LICI
Life Insura Corp Of India
Historical option data for LICI
21 Sep 2025 04:14 PM IST
| LICI 30SEP2025 850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0.22
Theta: -0.44
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 893.55 | 48.05 | 3.4 | 21.99 | 3 | -3 | 63 | |||||||||
| 14 Sept | 874.75 | 34.3 | -1.5 | 20.26 | 36 | -5 | 64 | |||||||||
| 17 Aug | 887.75 | 80.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 850 expiring on 30SEP2025
Delta for 850 CE is 0.92
Historical price for 850 CE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 48.05, which was 3.4 higher than the previous day. The implied volatity was 21.99, the open interest changed by -3 which decreased total open position to 63
On 14 Sept LICI was trading at 874.75. The strike last trading price was 34.3, which was -1.5 lower than the previous day. The implied volatity was 20.26, the open interest changed by -5 which decreased total open position to 64
On 17 Aug LICI was trading at 887.75. The strike last trading price was 80.45, 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 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.25
Theta: -0.25
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 893.55 | 1.55 | -0.3 | 23.49 | 143 | -30 | 323 |
| 14 Sept | 874.75 | 5.75 | 0.5 | 21.51 | 78 | -4 | 400 |
| 17 Aug | 887.75 | 26.85 | 0 | 4.29 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 850 expiring on 30SEP2025
Delta for 850 PE is -0.09
Historical price for 850 PE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 1.55, which was -0.3 lower than the previous day. The implied volatity was 23.49, the open interest changed by -30 which decreased total open position to 323
On 14 Sept LICI was trading at 874.75. The strike last trading price was 5.75, which was 0.5 higher than the previous day. The implied volatity was 21.51, the open interest changed by -4 which decreased total open position to 400
On 17 Aug LICI was trading at 887.75. The strike last trading price was 26.85, which was 0 lower than the previous day. The implied volatity was 4.29, the open interest changed by 0 which decreased total open position to 0
