LICI
Life Insura Corp Of India
Historical option data for LICI
21 Sep 2025 04:14 PM IST
| LICI 30SEP2025 1020 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.08
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 893.55 | 0.45 | 0.1 | 36.19 | 2 | 2 | 10 | |||||||||
| 17 Aug | 887.75 | 5.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 1020 expiring on 30SEP2025
Delta for 1020 CE is 0.02
Historical price for 1020 CE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 36.19, the open interest changed by 2 which increased total open position to 10
On 17 Aug LICI was trading at 887.75. The strike last trading price was 5.2, 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
| LICI 30SEP2025 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 893.55 | 97.8 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 887.75 | 97.8 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 1020 expiring on 30SEP2025
Delta for 1020 PE is -
Historical price for 1020 PE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 97.8, 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 17 Aug LICI was trading at 887.75. The strike last trading price was 97.8, 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
