LICI

Life Insura Corp Of India

850.4 -7.15 (-0.83%)

L: 843.4 H: 857.55

Back to Option Chain

Historical option data for LICI
09 Dec 2025 10:22 AM IST

Strike Price

Expiry

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

Call
Put

Per Lot

LICI 30-DEC-2025 870 CE
Delta: 0.36 Vega: 0.77 Theta: -0.42 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	851.10	9.1 ₹ 6,370	-3.65 -2555.00	18.42	528 3,69,600	-59 -41,300	628 4,39,600
8 Dec	857.55	12.25 ₹ 8,575	-5.4 -3780.00	19.35	1,444 10,10,800	521 3,64,700	690 4,83,000
5 Dec	869.90	18.7 ₹ 13,090	-2.95 -2065.00	16.37	505 3,53,500	43 30,100	178 1,24,600
4 Dec	876.65	21.2 ₹ 14,840	2.1 1470.00	14.69	360 2,52,000	-7 -4,900	137 95,900
3 Dec	868.05	20 ₹ 14,000	-8.1 -5670.00	16.39	426 2,98,200	109 76,300	145 1,01,500
2 Dec	883.90	28.1 ₹ 19,670	-0.75 -525.00	17.04	20 14,000	2 1,400	37 25,900

1 Dec	882.10	28.6 ₹ 20,020	-7.55 -5285.00	16.98	85 59,500	11 7,700	33 23,100
28 Nov	894.45	36.15 ₹ 25,305	-4.65 -3255.00	15.09	17 11,900	13 9,100	21 14,700
27 Nov	900.25	40.8 ₹ 28,560	0.7 490.00	14.65	1 700	0 0	8 5,600
26 Nov	894.80	40.1 ₹ 28,070	-5.95 -4165.00	17.32	2 1,400	1 700	7 4,900
25 Nov	897.65	46.05 ₹ 32,235	-10.95 -7665.00	-	0 0	0 0	0 0
24 Nov	895.05	46.05 ₹ 32,235	-10.95 -7665.00	-	0 0	1 700	0 0
21 Nov	902.40	46.05 ₹ 32,235	-10.95 -7665.00	15.41	2 1,400	0 0	5 3,500
20 Nov	908.30	57 ₹ 39,900	-6.45 -4515.00	23.58	1 700	0 0	4 2,800
19 Nov	914.05	63.45 ₹ 44,415	-1.25 -875.00	23.59	1 700	0 0	3 2,100
18 Nov	915.50	64.7 ₹ 45,290	-3.25 -2275.00	-	0 0	3 2,100	0 0
17 Nov	915.35	64.7 ₹ 45,290	-3.25 -2275.00	23.14	3 2,100	2 1,400	2 1,400
14 Nov	909.45	67.95 ₹ 47,565	0 0.00	-	0 0	0 0	0 0
13 Nov	902.85	67.95 ₹ 47,565	0 0.00	-	0 0	0 0	0 0
12 Nov	900.15	67.95 ₹ 47,565	0 0.00	-	0 0	0 0	0 0
11 Nov	900.60	67.95 ₹ 47,565	0 0.00	-	0 0	0 0	0 0
10 Nov	899.70	67.95 ₹ 47,565	0 0.00	-	0 0	0 0	0 0
7 Nov	924.15	67.95 ₹ 47,565	0 0.00	-	0 0	0 0	0 0
6 Nov	896.10	67.95 ₹ 47,565	0 0.00	-	0 0	0 0	0 0
4 Nov	905.70	67.95 ₹ 47,565	0 0.00	-	0 0	0 0	0 0
3 Nov	919.90	67.95 ₹ 47,565	0 0.00	-	0 0	0 0	0 0
31 Oct	894.70	67.95 ₹ 47,565	0 0.00	-	0 0	0 0	0 0
30 Oct	900.75	67.95 ₹ 47,565	0 0.00	-	0 0	0 0	0 0
29 Oct	908.75	67.95 ₹ 47,565	0 0.00	-	0 0	0 0	0 0

