LICI
Life Insura Corp Of India
Historical option data for LICI
24 Feb 2026 04:13 PM IST
| LICI 30-MAR-2026 880 CE | ||||||||||||||||
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Delta: 0.61
Vega: 1.04
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Feb | 882.00 | 27.95 | -0.35 | 19.36 | 343 | 26 | 160 | |||||||||
| 23 Feb | 883.25 | 29.45 | 5.85 | 21.48 | 272 | 31 | 128 | |||||||||
| 20 Feb | 873.30 | 22.9 | 3.8 | 19.92 | 102 | 40 | 98 | |||||||||
| 19 Feb | 864.25 | 19.5 | -8.95 | 20.46 | 78 | 4 | 56 | |||||||||
| 18 Feb | 878.70 | 28.45 | -1.05 | 20.9 | 30 | 9 | 51 | |||||||||
| 17 Feb | 874.10 | 29.5 | 3.6 | 24.04 | 23 | 9 | 42 | |||||||||
| 16 Feb | 869.15 | 26.15 | 4.15 | 22.19 | 65 | 31 | 33 | |||||||||
| 13 Feb | 862.40 | 22 | -19.85 | 21.07 | 4 | 2 | 2 | |||||||||
| 12 Feb | 880.95 | 41.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 875.30 | 41.85 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
| 10 Feb | 891.70 | 41.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 895.45 | 41.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 901.85 | 41.85 | 0 | 2.43 | 0 | 0 | 0 | |||||||||
| 5 Feb | 839.75 | 41.85 | 0 | 2.38 | 0 | 0 | 0 | |||||||||
| 4 Feb | 835.30 | 41.85 | 0 | 2.8 | 0 | 0 | 0 | |||||||||
| 3 Feb | 838.30 | 41.85 | 0 | 2.55 | 0 | 0 | 0 | |||||||||
| 2 Feb | 802.15 | 41.85 | 0 | 5.09 | 0 | 0 | 0 | |||||||||
| 1 Feb | 799.00 | 41.85 | 0 | 5.76 | 0 | 0 | 0 | |||||||||
| 30 Jan | 824.50 | 41.85 | 0 | 3.29 | 0 | 0 | 0 | |||||||||
| 29 Jan | 821.00 | 41.85 | 0 | 3.56 | 0 | 0 | 0 | |||||||||
| 28 Jan | 822.15 | 41.85 | 0 | 3.37 | 0 | 0 | 0 | |||||||||
| 27 Jan | 807.80 | 41.85 | 0 | 4.44 | 0 | 0 | 0 | |||||||||
| 23 Jan | 802.45 | 41.85 | 0 | 4.77 | 0 | 0 | 0 | |||||||||
| 22 Jan | 819.30 | 41.85 | 0 | 3.53 | 0 | 0 | 0 | |||||||||
| 21 Jan | 809.55 | 41.85 | 0 | 4.26 | 0 | 0 | 0 | |||||||||
| 20 Jan | 809.15 | 41.85 | 0 | 4.24 | 0 | 0 | 0 | |||||||||
| 19 Jan | 809.75 | 41.85 | 0 | 4.2 | 0 | 0 | 0 | |||||||||
| 16 Jan | 820.40 | 41.85 | 0 | 3.18 | 0 | 0 | 0 | |||||||||
| 14 Jan | 826.70 | 41.85 | 0 | 2.68 | 0 | 0 | 0 | |||||||||
| 13 Jan | 831.75 | 41.85 | 0 | 2.27 | 0 | 0 | 0 | |||||||||
| 12 Jan | 832.10 | 41.85 | 0 | 2.09 | 0 | 0 | 0 | |||||||||
| 9 Jan | 829.00 | 41.85 | 0 | 2.27 | 0 | 0 | 0 | |||||||||
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| 8 Jan | 837.80 | 41.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 851.95 | 41.85 | 0 | 0.63 | 0 | 0 | 0 | |||||||||
| 6 Jan | 850.05 | 41.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 846.20 | 41.85 | - | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 860.85 | 41.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 852.80 | 41.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 854.90 | 41.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 880 expiring on 30MAR2026
Delta for 880 CE is 0.61
Historical price for 880 CE is as follows
On 24 Feb LICI was trading at 882.00. The strike last trading price was 27.95, which was -0.35 lower than the previous day. The implied volatity was 19.36, the open interest changed by 26 which increased total open position to 160
On 23 Feb LICI was trading at 883.25. The strike last trading price was 29.45, which was 5.85 higher than the previous day. The implied volatity was 21.48, the open interest changed by 31 which increased total open position to 128
On 20 Feb LICI was trading at 873.30. The strike last trading price was 22.9, which was 3.8 higher than the previous day. The implied volatity was 19.92, the open interest changed by 40 which increased total open position to 98
On 19 Feb LICI was trading at 864.25. The strike last trading price was 19.5, which was -8.95 lower than the previous day. The implied volatity was 20.46, the open interest changed by 4 which increased total open position to 56
On 18 Feb LICI was trading at 878.70. The strike last trading price was 28.45, which was -1.05 lower than the previous day. The implied volatity was 20.9, the open interest changed by 9 which increased total open position to 51
On 17 Feb LICI was trading at 874.10. The strike last trading price was 29.5, which was 3.6 higher than the previous day. The implied volatity was 24.04, the open interest changed by 9 which increased total open position to 42
On 16 Feb LICI was trading at 869.15. The strike last trading price was 26.15, which was 4.15 higher than the previous day. The implied volatity was 22.19, the open interest changed by 31 which increased total open position to 33
