LICI
Life Insura Corp Of India
Historical option data for LICI
17 Dec 2025 03:37 PM IST
| LICI 30-DEC-2025 870 CE | ||||||||||||||||
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Delta: 0.22
Vega: 0.48
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 844.55 | 3.75 | -3.4 | 18.51 | 1,056 | -33 | 1,013 | |||||||||
| 16 Dec | 854.50 | 7 | -0.7 | 18.06 | 1,447 | 159 | 1,042 | |||||||||
| 15 Dec | 856.90 | 7.3 | -6.25 | 16.62 | 1,132 | 43 | 879 | |||||||||
| 12 Dec | 867.60 | 13.25 | 3.15 | 15.90 | 2,342 | 208 | 841 | |||||||||
| 11 Dec | 858.35 | 10.05 | -0.1 | 16.92 | 673 | 93 | 634 | |||||||||
| 10 Dec | 858.95 | 10.3 | -2.9 | 16.65 | 607 | 14 | 545 | |||||||||
| 9 Dec | 860.95 | 12.55 | -0.2 | 16.57 | 1,142 | -153 | 534 | |||||||||
| 8 Dec | 857.55 | 12.25 | -5.4 | 19.35 | 1,444 | 521 | 690 | |||||||||
| 5 Dec | 869.90 | 18.7 | -2.95 | 16.37 | 505 | 43 | 178 | |||||||||
| 4 Dec | 876.65 | 21.2 | 2.1 | 14.69 | 360 | -7 | 137 | |||||||||
| 3 Dec | 868.05 | 20 | -8.1 | 16.39 | 426 | 109 | 145 | |||||||||
| 2 Dec | 883.90 | 28.1 | -0.75 | 17.04 | 20 | 2 | 37 | |||||||||
| 1 Dec | 882.10 | 28.6 | -7.55 | 16.98 | 85 | 11 | 33 | |||||||||
| 28 Nov | 894.45 | 36.15 | -4.65 | 15.09 | 17 | 13 | 21 | |||||||||
| 27 Nov | 900.25 | 40.8 | 0.7 | 14.65 | 1 | 0 | 8 | |||||||||
| 26 Nov | 894.80 | 40.1 | -5.95 | 17.32 | 2 | 1 | 7 | |||||||||
| 25 Nov | 897.65 | 46.05 | -10.95 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 895.05 | 46.05 | -10.95 | - | 0 | 1 | 0 | |||||||||
| 21 Nov | 902.40 | 46.05 | -10.95 | 15.41 | 2 | 0 | 5 | |||||||||
| 20 Nov | 908.30 | 57 | -6.45 | 23.58 | 1 | 0 | 4 | |||||||||
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| 19 Nov | 914.05 | 63.45 | -1.25 | 23.59 | 1 | 0 | 3 | |||||||||
| 18 Nov | 915.50 | 64.7 | -3.25 | - | 0 | 3 | 0 | |||||||||
| 17 Nov | 915.35 | 64.7 | -3.25 | 23.14 | 3 | 2 | 2 | |||||||||
| 14 Nov | 909.45 | 67.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 902.85 | 67.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 900.15 | 67.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 900.60 | 67.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 899.70 | 67.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 924.15 | 67.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 896.10 | 67.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 905.70 | 67.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 919.90 | 67.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 894.70 | 67.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 900.75 | 67.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 908.75 | 67.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 870 expiring on 30DEC2025
Delta for 870 CE is 0.22
Historical price for 870 CE is as follows
On 17 Dec LICI was trading at 844.55. The strike last trading price was 3.75, which was -3.4 lower than the previous day. The implied volatity was 18.51, the open interest changed by -33 which decreased total open position to 1013
On 16 Dec LICI was trading at 854.50. The strike last trading price was 7, which was -0.7 lower than the previous day. The implied volatity was 18.06, the open interest changed by 159 which increased total open position to 1042
On 15 Dec LICI was trading at 856.90. The strike last trading price was 7.3, which was -6.25 lower than the previous day. The implied volatity was 16.62, the open interest changed by 43 which increased total open position to 879
On 12 Dec LICI was trading at 867.60. The strike last trading price was 13.25, which was 3.15 higher than the previous day. The implied volatity was 15.90, the open interest changed by 208 which increased total open position to 841
On 11 Dec LICI was trading at 858.35. The strike last trading price was 10.05, which was -0.1 lower than the previous day. The implied volatity was 16.92, the open interest changed by 93 which increased total open position to 634
On 10 Dec LICI was trading at 858.95. The strike last trading price was 10.3, which was -2.9 lower than the previous day. The implied volatity was 16.65, the open interest changed by 14 which increased total open position to 545
On 9 Dec LICI was trading at 860.95. The strike last trading price was 12.55, which was -0.2 lower than the previous day. The implied volatity was 16.57, the open interest changed by -153 which decreased total open position to 534
On 8 Dec LICI was trading at 857.55. The strike last trading price was 12.25, which was -5.4 lower than the previous day. The implied volatity was 19.35, the open interest changed by 521 which increased total open position to 690
