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Related Pages for ICICIGI
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ICICIGI
Icici Lombard Gic Limited
1776.85 32.45 (1.86%)

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Historical option data for ICICIGI

08 Apr 2025 05:51 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ICICIGI 24APR2025 1620 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
8 Apr 1775.80 149.6 3.35 - 4 -1 2
7 Apr 1744.40 146.25 13.8 42.50 3 1 1
4 Apr 1829.55 132.45 0 0.00 0 0 0
3 Apr 1831.50 132.45 0 0.00 0 0 0
2 Apr 1829.95 132.45 0 0.00 0 0 0
1 Apr 1791.90 132.45 0 - 0 0 0
28 Mar 1792.85 132.45 0 - 0 0 0
27 Mar 1794.25 132.45 0 - 0 0 0
26 Mar 1772.45 132.45 0 - 0 0 0
13 Mar 1678.75 132.45 0 - 0 0 0
12 Mar 1665.70 132.45 0 - 0 0 0
11 Mar 1700.45 132.45 0 - 0 0 0
10 Mar 1699.60 132.45 0 - 0 0 0
7 Mar 1686.95 132.45 0 - 0 0 0
6 Mar 1702.30 132.45 0 - 0 0 0
5 Mar 1676.90 132.45 0 - 0 0 0
3 Mar 1663.50 132.45 0 - 0 0 0
28 Feb 1690.95 132.45 0 - 0 0 0

For Icici Lombard Gic Limited - strike price 1620 expiring on 24APR2025

Delta for 1620 CE is -

Historical price for 1620 CE is as follows

On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 149.6, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2


On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 146.25, which was 13.8 higher than the previous day. The implied volatity was 42.50, the open interest changed by 1 which increased total open position to 1


On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 132.45, which was 0 lower than the previous day. The implied volatity was 0.00, 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 132.45, which was 0 lower than the previous day. The implied volatity was 0.00, 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 132.45, which was 0 lower than the previous day. The implied volatity was 0.00, 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 132.45, 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 132.45, 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 132.45, 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 132.45, 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 132.45, 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 132.45, 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 Mar ICICIGI was trading at 1700.45. The strike last trading price was 132.45, 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 132.45, 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 132.45, 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 Mar ICICIGI was trading at 1702.30. The strike last trading price was 132.45, 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 132.45, 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 132.45, 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 132.45, 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 1620 PE
Delta: -0.12
Vega: 0.73
Theta: -0.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 1775.80 8.7 -9.35 39.84 64 -15 59
7 Apr 1744.40 17 12.2 42.28 62 14 74
4 Apr 1829.55 4.8 0.35 37.08 17 5 55
3 Apr 1831.50 4.35 -0.1 0.00 0 4 0
2 Apr 1829.95 4.35 -3 34.53 29 3 49
1 Apr 1791.90 7.35 -0.8 34.65 27 3 46
28 Mar 1792.85 8.15 0.05 31.56 23 10 43
27 Mar 1794.25 8.1 -0.35 30.90 27 23 33
26 Mar 1772.45 8.45 -25.05 29.41 10 0 0
13 Mar 1678.75 33.5 0 3.75 0 0 0
12 Mar 1665.70 33.5 0 3.30 0 0 0
11 Mar 1700.45 33.5 0 5.00 0 0 0
10 Mar 1699.60 33.5 0 3.94 0 0 0
7 Mar 1686.95 33.5 0 4.22 0 0 0
6 Mar 1702.30 33.5 0 4.43 0 0 0
5 Mar 1676.90 33.5 0 3.43 0 0 0
3 Mar 1663.50 33.5 0 2.97 0 0 0
28 Feb 1690.95 0 0 3.95 0 0 0

For Icici Lombard Gic Limited - strike price 1620 expiring on 24APR2025

Delta for 1620 PE is -0.12

Historical price for 1620 PE is as follows

On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 8.7, which was -9.35 lower than the previous day. The implied volatity was 39.84, the open interest changed by -15 which decreased total open position to 59


On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 17, which was 12.2 higher than the previous day. The implied volatity was 42.28, the open interest changed by 14 which increased total open position to 74


On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 4.8, which was 0.35 higher than the previous day. The implied volatity was 37.08, the open interest changed by 5 which increased total open position to 55


On 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 4.35, which was -0.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 4.35, which was -3 lower than the previous day. The implied volatity was 34.53, the open interest changed by 3 which increased total open position to 49


On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 7.35, which was -0.8 lower than the previous day. The implied volatity was 34.65, the open interest changed by 3 which increased total open position to 46


On 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 8.15, which was 0.05 higher than the previous day. The implied volatity was 31.56, the open interest changed by 10 which increased total open position to 43


On 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 8.1, which was -0.35 lower than the previous day. The implied volatity was 30.90, the open interest changed by 23 which increased total open position to 33


On 26 Mar ICICIGI was trading at 1772.45. The strike last trading price was 8.45, which was -25.05 lower than the previous day. The implied volatity was 29.41, 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 33.5, which was 0 lower than the previous day. The implied volatity was 3.75, 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 33.5, which was 0 lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0


On 11 Mar ICICIGI was trading at 1700.45. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 5.00, 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 33.5, 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 7 Mar ICICIGI was trading at 1686.95. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0


On 6 Mar ICICIGI was trading at 1702.30. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 4.43, 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 33.5, which was 0 lower than the previous day. The implied volatity was 3.43, 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 33.5, which was 0 lower than the previous day. The implied volatity was 2.97, 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 0, which was 0 lower than the previous day. The implied volatity was 3.95, the open interest changed by 0 which decreased total open position to 0