LICI
Life Insura Corp Of India
Historical option data for LICI
20 Feb 2026 04:13 PM IST
| LICI 24-FEB-2026 870 CE | ||||||||||||||||
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Delta: 0.65
Vega: 0.34
Theta: -0.5
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 873.30 | 4.7 | 0.25 | 8.24 | 1,885 | -215 | 712 | |||||||||
| 19 Feb | 864.25 | 4.75 | -8.85 | 18.03 | 539 | 1 | 932 | |||||||||
| 18 Feb | 878.70 | 13.55 | -0.1 | 16.77 | 986 | 450 | 933 | |||||||||
| 17 Feb | 874.10 | 12.95 | -0.75 | 21.61 | 1,682 | 116 | 493 | |||||||||
| 16 Feb | 869.15 | 13.95 | 3.2 | 25.28 | 1,451 | 77 | 375 | |||||||||
| 13 Feb | 862.40 | 10.6 | -10.45 | 22.05 | 536 | 26 | 302 | |||||||||
| 12 Feb | 880.95 | 21.35 | 2.05 | 23.01 | 454 | -10 | 278 | |||||||||
| 11 Feb | 875.30 | 19.3 | -10.85 | 21.79 | 1,509 | 44 | 290 | |||||||||
| 10 Feb | 891.70 | 30.1 | -4.05 | 20.41 | 184 | -120 | 248 | |||||||||
| 9 Feb | 895.45 | 33.65 | -8.4 | 21.5 | 37 | -12 | 368 | |||||||||
| 6 Feb | 901.85 | 40.25 | 28.95 | 24.56 | 3,617 | 57 | 382 | |||||||||
| 5 Feb | 839.75 | 10.8 | -0.25 | 27.25 | 260 | 4 | 326 | |||||||||
| 4 Feb | 835.30 | 10.95 | 0.6 | 28.95 | 119 | 13 | 322 | |||||||||
| 3 Feb | 838.30 | 10 | 6.5 | 25.94 | 333 | 48 | 308 | |||||||||
| 2 Feb | 802.15 | 3.45 | -0.3 | 25.58 | 135 | 1 | 260 | |||||||||
| 1 Feb | 799.00 | 3.75 | -4.7 | 28.42 | 118 | 14 | 261 | |||||||||
| 30 Jan | 824.50 | 8.45 | 0.65 | 25.55 | 44 | 7 | 247 | |||||||||
| 29 Jan | 821.00 | 7.75 | -0.7 | 25.79 | 206 | 149 | 240 | |||||||||
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| 28 Jan | 822.15 | 8.8 | 1.45 | 25.38 | 64 | 22 | 91 | |||||||||
| 27 Jan | 807.80 | 8.05 | 1.45 | 29.45 | 40 | 14 | 67 | |||||||||
| 23 Jan | 802.45 | 6.55 | -3.6 | 26.67 | 57 | 5 | 52 | |||||||||
| 22 Jan | 819.30 | 10.15 | 2.8 | 26.25 | 44 | 12 | 45 | |||||||||
| 21 Jan | 809.55 | 7.35 | -2.7 | 24.81 | 13 | 7 | 33 | |||||||||
| 20 Jan | 809.15 | 10.05 | 1.3 | 27.93 | 13 | 8 | 26 | |||||||||
| 19 Jan | 809.75 | 8.75 | -1.9 | 26.64 | 22 | 14 | 18 | |||||||||
| 16 Jan | 820.40 | 10.4 | -23.1 | 23.57 | 7 | 3 | 3 | |||||||||
| 14 Jan | 826.70 | 33.5 | 0 | 3.5 | 0 | 0 | 0 | |||||||||
| 13 Jan | 831.75 | 33.5 | 0 | 2.88 | 0 | 0 | 0 | |||||||||
| 12 Jan | 832.10 | 33.5 | 0 | 2.59 | 0 | 0 | 0 | |||||||||
| 9 Jan | 829.00 | 33.5 | 0 | 2.81 | 0 | 0 | 0 | |||||||||
| 8 Jan | 837.80 | 33.5 | 0 | 2.04 | 0 | 0 | 0 | |||||||||
| 7 Jan | 851.95 | 33.5 | 0 | 0.67 | 0 | 0 | 0 | |||||||||
| 6 Jan | 850.05 | 33.5 | 0 | 0.64 | 0 | 0 | 0 | |||||||||
| 5 Jan | 846.20 | 33.5 | 0 | 1.18 | 0 | 0 | 0 | |||||||||
| 2 Jan | 860.85 | 33.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 852.80 | 33.5 | 0 | 0.49 | 0 | 0 | 0 | |||||||||
| 31 Dec | 854.90 | 33.5 | 0 | 0.18 | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 870 expiring on 24FEB2026
Delta for 870 CE is 0.65
Historical price for 870 CE is as follows
On 20 Feb LICI was trading at 873.30. The strike last trading price was 4.7, which was 0.25 higher than the previous day. The implied volatity was 8.24, the open interest changed by -215 which decreased total open position to 712
On 19 Feb LICI was trading at 864.25. The strike last trading price was 4.75, which was -8.85 lower than the previous day. The implied volatity was 18.03, the open interest changed by 1 which increased total open position to 932
On 18 Feb LICI was trading at 878.70. The strike last trading price was 13.55, which was -0.1 lower than the previous day. The implied volatity was 16.77, the open interest changed by 450 which increased total open position to 933
On 17 Feb LICI was trading at 874.10. The strike last trading price was 12.95, which was -0.75 lower than the previous day. The implied volatity was 21.61, the open interest changed by 116 which increased total open position to 493