On 5 Dec LICI was trading at 869.90. The strike last trading price was 18.7, which was -2.95 lower than the previous day. The implied volatity was 16.37, the open interest changed by 43 which increased total open position to 178
On 4 Dec LICI was trading at 876.65. The strike last trading price was 21.2, which was 2.1 higher than the previous day. The implied volatity was 14.69, the open interest changed by -7 which decreased total open position to 137
On 3 Dec LICI was trading at 868.05. The strike last trading price was 20, which was -8.1 lower than the previous day. The implied volatity was 16.39, the open interest changed by 109 which increased total open position to 145
On 2 Dec LICI was trading at 883.90. The strike last trading price was 28.1, which was -0.75 lower than the previous day. The implied volatity was 17.04, the open interest changed by 2 which increased total open position to 37
On 1 Dec LICI was trading at 882.10. The strike last trading price was 28.6, which was -7.55 lower than the previous day. The implied volatity was 16.98, the open interest changed by 11 which increased total open position to 33
On 28 Nov LICI was trading at 894.45. The strike last trading price was 36.15, which was -4.65 lower than the previous day. The implied volatity was 15.09, the open interest changed by 13 which increased total open position to 21
On 27 Nov LICI was trading at 900.25. The strike last trading price was 40.8, which was 0.7 higher than the previous day. The implied volatity was 14.65, the open interest changed by 0 which decreased total open position to 8
On 26 Nov LICI was trading at 894.80. The strike last trading price was 40.1, which was -5.95 lower than the previous day. The implied volatity was 17.32, the open interest changed by 1 which increased total open position to 7
On 25 Nov LICI was trading at 897.65. The strike last trading price was 46.05, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov LICI was trading at 895.05. The strike last trading price was 46.05, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 21 Nov LICI was trading at 902.40. The strike last trading price was 46.05, which was -10.95 lower than the previous day. The implied volatity was 15.41, the open interest changed by 0 which decreased total open position to 5
On 20 Nov LICI was trading at 908.30. The strike last trading price was 57, which was -6.45 lower than the previous day. The implied volatity was 23.58, the open interest changed by 0 which decreased total open position to 4
On 19 Nov LICI was trading at 914.05. The strike last trading price was 63.45, which was -1.25 lower than the previous day. The implied volatity was 23.59, the open interest changed by 0 which decreased total open position to 3
On 18 Nov LICI was trading at 915.50. The strike last trading price was 64.7, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 17 Nov LICI was trading at 915.35. The strike last trading price was 64.7, which was -3.25 lower than the previous day. The implied volatity was 23.14, the open interest changed by 2 which increased total open position to 2
On 14 Nov LICI was trading at 909.45. The strike last trading price was 67.95, 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
On 13 Nov LICI was trading at 902.85. The strike last trading price was 67.95, 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
On 12 Nov LICI was trading at 900.15. The strike last trading price was 67.95, 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
On 11 Nov LICI was trading at 900.60. The strike last trading price was 67.95, 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
On 10 Nov LICI was trading at 899.70. The strike last trading price was 67.95, 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
On 7 Nov LICI was trading at 924.15. The strike last trading price was 67.95, 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
On 6 Nov LICI was trading at 896.10. The strike last trading price was 67.95, 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
On 4 Nov LICI was trading at 905.70. The strike last trading price was 67.95, 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
On 3 Nov LICI was trading at 919.90. The strike last trading price was 67.95, 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
On 31 Oct LICI was trading at 894.70. The strike last trading price was 67.95, 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
On 30 Oct LICI was trading at 900.75. The strike last trading price was 67.95, 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
On 29 Oct LICI was trading at 908.75. The strike last trading price was 67.95, 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
