LICI
Life Insura Corp Of India
Historical option data for LICI
08 Apr 2025 04:03 PM IST
| LICI 24APR2025 870 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.25
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 784.80 | 2.05 | 0.65 | 33.35 | 48 | 9 | 129 | |||
| 7 Apr | 767.20 | 1.4 | -1.05 | 34.04 | 85 | 19 | 120 | |||
| 4 Apr | 792.15 | 2.4 | -2.35 | 27.95 | 64 | 4 | 102 | |||
| 3 Apr | 815.30 | 5.25 | -0.1 | 26.29 | 97 | 6 | 99 | |||
| 2 Apr | 810.95 | 5.35 | 2.45 | 28.54 | 60 | 7 | 94 | |||
| 1 Apr | 797.75 | 2.85 | -2.1 | 26.22 | 217 | -9 | 89 | |||
| 28 Mar | 799.40 | 4.8 | -0.55 | 27.50 | 298 | 10 | 98 | |||
| 27 Mar | 801.15 | 5.2 | 0.75 | 26.91 | 146 | 39 | 89 | |||
| 26 Mar | 786.85 | 4.45 | -0.25 | 29.50 | 57 | 40 | 49 | |||
| 25 Mar | 789.40 | 4.7 | -4.95 | 29.13 | 9 | 8 | 8 | |||
| 24 Mar | 800.55 | 9.65 | 0 | 6.73 | 0 | 0 | 0 | |||
| 21 Mar | 791.35 | 9.65 | 0 | 7.61 | 0 | 0 | 0 | |||
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| 20 Mar | 779.50 | 9.65 | 0 | 8.52 | 0 | 0 | 0 | |||
| 19 Mar | 776.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 757.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 745.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 761.80 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 729.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 740.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 870 expiring on 24APR2025
Delta for 870 CE is 0.08
Historical price for 870 CE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 2.05, which was 0.65 higher than the previous day. The implied volatity was 33.35, the open interest changed by 9 which increased total open position to 129
On 7 Apr LICI was trading at 767.20. The strike last trading price was 1.4, which was -1.05 lower than the previous day. The implied volatity was 34.04, the open interest changed by 19 which increased total open position to 120
On 4 Apr LICI was trading at 792.15. The strike last trading price was 2.4, which was -2.35 lower than the previous day. The implied volatity was 27.95, the open interest changed by 4 which increased total open position to 102
On 3 Apr LICI was trading at 815.30. The strike last trading price was 5.25, which was -0.1 lower than the previous day. The implied volatity was 26.29, the open interest changed by 6 which increased total open position to 99
On 2 Apr LICI was trading at 810.95. The strike last trading price was 5.35, which was 2.45 higher than the previous day. The implied volatity was 28.54, the open interest changed by 7 which increased total open position to 94
On 1 Apr LICI was trading at 797.75. The strike last trading price was 2.85, which was -2.1 lower than the previous day. The implied volatity was 26.22, the open interest changed by -9 which decreased total open position to 89
On 28 Mar LICI was trading at 799.40. The strike last trading price was 4.8, which was -0.55 lower than the previous day. The implied volatity was 27.50, the open interest changed by 10 which increased total open position to 98
On 27 Mar LICI was trading at 801.15. The strike last trading price was 5.2, which was 0.75 higher than the previous day. The implied volatity was 26.91, the open interest changed by 39 which increased total open position to 89
On 26 Mar LICI was trading at 786.85. The strike last trading price was 4.45, which was -0.25 lower than the previous day. The implied volatity was 29.50, the open interest changed by 40 which increased total open position to 49
On 25 Mar LICI was trading at 789.40. The strike last trading price was 4.7, which was -4.95 lower than the previous day. The implied volatity was 29.13, the open interest changed by 8 which increased total open position to 8
On 24 Mar LICI was trading at 800.55. The strike last trading price was 9.65, which was 0 lower than the previous day. The implied volatity was 6.73, 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 9.65, which was 0 lower than the previous day. The implied volatity was 7.61, 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 9.65, which was 0 lower than the previous day. The implied volatity was 8.52, 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 0, 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 18 Mar LICI was trading at 757.40. The strike last trading price was 0, 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 17 Mar LICI was trading at 745.40. The strike last trading price was 0, 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 5 Mar LICI was trading at 761.80. The strike last trading price was 0, 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 3 Mar LICI was trading at 729.20. The strike last trading price was 0, 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 28 Feb LICI was trading at 740.50. The strike last trading price was 0, 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
| LICI 24APR2025 870 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 784.80 | 78.4 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 767.20 | 78.4 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 792.15 | 78.4 | 19.65 | 39.24 | 1 | 0 | 21 |
| 3 Apr | 815.30 | 58.75 | -13.1 | 35.38 | 2 | -1 | 20 |
| 2 Apr | 810.95 | 71.65 | -0.2 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 797.75 | 71.65 | -0.2 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 799.40 | 71.65 | -57.35 | 31.52 | 23 | 0 | 0 |
| 27 Mar | 801.15 | 129 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 786.85 | 129 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 789.40 | 129 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 800.55 | 129 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 791.35 | 129 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 779.50 | 129 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 776.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 757.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 745.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 761.80 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 729.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 740.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 870 expiring on 24APR2025
Delta for 870 PE is 0.00
Historical price for 870 PE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 78.4, 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 78.4, 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 78.4, which was 19.65 higher than the previous day. The implied volatity was 39.24, the open interest changed by 0 which decreased total open position to 21
On 3 Apr LICI was trading at 815.30. The strike last trading price was 58.75, which was -13.1 lower than the previous day. The implied volatity was 35.38, the open interest changed by -1 which decreased total open position to 20
On 2 Apr LICI was trading at 810.95. The strike last trading price was 71.65, which was -0.2 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 1 Apr LICI was trading at 797.75. The strike last trading price was 71.65, which was -0.2 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 28 Mar LICI was trading at 799.40. The strike last trading price was 71.65, which was -57.35 lower than the previous day. The implied volatity was 31.52, the open interest changed by 0 which decreased total open position to 0
On 27 Mar LICI was trading at 801.15. The strike last trading price was 129, 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 Mar LICI was trading at 786.85. The strike last trading price was 129, 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 Mar LICI was trading at 789.40. The strike last trading price was 129, 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 Mar LICI was trading at 800.55. The strike last trading price was 129, 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 Mar LICI was trading at 791.35. The strike last trading price was 129, 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 129, 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 0, 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 18 Mar LICI was trading at 757.40. The strike last trading price was 0, 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 17 Mar LICI was trading at 745.40. The strike last trading price was 0, 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 5 Mar LICI was trading at 761.80. The strike last trading price was 0, 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 3 Mar LICI was trading at 729.20. The strike last trading price was 0, 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 28 Feb LICI was trading at 740.50. The strike last trading price was 0, 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