On 16 Feb LICI was trading at 869.15. The strike last trading price was 13.95, which was 3.2 higher than the previous day. The implied volatity was 25.28, the open interest changed by 77 which increased total open position to 375
On 13 Feb LICI was trading at 862.40. The strike last trading price was 10.6, which was -10.45 lower than the previous day. The implied volatity was 22.05, the open interest changed by 26 which increased total open position to 302
On 12 Feb LICI was trading at 880.95. The strike last trading price was 21.35, which was 2.05 higher than the previous day. The implied volatity was 23.01, the open interest changed by -10 which decreased total open position to 278
On 11 Feb LICI was trading at 875.30. The strike last trading price was 19.3, which was -10.85 lower than the previous day. The implied volatity was 21.79, the open interest changed by 44 which increased total open position to 290
On 10 Feb LICI was trading at 891.70. The strike last trading price was 30.1, which was -4.05 lower than the previous day. The implied volatity was 20.41, the open interest changed by -120 which decreased total open position to 248
On 9 Feb LICI was trading at 895.45. The strike last trading price was 33.65, which was -8.4 lower than the previous day. The implied volatity was 21.5, the open interest changed by -12 which decreased total open position to 368
On 6 Feb LICI was trading at 901.85. The strike last trading price was 40.25, which was 28.95 higher than the previous day. The implied volatity was 24.56, the open interest changed by 57 which increased total open position to 382
On 5 Feb LICI was trading at 839.75. The strike last trading price was 10.8, which was -0.25 lower than the previous day. The implied volatity was 27.25, the open interest changed by 4 which increased total open position to 326
On 4 Feb LICI was trading at 835.30. The strike last trading price was 10.95, which was 0.6 higher than the previous day. The implied volatity was 28.95, the open interest changed by 13 which increased total open position to 322
On 3 Feb LICI was trading at 838.30. The strike last trading price was 10, which was 6.5 higher than the previous day. The implied volatity was 25.94, the open interest changed by 48 which increased total open position to 308
On 2 Feb LICI was trading at 802.15. The strike last trading price was 3.45, which was -0.3 lower than the previous day. The implied volatity was 25.58, the open interest changed by 1 which increased total open position to 260
On 1 Feb LICI was trading at 799.00. The strike last trading price was 3.75, which was -4.7 lower than the previous day. The implied volatity was 28.42, the open interest changed by 14 which increased total open position to 261
On 30 Jan LICI was trading at 824.50. The strike last trading price was 8.45, which was 0.65 higher than the previous day. The implied volatity was 25.55, the open interest changed by 7 which increased total open position to 247
On 29 Jan LICI was trading at 821.00. The strike last trading price was 7.75, which was -0.7 lower than the previous day. The implied volatity was 25.79, the open interest changed by 149 which increased total open position to 240
On 28 Jan LICI was trading at 822.15. The strike last trading price was 8.8, which was 1.45 higher than the previous day. The implied volatity was 25.38, the open interest changed by 22 which increased total open position to 91
On 27 Jan LICI was trading at 807.80. The strike last trading price was 8.05, which was 1.45 higher than the previous day. The implied volatity was 29.45, the open interest changed by 14 which increased total open position to 67
On 23 Jan LICI was trading at 802.45. The strike last trading price was 6.55, which was -3.6 lower than the previous day. The implied volatity was 26.67, the open interest changed by 5 which increased total open position to 52
On 22 Jan LICI was trading at 819.30. The strike last trading price was 10.15, which was 2.8 higher than the previous day. The implied volatity was 26.25, the open interest changed by 12 which increased total open position to 45
