900	-4.05 -2835.00	17.13	104 72,800	-15 -10,500	115 80,500
1 Jan	852.80	21.05 ₹ 14,735	-0.55 -385.00	16.05	56 39,200	15 10,500	130 91,000
31 Dec	854.90	22.1 ₹ 15,470	-4.85 -3395.00	18.80	86 60,200	0 0	114 79,800
30 Dec	849.25	26.95 ₹ 18,865	-4.65 -3255.00	19.76	14 9,800	12 8,400	115 80,500
29 Dec	842.25	31.6 ₹ 22,120	3.1 2170.00	18.73	87 60,900	19 13,300	103 72,100
26 Dec	849.75	28.7 ₹ 20,090	3.25 2275.00	21.76	42 29,400	34 23,800	82 57,400
24 Dec	853.90	25.45 ₹ 17,815	2.75 1925.00	19.09	21 14,700	13 9,100	46 32,200
23 Dec	855.40	22.7 ₹ 15,890	-1.7 -1190.00	18.18	11 7,700	10 7,000	32 22,400
22 Dec	857.35	24.4 ₹ 17,080	-4.25 -2975.00	19.54	8 5,600	2 1,400	21 14,700
19 Dec	852.00	28.25 ₹ 19,775	-4.75 -3325.00	21.64	5 3,500	3 2,100	18 12,600
18 Dec	847.40	33 ₹ 23,100	12.45 8715.00	-	0 0	0 0	15 10,500
17 Dec	844.55	33 ₹ 23,100	12.45 8715.00	21.06	1 700	0 0	15 10,500
16 Dec	854.50	21 ₹ 14,700	-4.15 -2905.00	-	0 0	0 0	15 10,500
15 Dec	856.90	21 ₹ 14,700	-4.15 -2905.00	-	0 0	0 0	0 0
12 Dec	867.60	21 ₹ 14,700	-4.15 -2905.00	20.52	11 7,700	0 0	15 10,500
11 Dec	858.35	25.15 ₹ 17,605	5.05 3535.00	-	0 0	0 0	15 10,500
10 Dec	858.95	25.15 ₹ 17,605	5.05 3535.00	-	0 0	0 0	15 10,500
9 Dec	860.95	25.15 ₹ 17,605	5.05 3535.00	-	0 0	-1 -700	0 0
8 Dec	857.55	25.15 ₹ 17,605	5.05 3535.00	19.11	1 700	0 0	16 11,200
5 Dec	869.90	20.1 ₹ 14,070	4 2800.00	-	0 0	0 0	0 0
4 Dec	876.65	20.1 ₹ 14,070	4 2800.00	-	0 0	3 2,100	0 0
3 Dec	868.05	20.1 ₹ 14,070	4 2800.00	20.13	3 2,100	1 700	14 9,800
2 Dec	883.90	16.1 ₹ 11,270	2.35 1645.00	-	0 0	0 0	0 0
1 Dec	882.10	16.1 ₹ 11,270	2.35 1645.00	20.00	3 2,100	0 0	13 9,100
28 Nov	894.45	13.75 ₹ 9,625	0.35 245.00	20.42	6 4,200	5 3,500	13 9,100
27 Nov	900.25	13.4 ₹ 9,380	0 0.00	21.29	14 9,800	0 0	7 4,900
26 Nov	894.80	13.7 ₹ 9,590	-15.25 -10675.00	20.58	7 4,900	5 3,500	5 3,500

For Life Insura Corp Of India - strike price 870 expiring on 27JAN2026

Delta for 870 PE is -0.79

Historical price for 870 PE is as follows

On 9 Jan LICI was trading at 829.00. The strike last trading price was 41.85, which was 17.4 higher than the previous day. The implied volatity was 23.68, the open interest changed by 1 which increased total open position to 121

On 8 Jan LICI was trading at 837.80. The strike last trading price was 24.55, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 120

On 7 Jan LICI was trading at 851.95. The strike last trading price was 24.55, which was 0.7 higher than the previous day. The implied volatity was 21.35, the open interest changed by -5 which decreased total open position to 120

On 6 Jan LICI was trading at 850.05. The strike last trading price was 23.85, which was -2.45 lower than the previous day. The implied volatity was 20.09, the open interest changed by 5 which increased total open position to 126

