ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
27 Dec 2024 04:11 PM IST
| ICICIGI 30JAN2025 1680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1832.45 | 286 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 1861.15 | 286 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 1868.95 | 286 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1949.90 | 286 | 286.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1871.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1863.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 26 Nov | 1854.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1836.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1837.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1804.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1840.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1840.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1839.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1863.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1868.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1870.85 | 0 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1680 expiring on 30JAN2025
Delta for 1680 CE is -
Historical price for 1680 CE is as follows
On 27 Dec ICICIGI was trading at 1832.45. The strike last trading price was 286, 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 26 Dec ICICIGI was trading at 1861.15. The strike last trading price was 286, 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 24 Dec ICICIGI was trading at 1868.95. The strike last trading price was 286, 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 Dec ICICIGI was trading at 1949.90. The strike last trading price was 286, which was 286.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 0, 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 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 0, 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 26 Nov ICICIGI was trading at 1854.45. The strike last trading price was 0, 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 25 Nov ICICIGI was trading at 1836.90. The strike last trading price was 0, 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 22 Nov ICICIGI was trading at 1837.50. The strike last trading price was 0, 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 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 0, 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 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 0, 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 30JAN2025 1680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 1.19
Theta: -0.43
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1832.45 | 10.85 | 2.45 | 28.37 | 188 | 17 | 72 |
| 26 Dec | 1861.15 | 8.4 | 0.00 | 28.95 | 46 | 41 | 53 |
| 24 Dec | 1868.95 | 8.4 | -10.05 | 29.22 | 16 | 12 | 13 |
| 6 Dec | 1949.90 | 18.45 | 0.00 | 0.00 | 0 | 0 | 1 |
| 28 Nov | 1871.10 | 18.45 | 0.00 | 7.74 | 0 | 0 | 0 |
| 27 Nov | 1863.75 | 18.45 | 0.00 | 7.18 | 0 | 0 | 0 |
| 26 Nov | 1854.45 | 18.45 | 0.00 | 6.97 | 0 | 0 | 0 |
| 25 Nov | 1836.90 | 18.45 | 18.45 | 6.38 | 0 | 0 | 0 |
| 22 Nov | 1837.50 | 0 | 0.00 | 6.32 | 0 | 0 | 0 |
| 21 Nov | 1804.70 | 0 | 0.00 | 5.33 | 0 | 0 | 0 |
| 20 Nov | 1840.90 | 0 | 0.00 | 6.24 | 0 | 0 | 0 |
| 19 Nov | 1840.90 | 0 | 0.00 | 6.24 | 0 | 0 | 0 |
| 18 Nov | 1839.45 | 0 | 0.00 | 6.38 | 0 | 0 | 0 |
| 14 Nov | 1863.40 | 0 | 0.00 | 6.75 | 0 | 0 | 0 |
| 13 Nov | 1868.20 | 0 | 0.00 | 6.89 | 0 | 0 | 0 |
| 4 Nov | 1870.85 | 0 | 6.75 | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1680 expiring on 30JAN2025
Delta for 1680 PE is -0.13
Historical price for 1680 PE is as follows
On 27 Dec ICICIGI was trading at 1832.45. The strike last trading price was 10.85, which was 2.45 higher than the previous day. The implied volatity was 28.37, the open interest changed by 17 which increased total open position to 72
On 26 Dec ICICIGI was trading at 1861.15. The strike last trading price was 8.4, which was 0.00 lower than the previous day. The implied volatity was 28.95, the open interest changed by 41 which increased total open position to 53
On 24 Dec ICICIGI was trading at 1868.95. The strike last trading price was 8.4, which was -10.05 lower than the previous day. The implied volatity was 29.22, the open interest changed by 12 which increased total open position to 13
On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 18.45, 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 1
On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 18.45, which was 0.00 lower than the previous day. The implied volatity was 7.74, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 18.45, which was 0.00 lower than the previous day. The implied volatity was 7.18, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ICICIGI was trading at 1854.45. The strike last trading price was 18.45, which was 0.00 lower than the previous day. The implied volatity was 6.97, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ICICIGI was trading at 1836.90. The strike last trading price was 18.45, which was 18.45 higher than the previous day. The implied volatity was 6.38, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ICICIGI was trading at 1837.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.32, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.33, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.24, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.24, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.38, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.75, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.89, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 6.75, the open interest changed by 0 which decreased total open position to 0
