LICI
Life Insura Corp Of India
Historical option data for LICI
21 Sep 2025 04:14 PM IST
| LICI 30SEP2025 830 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 893.55 | 62.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 874.75 | 50.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 887.75 | 93.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 830 expiring on 30SEP2025
Delta for 830 CE is 0.00
Historical price for 830 CE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 62.8, 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 50.7, 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 93.8, 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
| LICI 30SEP2025 830 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.14
Theta: -0.16
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 893.55 | 0.75 | -0.2 | 26.53 | 64 | -12 | 109 |
| 14 Sept | 874.75 | 2.6 | 0.25 | 22.51 | 37 | -3 | 116 |
| 17 Aug | 887.75 | 20.4 | 0 | 6.01 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 830 expiring on 30SEP2025
Delta for 830 PE is -0.04
Historical price for 830 PE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 26.53, the open interest changed by -12 which decreased total open position to 109
On 14 Sept LICI was trading at 874.75. The strike last trading price was 2.6, which was 0.25 higher than the previous day. The implied volatity was 22.51, the open interest changed by -3 which decreased total open position to 116
On 17 Aug LICI was trading at 887.75. The strike last trading price was 20.4, which was 0 lower than the previous day. The implied volatity was 6.01, the open interest changed by 0 which decreased total open position to 0
