ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Nov 2024 04:11 PM IST
| ICICIGI 28NOV2024 1680 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1804.70 | 492.45 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1840.90 | 492.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1840.90 | 492.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1839.45 | 492.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1863.40 | 492.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1910.15 | 492.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1916.50 | 492.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Nov | 1933.70 | 492.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1916.05 | 492.45 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1680 expiring on 28NOV2024
Delta for 1680 CE is -
Historical price for 1680 CE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 492.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 492.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 492.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 492.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 492.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 492.45, which was 0.00 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 ICICIGI was trading at 1916.50. The strike last trading price was 492.45, which was 0.00 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 ICICIGI was trading at 1933.70. The strike last trading price was 492.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 492.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 28NOV2024 1680 PE | |||||||
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Delta: -0.06
Vega: 0.30
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1804.70 | 2.3 | 0.30 | 34.63 | 1 | 0 | 6.5 |
| 20 Nov | 1840.90 | 2 | 0.00 | 34.39 | 17 | -1.5 | 6.5 |
| 19 Nov | 1840.90 | 2 | -0.35 | 34.39 | 17 | -1.5 | 6.5 |
| 18 Nov | 1839.45 | 2.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1863.40 | 2.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1910.15 | 2.35 | 0.00 | 0.00 | 0 | 1 | 0 |
| 7 Nov | 1916.50 | 2.35 | -0.10 | 33.41 | 22.5 | 9.5 | 16.5 |
| 6 Nov | 1933.70 | 2.45 | -3.85 | 34.78 | 46 | 3 | 9 |
| 5 Nov | 1916.05 | 6.3 | 38.52 | 6 | 5.5 | 5.5 | |
For Icici Lombard Gic Limited - strike price 1680 expiring on 28NOV2024
Delta for 1680 PE is -0.06
Historical price for 1680 PE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 2.3, which was 0.30 higher than the previous day. The implied volatity was 34.63, the open interest changed by 0 which decreased total open position to 13
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 34.39, the open interest changed by -3 which decreased total open position to 13
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 2, which was -0.35 lower than the previous day. The implied volatity was 34.39, the open interest changed by -3 which decreased total open position to 13
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 2.35, which was 0.00 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 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 2.35, which was 0.00 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 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 2.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 2.35, which was -0.10 lower than the previous day. The implied volatity was 33.41, the open interest changed by 19 which increased total open position to 33
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 2.45, which was -3.85 lower than the previous day. The implied volatity was 34.78, the open interest changed by 6 which increased total open position to 18
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 6.3, which was lower than the previous day. The implied volatity was 38.52, the open interest changed by 11 which increased total open position to 11
