LICI
Life Insura Corp Of India
Historical option data for LICI
21 Sep 2025 04:14 PM IST
| LICI 30SEP2025 960 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.19
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 893.55 | 1.05 | 0.1 | 25.18 | 81 | -11 | 255 | |||||||||
| 14 Sept | 874.75 | 1.25 | -0.05 | 25.05 | 23 | 11 | 203 | |||||||||
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| 17 Aug | 887.75 | 76.9 | 0 | 5.00 | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 960 expiring on 30SEP2025
Delta for 960 CE is 0.06
Historical price for 960 CE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 1.05, which was 0.1 higher than the previous day. The implied volatity was 25.18, the open interest changed by -11 which decreased total open position to 255
On 14 Sept LICI was trading at 874.75. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 25.05, the open interest changed by 11 which increased total open position to 203
On 17 Aug LICI was trading at 887.75. The strike last trading price was 76.9, which was 0 lower than the previous day. The implied volatity was 5.00, the open interest changed by 0 which decreased total open position to 0
| LICI 30SEP2025 960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 83.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 874.75 | 83.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 887.75 | 63.95 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 960 expiring on 30SEP2025
Delta for 960 PE is 0.00
Historical price for 960 PE is as follows
On 21 Sept LICI was trading at 893.55. The strike last trading price was 83.5, 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 83.5, 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 63.95, 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
