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[--[65.84.65.76]--]
LICI
Life Insura Corp Of India

740.15 -4.35 (-0.58%)

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Historical option data for LICI

13 Mar 2025 04:13 PM IST
LICI 27MAR2025 870 CE
Delta: 0.01
Vega: 0.05
Theta: -0.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 740.15 0.25 -0.4 35.95 10 0 107
12 Mar 744.50 0.65 0 0.00 0 0 0
11 Mar 754.25 0.65 0 0.00 0 10 0
10 Mar 752.05 0.65 -0.15 34.52 13 8 107
7 Mar 763.15 0.8 -0.55 29.52 122 -17 99
6 Mar 766.80 1 0.05 30.09 35 23 115
5 Mar 761.80 0.95 0 0.00 0 0 0
3 Mar 729.20 0.95 0 0.00 0 0 0
28 Feb 740.50 0.95 -0.15 31.27 5 0 92
27 Feb 741.10 1.25 -0.1 32.22 378 76 92
26 Feb 754.80 1.35 -33.4 28.29 18 16 14
25 Feb 756.55 1.35 -33.4 28.29 18 14 14
24 Feb 775.40 34.75 0 10.14 0 0 0
21 Feb 780.90 34.75 0 9.28 0 0 0
20 Feb 776.50 34.75 0 9.28 0 0 0
19 Feb 764.00 34.75 0 10.39 0 0 0
18 Feb 758.95 34.75 0 10.81 0 0 0
17 Feb 765.15 34.75 0 9.91 0 0 0
14 Feb 759.10 34.75 0 10.39 0 0 0
13 Feb 784.80 34.75 0 7.38 0 0 0
12 Feb 782.40 34.75 0 7.36 0 0 0
11 Feb 799.80 34.75 0 5.91 0 0 0
10 Feb 808.90 34.75 0 4.88 0 0 0
7 Feb 816.10 34.75 0 4.37 0 0 0
6 Feb 828.80 34.75 0 2.69 0 0 0
4 Feb 834.50 34.75 0 2.08 0 0 0
3 Feb 830.15 34.75 0 2.54 0 0 0


For Life Insura Corp Of India - strike price 870 expiring on 27MAR2025

Delta for 870 CE is 0.01

Historical price for 870 CE is as follows

On 13 Mar LICI was trading at 740.15. The strike last trading price was 0.25, which was -0.4 lower than the previous day. The implied volatity was 35.95, the open interest changed by 0 which decreased total open position to 107


On 12 Mar LICI was trading at 744.50. The strike last trading price was 0.65, 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 11 Mar LICI was trading at 754.25. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 10 Mar LICI was trading at 752.05. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 34.52, the open interest changed by 8 which increased total open position to 107


On 7 Mar LICI was trading at 763.15. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was 29.52, the open interest changed by -17 which decreased total open position to 99


On 6 Mar LICI was trading at 766.80. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 30.09, the open interest changed by 23 which increased total open position to 115


On 5 Mar LICI was trading at 761.80. The strike last trading price was 0.95, 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 0.95, 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 0.95, which was -0.15 lower than the previous day. The implied volatity was 31.27, the open interest changed by 0 which decreased total open position to 92


On 27 Feb LICI was trading at 741.10. The strike last trading price was 1.25, which was -0.1 lower than the previous day. The implied volatity was 32.22, the open interest changed by 76 which increased total open position to 92


On 26 Feb LICI was trading at 754.80. The strike last trading price was 1.35, which was -33.4 lower than the previous day. The implied volatity was 28.29, the open interest changed by 16 which increased total open position to 14


On 25 Feb LICI was trading at 756.55. The strike last trading price was 1.35, which was -33.4 lower than the previous day. The implied volatity was 28.29, the open interest changed by 14 which increased total open position to 14


On 24 Feb LICI was trading at 775.40. The strike last trading price was 34.75, which was 0 lower than the previous day. The implied volatity was 10.14, the open interest changed by 0 which decreased total open position to 0


On 21 Feb LICI was trading at 780.90. The strike last trading price was 34.75, which was 0 lower than the previous day. The implied volatity was 9.28, the open interest changed by 0 which decreased total open position to 0


On 20 Feb LICI was trading at 776.50. The strike last trading price was 34.75, which was 0 lower than the previous day. The implied volatity was 9.28, the open interest changed by 0 which decreased total open position to 0


On 19 Feb LICI was trading at 764.00. The strike last trading price was 34.75, which was 0 lower than the previous day. The implied volatity was 10.39, the open interest changed by 0 which decreased total open position to 0


On 18 Feb LICI was trading at 758.95. The strike last trading price was 34.75, which was 0 lower than the previous day. The implied volatity was 10.81, the open interest changed by 0 which decreased total open position to 0


On 17 Feb LICI was trading at 765.15. The strike last trading price was 34.75, which was 0 lower than the previous day. The implied volatity was 9.91, the open interest changed by 0 which decreased total open position to 0


On 14 Feb LICI was trading at 759.10. The strike last trading price was 34.75, which was 0 lower than the previous day. The implied volatity was 10.39, the open interest changed by 0 which decreased total open position to 0


