ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
08 Apr 2025 05:51 PM IST
| ICICIGI 24APR2025 1600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 1775.80 | 286.65 | 0 | - | 0 | 0 | 0 | |||
| 7 Apr | 1744.40 | 286.65 | 0 | - | 0 | 0 | 0 | |||
| 4 Apr | 1829.55 | 286.65 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 1831.50 | 286.65 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 1829.95 | 286.65 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 1791.90 | 286.65 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 1792.85 | 286.65 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 1794.25 | 286.65 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 1772.45 | 286.65 | 0 | - | 0 | 0 | 0 | |||
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| 13 Mar | 1678.75 | 286.65 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 1665.70 | 286.65 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 1699.60 | 286.65 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1686.95 | 286.65 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1676.90 | 286.65 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1663.50 | 286.65 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1690.95 | 286.65 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 1701.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1685.00 | 0 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1687.75 | 0 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1710.85 | 0 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 1733.10 | 0 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 1727.30 | 0 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 1728.95 | 0 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 1738.40 | 0 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 1725.05 | 0 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 1737.95 | 0 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 1776.85 | 0 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 1764.80 | 0 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 1795.10 | 0 | 0 | - | 0 | 0 | 0 | |||
For Icici Lombard Gic Limited - strike price 1600 expiring on 24APR2025
Delta for 1600 CE is -
Historical price for 1600 CE is as follows
On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 286.65, 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 Apr ICICIGI was trading at 1744.40. The strike last trading price was 286.65, 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 Apr ICICIGI was trading at 1829.55. The strike last trading price was 286.65, 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 Apr ICICIGI was trading at 1831.50. The strike last trading price was 286.65, 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 Apr ICICIGI was trading at 1829.95. The strike last trading price was 286.65, 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 Apr ICICIGI was trading at 1791.90. The strike last trading price was 286.65, 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 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 286.65, 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 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 286.65, 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 26 Mar ICICIGI was trading at 1772.45. The strike last trading price was 286.65, 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 Mar ICICIGI was trading at 1678.75. The strike last trading price was 286.65, 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 Mar ICICIGI was trading at 1665.70. The strike last trading price was 286.65, 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 Mar ICICIGI was trading at 1699.60. The strike last trading price was 286.65, 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 Mar ICICIGI was trading at 1686.95. The strike last trading price was 286.65, 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 Mar ICICIGI was trading at 1676.90. The strike last trading price was 286.65, 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 Mar ICICIGI was trading at 1663.50. The strike last trading price was 286.65, 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 28 Feb ICICIGI was trading at 1690.95. The strike last trading price was 286.65, 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 27 Feb ICICIGI was trading at 1701.20. 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 26 Feb ICICIGI was trading at 1685.00. 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 25 Feb ICICIGI was trading at 1687.75. 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 24 Feb ICICIGI was trading at 1710.85. 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 21 Feb ICICIGI was trading at 1733.10. 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 20 Feb ICICIGI was trading at 1727.30. 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 19 Feb ICICIGI was trading at 1728.95. 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 18 Feb ICICIGI was trading at 1738.40. 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 17 Feb ICICIGI was trading at 1725.05. 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 14 Feb ICICIGI was trading at 1737.95. 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 13 Feb ICICIGI was trading at 1776.85. 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 12 Feb ICICIGI was trading at 1764.80. 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 11 Feb ICICIGI was trading at 1795.10. 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
| ICICIGI 24APR2025 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.63
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 1775.80 | 6.95 | -7.55 | 40.82 | 338 | -34 | 281 |
| 7 Apr | 1744.40 | 14.25 | 10.95 | 43.51 | 1,483 | 221 | 321 |
| 4 Apr | 1829.55 | 3.35 | 0 | 36.90 | 10 | 3 | 98 |
| 3 Apr | 1831.50 | 3.35 | -0.2 | 36.78 | 26 | 16 | 95 |
| 2 Apr | 1829.95 | 3.55 | -1.35 | 35.58 | 27 | 0 | 79 |
| 1 Apr | 1791.90 | 5.05 | -1.85 | 34.13 | 45 | 9 | 81 |
| 28 Mar | 1792.85 | 7 | 0.35 | 32.90 | 148 | 50 | 72 |
| 27 Mar | 1794.25 | 6.65 | -2.35 | 32.54 | 5 | 2 | 19 |
| 26 Mar | 1772.45 | 9 | -5.5 | 32.70 | 19 | 17 | 17 |
| 13 Mar | 1678.75 | 14.5 | 0 | 4.44 | 0 | 0 | 0 |
| 12 Mar | 1665.70 | 14.5 | 0 | 4.20 | 0 | 0 | 0 |
| 10 Mar | 1699.60 | 14.5 | 0 | 5.35 | 0 | 0 | 0 |
| 7 Mar | 1686.95 | 14.5 | 0 | 4.82 | 0 | 0 | 0 |
| 5 Mar | 1676.90 | 14.5 | 0 | 3.89 | 0 | 0 | 0 |
