LICI
Life Insura Corp Of India
Historical option data for LICI
08 Apr 2025 04:03 PM IST
| LICI 24APR2025 900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.15
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 784.80 | 1.05 | 0.05 | 35.99 | 703 | 63 | 748 | |||
| 7 Apr | 767.20 | 0.95 | -0.45 | 38.62 | 342 | -99 | 686 | |||
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| 4 Apr | 792.15 | 1.4 | -0.9 | 31.69 | 281 | -51 | 784 | |||
| 3 Apr | 815.30 | 2.6 | 0.1 | 28.86 | 439 | 165 | 834 | |||
| 2 Apr | 810.95 | 2.5 | 1.25 | 30.07 | 490 | -9 | 671 | |||
| 1 Apr | 797.75 | 1.25 | -1.15 | 27.97 | 292 | 66 | 681 | |||
| 28 Mar | 799.40 | 2.3 | -0.45 | 28.82 | 1,040 | 187 | 615 | |||
| 27 Mar | 801.15 | 2.9 | 0.65 | 29.61 | 1,808 | 64 | 428 | |||
| 26 Mar | 786.85 | 2.1 | -0.45 | 30.23 | 928 | 27 | 364 | |||
| 25 Mar | 789.40 | 2.4 | -0.75 | 30.34 | 200 | 45 | 336 | |||
| 24 Mar | 800.55 | 3.15 | 0.1 | 28.26 | 475 | 16 | 291 | |||
| 21 Mar | 791.35 | 2.9 | 0.75 | 29.00 | 1,472 | 187 | 275 | |||
| 20 Mar | 779.50 | 1.95 | -0.05 | 28.27 | 88 | 14 | 90 | |||
| 19 Mar | 776.75 | 2 | 0.2 | 28.41 | 61 | 24 | 72 | |||
| 18 Mar | 757.40 | 1.65 | -1.35 | 30.82 | 92 | 43 | 43 | |||
| 17 Mar | 745.40 | 3 | -34.2 | 37.41 | 2 | 1 | 1 | |||
| 5 Mar | 761.80 | 37.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 729.20 | 37.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 740.50 | 37.2 | 0 | 12.25 | 0 | 0 | 0 | |||
| 26 Feb | 754.80 | 37.2 | 0 | 10.88 | 0 | 0 | 0 | |||
| 25 Feb | 756.55 | 37.2 | 0 | 10.88 | 0 | 0 | 0 | |||
| 24 Feb | 775.40 | 37.2 | 0 | 8.69 | 0 | 0 | 0 | |||
| 10 Feb | 808.90 | 0 | 0 | 5.25 | 0 | 0 | 0 | |||
| 7 Feb | 816.10 | 0 | 0 | 4.49 | 0 | 0 | 0 | |||
| 6 Feb | 828.80 | 0 | 0 | 3.77 | 0 | 0 | 0 | |||
| 5 Feb | 842.65 | 0 | 0 | 2.67 | 0 | 0 | 0 | |||
| 4 Feb | 834.50 | 0 | 0 | 3.19 | 0 | 0 | 0 | |||
| 3 Feb | 830.15 | 0 | 0 | 3.49 | 0 | 0 | 0 | |||
| 1 Feb | 848.20 | 0 | 0 | 2.08 | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 900 expiring on 24APR2025
Delta for 900 CE is 0.04
Historical price for 900 CE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 35.99, the open interest changed by 63 which increased total open position to 748
On 7 Apr LICI was trading at 767.20. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 38.62, the open interest changed by -99 which decreased total open position to 686
On 4 Apr LICI was trading at 792.15. The strike last trading price was 1.4, which was -0.9 lower than the previous day. The implied volatity was 31.69, the open interest changed by -51 which decreased total open position to 784
On 3 Apr LICI was trading at 815.30. The strike last trading price was 2.6, which was 0.1 higher than the previous day. The implied volatity was 28.86, the open interest changed by 165 which increased total open position to 834
On 2 Apr LICI was trading at 810.95. The strike last trading price was 2.5, which was 1.25 higher than the previous day. The implied volatity was 30.07, the open interest changed by -9 which decreased total open position to 671
On 1 Apr LICI was trading at 797.75. The strike last trading price was 1.25, which was -1.15 lower than the previous day. The implied volatity was 27.97, the open interest changed by 66 which increased total open position to 681
On 28 Mar LICI was trading at 799.40. The strike last trading price was 2.3, which was -0.45 lower than the previous day. The implied volatity was 28.82, the open interest changed by 187 which increased total open position to 615
On 27 Mar LICI was trading at 801.15. The strike last trading price was 2.9, which was 0.65 higher than the previous day. The implied volatity was 29.61, the open interest changed by 64 which increased total open position to 428
On 26 Mar LICI was trading at 786.85. The strike last trading price was 2.1, which was -0.45 lower than the previous day. The implied volatity was 30.23, the open interest changed by 27 which increased total open position to 364
On 25 Mar LICI was trading at 789.40. The strike last trading price was 2.4, which was -0.75 lower than the previous day. The implied volatity was 30.34, the open interest changed by 45 which increased total open position to 336
On 24 Mar LICI was trading at 800.55. The strike last trading price was 3.15, which was 0.1 higher than the previous day. The implied volatity was 28.26, the open interest changed by 16 which increased total open position to 291