On 13 Feb LICI was trading at 862.40. The strike last trading price was 22, which was -19.85 lower than the previous day. The implied volatity was 21.07, 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 41.85, 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 875.30. The strike last trading price was 41.85, which was 0 lower than the previous day. The implied volatity was 0.14, 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 41.85, 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 Feb LICI was trading at 895.45. The strike last trading price was 41.85, 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 901.85. The strike last trading price was 41.85, which was 0 lower than the previous day. The implied volatity was 2.43, 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 41.85, which was 0 lower than the previous day. The implied volatity was 2.38, 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 41.85, 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 3 Feb LICI was trading at 838.30. The strike last trading price was 41.85, which was 0 lower than the previous day. The implied volatity was 2.55, 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 41.85, which was 0 lower than the previous day. The implied volatity was 5.09, 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 41.85, which was 0 lower than the previous day. The implied volatity was 5.76, 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 41.85, which was 0 lower than the previous day. The implied volatity was 3.29, 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 41.85, 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 28 Jan LICI was trading at 822.15. The strike last trading price was 41.85, 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 27 Jan LICI was trading at 807.80. The strike last trading price was 41.85, which was 0 lower than the previous day. The implied volatity was 4.44, 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 41.85, which was 0 lower than the previous day. The implied volatity was 4.77, 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 41.85, which was 0 lower than the previous day. The implied volatity was 3.53, 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 41.85, which was 0 lower than the previous day. The implied volatity was 4.26, 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 41.85, which was 0 lower than the previous day. The implied volatity was 4.24, 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 41.85, which was 0 lower than the previous day. The implied volatity was 4.2, 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 41.85, which was 0 lower than the previous day. The implied volatity was 3.18, 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 41.85, which was 0 lower than the previous day. The implied volatity was 2.68, 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 41.85, which was 0 lower than the previous day. The implied volatity was 2.27, 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 41.85, which was 0 lower than the previous day. The implied volatity was 2.09, 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 41.85, which was 0 lower than the previous day. The implied volatity was 2.27, 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 41.85, 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 41.85, which was 0 lower than the previous day. The implied volatity was 0.63, 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 41.85, 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 41.85, 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 41.85, 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 41.85, 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 41.85, 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 880 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 1.05
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Feb | 882.00 | 20.5 | -0.15 | 24.84 | 320 | 31 | 138 |
| 23 Feb | 883.25 | 21 | -3.25 | 24.3 | 166 | 63 | 107 |
| 20 Feb | 873.30 | 24.7 | -0.3 | 22.52 | 33 | 21 | 43 |
| 19 Feb | 864.25 | 25 | 0.6 | 18.54 | 14 | 5 | 22 |
| 18 Feb | 878.70 | 24.4 | -1.1 | 24.59 | 16 | 15 | 16 |
| 17 Feb | 874.10 | 25.5 | -34.1 | 23.12 | 1 | 0 | 0 |
| 16 Feb | 869.15 | 59.6 | 0 | 0 | 0 | 0 | 0 |
| 13 Feb | 862.40 | 59.6 | 0 | 0.2 | 0 | 0 | 0 |
| 12 Feb | 880.95 | 59.6 | 0 | 1.18 | 0 | 0 | 0 |
| 11 Feb | 875.30 | 59.6 | 0 | 0.72 | 0 | 0 | 0 |
| 10 Feb | 891.70 | 59.6 | 0 | 2.08 | 0 | 0 | 0 |
| 9 Feb | 895.45 | 59.6 | 0 | 2.44 | 0 | 0 | 0 |
