LICI
Life Insura Corp Of India
Historical option data for LICI
17 Aug 2025 12:58 AM IST
| LICI 30SEP2025 880 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 887.75 | 122.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 880 expiring on 30SEP2025
Delta for 880 CE is -
Historical price for 880 CE is as follows
On 17 Aug LICI was trading at 887.75. The strike last trading price was 122.8, 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 880 PE | |||||||
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Delta: -0.38
Vega: 1.21
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 887.75 | 19.3 | -0.9 | 21.86 | 8 | 7 | 23 |
For Life Insura Corp Of India - strike price 880 expiring on 30SEP2025
Delta for 880 PE is -0.38
Historical price for 880 PE is as follows
On 17 Aug LICI was trading at 887.75. The strike last trading price was 19.3, which was -0.9 lower than the previous day. The implied volatity was 21.86, the open interest changed by 7 which increased total open position to 23