On 5 Jan LICI was trading at 846.20. The strike last trading price was 26.5, which was 9.6 higher than the previous day. The implied volatity was 18.47, the open interest changed by 2 which increased total open position to 118

On 2 Jan LICI was trading at 860.85. The strike last trading price was 17, which was -4.05 lower than the previous day. The implied volatity was 17.13, the open interest changed by -15 which decreased total open position to 115

On 1 Jan LICI was trading at 852.80. The strike last trading price was 21.05, which was -0.55 lower than the previous day. The implied volatity was 16.05, the open interest changed by 15 which increased total open position to 130

On 31 Dec LICI was trading at 854.90. The strike last trading price was 22.1, which was -4.85 lower than the previous day. The implied volatity was 18.80, the open interest changed by 0 which decreased total open position to 114

On 30 Dec LICI was trading at 849.25. The strike last trading price was 26.95, which was -4.65 lower than the previous day. The implied volatity was 19.76, the open interest changed by 12 which increased total open position to 115

On 29 Dec LICI was trading at 842.25. The strike last trading price was 31.6, which was 3.1 higher than the previous day. The implied volatity was 18.73, the open interest changed by 19 which increased total open position to 103

On 26 Dec LICI was trading at 849.75. The strike last trading price was 28.7, which was 3.25 higher than the previous day. The implied volatity was 21.76, the open interest changed by 34 which increased total open position to 82

On 24 Dec LICI was trading at 853.90. The strike last trading price was 25.45, which was 2.75 higher than the previous day. The implied volatity was 19.09, the open interest changed by 13 which increased total open position to 46

On 23 Dec LICI was trading at 855.40. The strike last trading price was 22.7, which was -1.7 lower than the previous day. The implied volatity was 18.18, the open interest changed by 10 which increased total open position to 32

On 22 Dec LICI was trading at 857.35. The strike last trading price was 24.4, which was -4.25 lower than the previous day. The implied volatity was 19.54, the open interest changed by 2 which increased total open position to 21

On 19 Dec LICI was trading at 852.00. The strike last trading price was 28.25, which was -4.75 lower than the previous day. The implied volatity was 21.64, the open interest changed by 3 which increased total open position to 18

On 18 Dec LICI was trading at 847.40. The strike last trading price was 33, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15

On 17 Dec LICI was trading at 844.55. The strike last trading price was 33, which was 12.45 higher than the previous day. The implied volatity was 21.06, the open interest changed by 0 which decreased total open position to 15

On 16 Dec LICI was trading at 854.50. The strike last trading price was 21, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15

On 15 Dec LICI was trading at 856.90. The strike last trading price was 21, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Dec LICI was trading at 867.60. The strike last trading price was 21, which was -4.15 lower than the previous day. The implied volatity was 20.52, the open interest changed by 0 which decreased total open position to 15

On 11 Dec LICI was trading at 858.35. The strike last trading price was 25.15, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15

On 10 Dec LICI was trading at 858.95. The strike last trading price was 25.15, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15

On 9 Dec LICI was trading at 860.95. The strike last trading price was 25.15, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 8 Dec LICI was trading at 857.55. The strike last trading price was 25.15, which was 5.05 higher than the previous day. The implied volatity was 19.11, the open interest changed by 0 which decreased total open position to 16

On 5 Dec LICI was trading at 869.90. The strike last trading price was 20.1, which was 4 higher 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 20.1, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 3 Dec LICI was trading at 868.05. The strike last trading price was 20.1, which was 4 higher than the previous day. The implied volatity was 20.13, the open interest changed by 1 which increased total open position to 14

On 2 Dec LICI was trading at 883.90. The strike last trading price was 16.1, which was 2.35 higher 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 16.1, which was 2.35 higher than the previous day. The implied volatity was 20.00, the open interest changed by 0 which decreased total open position to 13

On 28 Nov LICI was trading at 894.45. The strike last trading price was 13.75, which was 0.35 higher than the previous day. The implied volatity was 20.42, the open interest changed by 5 which increased total open position to 13

On 27 Nov LICI was trading at 900.25. The strike last trading price was 13.4, which was 0 lower than the previous day. The implied volatity was 21.29, the open interest changed by 0 which decreased total open position to 7

On 26 Nov LICI was trading at 894.80. The strike last trading price was 13.7, which was -15.25 lower than the previous day. The implied volatity was 20.58, the open interest changed by 5 which increased total open position to 5

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