LICI
Life Insura Corp Of India
Historical option data for LICI
06 Feb 2026 04:13 PM IST
| LICI 24-FEB-2026 890 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 0.76
Theta: -0.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 901.85 | 26.8 | 20.05 | 24.52 | 10,554 | 194 | 330 | |||||||||
| 5 Feb | 839.75 | 6.5 | -0.2 | 28.27 | 139 | 54 | 135 | |||||||||
| 4 Feb | 835.30 | 6.85 | 0.8 | 29.96 | 24 | 4 | 82 | |||||||||
| 3 Feb | 838.30 | 6 | 3.85 | 26.95 | 98 | -27 | 78 | |||||||||
| 2 Feb | 802.15 | 2.15 | 0 | 27.38 | 138 | 27 | 105 | |||||||||
| 1 Feb | 799.00 | 2.25 | -3.15 | 29.49 | 23 | -1 | 78 | |||||||||
| 30 Jan | 824.50 | 5.3 | 0.8 | 26.75 | 11 | -7 | 78 | |||||||||
| 29 Jan | 821.00 | 4.5 | -0.5 | 26.23 | 41 | 2 | 81 | |||||||||
| 28 Jan | 822.15 | 5 | 0.45 | 25.48 | 80 | 43 | 78 | |||||||||
| 27 Jan | 807.80 | 4.5 | 0.1 | 28.78 | 50 | -4 | 35 | |||||||||
| 23 Jan | 802.45 | 4.4 | -0.6 | 27.88 | 38 | 13 | 38 | |||||||||
| 22 Jan | 819.30 | 5 | -0.55 | - | 0 | 0 | 25 | |||||||||
| 21 Jan | 809.55 | 5 | -0.55 | - | 0 | 0 | 25 | |||||||||
| 20 Jan | 809.15 | 5 | -0.55 | 25.77 | 7 | 1 | 25 | |||||||||
| 19 Jan | 809.75 | 5.35 | -1.65 | 26.61 | 30 | 20 | 22 | |||||||||
| 16 Jan | 820.40 | 7 | -18.8 | 24.55 | 2 | 1 | 1 | |||||||||
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| 14 Jan | 826.70 | 25.8 | 0 | 5.29 | 0 | 0 | 0 | |||||||||
| 13 Jan | 831.75 | 25.8 | 0 | 4.69 | 0 | 0 | 0 | |||||||||
| 12 Jan | 832.10 | 25.8 | 0 | 4.38 | 0 | 0 | 0 | |||||||||
| 9 Jan | 829.00 | 25.8 | 0 | 4.53 | 0 | 0 | 0 | |||||||||
| 8 Jan | 837.80 | 25.8 | 0 | 3.77 | 0 | 0 | 0 | |||||||||
| 7 Jan | 851.95 | 25.8 | 0 | 2.41 | 0 | 0 | 0 | |||||||||
| 6 Jan | 850.05 | 25.8 | 0 | 2.31 | 0 | 0 | 0 | |||||||||
| 5 Jan | 846.20 | 25.8 | 0 | 2.8 | 0 | 0 | 0 | |||||||||
| 2 Jan | 860.85 | 25.8 | 0 | 1.5 | 0 | 0 | 0 | |||||||||
| 1 Jan | 852.80 | 25.8 | 0 | 2.06 | 0 | 0 | 0 | |||||||||
| 31 Dec | 854.90 | 25.8 | 0 | 1.87 | 0 | 0 | 0 | |||||||||
For Life Insura Corp Of India - strike price 890 expiring on 24FEB2026
Delta for 890 CE is 0.62
Historical price for 890 CE is as follows
On 6 Feb LICI was trading at 901.85. The strike last trading price was 26.8, which was 20.05 higher than the previous day. The implied volatity was 24.52, the open interest changed by 194 which increased total open position to 330
On 5 Feb LICI was trading at 839.75. The strike last trading price was 6.5, which was -0.2 lower than the previous day. The implied volatity was 28.27, the open interest changed by 54 which increased total open position to 135
On 4 Feb LICI was trading at 835.30. The strike last trading price was 6.85, which was 0.8 higher than the previous day. The implied volatity was 29.96, the open interest changed by 4 which increased total open position to 82
On 3 Feb LICI was trading at 838.30. The strike last trading price was 6, which was 3.85 higher than the previous day. The implied volatity was 26.95, the open interest changed by -27 which decreased total open position to 78
On 2 Feb LICI was trading at 802.15. The strike last trading price was 2.15, which was 0 lower than the previous day. The implied volatity was 27.38, the open interest changed by 27 which increased total open position to 105
On 1 Feb LICI was trading at 799.00. The strike last trading price was 2.25, which was -3.15 lower than the previous day. The implied volatity was 29.49, the open interest changed by -1 which decreased total open position to 78
On 30 Jan LICI was trading at 824.50. The strike last trading price was 5.3, which was 0.8 higher than the previous day. The implied volatity was 26.75, the open interest changed by -7 which decreased total open position to 78
On 29 Jan LICI was trading at 821.00. The strike last trading price was 4.5, which was -0.5 lower than the previous day. The implied volatity was 26.23, the open interest changed by 2 which increased total open position to 81
On 28 Jan LICI was trading at 822.15. The strike last trading price was 5, which was 0.45 higher than the previous day. The implied volatity was 25.48, the open interest changed by 43 which increased total open position to 78
On 27 Jan LICI was trading at 807.80. The strike last trading price was 4.5, which was 0.1 higher than the previous day. The implied volatity was 28.78, the open interest changed by -4 which decreased total open position to 35