On 21 Mar LICI was trading at 791.35. The strike last trading price was 2.9, which was 0.75 higher than the previous day. The implied volatity was 29.00, the open interest changed by 187 which increased total open position to 275
On 20 Mar LICI was trading at 779.50. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 28.27, the open interest changed by 14 which increased total open position to 90
On 19 Mar LICI was trading at 776.75. The strike last trading price was 2, which was 0.2 higher than the previous day. The implied volatity was 28.41, the open interest changed by 24 which increased total open position to 72
On 18 Mar LICI was trading at 757.40. The strike last trading price was 1.65, which was -1.35 lower than the previous day. The implied volatity was 30.82, the open interest changed by 43 which increased total open position to 43
On 17 Mar LICI was trading at 745.40. The strike last trading price was 3, which was -34.2 lower than the previous day. The implied volatity was 37.41, the open interest changed by 1 which increased total open position to 1
On 5 Mar LICI was trading at 761.80. The strike last trading price was 37.2, 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 37.2, 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 37.2, which was 0 lower than the previous day. The implied volatity was 12.25, the open interest changed by 0 which decreased total open position to 0
On 26 Feb LICI was trading at 754.80. The strike last trading price was 37.2, which was 0 lower than the previous day. The implied volatity was 10.88, the open interest changed by 0 which decreased total open position to 0
On 25 Feb LICI was trading at 756.55. The strike last trading price was 37.2, which was 0 lower than the previous day. The implied volatity was 10.88, the open interest changed by 0 which decreased total open position to 0
On 24 Feb LICI was trading at 775.40. The strike last trading price was 37.2, which was 0 lower than the previous day. The implied volatity was 8.69, 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 0, which was 0 lower than the previous day. The implied volatity was 5.25, 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 0, which was 0 lower than the previous day. The implied volatity was 4.49, 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 0, which was 0 lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0
On 5 Feb LICI was trading at 842.65. The strike last trading price was 0, 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 4 Feb LICI was trading at 834.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.19, 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 0, 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 1 Feb LICI was trading at 848.20. The strike last trading price was 0, 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
| LICI 24APR2025 900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 0.47
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 784.80 | 123 | -15 | 70.67 | 3 | 0 | 89 |
| 7 Apr | 767.20 | 138 | 51.2 | 74.11 | 1 | 0 | 88 |
| 4 Apr | 792.15 | 86.8 | 0 | 0.00 | 0 | -2 | 0 |
| 3 Apr | 815.30 | 86.8 | -4 | 42.53 | 6 | 0 | 90 |
| 2 Apr | 810.95 | 90.8 | -9.45 | 36.96 | 7 | 0 | 90 |
| 1 Apr | 797.75 | 100.25 | 0.3 | 34.01 | 27 | 4 | 90 |
| 28 Mar | 799.40 | 99.85 | 5.55 | 36.51 | 70 | 4 | 86 |
| 27 Mar | 801.15 | 92.4 | -15.6 | - | 15 | 2 | 82 |
| 26 Mar | 786.85 | 108 | 4.65 | 26.04 | 3 | 2 | 79 |
| 25 Mar | 789.40 | 104.4 | 14.4 | - | 29 | 15 | 77 |
| 24 Mar | 800.55 | 90 | -19.3 | - | 16 | 14 | 61 |
| 21 Mar | 791.35 | 109.3 | -5.7 | 37.98 | 28 | 26 | 46 |
| 20 Mar | 779.50 | 115 | 0.95 | 30.16 | 6 | 5 | 19 |
| 19 Mar | 776.75 | 114 | 6 | - | 13 | 10 | 11 |
| 18 Mar | 757.40 | 108 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 745.40 | 108 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 761.80 | 108 | 0 | 0.00 | 0 | 0 | 1 |
| 3 Mar | 729.20 | 108 | 0 | 0.00 | 0 | 0 | 1 |
| 28 Feb | 740.50 | 108 | 0 | 0.00 | 0 | 1 | 1 |
| 26 Feb | 754.80 | 108 | 0 | 0.00 | 0 | 0 | 1 |
| 25 Feb | 756.55 | 108 | 0 | 0.00 | 0 | 0 | 1 |
| 24 Feb | 775.40 | 108 | 10.7 | 0.00 | 1 | 0 | 1 |
| 10 Feb | 808.90 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 816.10 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 828.80 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 842.65 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 834.50 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 830.15 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 848.20 | 0 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 900 expiring on 24APR2025