| 3 Mar | 1663.50 | 14.5 | 0 | 3.94 | 0 | 0 | 0 |
| 28 Feb | 1690.95 | 14.5 | 0 | 4.82 | 0 | 0 | 0 |
| 27 Feb | 1701.20 | 14.5 | 0 | 4.90 | 0 | 0 | 0 |
| 26 Feb | 1685.00 | 14.5 | 0 | 4.39 | 0 | 0 | 0 |
| 25 Feb | 1687.75 | 14.5 | 0 | 4.39 | 0 | 0 | 0 |
| 24 Feb | 1710.85 | 0 | 0 | 5.32 | 0 | 0 | 0 |
| 21 Feb | 1733.10 | 0 | 0 | 5.98 | 0 | 0 | 0 |
| 20 Feb | 1727.30 | 0 | 0 | 5.74 | 0 | 0 | 0 |
| 19 Feb | 1728.95 | 0 | 0 | 5.87 | 0 | 0 | 0 |
| 18 Feb | 1738.40 | 0 | 0 | 6.10 | 0 | 0 | 0 |
| 17 Feb | 1725.05 | 0 | 0 | 5.59 | 0 | 0 | 0 |
| 14 Feb | 1737.95 | 0 | 0 | 5.97 | 0 | 0 | 0 |
| 13 Feb | 1776.85 | 0 | 0 | 7.10 | 0 | 0 | 0 |
| 12 Feb | 1764.80 | 0 | 0 | 6.64 | 0 | 0 | 0 |
| 11 Feb | 1795.10 | 0 | 0 | 7.56 | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1600 expiring on 24APR2025
Delta for 1600 PE is -0.09
Historical price for 1600 PE is as follows
On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 6.95, which was -7.55 lower than the previous day. The implied volatity was 40.82, the open interest changed by -34 which decreased total open position to 281
On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 14.25, which was 10.95 higher than the previous day. The implied volatity was 43.51, the open interest changed by 221 which increased total open position to 321
On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 3.35, which was 0 lower than the previous day. The implied volatity was 36.90, the open interest changed by 3 which increased total open position to 98
On 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 3.35, which was -0.2 lower than the previous day. The implied volatity was 36.78, the open interest changed by 16 which increased total open position to 95
On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 3.55, which was -1.35 lower than the previous day. The implied volatity was 35.58, the open interest changed by 0 which decreased total open position to 79
On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 5.05, which was -1.85 lower than the previous day. The implied volatity was 34.13, the open interest changed by 9 which increased total open position to 81
On 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 7, which was 0.35 higher than the previous day. The implied volatity was 32.90, the open interest changed by 50 which increased total open position to 72
On 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 6.65, which was -2.35 lower than the previous day. The implied volatity was 32.54, the open interest changed by 2 which increased total open position to 19
On 26 Mar ICICIGI was trading at 1772.45. The strike last trading price was 9, which was -5.5 lower than the previous day. The implied volatity was 32.70, the open interest changed by 17 which increased total open position to 17
On 13 Mar ICICIGI was trading at 1678.75. The strike last trading price was 14.5, which was 0 lower than the previous day. The implied volatity was 4.44, the open interest changed by 0 which decreased total open position to 0
On 12 Mar ICICIGI was trading at 1665.70. The strike last trading price was 14.5, which was 0 lower than the previous day. The implied volatity was 4.20, the open interest changed by 0 which decreased total open position to 0
On 10 Mar ICICIGI was trading at 1699.60. The strike last trading price was 14.5, which was 0 lower than the previous day. The implied volatity was 5.35, the open interest changed by 0 which decreased total open position to 0
On 7 Mar ICICIGI was trading at 1686.95. The strike last trading price was 14.5, which was 0 lower than the previous day. The implied volatity was 4.82, the open interest changed by 0 which decreased total open position to 0
On 5 Mar ICICIGI was trading at 1676.90. The strike last trading price was 14.5, which was 0 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0
On 3 Mar ICICIGI was trading at 1663.50. The strike last trading price was 14.5, which was 0 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0
On 28 Feb ICICIGI was trading at 1690.95. The strike last trading price was 14.5, which was 0 lower than the previous day. The implied volatity was 4.82, the open interest changed by 0 which decreased total open position to 0
On 27 Feb ICICIGI was trading at 1701.20. The strike last trading price was 14.5, which was 0 lower than the previous day. The implied volatity was 4.90, the open interest changed by 0 which decreased total open position to 0
On 26 Feb ICICIGI was trading at 1685.00. The strike last trading price was 14.5, which was 0 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0
On 25 Feb ICICIGI was trading at 1687.75. The strike last trading price was 14.5, which was 0 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0
On 24 Feb ICICIGI was trading at 1710.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.32, the open interest changed by 0 which decreased total open position to 0
On 21 Feb ICICIGI was trading at 1733.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.98, the open interest changed by 0 which decreased total open position to 0
On 20 Feb ICICIGI was trading at 1727.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.74, the open interest changed by 0 which decreased total open position to 0
On 19 Feb ICICIGI was trading at 1728.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.87, the open interest changed by 0 which decreased total open position to 0
On 18 Feb ICICIGI was trading at 1738.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.10, the open interest changed by 0 which decreased total open position to 0
On 17 Feb ICICIGI was trading at 1725.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.59, the open interest changed by 0 which decreased total open position to 0
On 14 Feb ICICIGI was trading at 1737.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.97, the open interest changed by 0 which decreased total open position to 0
On 13 Feb ICICIGI was trading at 1776.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.10, the open interest changed by 0 which decreased total open position to 0
On 12 Feb ICICIGI was trading at 1764.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.64, the open interest changed by 0 which decreased total open position to 0
On 11 Feb ICICIGI was trading at 1795.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.56, the open interest changed by 0 which decreased total open position to 0
