LICI LIFE INSURA CORP OF INDIA
LIFE INSURA CORP OF INDIA — on this desk since 29 Nov 2024.
Results meeting in 20 days Thu 5 Nov 2026, as the company announced it to NSE
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 345 | 75,600 | −4,200 | 0.02 | long unwinding |
| long unwinding | 44.71 | −1,400 | 1,84,800 | 350 | 7,08,400 | −12,600 | 0.04 | long unwinding |
| — | 39.77 | 0 | 5,600 | 355 | 40,600 | −2,800 | 0.25 | short covering |
| — | 34.90 | 0 | 39,200 | 360 | 4,67,600 | +95,200 | 0.35 | short build-up |
| — | 30.14 | 0 | 14,000 | 365 | 2,15,600 | +15,400 | 0.50 | short build-up |
| — | 25.53 | 0 | 40,600 | 370 | 2,31,000 | −30,800 | 0.75 | long unwinding |
| — | 21.17 | 0 | 60,200 | 375 | 3,06,600 | +23,800 | 1.10 | short build-up |
| long build-up | 17.30 | +12,600 | 3,08,000 | 380 | 18,10,200 | +23,800 | 1.75 | short build-up |
| short covering | 13.10 | −22,400 | 2,36,600 | 385 | 5,06,800 | +56,000 | 2.55 | short build-up |
| long build-up | 9.70 | +14,000 | 6,09,000 | 390 | 8,84,800 | +23,800 | 3.90 | short build-up |
| short covering | 6.65 | −5,37,600 | 17,80,800 | 395at the money | 5,93,600 | +37,800 | 5.85 | short build-up |
| long build-up | 4.40 | +5,58,600 | 45,27,600wall | 400 | wall18,50,800 | −1,35,800 | 8.60 | long unwinding |
| — | 2.85 | +40,600 | 7,71,400 | 405 | 1,83,400 | +33,600 | 11.95 | short build-up |
| short build-up | 1.80 | +1,83,400 | 24,80,800 | 410 | 10,03,800 | −11,200 | 15.75 | long unwinding |
| — | 1.10 | +1,06,400 | 6,46,800 | 415 | 23,800 | 0 | 21.83 | — |
| — | 0.70 | −19,600 | 24,99,000 | 420 | 2,99,600 | +2,800 | 26.21 | long build-up |
| — | 0.50 | +50,400 | 2,67,400 | 425 | 7,000 | 0 | 30.79 | — |
| short build-up | 0.34 | +15,400 | 4,29,800 | 430 | 1,24,600 | 0 | 35.53 | — |
| short covering | 0.30 | −21,000 | 1,26,000 | 435 | 2,800 | 0 | 40.37 | — |
| long build-up | 0.30 | +11,200 | 3,65,400 | 440 | 1,33,000 | +8,400 | 45.27 | long build-up |
| short build-up | 0.03 | +4,200 | 8,82,000 | 450 | 2,40,800 | 0 | 55.18 | — |
The options were priced for a move of about 3.2% by 27 Oct.
Open interest
Long build: price rose and open interest rose.
For this stock, 52 of 132 times the close 5 sessions later was higher.
Across every F&O stock, 53,344 of 1,04,178 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.43% above the share.
Not in the F&O ban this session; open interest stood at 118% of its market-wide limit.
Implied volatility
The options were priced for a move of about 3.2% by 27 Oct; over the sessions the desk holds it ranged 1.3–7.1%.
Option prices were dearer than 38 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
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Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | long build | 3.2% | 0.43% | |
| Wed 14 Oct | short build | 3.3% | 0.27% | |
| Tue 13 Oct | long build | 3.3% | 0.70% | |
| Mon 12 Oct | long unwind | 3.5% | 0.03% | |
| Fri 9 Oct | long build | 3.8% | -0.06% | |
| Thu 8 Oct | long unwind | 4.2% | 0.21% | |
| Wed 7 Oct | long unwind | 4.1% | 0.01% | |
| Tue 6 Oct | long build | 4.1% | 0.40% | |
| Mon 5 Oct | short build | 4.5% | 0.22% | |
| Thu 1 Oct | short build | 4.9% | 0.14% | |
| Wed 30 Sep | short cover | 4.5% | 1.11% | |
| Tue 29 Sep | long unwind | 5.1% | 2.22% | |
| Mon 28 Sep | long unwind | 4.9% | 0.87% | |
| Fri 25 Sep | short cover | 1.5% | -0.15% | |
| Thu 24 Sep | short build | 2.0% | -0.34% | |
| Wed 23 Sep | short cover | 1.7% | -0.16% | |
| Tue 22 Sep | short cover | 2.0% | -0.12% | |
| Mon 21 Sep | long unwind | 2.2% | -0.06% | |
| Fri 18 Sep | long unwind | 3.2% | -1.62% | |
| Thu 17 Sep | long build | 3.1% | 0.33% |
After a name entered or left the ban
- This stock, on entering the ban: 2 of 2 times the close 5 sessions later was higher — too few to read much into.
- This stock, on leaving it: 1 of 2 times the close 5 sessions later was higher — too few to read much into.
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.
The lot size changed from 700 to 1,400 on 29 May 2026; contracts either side are compared in shares, not lots.