`
Related Pages for LICI
[--[65.84.65.76]--]
LICI
Life Insura Corp Of India
767.7 -17.10 (-2.18%)

Back to Option Chain

Historical option data for LICI

09 Apr 2025 04:13 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
LICI 24APR2025 940 CE
Delta: 0.02
Vega: 0.09
Theta: -0.15
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 767.70 0.65 -0.05 48.17 26 9 184
8 Apr 784.80 0.7 0.3 42.34 30 2 173
7 Apr 767.20 0.4 -0.25 41.52 57 13 161
4 Apr 792.15 0.65 -0.1 35.60 65 -1 148
3 Apr 815.30 0.75 -0.2 30.00 5 0 150
2 Apr 810.95 0.9 0.45 32.04 138 17 150
1 Apr 797.75 0.45 -0.25 30.15 20 0 133
28 Mar 799.40 0.75 0 29.95 100 23 133
27 Mar 801.15 0.5 -0.6 27.18 157 94 104
26 Mar 786.85 1 0.15 32.84 13 1 9
25 Mar 789.40 0.85 -0.2 31.14 2 0 6
24 Mar 800.55 1.3 -25.05 30.00 12 3 3
5 Feb 842.65 0 0 5.18 0 0 0
1 Feb 848.20 0 0 4.57 0 0 0

For Life Insura Corp Of India - strike price 940 expiring on 24APR2025

Delta for 940 CE is 0.02

Historical price for 940 CE is as follows

On 9 Apr LICI was trading at 767.70. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 48.17, the open interest changed by 9 which increased total open position to 184


On 8 Apr LICI was trading at 784.80. The strike last trading price was 0.7, which was 0.3 higher than the previous day. The implied volatity was 42.34, the open interest changed by 2 which increased total open position to 173


On 7 Apr LICI was trading at 767.20. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 41.52, the open interest changed by 13 which increased total open position to 161


On 4 Apr LICI was trading at 792.15. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 35.60, the open interest changed by -1 which decreased total open position to 148


On 3 Apr LICI was trading at 815.30. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 30.00, the open interest changed by 0 which decreased total open position to 150


On 2 Apr LICI was trading at 810.95. The strike last trading price was 0.9, which was 0.45 higher than the previous day. The implied volatity was 32.04, the open interest changed by 17 which increased total open position to 150


On 1 Apr LICI was trading at 797.75. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 30.15, the open interest changed by 0 which decreased total open position to 133


On 28 Mar LICI was trading at 799.40. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 29.95, the open interest changed by 23 which increased total open position to 133


On 27 Mar LICI was trading at 801.15. The strike last trading price was 0.5, which was -0.6 lower than the previous day. The implied volatity was 27.18, the open interest changed by 94 which increased total open position to 104


On 26 Mar LICI was trading at 786.85. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 32.84, the open interest changed by 1 which increased total open position to 9


On 25 Mar LICI was trading at 789.40. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 31.14, the open interest changed by 0 which decreased total open position to 6


On 24 Mar LICI was trading at 800.55. The strike last trading price was 1.3, which was -25.05 lower than the previous day. The implied volatity was 30.00, the open interest changed by 3 which increased total open position to 3


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 5.18, 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 4.57, the open interest changed by 0 which decreased total open position to 0


LICI 24APR2025 940 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 767.70 129.95 -0.05 0.00 0 0 0
8 Apr 784.80 129.95 -0.05 0.00 0 0 0
7 Apr 767.20 129.95 -0.05 0.00 0 0 0
4 Apr 792.15 129.95 -0.05 0.00 0 0 0
3 Apr 815.30 129.95 -0.05 0.00 0 0 0
2 Apr 810.95 129.95 -0.05 0.00 0 0 0
1 Apr 797.75 129.95 -0.05 0.00 0 101 0
28 Mar 799.40 129.95 -0.05 0.00 0 101 0
27 Mar 801.15 129.95 -12.55 - 101 95 102
26 Mar 786.85 142.5 0 0.00 0 2 0
25 Mar 789.40 142.5 8.5 - 2 0 5
24 Mar 800.55 134 8.2 37.32 5 3 3
5 Feb 842.65 0 0 - 0 0 0
1 Feb 848.20 0 0 - 0 0 0

For Life Insura Corp Of India - strike price 940 expiring on 24APR2025

Delta for 940 PE is 0.00

Historical price for 940 PE is as follows

On 9 Apr LICI was trading at 767.70. The strike last trading price was 129.95, which was -0.05 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 8 Apr LICI was trading at 784.80. The strike last trading price was 129.95, which was -0.05 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 129.95, which was -0.05 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 129.95, which was -0.05 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 129.95, which was -0.05 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 129.95, which was -0.05 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 129.95, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 101 which increased total open position to 0


On 28 Mar LICI was trading at 799.40. The strike last trading price was 129.95, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 101 which increased total open position to 0


On 27 Mar LICI was trading at 801.15. The strike last trading price was 129.95, which was -12.55 lower than the previous day. The implied volatity was -, the open interest changed by 95 which increased total open position to 102


On 26 Mar LICI was trading at 786.85. The strike last trading price was 142.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 25 Mar LICI was trading at 789.40. The strike last trading price was 142.5, which was 8.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 24 Mar LICI was trading at 800.55. The strike last trading price was 134, which was 8.2 higher than the previous day. The implied volatity was 37.32, the open interest changed by 3 which increased total open position to 3


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 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