LICI
Life Insura Corp Of India
Historical option data for LICI
09 Dec 2025 12:12 PM IST
| LICI 30-DEC-2025 890 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 0.68
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 859.45 | 6.15 | -0.4 | 18.74 | 399 | 36 | 587 | |||||||||
| 8 Dec | 857.55 | 6.4 | -2.95 | 20.02 | 703 | 129 | 551 | |||||||||
| 5 Dec | 869.90 | 9.65 | -2.4 | 16.54 | 547 | 36 | 423 | |||||||||
| 4 Dec | 876.65 | 11.8 | 1.25 | 15.90 | 345 | -51 | 387 | |||||||||
| 3 Dec | 868.05 | 10.85 | -6.7 | 16.72 | 594 | 65 | 443 | |||||||||
| 2 Dec | 883.90 | 17.3 | -0.6 | 17.83 | 390 | 99 | 377 | |||||||||
| 1 Dec | 882.10 | 17.5 | -6.15 | 17.50 | 682 | 131 | 279 | |||||||||
| 28 Nov | 894.45 | 23.55 | -4.9 | 16.32 | 203 | 32 | 142 | |||||||||
| 27 Nov | 900.25 | 27.6 | 2.15 | 16.35 | 194 | 12 | 107 | |||||||||
| 26 Nov | 894.80 | 25.2 | -1.5 | 16.02 | 130 | 14 | 97 | |||||||||
| 25 Nov | 897.65 | 26.9 | 0.25 | 16.27 | 234 | 15 | 84 | |||||||||
| 24 Nov | 895.05 | 26.75 | -15.65 | 17.14 | 101 | 65 | 68 | |||||||||
| 21 Nov | 902.40 | 42.4 | -3.6 | - | 0 | 1 | 0 | |||||||||
| 20 Nov | 908.30 | 42.4 | -3.6 | 22.95 | 1 | 0 | 2 | |||||||||
| 19 Nov | 914.05 | 46 | 4.5 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 915.50 | 46 | 4.5 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 915.35 | 46 | 4.5 | - | 0 | 1 | 0 | |||||||||
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| 14 Nov | 909.45 | 46 | 4.5 | 22.46 | 1 | 0 | 1 | |||||||||
| 13 Nov | 902.85 | 41.5 | -1.55 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 900.15 | 41.5 | -1.55 | 23.70 | 1 | 0 | 1 | |||||||||
| 11 Nov | 900.60 | 43.05 | -13.55 | 23.78 | 1 | 0 | 0 | |||||||||
| 10 Nov | 899.70 | 56.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 924.15 | 56.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 896.10 | 56.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 905.70 | 56.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 919.90 | 56.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 894.70 | 56.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 900.75 | 56.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 908.75 | 56.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 890 expiring on 30DEC2025
Delta for 890 CE is 0.27
Historical price for 890 CE is as follows
On 9 Dec LICI was trading at 859.45. The strike last trading price was 6.15, which was -0.4 lower than the previous day. The implied volatity was 18.74, the open interest changed by 36 which increased total open position to 587
On 8 Dec LICI was trading at 857.55. The strike last trading price was 6.4, which was -2.95 lower than the previous day. The implied volatity was 20.02, the open interest changed by 129 which increased total open position to 551
On 5 Dec LICI was trading at 869.90. The strike last trading price was 9.65, which was -2.4 lower than the previous day. The implied volatity was 16.54, the open interest changed by 36 which increased total open position to 423
On 4 Dec LICI was trading at 876.65. The strike last trading price was 11.8, which was 1.25 higher than the previous day. The implied volatity was 15.90, the open interest changed by -51 which decreased total open position to 387
On 3 Dec LICI was trading at 868.05. The strike last trading price was 10.85, which was -6.7 lower than the previous day. The implied volatity was 16.72, the open interest changed by 65 which increased total open position to 443
On 2 Dec LICI was trading at 883.90. The strike last trading price was 17.3, which was -0.6 lower than the previous day. The implied volatity was 17.83, the open interest changed by 99 which increased total open position to 377
On 1 Dec LICI was trading at 882.10. The strike last trading price was 17.5, which was -6.15 lower than the previous day. The implied volatity was 17.50, the open interest changed by 131 which increased total open position to 279
On 28 Nov LICI was trading at 894.45. The strike last trading price was 23.55, which was -4.9 lower than the previous day. The implied volatity was 16.32, the open interest changed by 32 which increased total open position to 142
On 27 Nov LICI was trading at 900.25. The strike last trading price was 27.6, which was 2.15 higher than the previous day. The implied volatity was 16.35, the open interest changed by 12 which increased total open position to 107
On 26 Nov LICI was trading at 894.80. The strike last trading price was 25.2, which was -1.5 lower than the previous day. The implied volatity was 16.02, the open interest changed by 14 which increased total open position to 97
On 25 Nov LICI was trading at 897.65. The strike last trading price was 26.9, which was 0.25 higher than the previous day. The implied volatity was 16.27, the open interest changed by 15 which increased total open position to 84
On 24 Nov LICI was trading at 895.05. The strike last trading price was 26.75, which was -15.65 lower than the previous day. The implied volatity was 17.14, the open interest changed by 65 which increased total open position to 68