| 6 Feb | 901.85 | 59.6 | 0 | 2.67 | 0 | 0 | 0 |
| 5 Feb | 839.75 | 59.6 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 835.30 | 59.6 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 838.30 | 59.6 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 802.15 | 59.6 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 799.00 | 59.6 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 824.50 | 59.6 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 821.00 | 59.6 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 822.15 | 59.6 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 807.80 | 59.6 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 802.45 | 59.6 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 819.30 | 59.6 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 809.55 | 59.6 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 809.15 | 59.6 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 809.75 | 59.6 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 820.40 | 59.6 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 826.70 | 59.6 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 831.75 | 59.6 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 832.10 | 59.6 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 829.00 | 59.6 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 837.80 | 59.6 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 851.95 | 59.6 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 850.05 | 59.6 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 846.20 | 59.6 | - | - | 0 | 0 | 0 |
| 2 Jan | 860.85 | 59.6 | 0 | 0.17 | 0 | 0 | 0 |
| 1 Jan | 852.80 | 59.6 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 854.90 | 59.6 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 880 expiring on 30MAR2026
Delta for 880 PE is -0.41
Historical price for 880 PE is as follows
On 24 Feb LICI was trading at 882.00. The strike last trading price was 20.5, which was -0.15 lower than the previous day. The implied volatity was 24.84, the open interest changed by 31 which increased total open position to 138
On 23 Feb LICI was trading at 883.25. The strike last trading price was 21, which was -3.25 lower than the previous day. The implied volatity was 24.3, the open interest changed by 63 which increased total open position to 107
On 20 Feb LICI was trading at 873.30. The strike last trading price was 24.7, which was -0.3 lower than the previous day. The implied volatity was 22.52, the open interest changed by 21 which increased total open position to 43
On 19 Feb LICI was trading at 864.25. The strike last trading price was 25, which was 0.6 higher than the previous day. The implied volatity was 18.54, the open interest changed by 5 which increased total open position to 22
On 18 Feb LICI was trading at 878.70. The strike last trading price was 24.4, which was -1.1 lower than the previous day. The implied volatity was 24.59, the open interest changed by 15 which increased total open position to 16
On 17 Feb LICI was trading at 874.10. The strike last trading price was 25.5, which was -34.1 lower than the previous day. The implied volatity was 23.12, the open interest changed by 0 which decreased total open position to 0
On 16 Feb LICI was trading at 869.15. The strike last trading price was 59.6, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 Feb LICI was trading at 862.40. The strike last trading price was 59.6, which was 0 lower than the previous day. The implied volatity was 0.2, the open interest changed by 0 which decreased total open position to 0
On 12 Feb LICI was trading at 880.95. The strike last trading price was 59.6, 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 11 Feb LICI was trading at 875.30. The strike last trading price was 59.6, which was 0 lower than the previous day. The implied volatity was 0.72, 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 59.6, 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 9 Feb LICI was trading at 895.45. The strike last trading price was 59.6, which was 0 lower than the previous day. The implied volatity was 2.44, 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 59.6, which was 0 lower than the previous day. The implied volatity was 2.67, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, which was 0 lower than the previous day. The implied volatity was 0.17, 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 59.6, 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 59.6, 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
