LICI
Life Insura Corp Of India
Historical option data for LICI
21 Sep 2025 04:14 PM IST
| LICI 30SEP2025 860 CE | ||||||||||||||||
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Delta: 0.85
Vega: 0.37
Theta: -0.61
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 893.55 | 40 | 3.4 | 24.37 | 69 | -16 | 119 | |||||||||
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| 14 Sept | 874.75 | 26.6 | -1.7 | 19.56 | 2 | 1 | 131 | |||||||||
| 17 Aug | 887.75 | 44 | -92.55 | 15.57 | 1 | 1 | 0 | |||||||||
For Life Insura Corp Of India - strike price 860 expiring on 30SEP2025
Delta for 860 CE is 0.85
Historical price for 860 CE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 40, which was 3.4 higher than the previous day. The implied volatity was 24.37, the open interest changed by -16 which decreased total open position to 119
On 14 Sept LICI was trading at 874.75. The strike last trading price was 26.6, which was -1.7 lower than the previous day. The implied volatity was 19.56, the open interest changed by 1 which increased total open position to 131
On 17 Aug LICI was trading at 887.75. The strike last trading price was 44, which was -92.55 lower than the previous day. The implied volatity was 15.57, the open interest changed by 1 which increased total open position to 0
| LICI 30SEP2025 860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.33
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 893.55 | 2.3 | -0.65 | 22.06 | 93 | -34 | 294 |
| 14 Sept | 874.75 | 8.4 | 0.45 | 21.23 | 63 | -13 | 386 |
| 17 Aug | 887.75 | 12.5 | 0 | 0.00 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 860 expiring on 30SEP2025
Delta for 860 PE is -0.13
Historical price for 860 PE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 2.3, which was -0.65 lower than the previous day. The implied volatity was 22.06, the open interest changed by -34 which decreased total open position to 294
On 14 Sept LICI was trading at 874.75. The strike last trading price was 8.4, which was 0.45 higher than the previous day. The implied volatity was 21.23, the open interest changed by -13 which decreased total open position to 386
On 17 Aug LICI was trading at 887.75. The strike last trading price was 12.5, 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