On 21 Nov LICI was trading at 902.40. The strike last trading price was 42.4, which was -3.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 20 Nov LICI was trading at 908.30. The strike last trading price was 42.4, which was -3.6 lower than the previous day. The implied volatity was 22.95, the open interest changed by 0 which decreased total open position to 2
On 19 Nov LICI was trading at 914.05. The strike last trading price was 46, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov LICI was trading at 915.50. The strike last trading price was 46, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov LICI was trading at 915.35. The strike last trading price was 46, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 14 Nov LICI was trading at 909.45. The strike last trading price was 46, which was 4.5 higher than the previous day. The implied volatity was 22.46, the open interest changed by 0 which decreased total open position to 1
On 13 Nov LICI was trading at 902.85. The strike last trading price was 41.5, which was -1.55 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 41.5, which was -1.55 lower than the previous day. The implied volatity was 23.70, the open interest changed by 0 which decreased total open position to 1
On 11 Nov LICI was trading at 900.60. The strike last trading price was 43.05, which was -13.55 lower than the previous day. The implied volatity was 23.78, 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 56.6, 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 Nov LICI was trading at 924.15. The strike last trading price was 56.6, 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 Nov LICI was trading at 896.10. The strike last trading price was 56.6, 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 Nov LICI was trading at 905.70. The strike last trading price was 56.6, 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 Nov LICI was trading at 919.90. The strike last trading price was 56.6, 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 Oct LICI was trading at 894.70. The strike last trading price was 56.6, 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 Oct LICI was trading at 900.75. The strike last trading price was 56.6, 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 Oct LICI was trading at 908.75. The strike last trading price was 56.6, 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
| LICI 30DEC2025 890 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.71
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 859.45 | 33 | -1.5 | 20.82 | 35 | -21 | 300 |
| 8 Dec | 857.55 | 34.85 | 11.4 | 19.57 | 138 | -44 | 320 |
| 5 Dec | 869.90 | 22.5 | 1.1 | 16.74 | 92 | -4 | 368 |
| 4 Dec | 876.65 | 21.4 | -4.7 | 19.06 | 48 | 3 | 376 |
| 3 Dec | 868.05 | 25.4 | 6.95 | 20.10 | 136 | -22 | 373 |
| 2 Dec | 883.90 | 18.45 | -1.1 | 18.81 | 221 | 52 | 392 |
| 1 Dec | 882.10 | 19.7 | 4.9 | 19.96 | 511 | 15 | 338 |
| 28 Nov | 894.45 | 15.1 | 4.15 | 19.44 | 163 | 24 | 323 |
| 27 Nov | 900.25 | 10.9 | -2.35 | 17.17 | 413 | 38 | 299 |
| 26 Nov | 894.80 | 13.2 | -1.4 | 17.91 | 276 | 55 | 262 |
| 25 Nov | 897.65 | 14.8 | -2 | 19.86 | 232 | 38 | 201 |
| 24 Nov | 895.05 | 16.6 | 1.1 | 20.52 | 288 | 133 | 166 |
| 21 Nov | 902.40 | 15.5 | 1.85 | 21.54 | 13 | 5 | 29 |
| 20 Nov | 908.30 | 13.65 | -0.35 | 21.06 | 13 | 10 | 23 |
| 19 Nov | 914.05 | 14 | -6.2 | 23.41 | 1 | 0 | 13 |
| 18 Nov | 915.50 | 20.2 | 0.3 | - | 0 | 0 | 0 |
| 17 Nov | 915.35 | 20.2 | 0.3 | - | 0 | 0 | 0 |
| 14 Nov | 909.45 | 20.2 | 0.3 | 26.17 | 1 | 0 | 13 |
| 13 Nov | 902.85 | 19.9 | -1.75 | 23.78 | 1 | 0 | 13 |
| 12 Nov | 900.15 | 21.65 | 8.65 | - | 0 | 0 | 0 |
| 11 Nov | 900.60 | 21.65 | 8.65 | - | 0 | 11 | 0 |
| 10 Nov | 899.70 | 21.65 | 8.65 | 23.96 | 13 | 3 | 5 |
| 7 Nov | 924.15 | 13 | -24.35 | 22.87 | 2 | 0 | 0 |
| 6 Nov | 896.10 | 37.35 | 0 | 1.47 | 0 | 0 | 0 |
| 4 Nov | 905.70 | 37.35 | 0 | 2.51 | 0 | 0 | 0 |
| 3 Nov | 919.90 | 37.35 | 0 | 3.53 | 0 | 0 | 0 |
| 31 Oct | 894.70 | 37.35 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 900.75 | 37.35 | 0 | 1.98 | 0 | 0 | 0 |
| 29 Oct | 908.75 | 37.35 | 0 | 2.76 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 890 expiring on 30DEC2025
Delta for 890 PE is -0.71
Historical price for 890 PE is as follows
On 9 Dec LICI was trading at 859.45. The strike last trading price was 33, which was -1.5 lower than the previous day. The implied volatity was 20.82, the open interest changed by -21 which decreased total open position to 300
On 8 Dec LICI was trading at 857.55. The strike last trading price was 34.85, which was 11.4 higher than the previous day. The implied volatity was 19.57, the open interest changed by -44 which decreased total open position to 320
On 5 Dec LICI was trading at 869.90. The strike last trading price was 22.5, which was 1.1 higher than the previous day. The implied volatity was 16.74, the open interest changed by -4 which decreased total open position to 368