On 21 Jan LICI was trading at 809.55. The strike last trading price was 7.35, which was -2.7 lower than the previous day. The implied volatity was 24.81, the open interest changed by 7 which increased total open position to 33
On 20 Jan LICI was trading at 809.15. The strike last trading price was 10.05, which was 1.3 higher than the previous day. The implied volatity was 27.93, the open interest changed by 8 which increased total open position to 26
On 19 Jan LICI was trading at 809.75. The strike last trading price was 8.75, which was -1.9 lower than the previous day. The implied volatity was 26.64, the open interest changed by 14 which increased total open position to 18
On 16 Jan LICI was trading at 820.40. The strike last trading price was 10.4, which was -23.1 lower than the previous day. The implied volatity was 23.57, the open interest changed by 3 which increased total open position to 3
On 14 Jan LICI was trading at 826.70. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 3.5, the open interest changed by 0 which decreased total open position to 0
On 13 Jan LICI was trading at 831.75. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0
On 12 Jan LICI was trading at 832.10. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0
On 9 Jan LICI was trading at 829.00. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0
On 8 Jan LICI was trading at 837.80. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0
On 7 Jan LICI was trading at 851.95. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0
On 6 Jan LICI was trading at 850.05. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0
On 5 Jan LICI was trading at 846.20. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0
On 2 Jan LICI was trading at 860.85. The strike last trading price was 33.5, 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 Jan LICI was trading at 852.80. The strike last trading price was 33.5, 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 31 Dec LICI was trading at 854.90. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
| LICI 24FEB2026 870 PE | |||||||
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Delta: -0.4
Vega: 0.35
Theta: -0.48
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 873.30 | 3.4 | -7.6 | 13.01 | 901 | -33 | 833 |
| 19 Feb | 864.25 | 10.8 | 6.55 | 18.66 | 638 | -44 | 870 |
| 18 Feb | 878.70 | 4.25 | -3.9 | 18.62 | 1,134 | 427 | 917 |
| 17 Feb | 874.10 | 8.2 | -3.5 | 21.64 | 867 | 258 | 492 |
| 16 Feb | 869.15 | 11.45 | -5.3 | 24.12 | 345 | -28 | 234 |
| 13 Feb | 862.40 | 17.3 | 6.95 | 23.94 | 645 | 68 | 267 |
| 12 Feb | 880.95 | 10.25 | -3.3 | 24.61 | 828 | -64 | 200 |
| 11 Feb | 875.30 | 13 | 4.95 | 26.16 | 2,241 | -77 | 262 |
| 10 Feb | 891.70 | 8.1 | 0.05 | 26.16 | 513 | -47 | 343 |
| 9 Feb | 895.45 | 7.75 | -1.8 | 26.2 | 1,378 | 28 | 394 |
| 6 Feb | 901.85 | 9.5 | -28.05 | 28.54 | 4,028 | 303 | 375 |
| 5 Feb | 839.75 | 37.55 | -38.5 | - | 0 | 0 | 72 |
| 4 Feb | 835.30 | 37.55 | -38.5 | - | 0 | 0 | 72 |
| 3 Feb | 838.30 | 37.55 | -38.5 | 25.28 | 9 | 1 | 72 |
| 2 Feb | 802.15 | 76.05 | 26.85 | 48.91 | 4 | 0 | 72 |
| 1 Feb | 799.00 | 49.2 | -0.3 | 26.74 | 3 | -1 | 72 |
| 30 Jan | 824.50 | 49.5 | -3.85 | - | 0 | 0 | 73 |
| 29 Jan | 821.00 | 49.5 | -3.85 | 24.19 | 9 | 4 | 68 |
| 28 Jan | 822.15 | 53.35 | -8.45 | 32.79 | 3 | 0 | 64 |
| 27 Jan | 807.80 | 61.5 | 10.4 | 26.8 | 17 | 9 | 56 |
| 23 Jan | 802.45 | 51.1 | -2.9 | 12.97 | 20 | 10 | 38 |
| 22 Jan | 819.30 | 54 | -11 | 26.47 | 19 | 13 | 27 |
| 21 Jan | 809.55 | 65 | 7 | 32.21 | 5 | 4 | 13 |
| 20 Jan | 809.15 | 58 | 7.15 | 22.74 | 3 | 2 | 8 |
| 19 Jan | 809.75 | 50.85 | 0.85 | - | 0 | 0 | 6 |
| 16 Jan | 820.40 | 50.85 | 0.85 | 23.23 | 2 | 1 | 5 |
| 14 Jan | 826.70 | 50 | 6 | 26.36 | 1 | 0 | 3 |
| 13 Jan | 831.75 | 44 | -2.2 | 23.51 | 3 | 1 | 1 |