| LICI 30DEC2025 870 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0.45
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 844.55 | 26.25 | 6.35 | 17.09 | 117 | -43 | 499 |
| 16 Dec | 854.50 | 20.15 | 2.25 | 19.55 | 74 | -25 | 542 |
| 15 Dec | 856.90 | 19.3 | 5.9 | 19.81 | 206 | -12 | 568 |
| 12 Dec | 867.60 | 13.9 | -3.45 | 19.40 | 197 | 27 | 582 |
| 11 Dec | 858.35 | 17.85 | -0.6 | 17.91 | 126 | -5 | 557 |
| 10 Dec | 858.95 | 18.6 | 1.25 | 18.62 | 155 | -39 | 567 |
| 9 Dec | 860.95 | 17.8 | -2.65 | 20.08 | 306 | -85 | 606 |
| 8 Dec | 857.55 | 21.15 | 8.9 | 19.38 | 1,084 | 231 | 710 |
| 5 Dec | 869.90 | 11.6 | 0.35 | 16.47 | 404 | 9 | 484 |
| 4 Dec | 876.65 | 11.4 | -3.85 | 18.55 | 443 | 20 | 483 |
| 3 Dec | 868.05 | 14.6 | 4.75 | 19.65 | 1,455 | 108 | 460 |
| 2 Dec | 883.90 | 9.8 | -1 | 18.60 | 98 | 0 | 352 |
| 1 Dec | 882.10 | 10.85 | 2.9 | 19.61 | 288 | 64 | 352 |
| 28 Nov | 894.45 | 8.25 | 2.6 | 19.48 | 146 | 43 | 288 |
| 27 Nov | 900.25 | 5.7 | -1.4 | 17.74 | 241 | 58 | 246 |
| 26 Nov | 894.80 | 7.05 | -0.95 | 18.18 | 182 | 55 | 187 |
| 25 Nov | 897.65 | 8.05 | -1.6 | 19.61 | 106 | 9 | 133 |
| 24 Nov | 895.05 | 9.5 | 0.55 | 20.36 | 139 | 40 | 124 |
| 21 Nov | 902.40 | 9.15 | 0.75 | 21.45 | 13 | 0 | 84 |
| 20 Nov | 908.30 | 8.6 | 0.55 | 21.80 | 28 | 3 | 84 |
| 19 Nov | 914.05 | 8.1 | -0.1 | 22.86 | 83 | 50 | 81 |
| 18 Nov | 915.50 | 8.3 | -0.5 | 22.99 | 19 | 11 | 31 |
| 17 Nov | 915.35 | 8.8 | -2.9 | 23.46 | 21 | 13 | 16 |
| 14 Nov | 909.45 | 11.7 | -17.25 | 24.25 | 5 | 3 | 3 |
| 13 Nov | 902.85 | 28.95 | 0 | 3.84 | 0 | 0 | 0 |
| 12 Nov | 900.15 | 28.95 | 0 | 3.50 | 0 | 0 | 0 |
| 11 Nov | 900.60 | 28.95 | 0 | 3.61 | 0 | 0 | 0 |
| 10 Nov | 899.70 | 28.95 | 0 | 3.59 | 0 | 0 | 0 |
| 7 Nov | 924.15 | 28.95 | 0 | 5.46 | 0 | 0 | 0 |
| 6 Nov | 896.10 | 28.95 | 0 | 3.00 | 0 | 0 | 0 |
| 4 Nov | 905.70 | 28.95 | 0 | 4.08 | 0 | 0 | 0 |
| 3 Nov | 919.90 | 28.95 | 0 | 5.05 | 0 | 0 | 0 |
| 31 Oct | 894.70 | 28.95 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 900.75 | 28.95 | 0 | 3.51 | 0 | 0 | 0 |
| 29 Oct | 908.75 | 28.95 | 0 | 4.18 | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 870 expiring on 30DEC2025
Delta for 870 PE is -0.79
Historical price for 870 PE is as follows
On 17 Dec LICI was trading at 844.55. The strike last trading price was 26.25, which was 6.35 higher than the previous day. The implied volatity was 17.09, the open interest changed by -43 which decreased total open position to 499
On 16 Dec LICI was trading at 854.50. The strike last trading price was 20.15, which was 2.25 higher than the previous day. The implied volatity was 19.55, the open interest changed by -25 which decreased total open position to 542
On 15 Dec LICI was trading at 856.90. The strike last trading price was 19.3, which was 5.9 higher than the previous day. The implied volatity was 19.81, the open interest changed by -12 which decreased total open position to 568
On 12 Dec LICI was trading at 867.60. The strike last trading price was 13.9, which was -3.45 lower than the previous day. The implied volatity was 19.40, the open interest changed by 27 which increased total open position to 582
On 11 Dec LICI was trading at 858.35. The strike last trading price was 17.85, which was -0.6 lower than the previous day. The implied volatity was 17.91, the open interest changed by -5 which decreased total open position to 557
On 10 Dec LICI was trading at 858.95. The strike last trading price was 18.6, which was 1.25 higher than the previous day. The implied volatity was 18.62, the open interest changed by -39 which decreased total open position to 567
On 9 Dec LICI was trading at 860.95. The strike last trading price was 17.8, which was -2.65 lower than the previous day. The implied volatity was 20.08, the open interest changed by -85 which decreased total open position to 606
On 8 Dec LICI was trading at 857.55. The strike last trading price was 21.15, which was 8.9 higher than the previous day. The implied volatity was 19.38, the open interest changed by 231 which increased total open position to 710
On 5 Dec LICI was trading at 869.90. The strike last trading price was 11.6, which was 0.35 higher than the previous day. The implied volatity was 16.47, the open interest changed by 9 which increased total open position to 484
On 4 Dec LICI was trading at 876.65. The strike last trading price was 11.4, which was -3.85 lower than the previous day. The implied volatity was 18.55, the open interest changed by 20 which increased total open position to 483
