LICI
Life Insura Corp Of India
Historical option data for LICI
21 Sep 2025 04:14 PM IST
| LICI 30SEP2025 900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 0.62
Theta: -0.70
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 893.55 | 11.5 | 1.55 | 20.86 | 3,074 | 126 | 2,056 | |||||||||
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| 14 Sept | 874.75 | 7.9 | -0.9 | 20.54 | 281 | -23 | 2,082 | |||||||||
| 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 0.47
Historical price for 900 CE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 11.5, which was 1.55 higher than the previous day. The implied volatity was 20.86, the open interest changed by 126 which increased total open position to 2056
On 14 Sept LICI was trading at 874.75. The strike last trading price was 7.9, which was -0.9 lower than the previous day. The implied volatity was 20.54, the open interest changed by -23 which decreased total open position to 2082
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: -0.53
Vega: 0.62
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 893.55 | 13.55 | -2.6 | 19.34 | 315 | 11 | 508 |
| 14 Sept | 874.75 | 29.7 | 1.45 | 22.45 | 39 | -4 | 536 |
| 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 -0.53
Historical price for 900 PE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 13.55, which was -2.6 lower than the previous day. The implied volatity was 19.34, the open interest changed by 11 which increased total open position to 508
On 14 Sept LICI was trading at 874.75. The strike last trading price was 29.7, which was 1.45 higher than the previous day. The implied volatity was 22.45, the open interest changed by -4 which decreased total open position to 536
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
