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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 880 CE
Delta: 0.02
Vega: 0.06
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 740.15 0.35 -0.15 39.99 6 -1 180
12 Mar 744.50 0.5 0.05 39.82 14 0 167
11 Mar 754.25 0.45 -0.25 34.74 28 12 164
10 Mar 752.05 0.7 -0.05 38.10 4 3 152
7 Mar 763.15 0.75 -0.1 31.53 17 0 149
6 Mar 766.80 0.85 -0.15 31.13 26 12 145
5 Mar 761.80 0.95 0.05 31.44 85 9 133
3 Mar 729.20 0.7 -0.15 35.99 7 0 133
28 Feb 740.50 0.85 -0.25 32.49 14 1 134
27 Feb 741.10 1.1 -0.2 33.25 70 34 133
26 Feb 754.80 1.3 -5.15 29.95 180 96 99
25 Feb 756.55 1.3 -5.15 29.95 180 96 99
24 Feb 775.40 6.45 3.75 37.84 5 0 3
21 Feb 780.90 2.7 0 0.00 0 0 0
20 Feb 776.50 2.7 0 0.00 0 3 0
19 Feb 764.00 2.7 -80.65 29.45 3 0 0
18 Feb 758.95 83.35 0 11.66 0 0 0
17 Feb 765.15 83.35 0 10.72 0 0 0
14 Feb 759.10 83.35 0 11.17 0 0 0
13 Feb 784.80 83.35 0 8.18 0 0 0
12 Feb 782.40 83.35 0 8.15 0 0 0
11 Feb 799.80 83.35 0 6.73 0 0 0
10 Feb 808.90 83.35 0 5.72 0 0 0
7 Feb 816.10 83.35 0 4.83 0 0 0
6 Feb 828.80 83.35 0 3.54 0 0 0
4 Feb 834.50 83.35 0 3.03 0 0 0
3 Feb 830.15 83.35 0 3.37 0 0 0
31 Jan 845.45 83.35 0 1.87 0 0 0
30 Jan 824.90 0 0 3.57 0 0 0
29 Jan 828.20 0 0 3.13 0 0 0
28 Jan 818.65 0 0 4.10 0 0 0
27 Jan 809.05 0 0 4.69 0 0 0
23 Jan 837.25 0 0.00 2.26 0 0 0
22 Jan 828.55 0 0.00 2.82 0 0 0
21 Jan 837.55 0 0.00 2.23 0 0 0
15 Jan 836.05 0 0.00 2.05 0 0 0
14 Jan 825.40 0 0.00 2.95 0 0 0
13 Jan 808.95 0 0.00 4.01 0 0 0
1 Jan 896.40 0 0.00 - 0 0 0
31 Dec 892.00 0 0.00 - 0 0 0
30 Dec 905.40 0 - 0 0 0


For Life Insura Corp Of India - strike price 880 expiring on 27MAR2025

Delta for 880 CE is 0.02

Historical price for 880 CE is as follows

On 13 Mar LICI was trading at 740.15. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 39.99, the open interest changed by -1 which decreased total open position to 180


On 12 Mar LICI was trading at 744.50. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 39.82, the open interest changed by 0 which decreased total open position to 167


On 11 Mar LICI was trading at 754.25. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 34.74, the open interest changed by 12 which increased total open position to 164


On 10 Mar LICI was trading at 752.05. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 38.10, the open interest changed by 3 which increased total open position to 152


On 7 Mar LICI was trading at 763.15. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 31.53, the open interest changed by 0 which decreased total open position to 149


On 6 Mar LICI was trading at 766.80. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 31.13, the open interest changed by 12 which increased total open position to 145


On 5 Mar LICI was trading at 761.80. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 31.44, the open interest changed by 9 which increased total open position to 133


On 3 Mar LICI was trading at 729.20. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 35.99, the open interest changed by 0 which decreased total open position to 133


On 28 Feb LICI was trading at 740.50. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 32.49, the open interest changed by 1 which increased total open position to 134


On 27 Feb LICI was trading at 741.10. The strike last trading price was 1.1, which was -0.2 lower than the previous day. The implied volatity was 33.25, the open interest changed by 34 which increased total open position to 133


On 26 Feb LICI was trading at 754.80. The strike last trading price was 1.3, which was -5.15 lower than the previous day. The implied volatity was 29.95, the open interest changed by 96 which increased total open position to 99


On 25 Feb LICI was trading at 756.55. The strike last trading price was 1.3, which was -5.15 lower than the previous day. The implied volatity was 29.95, the open interest changed by 96 which increased total open position to 99


On 24 Feb LICI was trading at 775.40. The strike last trading price was 6.45, which was 3.75 higher than the previous day. The implied volatity was 37.84, the open interest changed by 0 which decreased total open position to 3


On 21 Feb LICI was trading at 780.90. The strike last trading price was 2.7, 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 20 Feb LICI was trading at 776.50. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 19 Feb LICI was trading at 764.00. The strike last trading price was 2.7, which was -80.65 lower than the previous day. The implied volatity was 29.45, 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 83.35, which was 0 lower than the previous day. The implied volatity was 11.66, 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 83.35, which was 0 lower than the previous day. The implied volatity was 10.72, 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 83.35, which was 0 lower than the previous day. The implied volatity was 11.17, 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 83.35, which was 0 lower than the previous day. The implied volatity was 8.18, 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 83.35, which was 0 lower than the previous day. The implied volatity was 8.15, 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 83.35, 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 10 Feb LICI was trading at 808.90. The strike last trading price was 83.35, which was 0 lower than the previous day. The implied volatity was 5.72, 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 83.35, which was 0 lower than the previous day. The implied volatity was 4.83, 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 83.35, 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 4 Feb LICI was trading at 834.50. The strike last trading price was 83.35, which was 0 lower than the previous day. The implied volatity was 3.03, 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 83.35, which was 0 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0