On 3 Dec LICI was trading at 868.05. The strike last trading price was 14.6, which was 4.75 higher than the previous day. The implied volatity was 19.65, the open interest changed by 108 which increased total open position to 460
On 2 Dec LICI was trading at 883.90. The strike last trading price was 9.8, which was -1 lower than the previous day. The implied volatity was 18.60, the open interest changed by 0 which decreased total open position to 352
On 1 Dec LICI was trading at 882.10. The strike last trading price was 10.85, which was 2.9 higher than the previous day. The implied volatity was 19.61, the open interest changed by 64 which increased total open position to 352
On 28 Nov LICI was trading at 894.45. The strike last trading price was 8.25, which was 2.6 higher than the previous day. The implied volatity was 19.48, the open interest changed by 43 which increased total open position to 288
On 27 Nov LICI was trading at 900.25. The strike last trading price was 5.7, which was -1.4 lower than the previous day. The implied volatity was 17.74, the open interest changed by 58 which increased total open position to 246
On 26 Nov LICI was trading at 894.80. The strike last trading price was 7.05, which was -0.95 lower than the previous day. The implied volatity was 18.18, the open interest changed by 55 which increased total open position to 187
On 25 Nov LICI was trading at 897.65. The strike last trading price was 8.05, which was -1.6 lower than the previous day. The implied volatity was 19.61, the open interest changed by 9 which increased total open position to 133
On 24 Nov LICI was trading at 895.05. The strike last trading price was 9.5, which was 0.55 higher than the previous day. The implied volatity was 20.36, the open interest changed by 40 which increased total open position to 124
On 21 Nov LICI was trading at 902.40. The strike last trading price was 9.15, which was 0.75 higher than the previous day. The implied volatity was 21.45, the open interest changed by 0 which decreased total open position to 84
On 20 Nov LICI was trading at 908.30. The strike last trading price was 8.6, which was 0.55 higher than the previous day. The implied volatity was 21.80, the open interest changed by 3 which increased total open position to 84
On 19 Nov LICI was trading at 914.05. The strike last trading price was 8.1, which was -0.1 lower than the previous day. The implied volatity was 22.86, the open interest changed by 50 which increased total open position to 81
On 18 Nov LICI was trading at 915.50. The strike last trading price was 8.3, which was -0.5 lower than the previous day. The implied volatity was 22.99, the open interest changed by 11 which increased total open position to 31
On 17 Nov LICI was trading at 915.35. The strike last trading price was 8.8, which was -2.9 lower than the previous day. The implied volatity was 23.46, the open interest changed by 13 which increased total open position to 16
On 14 Nov LICI was trading at 909.45. The strike last trading price was 11.7, which was -17.25 lower than the previous day. The implied volatity was 24.25, the open interest changed by 3 which increased total open position to 3
On 13 Nov LICI was trading at 902.85. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 3.84, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LICI was trading at 900.15. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LICI was trading at 900.60. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0
On 10 Nov LICI was trading at 899.70. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LICI was trading at 924.15. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 5.46, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LICI was trading at 896.10. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 3.00, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LICI was trading at 905.70. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 4.08, the open interest changed by 0 which decreased total open position to 0
On 3 Nov LICI was trading at 919.90. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 5.05, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LICI was trading at 894.70. The strike last trading price was 28.95, 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
On 30 Oct LICI was trading at 900.75. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0
On 29 Oct LICI was trading at 908.75. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0































































































































































































