| 12 Jan | 832.10 | 46.2 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 829.00 | 46.2 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 837.80 | 46.2 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 851.95 | 46.2 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 850.05 | 46.2 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 846.20 | 46.2 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 860.85 | 46.2 | 0 | 0.38 | 0 | 0 | 0 |
| 1 Jan | 852.80 | 46.2 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 854.90 | 46.2 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 870 expiring on 24FEB2026
Delta for 870 PE is -0.4
Historical price for 870 PE is as follows
On 20 Feb LICI was trading at 873.30. The strike last trading price was 3.4, which was -7.6 lower than the previous day. The implied volatity was 13.01, the open interest changed by -33 which decreased total open position to 833
On 19 Feb LICI was trading at 864.25. The strike last trading price was 10.8, which was 6.55 higher than the previous day. The implied volatity was 18.66, the open interest changed by -44 which decreased total open position to 870
On 18 Feb LICI was trading at 878.70. The strike last trading price was 4.25, which was -3.9 lower than the previous day. The implied volatity was 18.62, the open interest changed by 427 which increased total open position to 917
On 17 Feb LICI was trading at 874.10. The strike last trading price was 8.2, which was -3.5 lower than the previous day. The implied volatity was 21.64, the open interest changed by 258 which increased total open position to 492
On 16 Feb LICI was trading at 869.15. The strike last trading price was 11.45, which was -5.3 lower than the previous day. The implied volatity was 24.12, the open interest changed by -28 which decreased total open position to 234
On 13 Feb LICI was trading at 862.40. The strike last trading price was 17.3, which was 6.95 higher than the previous day. The implied volatity was 23.94, the open interest changed by 68 which increased total open position to 267
On 12 Feb LICI was trading at 880.95. The strike last trading price was 10.25, which was -3.3 lower than the previous day. The implied volatity was 24.61, the open interest changed by -64 which decreased total open position to 200
On 11 Feb LICI was trading at 875.30. The strike last trading price was 13, which was 4.95 higher than the previous day. The implied volatity was 26.16, the open interest changed by -77 which decreased total open position to 262
On 10 Feb LICI was trading at 891.70. The strike last trading price was 8.1, which was 0.05 higher than the previous day. The implied volatity was 26.16, the open interest changed by -47 which decreased total open position to 343
On 9 Feb LICI was trading at 895.45. The strike last trading price was 7.75, which was -1.8 lower than the previous day. The implied volatity was 26.2, the open interest changed by 28 which increased total open position to 394
On 6 Feb LICI was trading at 901.85. The strike last trading price was 9.5, which was -28.05 lower than the previous day. The implied volatity was 28.54, the open interest changed by 303 which increased total open position to 375
On 5 Feb LICI was trading at 839.75. The strike last trading price was 37.55, which was -38.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 4 Feb LICI was trading at 835.30. The strike last trading price was 37.55, which was -38.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 3 Feb LICI was trading at 838.30. The strike last trading price was 37.55, which was -38.5 lower than the previous day. The implied volatity was 25.28, the open interest changed by 1 which increased total open position to 72
On 2 Feb LICI was trading at 802.15. The strike last trading price was 76.05, which was 26.85 higher than the previous day. The implied volatity was 48.91, the open interest changed by 0 which decreased total open position to 72
