LICI
Life Insura Corp Of India
Historical option data for LICI
17 Aug 2025 12:58 AM IST
LICI 30SEP2025 970 CE | ||||||||||||||||
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Delta: 0.17
Vega: 0.80
Theta: -0.22
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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17 Aug | 887.75 | 5.95 | -20.2 | 21.43 | 2 | 0 | 0 |
For Life Insura Corp Of India - strike price 970 expiring on 30SEP2025
Delta for 970 CE is 0.17
Historical price for 970 CE is as follows
On 17 Aug LICI was trading at 887.75. The strike last trading price was 5.95, which was -20.2 lower than the previous day. The implied volatity was 21.43, the open interest changed by 0 which decreased total open position to 0
LICI 30SEP2025 970 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 | 91.3 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 970 expiring on 30SEP2025
Delta for 970 PE is -
Historical price for 970 PE is as follows
On 17 Aug LICI was trading at 887.75. The strike last trading price was 91.3, 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