LICI
Life Insura Corp Of India
Historical option data for LICI
17 Aug 2025 12:58 AM IST
| LICI 30SEP2025 900 CE | ||||||||||||||||
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Delta: 0.50
Vega: 1.27
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 887.75 | 23 | -1.45 | 18.68 | 40 | 12 | 70 | |||||||||
For Life Insura Corp Of India - strike price 900 expiring on 30SEP2025
Delta for 900 CE is 0.50
Historical price for 900 CE is as follows
On 17 Aug LICI was trading at 887.75. The strike last trading price was 23, which was -1.45 lower than the previous day. The implied volatity was 18.68, the open interest changed by 12 which increased total open position to 70
| LICI 30SEP2025 900 PE | |||||||
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Delta: -0.49
Vega: 1.27
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 887.75 | 30 | 0.05 | 23.02 | 4 | 3 | 52 |
For Life Insura Corp Of India - strike price 900 expiring on 30SEP2025
Delta for 900 PE is -0.49
Historical price for 900 PE is as follows
On 17 Aug LICI was trading at 887.75. The strike last trading price was 30, which was 0.05 higher than the previous day. The implied volatity was 23.02, the open interest changed by 3 which increased total open position to 52
