[--[65.84.65.76]--]

LICI

Life Insura Corp Of India
841.95 -7.45 (-0.88%)
L: 822.15 H: 845

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Historical option data for LICI

02 Mar 2026 04:13 PM IST
LICI 30-MAR-2026 870 CE
Delta: 0.33
Vega: 0.85
Theta: -0.4
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 841.95 10.6 -2.55 21.43 186 21 215
27 Feb 849.40 13 -10.9 20.38 253 65 195
26 Feb 870.85 23.55 -5.05 19.64 383 49 131
25 Feb 874.85 28.65 -1.8 20.19 59 9 82
24 Feb 882.00 31.4 -1.8 16.46 43 16 73
23 Feb 883.25 33.3 4.65 19.41 52 -14 54
20 Feb 873.30 27.95 4.7 19.74 95 25 68
19 Feb 864.25 22.75 -12.25 19.23 8 4 43
18 Feb 878.70 35 3.6 21.71 33 2 39
17 Feb 874.10 31.4 0.95 21.11 30 17 39
16 Feb 869.15 30.2 4.7 21.28 12 6 22
13 Feb 862.40 25.5 -8.5 20.12 1 0 16
12 Feb 880.95 34 0 17.39 1 0 17
11 Feb 875.30 34 -20.75 19.72 22 8 16
10 Feb 891.70 54.75 34.75 - 0 0 8
9 Feb 895.45 54.75 34.75 - 0 0 8
6 Feb 901.85 54.75 34.75 22.41 11 3 6
5 Feb 839.75 20 0 - 0 0 3
4 Feb 835.30 20 0 23.08 3 0 3
3 Feb 838.30 20 3.05 22.15 2 1 2
2 Feb 802.15 16.95 -29.15 - 0 0 1
1 Feb 799.00 16.95 -29.15 - 0 0 1
30 Jan 824.50 16.95 -29.15 - 0 0 1
29 Jan 821.00 46.1 0 2.64 0 0 0
28 Jan 822.15 46.1 0 2.62 0 0 0
27 Jan 807.80 46.1 0 3.7 0 0 0
23 Jan 802.45 46.1 0 4.06 0 0 0
22 Jan 819.30 46.1 0 2.8 0 0 0
21 Jan 809.55 46.1 0 3.56 0 0 0
20 Jan 809.15 46.1 0 3.54 0 0 0
19 Jan 809.75 46.1 0 3.5 0 0 0
16 Jan 820.40 46.1 0 2.48 0 0 0
14 Jan 826.70 46.1 0 1.98 0 0 0
13 Jan 831.75 46.1 0 1.57 0 0 0
12 Jan 832.10 46.1 0 1.51 0 0 0
9 Jan 829.00 46.1 0 1.63 0 0 0
8 Jan 837.80 46.1 0 - 0 0 0
7 Jan 851.95 46.1 0 - 0 0 0
6 Jan 850.05 46.1 0 - 0 0 0
5 Jan 846.20 46.1 - - 0 0 0
2 Jan 860.85 46.1 0 - 0 0 0
1 Jan 852.80 46.1 0 - 0 0 0
31 Dec 854.90 46.1 0 - 0 0 0


For Life Insura Corp Of India - strike price 870 expiring on 30MAR2026

Delta for 870 CE is 0.33

Historical price for 870 CE is as follows

On 2 Mar LICI was trading at 841.95. The strike last trading price was 10.6, which was -2.55 lower than the previous day. The implied volatity was 21.43, the open interest changed by 21 which increased total open position to 215


On 27 Feb LICI was trading at 849.40. The strike last trading price was 13, which was -10.9 lower than the previous day. The implied volatity was 20.38, the open interest changed by 65 which increased total open position to 195


On 26 Feb LICI was trading at 870.85. The strike last trading price was 23.55, which was -5.05 lower than the previous day. The implied volatity was 19.64, the open interest changed by 49 which increased total open position to 131


On 25 Feb LICI was trading at 874.85. The strike last trading price was 28.65, which was -1.8 lower than the previous day. The implied volatity was 20.19, the open interest changed by 9 which increased total open position to 82


On 24 Feb LICI was trading at 882.00. The strike last trading price was 31.4, which was -1.8 lower than the previous day. The implied volatity was 16.46, the open interest changed by 16 which increased total open position to 73