Delta for 900 PE is -0.79
Historical price for 900 PE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 123, which was -15 lower than the previous day. The implied volatity was 70.67, the open interest changed by 0 which decreased total open position to 89
On 7 Apr LICI was trading at 767.20. The strike last trading price was 138, which was 51.2 higher than the previous day. The implied volatity was 74.11, the open interest changed by 0 which decreased total open position to 88
On 4 Apr LICI was trading at 792.15. The strike last trading price was 86.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 3 Apr LICI was trading at 815.30. The strike last trading price was 86.8, which was -4 lower than the previous day. The implied volatity was 42.53, the open interest changed by 0 which decreased total open position to 90
On 2 Apr LICI was trading at 810.95. The strike last trading price was 90.8, which was -9.45 lower than the previous day. The implied volatity was 36.96, the open interest changed by 0 which decreased total open position to 90
On 1 Apr LICI was trading at 797.75. The strike last trading price was 100.25, which was 0.3 higher than the previous day. The implied volatity was 34.01, the open interest changed by 4 which increased total open position to 90
On 28 Mar LICI was trading at 799.40. The strike last trading price was 99.85, which was 5.55 higher than the previous day. The implied volatity was 36.51, the open interest changed by 4 which increased total open position to 86
On 27 Mar LICI was trading at 801.15. The strike last trading price was 92.4, which was -15.6 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 82
On 26 Mar LICI was trading at 786.85. The strike last trading price was 108, which was 4.65 higher than the previous day. The implied volatity was 26.04, the open interest changed by 2 which increased total open position to 79
On 25 Mar LICI was trading at 789.40. The strike last trading price was 104.4, which was 14.4 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 77
On 24 Mar LICI was trading at 800.55. The strike last trading price was 90, which was -19.3 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 61
On 21 Mar LICI was trading at 791.35. The strike last trading price was 109.3, which was -5.7 lower than the previous day. The implied volatity was 37.98, the open interest changed by 26 which increased total open position to 46
On 20 Mar LICI was trading at 779.50. The strike last trading price was 115, which was 0.95 higher than the previous day. The implied volatity was 30.16, the open interest changed by 5 which increased total open position to 19
On 19 Mar LICI was trading at 776.75. The strike last trading price was 114, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 11
On 18 Mar LICI was trading at 757.40. The strike last trading price was 108, 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 17 Mar LICI was trading at 745.40. The strike last trading price was 108, 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 5 Mar LICI was trading at 761.80. The strike last trading price was 108, 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 1
On 3 Mar LICI was trading at 729.20. The strike last trading price was 108, 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 1
On 28 Feb LICI was trading at 740.50. The strike last trading price was 108, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 1
On 26 Feb LICI was trading at 754.80. The strike last trading price was 108, 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 1
On 25 Feb LICI was trading at 756.55. The strike last trading price was 108, 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 1
On 24 Feb LICI was trading at 775.40. The strike last trading price was 108, which was 10.7 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 10 Feb LICI was trading at 808.90. 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 7 Feb LICI was trading at 816.10. 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 6 Feb LICI was trading at 828.80. 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 5 Feb LICI was trading at 842.65. 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 4 Feb LICI was trading at 834.50. 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 3 Feb LICI was trading at 830.15. 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 1 Feb LICI was trading at 848.20. 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
