Historical option data for LICI
26 May 2026 04:10 PM IST
| LICI 30-Jun-2026 (34d) 825 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 0.01
Theta: -0.38
Gamma: 0.005
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 854.90 | 47.4 | 12.4 (35.43%) | 25.73 | 5 | 0 | 17 | |||||||||
| 25 May | 837.35 | 33.95 | 9.95 (41.46%) | 23.62 | 45 | 2 | 18 | |||||||||
| 22 May | 812.95 | 23.5 | -21.5 (-47.78%) | 25.15 | 65 | 16 | 16 | |||||||||
| 18 May | 791.40 | 0 | -45 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 799.15 | 0 | -45 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 805.00 | 0 | -45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 787.05 | 0 | -45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 780.75 | 0 | -45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 798.35 | 0 | -45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 802.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 811.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 807.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 799.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 802.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 797.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 812.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 825 expiring on 30JUN2026
Delta for 825 CE is 0.71
Historical price for 825 CE is as follows
On 26 May LICI was trading at 854.90. The strike last trading price was 47.4, which was 12.4 higher than the previous day. The implied volatity was 25.73, the open interest changed by 0 which decreased total open position to 17
On 25 May LICI was trading at 837.35. The strike last trading price was 33.95, which was 9.95 higher than the previous day. The implied volatity was 23.62, the open interest changed by 2 which increased total open position to 18
On 22 May LICI was trading at 812.95. The strike last trading price was 23.5, which was -21.5 lower than the previous day. The implied volatity was 25.15, the open interest changed by 16 which increased total open position to 16
On 18 May LICI was trading at 791.40. The strike last trading price was 0, which was -45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May LICI was trading at 799.15. The strike last trading price was 0, which was -45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May LICI was trading at 805.00. The strike last trading price was 0, which was -45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May LICI was trading at 787.05. The strike last trading price was 0, which was -45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May LICI was trading at 780.75. The strike last trading price was 0, which was -45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May LICI was trading at 798.35. The strike last trading price was 0, which was -45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May LICI was trading at 802.15. The strike last trading price was 0, 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
On 7 May LICI was trading at 811.15. The strike last trading price was 0, 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
On 6 May LICI was trading at 807.25. The strike last trading price was 0, 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
On 5 May LICI was trading at 799.25. The strike last trading price was 0, 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
On 4 May LICI was trading at 802.00. The strike last trading price was 0, 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
On 30 Apr LICI was trading at 797.90. The strike last trading price was 0, 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
On 29 Apr LICI was trading at 812.45. The strike last trading price was 0, 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
| LICI 30-Jun-2026 (34d) 825 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 0.01
Theta: -0.21
Gamma: 0.00532
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 854.90 | 10.6 | -9.45 (-47.13%) | 23.3 | 12 | 7 | 24 |
| 25 May | 837.35 | 20.05 | -12.85 (-39.06%) | 25.26 | 29 | 0 | 3 |
| 22 May | 812.95 | 32.9 | -11.2 (-25.40%) | 27.34 | 4 | 3 | 3 |
| 18 May | 791.40 | 0 | -44.1 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 799.15 | 0 | -44.1 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 805.00 | 0 | -44.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 787.05 | 0 | -44.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 780.75 | 0 | -44.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 798.35 | 0 | -44.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 802.15 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 811.15 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 807.25 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 799.25 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 802.00 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 797.90 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 812.45 | 0 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 825 expiring on 30JUN2026
Delta for 825 PE is -0.27
Historical price for 825 PE is as follows
On 26 May LICI was trading at 854.90. The strike last trading price was 10.6, which was -9.45 lower than the previous day. The implied volatity was 23.3, the open interest changed by 7 which increased total open position to 24
On 25 May LICI was trading at 837.35. The strike last trading price was 20.05, which was -12.85 lower than the previous day. The implied volatity was 25.26, the open interest changed by 0 which decreased total open position to 3
On 22 May LICI was trading at 812.95. The strike last trading price was 32.9, which was -11.2 lower than the previous day. The implied volatity was 27.34, the open interest changed by 3 which increased total open position to 3
On 18 May LICI was trading at 791.40. The strike last trading price was 0, which was -44.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May LICI was trading at 799.15. The strike last trading price was 0, which was -44.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May LICI was trading at 805.00. The strike last trading price was 0, which was -44.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May LICI was trading at 787.05. The strike last trading price was 0, which was -44.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May LICI was trading at 780.75. The strike last trading price was 0, which was -44.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May LICI was trading at 798.35. The strike last trading price was 0, which was -44.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May LICI was trading at 802.15. The strike last trading price was 0, 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
On 7 May LICI was trading at 811.15. The strike last trading price was 0, 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
On 6 May LICI was trading at 807.25. The strike last trading price was 0, 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
On 5 May LICI was trading at 799.25. The strike last trading price was 0, 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
On 4 May LICI was trading at 802.00. The strike last trading price was 0, 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
On 30 Apr LICI was trading at 797.90. The strike last trading price was 0, 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
On 29 Apr LICI was trading at 812.45. The strike last trading price was 0, 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
