LICI
Life Insura Corp Of India
Historical option data for LICI
17 Aug 2025 12:58 AM IST
| LICI 30SEP2025 1040 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.37
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 887.75 | 1.9 | -0.95 | 25.14 | 1 | 0 | 3 | |||||||||
For Life Insura Corp Of India - strike price 1040 expiring on 30SEP2025
Delta for 1040 CE is 0.06
Historical price for 1040 CE is as follows
On 17 Aug LICI was trading at 887.75. The strike last trading price was 1.9, which was -0.95 lower than the previous day. The implied volatity was 25.14, the open interest changed by 0 which decreased total open position to 3
| LICI 30SEP2025 1040 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 887.75 | 110.7 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 1040 expiring on 30SEP2025
Delta for 1040 PE is -
Historical price for 1040 PE is as follows
On 17 Aug LICI was trading at 887.75. The strike last trading price was 110.7, 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