On 1 Feb LICI was trading at 799.00. The strike last trading price was 49.2, which was -0.3 lower than the previous day. The implied volatity was 26.74, the open interest changed by -1 which decreased total open position to 72
On 30 Jan LICI was trading at 824.50. The strike last trading price was 49.5, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73
On 29 Jan LICI was trading at 821.00. The strike last trading price was 49.5, which was -3.85 lower than the previous day. The implied volatity was 24.19, the open interest changed by 4 which increased total open position to 68
On 28 Jan LICI was trading at 822.15. The strike last trading price was 53.35, which was -8.45 lower than the previous day. The implied volatity was 32.79, the open interest changed by 0 which decreased total open position to 64
On 27 Jan LICI was trading at 807.80. The strike last trading price was 61.5, which was 10.4 higher than the previous day. The implied volatity was 26.8, the open interest changed by 9 which increased total open position to 56
On 23 Jan LICI was trading at 802.45. The strike last trading price was 51.1, which was -2.9 lower than the previous day. The implied volatity was 12.97, the open interest changed by 10 which increased total open position to 38
On 22 Jan LICI was trading at 819.30. The strike last trading price was 54, which was -11 lower than the previous day. The implied volatity was 26.47, the open interest changed by 13 which increased total open position to 27
On 21 Jan LICI was trading at 809.55. The strike last trading price was 65, which was 7 higher than the previous day. The implied volatity was 32.21, the open interest changed by 4 which increased total open position to 13
On 20 Jan LICI was trading at 809.15. The strike last trading price was 58, which was 7.15 higher than the previous day. The implied volatity was 22.74, the open interest changed by 2 which increased total open position to 8
On 19 Jan LICI was trading at 809.75. The strike last trading price was 50.85, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Jan LICI was trading at 820.40. The strike last trading price was 50.85, which was 0.85 higher than the previous day. The implied volatity was 23.23, the open interest changed by 1 which increased total open position to 5
On 14 Jan LICI was trading at 826.70. The strike last trading price was 50, which was 6 higher than the previous day. The implied volatity was 26.36, the open interest changed by 0 which decreased total open position to 3
On 13 Jan LICI was trading at 831.75. The strike last trading price was 44, which was -2.2 lower than the previous day. The implied volatity was 23.51, the open interest changed by 1 which increased total open position to 1
On 12 Jan LICI was trading at 832.10. The strike last trading price was 46.2, 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 9 Jan LICI was trading at 829.00. The strike last trading price was 46.2, 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 8 Jan LICI was trading at 837.80. The strike last trading price was 46.2, 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 7 Jan LICI was trading at 851.95. The strike last trading price was 46.2, 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 Jan LICI was trading at 850.05. The strike last trading price was 46.2, 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 5 Jan LICI was trading at 846.20. The strike last trading price was 46.2, 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 2 Jan LICI was trading at 860.85. The strike last trading price was 46.2, which was 0 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0
On 1 Jan LICI was trading at 852.80. The strike last trading price was 46.2, 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 Dec LICI was trading at 854.90. The strike last trading price was 46.2, 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
