LICI
Life Insura Corp Of India
Historical option data for LICI
08 Apr 2025 04:03 PM IST
| LICI 24APR2025 920 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.11
Theta: -0.14
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 784.80 | 0.7 | 0.25 | 37.99 | 18 | -1 | 94 | |||
| 7 Apr | 767.20 | 0.45 | -0.95 | 38.27 | 17 | -5 | 96 | |||
| 4 Apr | 792.15 | 1.5 | 0.1 | 0.00 | 0 | -14 | 0 | |||
| 3 Apr | 815.30 | 1.5 | -0.05 | 29.82 | 50 | -13 | 102 | |||
| 2 Apr | 810.95 | 1.5 | 0.6 | 30.82 | 127 | -31 | 115 | |||
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| 1 Apr | 797.75 | 0.9 | -0.45 | 29.90 | 21 | -9 | 145 | |||
| 28 Mar | 799.40 | 1.35 | 0 | 29.58 | 261 | 125 | 154 | |||
| 27 Mar | 801.15 | 1.35 | -0.15 | 28.22 | 42 | 12 | 29 | |||
| 26 Mar | 786.85 | 1.5 | -0.7 | 31.43 | 14 | 1 | 18 | |||
| 25 Mar | 789.40 | 2.2 | 0 | 0.00 | 0 | 5 | 0 | |||
| 24 Mar | 800.55 | 2.2 | -0.1 | 29.93 | 15 | 4 | 16 | |||
| 21 Mar | 791.35 | 2.25 | -29.1 | 30.93 | 70 | 15 | 15 | |||
| 6 Feb | 828.80 | 0 | 0 | 5.03 | 0 | 0 | 0 | |||
| 5 Feb | 842.65 | 0 | 0 | 3.96 | 0 | 0 | 0 | |||
| 4 Feb | 834.50 | 0 | 0 | 4.45 | 0 | 0 | 0 | |||
| 3 Feb | 830.15 | 0 | 0 | 4.73 | 0 | 0 | 0 | |||
| 1 Feb | 848.20 | 0 | 0 | 3.36 | 0 | 0 | 0 | |||
For Life Insura Corp Of India - strike price 920 expiring on 24APR2025
Delta for 920 CE is 0.03
Historical price for 920 CE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 37.99, the open interest changed by -1 which decreased total open position to 94
On 7 Apr LICI was trading at 767.20. The strike last trading price was 0.45, which was -0.95 lower than the previous day. The implied volatity was 38.27, the open interest changed by -5 which decreased total open position to 96
On 4 Apr LICI was trading at 792.15. The strike last trading price was 1.5, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by -14 which decreased total open position to 0
On 3 Apr LICI was trading at 815.30. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 29.82, the open interest changed by -13 which decreased total open position to 102
On 2 Apr LICI was trading at 810.95. The strike last trading price was 1.5, which was 0.6 higher than the previous day. The implied volatity was 30.82, the open interest changed by -31 which decreased total open position to 115
On 1 Apr LICI was trading at 797.75. The strike last trading price was 0.9, which was -0.45 lower than the previous day. The implied volatity was 29.90, the open interest changed by -9 which decreased total open position to 145
On 28 Mar LICI was trading at 799.40. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 29.58, the open interest changed by 125 which increased total open position to 154
On 27 Mar LICI was trading at 801.15. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 28.22, the open interest changed by 12 which increased total open position to 29
On 26 Mar LICI was trading at 786.85. The strike last trading price was 1.5, which was -0.7 lower than the previous day. The implied volatity was 31.43, the open interest changed by 1 which increased total open position to 18
On 25 Mar LICI was trading at 789.40. The strike last trading price was 2.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 24 Mar LICI was trading at 800.55. The strike last trading price was 2.2, which was -0.1 lower than the previous day. The implied volatity was 29.93, the open interest changed by 4 which increased total open position to 16
On 21 Mar LICI was trading at 791.35. The strike last trading price was 2.25, which was -29.1 lower than the previous day. The implied volatity was 30.93, the open interest changed by 15 which increased total open position to 15
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 5.03, 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 3.96, 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 4.45, 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 4.73, 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 3.36, the open interest changed by 0 which decreased total open position to 0
| LICI 24APR2025 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 784.80 | 105.15 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 767.20 | 105.15 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 792.15 | 105.15 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 815.30 | 105.15 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 810.95 | 105.15 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 797.75 | 105.15 | 0 | 0.00 | 0 | 1 | 0 |
| 28 Mar | 799.40 | 105.15 | -6 | - | 2 | 1 | 1 |
| 27 Mar | 801.15 | 111.15 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 786.85 | 111.15 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 789.40 | 111.15 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 800.55 | 111.15 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 791.35 | 111.15 | 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 920 expiring on 24APR2025
Delta for 920 PE is 0.00
Historical price for 920 PE is as follows
On 8 Apr LICI was trading at 784.80. The strike last trading price was 105.15, 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 Apr LICI was trading at 767.20. The strike last trading price was 105.15, 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 4 Apr LICI was trading at 792.15. The strike last trading price was 105.15, 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 Apr LICI was trading at 815.30. The strike last trading price was 105.15, 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 2 Apr LICI was trading at 810.95. The strike last trading price was 105.15, 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 1 Apr LICI was trading at 797.75. The strike last trading price was 105.15, 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 0
On 28 Mar LICI was trading at 799.40. The strike last trading price was 105.15, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 27 Mar LICI was trading at 801.15. The strike last trading price was 111.15, 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 26 Mar LICI was trading at 786.85. The strike last trading price was 111.15, 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 25 Mar LICI was trading at 789.40. The strike last trading price was 111.15, 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 24 Mar LICI was trading at 800.55. The strike last trading price was 111.15, 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 Mar LICI was trading at 791.35. The strike last trading price was 111.15, 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
