LICI
Life Insura Corp Of India
Historical option data for LICI
21 Sep 2025 04:14 PM IST
| LICI 30SEP2025 880 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 0.53
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 893.55 | 22.55 | 1.6 | 19.98 | 470 | -53 | 400 | |||||||||
| 14 Sept | 874.75 | 15.35 | -1.15 | 20.16 | 386 | 30 | 604 | |||||||||
| 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 0.72
Historical price for 880 CE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 22.55, which was 1.6 higher than the previous day. The implied volatity was 19.98, the open interest changed by -53 which decreased total open position to 400
On 14 Sept LICI was trading at 874.75. The strike last trading price was 15.35, which was -1.15 lower than the previous day. The implied volatity was 20.16, the open interest changed by 30 which increased total open position to 604
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: -0.29
Vega: 0.53
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 893.55 | 5.65 | -1.7 | 20.07 | 389 | -41 | 351 |
| 14 Sept | 874.75 | 16.8 | 0.8 | 21.29 | 127 | 10 | 323 |
| 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 -0.29
Historical price for 880 PE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 5.65, which was -1.7 lower than the previous day. The implied volatity was 20.07, the open interest changed by -41 which decreased total open position to 351
On 14 Sept LICI was trading at 874.75. The strike last trading price was 16.8, which was 0.8 higher than the previous day. The implied volatity was 21.29, the open interest changed by 10 which increased total open position to 323
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
