LICI
Life Insura Corp Of India
Historical option data for LICI
17 Aug 2025 12:58 AM IST
| LICI 30SEP2025 920 CE | ||||||||||||||||
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Delta: 0.39
Vega: 1.22
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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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 0.39
Historical price for 920 CE is as follows
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: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -
Historical price for 920 PE is as follows
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
