LICI
Life Insura Corp Of India
Historical option data for LICI
21 Sep 2025 04:14 PM IST
| LICI 30SEP2025 780 CE | ||||||||||||||||
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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 | |||||||||
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| 21 Sept | 893.55 | 77.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 874.75 | 77.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 780 expiring on 30SEP2025
Delta for 780 CE is 0.00
Historical price for 780 CE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 77.55, 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 14 Sept LICI was trading at 874.75. The strike last trading price was 77.55, 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 780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.04
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 893.55 | 0.15 | -0.05 | 34.25 | 2 | -1 | 37 |
| 14 Sept | 874.75 | 0.6 | 0 | 28.64 | 3 | -2 | 49 |
For Life Insura Corp Of India - strike price 780 expiring on 30SEP2025
Delta for 780 PE is -0.01
Historical price for 780 PE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 34.25, the open interest changed by -1 which decreased total open position to 37
On 14 Sept LICI was trading at 874.75. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 28.64, the open interest changed by -2 which decreased total open position to 49