For Life Insura Corp Of India - strike price 870 expiring on 30DEC2025

Delta for 870 CE is 0.36

Historical price for 870 CE is as follows

On 9 Dec LICI was trading at 851.10. The strike last trading price was 9.1, which was -3.65 lower than the previous day. The implied volatity was 18.42, the open interest changed by -59 which decreased total open position to 628

On 8 Dec LICI was trading at 857.55. The strike last trading price was 12.25, which was -5.4 lower than the previous day. The implied volatity was 19.35, the open interest changed by 521 which increased total open position to 690

On 5 Dec LICI was trading at 869.90. The strike last trading price was 18.7, which was -2.95 lower than the previous day. The implied volatity was 16.37, the open interest changed by 43 which increased total open position to 178

On 4 Dec LICI was trading at 876.65. The strike last trading price was 21.2, which was 2.1 higher than the previous day. The implied volatity was 14.69, the open interest changed by -7 which decreased total open position to 137

On 3 Dec LICI was trading at 868.05. The strike last trading price was 20, which was -8.1 lower than the previous day. The implied volatity was 16.39, the open interest changed by 109 which increased total open position to 145

On 2 Dec LICI was trading at 883.90. The strike last trading price was 28.1, which was -0.75 lower than the previous day. The implied volatity was 17.04, the open interest changed by 2 which increased total open position to 37

On 1 Dec LICI was trading at 882.10. The strike last trading price was 28.6, which was -7.55 lower than the previous day. The implied volatity was 16.98, the open interest changed by 11 which increased total open position to 33

On 28 Nov LICI was trading at 894.45. The strike last trading price was 36.15, which was -4.65 lower than the previous day. The implied volatity was 15.09, the open interest changed by 13 which increased total open position to 21

On 27 Nov LICI was trading at 900.25. The strike last trading price was 40.8, which was 0.7 higher than the previous day. The implied volatity was 14.65, the open interest changed by 0 which decreased total open position to 8

On 26 Nov LICI was trading at 894.80. The strike last trading price was 40.1, which was -5.95 lower than the previous day. The implied volatity was 17.32, the open interest changed by 1 which increased total open position to 7

On 25 Nov LICI was trading at 897.65. The strike last trading price was 46.05, which was -10.95 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 46.05, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 21 Nov LICI was trading at 902.40. The strike last trading price was 46.05, which was -10.95 lower than the previous day. The implied volatity was 15.41, 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 57, which was -6.45 lower than the previous day. The implied volatity was 23.58, the open interest changed by 0 which decreased total open position to 4

On 19 Nov LICI was trading at 914.05. The strike last trading price was 63.45, which was -1.25 lower than the previous day. The implied volatity was 23.59, the open interest changed by 0 which decreased total open position to 3

On 18 Nov LICI was trading at 915.50. The strike last trading price was 64.7, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 17 Nov LICI was trading at 915.35. The strike last trading price was 64.7, which was -3.25 lower than the previous day. The implied volatity was 23.14, the open interest changed by 2 which increased total open position to 2