On 23 Feb LICI was trading at 883.25. The strike last trading price was 33.3, which was 4.65 higher than the previous day. The implied volatity was 19.41, the open interest changed by -14 which decreased total open position to 54


On 20 Feb LICI was trading at 873.30. The strike last trading price was 27.95, which was 4.7 higher than the previous day. The implied volatity was 19.74, the open interest changed by 25 which increased total open position to 68


On 19 Feb LICI was trading at 864.25. The strike last trading price was 22.75, which was -12.25 lower than the previous day. The implied volatity was 19.23, the open interest changed by 4 which increased total open position to 43


On 18 Feb LICI was trading at 878.70. The strike last trading price was 35, which was 3.6 higher than the previous day. The implied volatity was 21.71, the open interest changed by 2 which increased total open position to 39


On 17 Feb LICI was trading at 874.10. The strike last trading price was 31.4, which was 0.95 higher than the previous day. The implied volatity was 21.11, the open interest changed by 17 which increased total open position to 39


On 16 Feb LICI was trading at 869.15. The strike last trading price was 30.2, which was 4.7 higher than the previous day. The implied volatity was 21.28, the open interest changed by 6 which increased total open position to 22


On 13 Feb LICI was trading at 862.40. The strike last trading price was 25.5, which was -8.5 lower than the previous day. The implied volatity was 20.12, the open interest changed by 0 which decreased total open position to 16


On 12 Feb LICI was trading at 880.95. The strike last trading price was 34, which was 0 lower than the previous day. The implied volatity was 17.39, the open interest changed by 0 which decreased total open position to 17


On 11 Feb LICI was trading at 875.30. The strike last trading price was 34, which was -20.75 lower than the previous day. The implied volatity was 19.72, the open interest changed by 8 which increased total open position to 16


On 10 Feb LICI was trading at 891.70. The strike last trading price was 54.75, which was 34.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 9 Feb LICI was trading at 895.45. The strike last trading price was 54.75, which was 34.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 6 Feb LICI was trading at 901.85. The strike last trading price was 54.75, which was 34.75 higher than the previous day. The implied volatity was 22.41, the open interest changed by 3 which increased total open position to 6


On 5 Feb LICI was trading at 839.75. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 4 Feb LICI was trading at 835.30. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 23.08, the open interest changed by 0 which decreased total open position to 3


On 3 Feb LICI was trading at 838.30. The strike last trading price was 20, which was 3.05 higher than the previous day. The implied volatity was 22.15, the open interest changed by 1 which increased total open position to 2


On 2 Feb LICI was trading at 802.15. The strike last trading price was 16.95, which was -29.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 1 Feb LICI was trading at 799.00. The strike last trading price was 16.95, which was -29.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Jan LICI was trading at 824.50. The strike last trading price was 16.95, which was -29.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 29 Jan LICI was trading at 821.00. The strike last trading price was 46.1, which was 0 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0


On 28 Jan LICI was trading at 822.15. The strike last trading price was 46.1, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0


On 27 Jan LICI was trading at 807.80. The strike last trading price was 46.1, which was 0 lower than the previous day. The implied volatity was 3.7, the open interest changed by 0 which decreased total open position to 0


On 23 Jan LICI was trading at 802.45. The strike last trading price was 46.1, which was 0 lower than the previous day. The implied volatity was 4.06, the open interest changed by 0 which decreased total open position to 0


On 22 Jan LICI was trading at 819.30. The strike last trading price was 46.1, which was 0 lower than the previous day. The implied volatity was 2.8, the open interest changed by 0 which decreased total open position to 0


On 21 Jan LICI was trading at 809.55. The strike last trading price was 46.1, which was 0 lower than the previous day. The implied volatity was 3.56, the open interest changed by 0 which decreased total open position to 0


On 20 Jan LICI was trading at 809.15. The strike last trading price was 46.1, which was 0 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0


On 19 Jan LICI was trading at 809.75. The strike last trading price was 46.1, 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 16 Jan LICI was trading at 820.40. The strike last trading price was 46.1, which was 0 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0