On 23 Jan LICI was trading at 802.45. The strike last trading price was 4.4, which was -0.6 lower than the previous day. The implied volatity was 27.88, the open interest changed by 13 which increased total open position to 38
On 22 Jan LICI was trading at 819.30. The strike last trading price was 5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 21 Jan LICI was trading at 809.55. The strike last trading price was 5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 20 Jan LICI was trading at 809.15. The strike last trading price was 5, which was -0.55 lower than the previous day. The implied volatity was 25.77, the open interest changed by 1 which increased total open position to 25
On 19 Jan LICI was trading at 809.75. The strike last trading price was 5.35, which was -1.65 lower than the previous day. The implied volatity was 26.61, the open interest changed by 20 which increased total open position to 22
On 16 Jan LICI was trading at 820.40. The strike last trading price was 7, which was -18.8 lower than the previous day. The implied volatity was 24.55, the open interest changed by 1 which increased total open position to 1
On 14 Jan LICI was trading at 826.70. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was 5.29, the open interest changed by 0 which decreased total open position to 0
On 13 Jan LICI was trading at 831.75. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was 4.69, the open interest changed by 0 which decreased total open position to 0
On 12 Jan LICI was trading at 832.10. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was 4.38, the open interest changed by 0 which decreased total open position to 0
On 9 Jan LICI was trading at 829.00. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was 4.53, the open interest changed by 0 which decreased total open position to 0
On 8 Jan LICI was trading at 837.80. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0
On 7 Jan LICI was trading at 851.95. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0
On 6 Jan LICI was trading at 850.05. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0
On 5 Jan LICI was trading at 846.20. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was 2.8, the open interest changed by 0 which decreased total open position to 0
On 2 Jan LICI was trading at 860.85. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was 1.5, the open interest changed by 0 which decreased total open position to 0
On 1 Jan LICI was trading at 852.80. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0
On 31 Dec LICI was trading at 854.90. The strike last trading price was 25.8, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0
| LICI 24FEB2026 890 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.77
Theta: -0.5
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 901.85 | 16.25 | -61.25 | 28.22 | 6,245 | 1,284 | 1,292 |
| 5 Feb | 839.75 | 77.5 | 4.5 | - | 0 | 0 | 8 |
| 4 Feb | 835.30 | 77.5 | 4.5 | - | 0 | 0 | 8 |
| 3 Feb | 838.30 | 77.5 | 4.5 | - | 0 | 0 | 8 |
| 2 Feb | 802.15 | 77.5 | 4.5 | - | 0 | 0 | 8 |
| 1 Feb | 799.00 | 77.5 | 4.5 | - | 0 | 0 | 8 |
| 30 Jan | 824.50 | 77.5 | 4.5 | - | 0 | 0 | 8 |
| 29 Jan | 821.00 | 77.5 | 4.5 | - | 0 | 0 | 0 |
| 28 Jan | 822.15 | 77.5 | 4.5 | - | 0 | 0 | 8 |
| 27 Jan | 807.80 | 77.5 | 4.5 | 27.79 | 4 | 2 | 7 |
| 23 Jan | 802.45 | 73 | -5 | 20.07 | 1 | 0 | 4 |
| 22 Jan | 819.30 | 78 | 13 | - | 0 | 0 | 4 |
| 21 Jan | 809.55 | 78 | 13 | - | 0 | 0 | 4 |
| 20 Jan | 809.15 | 78 | 13 | 28.16 | 1 | 0 | 3 |
| 19 Jan | 809.75 | 65 | -2.15 | - | 0 | 0 | 3 |
| 16 Jan | 820.40 | 65 | -2.15 | 20.91 | 1 | 0 | 2 |
| 14 Jan | 826.70 | 67.15 | 17.9 | - | 0 | 0 | 2 |
| 13 Jan | 831.75 | 67.15 | 17.9 | - | 0 | 0 | 0 |
| 12 Jan | 832.10 | 67.15 | 17.9 | - | 0 | 0 | 2 |
| 9 Jan | 829.00 | 67.15 | 17.9 | 31.27 | 1 | 0 | 2 |
| 8 Jan | 837.80 | 49.25 | 0.75 | 18.74 | 1 | 0 | 1 |
| 7 Jan | 851.95 | 48.5 | -9.8 | 26.92 | 1 | 0 | 0 |
| 6 Jan | 850.05 | 58.3 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 846.20 | 58.3 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 860.85 | 58.3 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 852.80 | 58.3 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 854.90 | 58.3 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 890 expiring on 24FEB2026
Delta for 890 PE is -0.39
Historical price for 890 PE is as follows