On 13 Feb LICI was trading at 784.80. The strike last trading price was 34.75, which was 0 lower than the previous day. The implied volatity was 7.38, the open interest changed by 0 which decreased total open position to 0


On 12 Feb LICI was trading at 782.40. The strike last trading price was 34.75, which was 0 lower than the previous day. The implied volatity was 7.36, the open interest changed by 0 which decreased total open position to 0


On 11 Feb LICI was trading at 799.80. The strike last trading price was 34.75, which was 0 lower than the previous day. The implied volatity was 5.91, the open interest changed by 0 which decreased total open position to 0


On 10 Feb LICI was trading at 808.90. The strike last trading price was 34.75, which was 0 lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0


On 7 Feb LICI was trading at 816.10. The strike last trading price was 34.75, which was 0 lower than the previous day. The implied volatity was 4.37, the open interest changed by 0 which decreased total open position to 0


On 6 Feb LICI was trading at 828.80. The strike last trading price was 34.75, which was 0 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0


On 4 Feb LICI was trading at 834.50. The strike last trading price was 34.75, which was 0 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0


On 3 Feb LICI was trading at 830.15. The strike last trading price was 34.75, which was 0 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0


LICI 27MAR2025 870 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 740.15 122 0 0.00 0 0 0
12 Mar 744.50 122 0 0.00 0 0 0
11 Mar 754.25 122 0 0.00 0 0 0
10 Mar 752.05 122 0 0.00 0 0 0
7 Mar 763.15 122 0 0.00 0 0 0
6 Mar 766.80 122 0 0.00 0 0 0
5 Mar 761.80 122 0 0.00 0 0 0
3 Mar 729.20 122 0 0.00 0 0 0
28 Feb 740.50 122 0 0.00 0 2 0
27 Feb 741.10 122 14 - 6 2 12
26 Feb 754.80 108 37.8 - 10 10 8
25 Feb 756.55 108 37.8 - 10 8 8
24 Feb 775.40 70.2 0 - 0 0 0
21 Feb 780.90 70.2 0 - 0 0 0
20 Feb 776.50 70.2 0 - 0 0 0
19 Feb 764.00 70.2 0 - 0 0 0
18 Feb 758.95 70.2 0 - 0 0 0
17 Feb 765.15 70.2 0 - 0 0 0
14 Feb 759.10 70.2 0 - 0 0 0
13 Feb 784.80 70.2 0 - 0 0 0
12 Feb 782.40 70.2 0 - 0 0 0
11 Feb 799.80 70.2 0 - 0 0 0
10 Feb 808.90 70.2 0 - 0 0 0
7 Feb 816.10 70.2 0 - 0 0 0
6 Feb 828.80 70.2 0 - 0 0 0
4 Feb 834.50 70.2 0 - 0 0 0
3 Feb 830.15 70.2 0 - 0 0 0


For Life Insura Corp Of India - strike price 870 expiring on 27MAR2025

Delta for 870 PE is 0.00

Historical price for 870 PE is as follows

On 13 Mar LICI was trading at 740.15. The strike last trading price was 122, 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 12 Mar LICI was trading at 744.50. The strike last trading price was 122, 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 11 Mar LICI was trading at 754.25. The strike last trading price was 122, 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 10 Mar LICI was trading at 752.05. The strike last trading price was 122, 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 Mar LICI was trading at 763.15. The strike last trading price was 122, 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 6 Mar LICI was trading at 766.80. The strike last trading price was 122, 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 122, 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 122, 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 122, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 27 Feb LICI was trading at 741.10. The strike last trading price was 122, which was 14 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 12


On 26 Feb LICI was trading at 754.80. The strike last trading price was 108, which was 37.8 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 8


On 25 Feb LICI was trading at 756.55. The strike last trading price was 108, which was 37.8 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8


On 24 Feb LICI was trading at 775.40. The strike last trading price was 70.2, 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 21 Feb LICI was trading at 780.90. The strike last trading price was 70.2, 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 20 Feb LICI was trading at 776.50. The strike last trading price was 70.2, 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 19 Feb LICI was trading at 764.00. The strike last trading price was 70.2, 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 18 Feb LICI was trading at 758.95. The strike last trading price was 70.2, 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 17 Feb LICI was trading at 765.15. The strike last trading price was 70.2, 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 14 Feb LICI was trading at 759.10. The strike last trading price was 70.2, 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 Feb LICI was trading at 784.80. The strike last trading price was 70.2, 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 12 Feb LICI was trading at 782.40. The strike last trading price was 70.2, 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 11 Feb LICI was trading at 799.80. The strike last trading price was 70.2, 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 10 Feb LICI was trading at 808.90. The strike last trading price was 70.2, 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 Feb LICI was trading at 816.10. The strike last trading price was 70.2, 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 Feb LICI was trading at 828.80. The strike last trading price was 70.2, 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 4 Feb LICI was trading at 834.50. The strike last trading price was 70.2, 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 3 Feb LICI was trading at 830.15. The strike last trading price was 70.2, 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