LICI
Life Insura Corp Of India
Historical option data for LICI
21 Sep 2025 04:14 PM IST
| LICI 30SEP2025 870 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 0.44
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 893.55 | 31 | 2.45 | 22.09 | 81 | -13 | 199 | |||||||||
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| 14 Sept | 874.75 | 20.3 | -1.6 | 19.65 | 205 | 19 | 344 | |||||||||
| 17 Aug | 887.75 | 68.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 870 expiring on 30SEP2025
Delta for 870 CE is 0.79
Historical price for 870 CE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 31, which was 2.45 higher than the previous day. The implied volatity was 22.09, the open interest changed by -13 which decreased total open position to 199
On 14 Sept LICI was trading at 874.75. The strike last trading price was 20.3, which was -1.6 lower than the previous day. The implied volatity was 19.65, the open interest changed by 19 which increased total open position to 344
On 17 Aug LICI was trading at 887.75. The strike last trading price was 68.35, 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 870 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 0.43
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 893.55 | 3.5 | -1.1 | 20.75 | 215 | -3 | 261 |
| 14 Sept | 874.75 | 11.85 | 0.4 | 20.89 | 94 | -4 | 300 |
| 17 Aug | 887.75 | 20 | 0 | 0.00 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 870 expiring on 30SEP2025
Delta for 870 PE is -0.19
Historical price for 870 PE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 3.5, which was -1.1 lower than the previous day. The implied volatity was 20.75, the open interest changed by -3 which decreased total open position to 261
On 14 Sept LICI was trading at 874.75. The strike last trading price was 11.85, which was 0.4 higher than the previous day. The implied volatity was 20.89, the open interest changed by -4 which decreased total open position to 300
On 17 Aug LICI was trading at 887.75. The strike last trading price was 20, 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