On 4 Dec LICI was trading at 876.65. The strike last trading price was 21.4, which was -4.7 lower than the previous day. The implied volatity was 19.06, the open interest changed by 3 which increased total open position to 376
On 3 Dec LICI was trading at 868.05. The strike last trading price was 25.4, which was 6.95 higher than the previous day. The implied volatity was 20.10, the open interest changed by -22 which decreased total open position to 373
On 2 Dec LICI was trading at 883.90. The strike last trading price was 18.45, which was -1.1 lower than the previous day. The implied volatity was 18.81, the open interest changed by 52 which increased total open position to 392
On 1 Dec LICI was trading at 882.10. The strike last trading price was 19.7, which was 4.9 higher than the previous day. The implied volatity was 19.96, the open interest changed by 15 which increased total open position to 338
On 28 Nov LICI was trading at 894.45. The strike last trading price was 15.1, which was 4.15 higher than the previous day. The implied volatity was 19.44, the open interest changed by 24 which increased total open position to 323
On 27 Nov LICI was trading at 900.25. The strike last trading price was 10.9, which was -2.35 lower than the previous day. The implied volatity was 17.17, the open interest changed by 38 which increased total open position to 299
On 26 Nov LICI was trading at 894.80. The strike last trading price was 13.2, which was -1.4 lower than the previous day. The implied volatity was 17.91, the open interest changed by 55 which increased total open position to 262
On 25 Nov LICI was trading at 897.65. The strike last trading price was 14.8, which was -2 lower than the previous day. The implied volatity was 19.86, the open interest changed by 38 which increased total open position to 201
On 24 Nov LICI was trading at 895.05. The strike last trading price was 16.6, which was 1.1 higher than the previous day. The implied volatity was 20.52, the open interest changed by 133 which increased total open position to 166
On 21 Nov LICI was trading at 902.40. The strike last trading price was 15.5, which was 1.85 higher than the previous day. The implied volatity was 21.54, the open interest changed by 5 which increased total open position to 29
On 20 Nov LICI was trading at 908.30. The strike last trading price was 13.65, which was -0.35 lower than the previous day. The implied volatity was 21.06, the open interest changed by 10 which increased total open position to 23
On 19 Nov LICI was trading at 914.05. The strike last trading price was 14, which was -6.2 lower than the previous day. The implied volatity was 23.41, the open interest changed by 0 which decreased total open position to 13
On 18 Nov LICI was trading at 915.50. The strike last trading price was 20.2, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov LICI was trading at 915.35. The strike last trading price was 20.2, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LICI was trading at 909.45. The strike last trading price was 20.2, which was 0.3 higher than the previous day. The implied volatity was 26.17, the open interest changed by 0 which decreased total open position to 13
On 13 Nov LICI was trading at 902.85. The strike last trading price was 19.9, which was -1.75 lower than the previous day. The implied volatity was 23.78, the open interest changed by 0 which decreased total open position to 13
On 12 Nov LICI was trading at 900.15. The strike last trading price was 21.65, which was 8.65 higher 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 21.65, which was 8.65 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 0
On 10 Nov LICI was trading at 899.70. The strike last trading price was 21.65, which was 8.65 higher than the previous day. The implied volatity was 23.96, the open interest changed by 3 which increased total open position to 5
On 7 Nov LICI was trading at 924.15. The strike last trading price was 13, which was -24.35 lower than the previous day. The implied volatity was 22.87, 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 37.35, which was 0 lower than the previous day. The implied volatity was 1.47, 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 37.35, which was 0 lower than the previous day. The implied volatity was 2.51, 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 37.35, 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 31 Oct LICI was trading at 894.70. The strike last trading price was 37.35, 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 37.35, 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 29 Oct LICI was trading at 908.75. The strike last trading price was 37.35, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0































































































































































































































