Historical option data for LICI
11 Jun 2026 04:14 PM IST
| LICI 30-Jun-2026 (18d) 405 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.3
Vega: 0
Theta: -0.19
Gamma: 0.01849
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 393.20 | 3.45 | -0.55 (-13.75%) | 20.71 | 410 | 65 | 562 | |||||||||
| 10 Jun | 395.95 | 4.55 | -3.45 (-43.13%) | 19.39 | 387 | 7 | 499 | |||||||||
| 9 Jun | 403.90 | 7.95 | 2.95 (59.00%) | 21.2 | 317 | 35 | 491 | |||||||||
| 8 Jun | 395.50 | 4.45 | -3.55 (-44.38%) | 20.36 | 313 | 33 | 456 | |||||||||
| 5 Jun | 399.90 | 7.7 | -0.3 (-3.75%) | 22.42 | 513 | 61 | 420 | |||||||||
| 4 Jun | 398.65 | 7.6 | -2.4 (-24.00%) | 21.9 | 350 | 86 | 356 | |||||||||
| 3 Jun | 402.90 | 9.8 | 0.8 (8.89%) | 20.88 | 834 | 24 | 268 | |||||||||
| 2 Jun | 400.70 | 9.55 | 1.55 (19.38%) | 24.52 | 457 | -9 | 243 | |||||||||
| 1 Jun | 404.85 | 8.2 | -5.8 (-41.43%) | 15.91 | 556 | 114 | 255 | |||||||||
| 29 May | 411.35 | 13.75 | -23.25 (-62.84%) | 18.22 | 55 | 140 | 140 | |||||||||
For Life Insura Corp Of India - strike price 405 expiring on 30JUN2026
Delta for 405 CE is 0.3
Historical price for 405 CE is as follows
On 11 Jun LICI was trading at 393.20. The strike last trading price was 3.45, which was -0.55 lower than the previous day. The implied volatity was 20.71, the open interest changed by 65 which increased total open position to 562
On 10 Jun LICI was trading at 395.95. The strike last trading price was 4.55, which was -3.45 lower than the previous day. The implied volatity was 19.39, the open interest changed by 7 which increased total open position to 499
On 9 Jun LICI was trading at 403.90. The strike last trading price was 7.95, which was 2.95 higher than the previous day. The implied volatity was 21.2, the open interest changed by 35 which increased total open position to 491
On 8 Jun LICI was trading at 395.50. The strike last trading price was 4.45, which was -3.55 lower than the previous day. The implied volatity was 20.36, the open interest changed by 33 which increased total open position to 456
On 5 Jun LICI was trading at 399.90. The strike last trading price was 7.7, which was -0.3 lower than the previous day. The implied volatity was 22.42, the open interest changed by 61 which increased total open position to 420
On 4 Jun LICI was trading at 398.65. The strike last trading price was 7.6, which was -2.4 lower than the previous day. The implied volatity was 21.9, the open interest changed by 86 which increased total open position to 356
On 3 Jun LICI was trading at 402.90. The strike last trading price was 9.8, which was 0.8 higher than the previous day. The implied volatity was 20.88, the open interest changed by 24 which increased total open position to 268
On 2 Jun LICI was trading at 400.70. The strike last trading price was 9.55, which was 1.55 higher than the previous day. The implied volatity was 24.52, the open interest changed by -9 which decreased total open position to 243
On 1 Jun LICI was trading at 404.85. The strike last trading price was 8.2, which was -5.8 lower than the previous day. The implied volatity was 15.91, the open interest changed by 114 which increased total open position to 255
On 29 May LICI was trading at 411.35. The strike last trading price was 13.75, which was -23.25 lower than the previous day. The implied volatity was 18.22, the open interest changed by 140 which increased total open position to 140
| LICI 30-Jun-2026 (18d) 405 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 0
Theta: -0.26
Gamma: 0.01225
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 393.20 | 19 | 1.7 (9.83%) | 34.18 | 16 | 5 | 306 |
| 10 Jun | 395.95 | 16.65 | 5.15 (44.78%) | 34.39 | 62 | -10 | 302 |
| 9 Jun | 403.90 | 11.6 | -6.75 (-36.78%) | 30.05 | 78 | 18 | 311 |
| 8 Jun | 395.50 | 19.15 | 4.7 (32.53%) | 37.87 | 72 | -6 | 291 |
| 5 Jun | 399.90 | 14.4 | -0.7 (-4.64%) | 29.96 | 87 | -18 | 297 |
| 4 Jun | 398.65 | 14.75 | 1.9 (14.79%) | 30.59 | 82 | -1 | 316 |
| 3 Jun | 402.90 | 12.4 | -0.15 (-1.20%) | 28.89 | 411 | -1 | 318 |
| 2 Jun | 400.70 | 12.25 | -2.3 (-15.81%) | 24.2 | 348 | -2 | 316 |
| 1 Jun | 404.85 | 14.9 | 5.05 (51.27%) | 34.23 | 638 | -13 | 318 |
| 29 May | 411.35 | 10 | -5.2 (-34.21%) | 28.68 | 148 | 332 | 332 |
For Life Insura Corp Of India - strike price 405 expiring on 30JUN2026
Delta for 405 PE is -0.63
Historical price for 405 PE is as follows
On 11 Jun LICI was trading at 393.20. The strike last trading price was 19, which was 1.7 higher than the previous day. The implied volatity was 34.18, the open interest changed by 5 which increased total open position to 306
On 10 Jun LICI was trading at 395.95. The strike last trading price was 16.65, which was 5.15 higher than the previous day. The implied volatity was 34.39, the open interest changed by -10 which decreased total open position to 302
On 9 Jun LICI was trading at 403.90. The strike last trading price was 11.6, which was -6.75 lower than the previous day. The implied volatity was 30.05, the open interest changed by 18 which increased total open position to 311
On 8 Jun LICI was trading at 395.50. The strike last trading price was 19.15, which was 4.7 higher than the previous day. The implied volatity was 37.87, the open interest changed by -6 which decreased total open position to 291
On 5 Jun LICI was trading at 399.90. The strike last trading price was 14.4, which was -0.7 lower than the previous day. The implied volatity was 29.96, the open interest changed by -18 which decreased total open position to 297
On 4 Jun LICI was trading at 398.65. The strike last trading price was 14.75, which was 1.9 higher than the previous day. The implied volatity was 30.59, the open interest changed by -1 which decreased total open position to 316
On 3 Jun LICI was trading at 402.90. The strike last trading price was 12.4, which was -0.15 lower than the previous day. The implied volatity was 28.89, the open interest changed by -1 which decreased total open position to 318
On 2 Jun LICI was trading at 400.70. The strike last trading price was 12.25, which was -2.3 lower than the previous day. The implied volatity was 24.2, the open interest changed by -2 which decreased total open position to 316
On 1 Jun LICI was trading at 404.85. The strike last trading price was 14.9, which was 5.05 higher than the previous day. The implied volatity was 34.23, the open interest changed by -13 which decreased total open position to 318
On 29 May LICI was trading at 411.35. The strike last trading price was 10, which was -5.2 lower than the previous day. The implied volatity was 28.68, the open interest changed by 332 which increased total open position to 332
