LICI
Life Insura Corp Of India
Historical option data for LICI
21 Sep 2025 04:14 PM IST
| LICI 30SEP2025 810 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 | 70.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 874.75 | 70.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 887.75 | 108.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 810 expiring on 30SEP2025
Delta for 810 CE is 0.00
Historical price for 810 CE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 70.15, 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 14 Sept LICI was trading at 874.75. The strike last trading price was 70.15, 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 17 Aug LICI was trading at 887.75. The strike last trading price was 108.3, 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
| LICI 30SEP2025 810 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.11
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 893.55 | 0.6 | -0.2 | 31.87 | 9 | -3 | 36 |
| 14 Sept | 874.75 | 1.2 | 0.2 | 24.05 | 10 | 0 | 46 |
| 17 Aug | 887.75 | 15.1 | 0 | 7.67 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 810 expiring on 30SEP2025
Delta for 810 PE is -0.03
Historical price for 810 PE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 31.87, the open interest changed by -3 which decreased total open position to 36
On 14 Sept LICI was trading at 874.75. The strike last trading price was 1.2, which was 0.2 higher than the previous day. The implied volatity was 24.05, the open interest changed by 0 which decreased total open position to 46
On 17 Aug LICI was trading at 887.75. The strike last trading price was 15.1, which was 0 lower than the previous day. The implied volatity was 7.67, the open interest changed by 0 which decreased total open position to 0
