LICI
Life Insura Corp Of India
Historical option data for LICI
21 Sep 2025 04:14 PM IST
| LICI 30SEP2025 920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.49
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 893.55 | 4.7 | 0.6 | 20.88 | 525 | -22 | 573 | |||||||||
| 14 Sept | 874.75 | 3.95 | -0.55 | 21.50 | 125 | 17 | 562 | |||||||||
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| 17 Aug | 887.75 | 16.8 | -0.75 | 20.28 | 2 | 0 | 19 | |||||||||
For Life Insura Corp Of India - strike price 920 expiring on 30SEP2025
Delta for 920 CE is 0.25
Historical price for 920 CE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 4.7, which was 0.6 higher than the previous day. The implied volatity was 20.88, the open interest changed by -22 which decreased total open position to 573
On 14 Sept LICI was trading at 874.75. The strike last trading price was 3.95, which was -0.55 lower than the previous day. The implied volatity was 21.50, the open interest changed by 17 which increased total open position to 562
On 17 Aug LICI was trading at 887.75. The strike last trading price was 16.8, which was -0.75 lower than the previous day. The implied volatity was 20.28, the open interest changed by 0 which decreased total open position to 19
| LICI 30SEP2025 920 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 893.55 | 30 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 874.75 | 45.15 | -3.55 | 23.08 | 5 | -3 | 55 |
| 17 Aug | 887.75 | 45.75 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 920 expiring on 30SEP2025
Delta for 920 PE is 0.00
Historical price for 920 PE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept LICI was trading at 874.75. The strike last trading price was 45.15, which was -3.55 lower than the previous day. The implied volatity was 23.08, the open interest changed by -3 which decreased total open position to 55
On 17 Aug LICI was trading at 887.75. The strike last trading price was 45.75, 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
