LICI
Life Insura Corp Of India
Historical option data for LICI
21 Sep 2025 04:14 PM IST
| LICI 30SEP2025 940 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.31
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 893.55 | 2 | 0.25 | 22.46 | 203 | 16 | 393 | |||||||||
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| 14 Sept | 874.75 | 2.05 | -0.3 | 22.90 | 27 | -5 | 314 | |||||||||
| 17 Aug | 887.75 | 11.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 940 expiring on 30SEP2025
Delta for 940 CE is 0.12
Historical price for 940 CE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 2, which was 0.25 higher than the previous day. The implied volatity was 22.46, the open interest changed by 16 which increased total open position to 393
On 14 Sept LICI was trading at 874.75. The strike last trading price was 2.05, which was -0.3 lower than the previous day. The implied volatity was 22.90, the open interest changed by -5 which decreased total open position to 314
On 17 Aug LICI was trading at 887.75. The strike last trading price was 11.3, 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
| LICI 30SEP2025 940 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.34
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 893.55 | 45.4 | -4.55 | 24.10 | 6 | -3 | 12 |
| 14 Sept | 874.75 | 60.15 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 887.75 | 54.4 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 940 expiring on 30SEP2025
Delta for 940 PE is -0.86
Historical price for 940 PE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 45.4, which was -4.55 lower than the previous day. The implied volatity was 24.10, the open interest changed by -3 which decreased total open position to 12
On 14 Sept LICI was trading at 874.75. The strike last trading price was 60.15, 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 17 Aug LICI was trading at 887.75. The strike last trading price was 54.4, 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
