LICI
Life Insura Corp Of India
Historical option data for LICI
21 Sep 2025 04:14 PM IST
| LICI 28OCT2025 900 CE | ||||||||||||||||
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Delta: 0.54
Vega: 1.16
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 893.55 | 25 | 2.4 | 19.78 | 168 | 17 | 359 | |||||||||
| 14 Sept | 874.75 | 19 | -1 | 20.21 | 12 | 2 | 254 | |||||||||
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| 17 Aug | 887.75 | 65 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 900 expiring on 28OCT2025
Delta for 900 CE is 0.54
Historical price for 900 CE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 25, which was 2.4 higher than the previous day. The implied volatity was 19.78, the open interest changed by 17 which increased total open position to 359
On 14 Sept LICI was trading at 874.75. The strike last trading price was 19, which was -1 lower than the previous day. The implied volatity was 20.21, the open interest changed by 2 which increased total open position to 254
On 17 Aug LICI was trading at 887.75. The strike last trading price was 65, 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 28OCT2025 900 PE | |||||||
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Delta: -0.46
Vega: 1.16
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 893.55 | 27 | -0.6 | 24.83 | 26 | 14 | 81 |
| 14 Sept | 874.75 | 37.55 | -1.55 | 24.23 | 1 | 1 | 28 |
| 17 Aug | 887.75 | 56.75 | 0 | 0.59 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 900 expiring on 28OCT2025
Delta for 900 PE is -0.46
Historical price for 900 PE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 27, which was -0.6 lower than the previous day. The implied volatity was 24.83, the open interest changed by 14 which increased total open position to 81
On 14 Sept LICI was trading at 874.75. The strike last trading price was 37.55, which was -1.55 lower than the previous day. The implied volatity was 24.23, the open interest changed by 1 which increased total open position to 28
On 17 Aug LICI was trading at 887.75. The strike last trading price was 56.75, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