On 14 Jan LICI was trading at 826.70. The strike last trading price was 46.1, which was 0 lower than the previous day. The implied volatity was 1.98, 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 46.1, which was 0 lower than the previous day. The implied volatity was 1.57, 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 46.1, which was 0 lower than the previous day. The implied volatity was 1.51, 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 46.1, which was 0 lower than the previous day. The implied volatity was 1.63, 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 46.1, 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 46.1, 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 46.1, 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 46.1, which was - 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 46.1, 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 46.1, 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 46.1, 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 30MAR2026 870 PE
Delta: -0.64
Vega: 0.87
Theta: -0.22
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 841.95 36.75 4.35 24.69 19 -1 125
27 Feb 849.40 34.5 14.25 25.49 102 3 124
26 Feb 870.85 20 2.1 22.64 190 31 122
25 Feb 874.85 17.9 0.5 23.19 169 15 94
24 Feb 882.00 16.3 -0.45 24.68 138 17 78
23 Feb 883.25 16.75 -3.45 24.17 36 18 61
20 Feb 873.30 19.95 -4.55 22.48 84 16 41
19 Feb 864.25 25.5 7.65 23.68 22 3 25
18 Feb 878.70 17.65 -3.2 22.37 23 11 20
17 Feb 874.10 20.8 -6.35 23.06 10 6 8
16 Feb 869.15 27.15 -26.8 - 0 0 2
13 Feb 862.40 27.15 -26.8 23.54 4 2 2
12 Feb 880.95 53.95 0 2 0 0 0
11 Feb 875.30 53.95 0 1.63 0 0 0
10 Feb 891.70 53.95 0 2.95 0 0 0
9 Feb 895.45 53.95 0 3.3 0 0 0
6 Feb 901.85 53.95 0 3.49 0 0 0
5 Feb 839.75 53.95 0 - 0 0 0
4 Feb 835.30 53.95 0 - 0 0 0
3 Feb 838.30 53.95 0 - 0 0 0
2 Feb 802.15 53.95 0 - 0 0 0
1 Feb 799.00 53.95 0 - 0 0 0
30 Jan 824.50 53.95 0 - 0 0 0
29 Jan 821.00 53.95 0 - 0 0 0
28 Jan 822.15 53.95 0 - 0 0 0
27 Jan 807.80 53.95 0 - 0 0 0
23 Jan 802.45 53.95 0 - 0 0 0
22 Jan 819.30 53.95 0 - 0 0 0
21 Jan 809.55 53.95 0 - 0 0 0
20 Jan 809.15 53.95 0 - 0 0 0
19 Jan 809.75 53.95 0 - 0 0 0
16 Jan 820.40 53.95 0 - 0 0 0
14 Jan 826.70 53.95 0 - 0 0 0
13 Jan 831.75 53.95 0 - 0 0 0
12 Jan 832.10 53.95 0 - 0 0 0
9 Jan 829.00 53.95 0 - 0 0 0
8 Jan 837.80 53.95 0 - 0 0 0
7 Jan 851.95 53.95 0 0.1 0 0 0
6 Jan 850.05 53.95 0 - 0 0 0
5 Jan 846.20 53.95 - - 0 0 0
2 Jan 860.85 53.95 0 0.87 0 0 0
1 Jan 852.80 53.95 0 - 0 0 0
31 Dec 854.90 53.95 0 - 0 0 0


For Life Insura Corp Of India - strike price 870 expiring on 30MAR2026

Delta for 870 PE is -0.64

Historical price for 870 PE is as follows

On 2 Mar LICI was trading at 841.95. The strike last trading price was 36.75, which was 4.35 higher than the previous day. The implied volatity was 24.69, the open interest changed by -1 which decreased total open position to 125


On 27 Feb LICI was trading at 849.40. The strike last trading price was 34.5, which was 14.25 higher than the previous day. The implied volatity was 25.49, the open interest changed by 3 which increased total open position to 124


On 26 Feb LICI was trading at 870.85. The strike last trading price was 20, which was 2.1 higher than the previous day. The implied volatity was 22.64, the open interest changed by 31 which increased total open position to 122


On 25 Feb LICI was trading at 874.85. The strike last trading price was 17.9, which was 0.5 higher than the previous day. The implied volatity was 23.19, the open interest changed by 15 which increased total open position to 94


On 24 Feb LICI was trading at 882.00. The strike last trading price was 16.3, which was -0.45 lower than the previous day. The implied volatity was 24.68, the open interest changed by 17 which increased total open position to 78


On 23 Feb LICI was trading at 883.25. The strike last trading price was 16.75, which was -3.45 lower than the previous day. The implied volatity was 24.17, the open interest changed by 18 which increased total open position to 61


On 20 Feb LICI was trading at 873.30. The strike last trading price was 19.95, which was -4.55 lower than the previous day. The implied volatity was 22.48, the open interest changed by 16 which increased total open position to 41


On 19 Feb LICI was trading at 864.25. The strike last trading price was 25.5, which was 7.65 higher than the previous day. The implied volatity was 23.68, the open interest changed by 3 which increased total open position to 25


On 18 Feb LICI was trading at 878.70. The strike last trading price was 17.65, which was -3.2 lower than the previous day. The implied volatity was 22.37, the open interest changed by 11 which increased total open position to 20


On 17 Feb LICI was trading at 874.10. The strike last trading price was 20.8, which was -6.35 lower than the previous day. The implied volatity was 23.06, the open interest changed by 6 which increased total open position to 8


On 16 Feb LICI was trading at 869.15. The strike last trading price was 27.15, which was -26.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 13 Feb LICI was trading at 862.40. The strike last trading price was 27.15, which was -26.8 lower than the previous day. The implied volatity was 23.54, the open interest changed by 2 which increased total open position to 2


On 12 Feb LICI was trading at 880.95. The strike last trading price was 53.95, which was 0 lower than the previous day. The implied volatity was 2, the open interest changed by 0 which decreased total open position to 0


On 11 Feb LICI was trading at 875.30. The strike last trading price was 53.95, which was 0 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0


On 10 Feb LICI was trading at 891.70. The strike last trading price was 53.95, which was 0 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0


On 9 Feb LICI was trading at 895.45. The strike last trading price was 53.95, which was 0 lower than the previous day. The implied volatity was 3.3, the open interest changed by 0 which decreased total open position to 0


On 6 Feb LICI was trading at 901.85. The strike last trading price was 53.95, which was 0 lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0


On 5 Feb LICI was trading at 839.75. The strike last trading price was 53.95, 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 Feb LICI was trading at 835.30. The strike last trading price was 53.95, 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 Feb LICI was trading at 838.30. The strike last trading price was 53.95, 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 2 Feb LICI was trading at 802.15. The strike last trading price was 53.95, 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 1 Feb LICI was trading at 799.00. The strike last trading price was 53.95, 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 Jan LICI was trading at 824.50. The strike last trading price was 53.95, 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 Jan LICI was trading at 821.00. The strike last trading price was 53.95, 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 28 Jan LICI was trading at 822.15. The strike last trading price was 53.95, 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 27 Jan LICI was trading at 807.80. The strike last trading price was 53.95, 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 23 Jan LICI was trading at 802.45. The strike last trading price was 53.95, 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 22 Jan LICI was trading at 819.30. The strike last trading price was 53.95, 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 21 Jan LICI was trading at 809.55. The strike last trading price was 53.95, 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 20 Jan LICI was trading at 809.15. The strike last trading price was 53.95, 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 19 Jan LICI was trading at 809.75. The strike last trading price was 53.95, 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 16 Jan LICI was trading at 820.40. The strike last trading price was 53.95, 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 14 Jan LICI was trading at 826.70. The strike last trading price was 53.95, 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 Jan LICI was trading at 831.75. The strike last trading price was 53.95, 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 Jan LICI was trading at 832.10. The strike last trading price was 53.95, 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 9 Jan LICI was trading at 829.00. The strike last trading price was 53.95, 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 8 Jan LICI was trading at 837.80. The strike last trading price was 53.95, 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 Jan LICI was trading at 851.95. The strike last trading price was 53.95, which was 0 lower than the previous day. The implied volatity was 0.1, 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 53.95, 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 5 Jan LICI was trading at 846.20. The strike last trading price was 53.95, which was - 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 53.95, which was 0 lower than the previous day. The implied volatity was 0.87, 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 53.95, 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 Dec LICI was trading at 854.90. The strike last trading price was 53.95, 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