On 31 Jan LICI was trading at 845.45. The strike last trading price was 83.35, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0


On 30 Jan LICI was trading at 824.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0


On 29 Jan LICI was trading at 828.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.13, the open interest changed by 0 which decreased total open position to 0


On 28 Jan LICI was trading at 818.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.10, the open interest changed by 0 which decreased total open position to 0


On 27 Jan LICI was trading at 809.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.69, the open interest changed by 0 which decreased total open position to 0


On 23 Jan LICI was trading at 837.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0


On 22 Jan LICI was trading at 828.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0


On 21 Jan LICI was trading at 837.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0


On 15 Jan LICI was trading at 836.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0


On 14 Jan LICI was trading at 825.40. The strike last trading price was 0, which was 0.00 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 13 Jan LICI was trading at 808.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0


On 1 Jan LICI was trading at 896.40. The strike last trading price was 0, which was 0.00 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 892.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Dec LICI was trading at 905.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


LICI 27MAR2025 880 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 740.15 115.5 0 0.00 0 0 0
12 Mar 744.50 115.5 0 0.00 0 0 0
11 Mar 754.25 115.5 0 0.00 0 0 0
10 Mar 752.05 115.5 0 0.00 0 0 0
7 Mar 763.15 115.5 0 0.00 0 0 0
6 Mar 766.80 115.5 -14 46.25 1 0 30
5 Mar 761.80 129.5 0 0.00 0 0 0
3 Mar 729.20 129.5 0 0.00 0 0 0
28 Feb 740.50 129.5 0 0.00 0 12 0
27 Feb 741.10 129.5 7.25 - 13 12 29
26 Feb 754.80 122.5 66.95 39.91 17 17 16
25 Feb 756.55 122.5 66.95 39.91 17 16 16
24 Feb 775.40 55.55 0 - 0 0 0
21 Feb 780.90 55.55 0 - 0 0 0
20 Feb 776.50 55.55 0 - 0 0 0
19 Feb 764.00 55.55 0 - 0 0 0
18 Feb 758.95 55.55 0 - 0 0 0
17 Feb 765.15 55.55 0 - 0 0 0
14 Feb 759.10 55.55 0 - 0 0 0
13 Feb 784.80 55.55 0 - 0 0 0
12 Feb 782.40 55.55 0 - 0 0 0
11 Feb 799.80 55.55 0 - 0 0 0
10 Feb 808.90 55.55 0 - 0 0 0
7 Feb 816.10 55.55 0 - 0 0 0
6 Feb 828.80 55.55 0 - 0 0 0
4 Feb 834.50 55.55 0 - 0 0 0
3 Feb 830.15 55.55 0 - 0 0 0
31 Jan 845.45 55.55 0 - 0 0 0
30 Jan 824.90 0 0 - 0 0 0
29 Jan 828.20 0 0 - 0 0 0
28 Jan 818.65 0 0 - 0 0 0
27 Jan 809.05 0 0 - 0 0 0
23 Jan 837.25 0 0.00 - 0 0 0
22 Jan 828.55 0 0.00 - 0 0 0
21 Jan 837.55 0 0.00 - 0 0 0
15 Jan 836.05 0 0.00 - 0 0 0
14 Jan 825.40 0 0.00 - 0 0 0
13 Jan 808.95 0 0.00 - 0 0 0
1 Jan 896.40 0 0.00 2.45 0 0 0
31 Dec 892.00 0 0.00 2.19 0 0 0
30 Dec 905.40 0 2.37 0 0 0


For Life Insura Corp Of India - strike price 880 expiring on 27MAR2025

Delta for 880 PE is 0.00

Historical price for 880 PE is as follows

On 13 Mar LICI was trading at 740.15. The strike last trading price was 115.5, 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 115.5, 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 115.5, 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 115.5, 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 115.5, 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 115.5, which was -14 lower than the previous day. The implied volatity was 46.25, the open interest changed by 0 which decreased total open position to 30


On 5 Mar LICI was trading at 761.80. The strike last trading price was 129.5, 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 129.5, 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 129.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0


On 27 Feb LICI was trading at 741.10. The strike last trading price was 129.5, which was 7.25 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 29


On 26 Feb LICI was trading at 754.80. The strike last trading price was 122.5, which was 66.95 higher than the previous day. The implied volatity was 39.91, the open interest changed by 17 which increased total open position to 16


On 25 Feb LICI was trading at 756.55. The strike last trading price was 122.5, which was 66.95 higher than the previous day. The implied volatity was 39.91, the open interest changed by 16 which increased total open position to 16


On 24 Feb LICI was trading at 775.40. The strike last trading price was 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 55.55, 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 Jan LICI was trading at 845.45. The strike last trading price was 55.55, 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 824.90. The strike last trading price was 0, 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 828.20. The strike last trading price was 0, 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 818.65. The strike last trading price was 0, 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 809.05. The strike last trading price was 0, 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 837.25. The strike last trading price was 0, which was 0.00 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 828.55. The strike last trading price was 0, which was 0.00 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 837.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Jan LICI was trading at 836.05. The strike last trading price was 0, which was 0.00 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 825.40. The strike last trading price was 0, which was 0.00 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 808.95. The strike last trading price was 0, which was 0.00 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 896.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0


On 31 Dec LICI was trading at 892.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0


On 30 Dec LICI was trading at 905.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0