On 14 Nov LICI was trading at 909.45. The strike last trading price was 67.95, 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 67.95, 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 Nov LICI was trading at 900.15. The strike last trading price was 67.95, 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 67.95, 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 Nov LICI was trading at 899.70. The strike last trading price was 67.95, 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 67.95, 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 67.95, 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 67.95, 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 67.95, 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 67.95, 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 67.95, 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 29 Oct LICI was trading at 908.75. The strike last trading price was 67.95, 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 30DEC2025 870 PE
Delta: -0.63 Vega: 0.78 Theta: -0.21 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	851.10	24.6 ₹ 17,220	4.15 2905.00	19.96	159 1,11,300	-41 -28,700	650 4,55,000
8 Dec	857.55	21.15 ₹ 14,805	8.9 6230.00	19.38	1,084 7,58,800	231 1,61,700	710 4,97,000
5 Dec	869.90	11.6 ₹ 8,120	0.35 245.00	16.47	404 2,82,800	9 6,300	484 3,38,800
4 Dec	876.65	11.4 ₹ 7,980	-3.85 -2695.00	18.55	443 3,10,100	20 14,000	483 3,38,100
3 Dec	868.05	14.6 ₹ 10,220	4.75 3325.00	19.65	1,455 10,18,500	108 75,600	460 3,22,000
2 Dec	883.90	9.8 ₹ 6,860	-1 -700.00	18.60	98 68,600	0 0	352 2,46,400
1 Dec	882.10	10.85 ₹ 7,595	2.9 2030.00	19.61	288 2,01,600	64 44,800	352 2,46,400
28 Nov	894.45	8.25 ₹ 5,775	2.6 1820.00	19.48	146 1,02,200	43 30,100	288 2,01,600
27 Nov	900.25	5.7 ₹ 3,990	-1.4 -980.00	17.74	241 1,68,700	58 40,600	246 1,72,200
26 Nov	894.80	7.05 ₹ 4,935	-0.95 -665.00	18.18	182 1,27,400	55 38,500	187 1,30,900
25 Nov	897.65	8.05 ₹ 5,635	-1.6 -1120.00	19.61	106 74,200	9 6,300	133 93,100
24 Nov	895.05	9.5 ₹ 6,650	0.55 385.00	20.36	139 97,300	40 28,000	124 86,800
21 Nov	902.40	9.15 ₹ 6,405	0.75 525.00	21.45	13 9,100	0 0	84 58,800
20 Nov	908.30	8.6 ₹ 6,020	0.55 385.00	21.80	28 19,600	3 2,100	84 58,800
19 Nov	914.05	8.1 ₹ 5,670	-0.1 -70.00	22.86	83 58,100	50 35,000	81 56,700
18 Nov	915.50	8.3 ₹ 5,810	-0.5 -350.00	22.99	19 13,300	11 7,700	31 21,700
17 Nov	915.35	8.8 ₹ 6,160	-2.9 -2030.00	23.46	21 14,700	13 9,100	16 11,200
14 Nov	909.45	11.7 ₹ 8,190	-17.25 -12075.00	24.25	5 3,500	3 2,100	3 2,100
13 Nov	902.85	28.95 ₹ 20,265	0 0.00	3.84	0 0	0 0	0 0
12 Nov	900.15	28.95 ₹ 20,265	0 0.00	3.50	0 0	0 0	0 0
11 Nov	900.60	28.95 ₹ 20,265	0 0.00	3.61	0 0	0 0	0 0
10 Nov	899.70	28.95 ₹ 20,265	0 0.00	3.59	0 0	0 0	0 0
7 Nov	924.15	28.95 ₹ 20,265	0 0.00	5.46	0 0	0 0	0 0
6 Nov	896.10	28.95 ₹ 20,265	0 0.00	3.00	0 0	0 0	0 0
4 Nov	905.70	28.95 ₹ 20,265	0 0.00	4.08	0 0	0 0	0 0
3 Nov	919.90	28.95 ₹ 20,265	0 0.00	5.05	0 0	0 0	0 0
31 Oct	894.70	28.95 ₹ 20,265	0 0.00	-	0 0	0 0	0 0
30 Oct	900.75	28.95 ₹ 20,265	0 0.00	3.51	0 0	0 0	0 0
29 Oct	908.75	28.95 ₹ 20,265	0 0.00	4.18	0 0	0 0	0 0

For Life Insura Corp Of India - strike price 870 expiring on 30DEC2025

Delta for 870 PE is -0.63

Historical price for 870 PE is as follows

On 9 Dec LICI was trading at 851.10. The strike last trading price was 24.6, which was 4.15 higher than the previous day. The implied volatity was 19.96, the open interest changed by -41 which decreased total open position to 650

On 8 Dec LICI was trading at 857.55. The strike last trading price was 21.15, which was 8.9 higher than the previous day. The implied volatity was 19.38, the open interest changed by 231 which increased total open position to 710

