LICI
Life Insura Corp Of India
Historical option data for LICI
21 Sep 2025 04:14 PM IST
| LICI 30SEP2025 840 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.16
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 893.55 | 57.55 | 4.85 | 23.00 | 7 | -4 | 24 | |||||||||
| 14 Sept | 874.75 | 42.8 | -1.2 | 21.30 | 9 | 2 | 22 | |||||||||
| 17 Aug | 887.75 | 151.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 840 expiring on 30SEP2025
Delta for 840 CE is 0.95
Historical price for 840 CE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 57.55, which was 4.85 higher than the previous day. The implied volatity was 23.00, the open interest changed by -4 which decreased total open position to 24
On 14 Sept LICI was trading at 874.75. The strike last trading price was 42.8, which was -1.2 lower than the previous day. The implied volatity was 21.30, the open interest changed by 2 which increased total open position to 22
On 17 Aug LICI was trading at 887.75. The strike last trading price was 151.05, 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 840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.18
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 893.55 | 0.95 | -0.3 | 24.36 | 92 | 11 | 228 |
| 14 Sept | 874.75 | 3.75 | 0.2 | 21.68 | 47 | -5 | 268 |
| 17 Aug | 887.75 | 9 | 0 | 0.00 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 840 expiring on 30SEP2025
Delta for 840 PE is -0.06
Historical price for 840 PE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 0.95, which was -0.3 lower than the previous day. The implied volatity was 24.36, the open interest changed by 11 which increased total open position to 228
On 14 Sept LICI was trading at 874.75. The strike last trading price was 3.75, which was 0.2 higher than the previous day. The implied volatity was 21.68, the open interest changed by -5 which decreased total open position to 268
On 17 Aug LICI was trading at 887.75. The strike last trading price was 9, 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