On 6 Feb LICI was trading at 901.85. The strike last trading price was 16.25, which was -61.25 lower than the previous day. The implied volatity was 28.22, the open interest changed by 1284 which increased total open position to 1292
On 5 Feb LICI was trading at 839.75. The strike last trading price was 77.5, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 4 Feb LICI was trading at 835.30. The strike last trading price was 77.5, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 3 Feb LICI was trading at 838.30. The strike last trading price was 77.5, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 2 Feb LICI was trading at 802.15. The strike last trading price was 77.5, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 1 Feb LICI was trading at 799.00. The strike last trading price was 77.5, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 30 Jan LICI was trading at 824.50. The strike last trading price was 77.5, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 29 Jan LICI was trading at 821.00. The strike last trading price was 77.5, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan LICI was trading at 822.15. The strike last trading price was 77.5, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 27 Jan LICI was trading at 807.80. The strike last trading price was 77.5, which was 4.5 higher than the previous day. The implied volatity was 27.79, the open interest changed by 2 which increased total open position to 7
On 23 Jan LICI was trading at 802.45. The strike last trading price was 73, which was -5 lower than the previous day. The implied volatity was 20.07, the open interest changed by 0 which decreased total open position to 4
On 22 Jan LICI was trading at 819.30. The strike last trading price was 78, which was 13 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 Jan LICI was trading at 809.55. The strike last trading price was 78, which was 13 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Jan LICI was trading at 809.15. The strike last trading price was 78, which was 13 higher than the previous day. The implied volatity was 28.16, the open interest changed by 0 which decreased total open position to 3
On 19 Jan LICI was trading at 809.75. The strike last trading price was 65, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Jan LICI was trading at 820.40. The strike last trading price was 65, which was -2.15 lower than the previous day. The implied volatity was 20.91, the open interest changed by 0 which decreased total open position to 2
On 14 Jan LICI was trading at 826.70. The strike last trading price was 67.15, which was 17.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Jan LICI was trading at 831.75. The strike last trading price was 67.15, which was 17.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan LICI was trading at 832.10. The strike last trading price was 67.15, which was 17.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jan LICI was trading at 829.00. The strike last trading price was 67.15, which was 17.9 higher than the previous day. The implied volatity was 31.27, the open interest changed by 0 which decreased total open position to 2
On 8 Jan LICI was trading at 837.80. The strike last trading price was 49.25, which was 0.75 higher than the previous day. The implied volatity was 18.74, the open interest changed by 0 which decreased total open position to 1
On 7 Jan LICI was trading at 851.95. The strike last trading price was 48.5, which was -9.8 lower than the previous day. The implied volatity was 26.92, the open interest changed by 0 which decreased total open position to 0
On 6 Jan LICI was trading at 850.05. The strike last trading price was 58.3, 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
On 5 Jan LICI was trading at 846.20. The strike last trading price was 58.3, 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
On 2 Jan LICI was trading at 860.85. The strike last trading price was 58.3, 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
On 1 Jan LICI was trading at 852.80. The strike last trading price was 58.3, 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
On 31 Dec LICI was trading at 854.90. The strike last trading price was 58.3, 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






























































































































































































