On 5 Dec LICI was trading at 869.90. The strike last trading price was 11.6, which was 0.35 higher than the previous day. The implied volatity was 16.47, the open interest changed by 9 which increased total open position to 484

On 4 Dec LICI was trading at 876.65. The strike last trading price was 11.4, which was -3.85 lower than the previous day. The implied volatity was 18.55, the open interest changed by 20 which increased total open position to 483

On 3 Dec LICI was trading at 868.05. The strike last trading price was 14.6, which was 4.75 higher than the previous day. The implied volatity was 19.65, the open interest changed by 108 which increased total open position to 460

On 2 Dec LICI was trading at 883.90. The strike last trading price was 9.8, which was -1 lower than the previous day. The implied volatity was 18.60, the open interest changed by 0 which decreased total open position to 352

On 1 Dec LICI was trading at 882.10. The strike last trading price was 10.85, which was 2.9 higher than the previous day. The implied volatity was 19.61, the open interest changed by 64 which increased total open position to 352

On 28 Nov LICI was trading at 894.45. The strike last trading price was 8.25, which was 2.6 higher than the previous day. The implied volatity was 19.48, the open interest changed by 43 which increased total open position to 288

On 27 Nov LICI was trading at 900.25. The strike last trading price was 5.7, which was -1.4 lower than the previous day. The implied volatity was 17.74, the open interest changed by 58 which increased total open position to 246

On 26 Nov LICI was trading at 894.80. The strike last trading price was 7.05, which was -0.95 lower than the previous day. The implied volatity was 18.18, the open interest changed by 55 which increased total open position to 187

On 25 Nov LICI was trading at 897.65. The strike last trading price was 8.05, which was -1.6 lower than the previous day. The implied volatity was 19.61, the open interest changed by 9 which increased total open position to 133

On 24 Nov LICI was trading at 895.05. The strike last trading price was 9.5, which was 0.55 higher than the previous day. The implied volatity was 20.36, the open interest changed by 40 which increased total open position to 124

On 21 Nov LICI was trading at 902.40. The strike last trading price was 9.15, which was 0.75 higher than the previous day. The implied volatity was 21.45, the open interest changed by 0 which decreased total open position to 84

On 20 Nov LICI was trading at 908.30. The strike last trading price was 8.6, which was 0.55 higher than the previous day. The implied volatity was 21.80, the open interest changed by 3 which increased total open position to 84

On 19 Nov LICI was trading at 914.05. The strike last trading price was 8.1, which was -0.1 lower than the previous day. The implied volatity was 22.86, the open interest changed by 50 which increased total open position to 81

On 18 Nov LICI was trading at 915.50. The strike last trading price was 8.3, which was -0.5 lower than the previous day. The implied volatity was 22.99, the open interest changed by 11 which increased total open position to 31

On 17 Nov LICI was trading at 915.35. The strike last trading price was 8.8, which was -2.9 lower than the previous day. The implied volatity was 23.46, the open interest changed by 13 which increased total open position to 16

On 14 Nov LICI was trading at 909.45. The strike last trading price was 11.7, which was -17.25 lower than the previous day. The implied volatity was 24.25, the open interest changed by 3 which increased total open position to 3

On 13 Nov LICI was trading at 902.85. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 3.84, the open interest changed by 0 which decreased total open position to 0

On 12 Nov LICI was trading at 900.15. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 3.50, 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 28.95, which was 0 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0

On 10 Nov LICI was trading at 899.70. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 3.59, 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 28.95, which was 0 lower than the previous day. The implied volatity was 5.46, 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 28.95, which was 0 lower than the previous day. The implied volatity was 3.00, 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 28.95, which was 0 lower than the previous day. The implied volatity was 4.08, 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 28.95, which was 0 lower than the previous day. The implied volatity was 5.05, 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 28.95, 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 28.95, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0

On 29 Oct LICI was trading at 908.75. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0

Related Pages for LICI

LICI

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD