ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
24 Apr 2026 01:36 PM IST
| ICICIGI 28-Apr-2026 (4d) 1700 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 24 Apr | 1774.00 | 182 | 0 | - | 0 | 0 | 136 | |||||||||
| 23 Apr | 1809.90 | 182 | 0 | - | 0 | 0 | 136 | |||||||||
| 22 Apr | 1829.00 | 182 | 0 | - | 0 | 0 | 136 | |||||||||
| 21 Apr | 1840.00 | 182 | 0 | 37.05 | 0 | 0 | 136 | |||||||||
| 20 Apr | 1876.50 | 182 | -4 | 37.05 | 3 | 0 | 136 | |||||||||
| 17 Apr | 1891.60 | 186 | 0 | 32.38 | 0 | 0 | 136 | |||||||||
| 16 Apr | 1886.70 | 186 | 22 | 32.38 | 3 | -1 | 136 | |||||||||
| 15 Apr | 1858.00 | 164 | 60.7 | 39.73 | 88 | 8 | 159 | |||||||||
| 13 Apr | 1782.20 | 104.55 | -8.5 | 28.49 | 26 | 1 | 151 | |||||||||
| 10 Apr | 1786.00 | 113.15 | 15.550000000000011 | 36.28 | 19 | -7 | 151 | |||||||||
| 9 Apr | 1768.60 | 97.6 | 14.7 | 34.92 | 49 | 5 | 159 | |||||||||
| 8 Apr | 1750.50 | 83 | 10.75 | 25.02 | 74 | -12 | 158 | |||||||||
| 7 Apr | 1726.60 | 73.45 | 7.3 | 31.3 | 189 | 17 | 169 | |||||||||
| 6 Apr | 1713.00 | 68.45 | 15.25 | 31.6 | 334 | 64 | 153 | |||||||||
| 2 Apr | 1689.10 | 53.05 | -5.15 | 27.84 | 271 | -11 | 88 | |||||||||
| 1 Apr | 1694.90 | 58 | -9.75 | 29.25 | 129 | 28 | 96 | |||||||||
| 30 Mar | 1710.60 | 65.85 | -20.1 | 28.78 | 358 | 65 | 67 | |||||||||
| 27 Mar | 1747.00 | 85.95 | -150.7 | - | 0 | 0 | 2 | |||||||||
| 25 Mar | 1770.30 | 85.95 | -150.7 | 6.7 | 2 | 0 | 0 | |||||||||
| 24 Mar | 1730.10 | 236.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 1722.20 | 236.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 1777.20 | 236.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1792.10 | 236.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1831.20 | 236.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1835.80 | 236.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1850.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1837.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1855.30 | 236.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1875.20 | 236.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1889.30 | 236.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1700 expiring on 28APR2026
Delta for 1700 CE is -
Historical price for 1700 CE is as follows
On 24 Apr ICICIGI was trading at 1774.00. The strike last trading price was 182, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 136
On 23 Apr ICICIGI was trading at 1809.90. The strike last trading price was 182, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 136
On 22 Apr ICICIGI was trading at 1829.00. The strike last trading price was 182, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 136
On 21 Apr ICICIGI was trading at 1840.00. The strike last trading price was 182, which was 0 lower than the previous day. The implied volatity was 37.05, the open interest changed by 0 which decreased total open position to 136
On 20 Apr ICICIGI was trading at 1876.50. The strike last trading price was 182, which was -4 lower than the previous day. The implied volatity was 37.05, the open interest changed by 0 which decreased total open position to 136
On 17 Apr ICICIGI was trading at 1891.60. The strike last trading price was 186, which was 0 lower than the previous day. The implied volatity was 32.38, the open interest changed by 0 which decreased total open position to 136
On 16 Apr ICICIGI was trading at 1886.70. The strike last trading price was 186, which was 22 higher than the previous day. The implied volatity was 32.38, the open interest changed by -1 which decreased total open position to 136
On 15 Apr ICICIGI was trading at 1858.00. The strike last trading price was 164, which was 60.7 higher than the previous day. The implied volatity was 39.73, the open interest changed by 8 which increased total open position to 159
On 13 Apr ICICIGI was trading at 1782.20. The strike last trading price was 104.55, which was -8.5 lower than the previous day. The implied volatity was 28.49, the open interest changed by 1 which increased total open position to 151
On 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 113.15, which was 15.550000000000011 higher than the previous day. The implied volatity was 36.28, the open interest changed by -7 which decreased total open position to 151
On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 97.6, which was 14.7 higher than the previous day. The implied volatity was 34.92, the open interest changed by 5 which increased total open position to 159
On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was 83, which was 10.75 higher than the previous day. The implied volatity was 25.02, the open interest changed by -12 which decreased total open position to 158
On 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was 73.45, which was 7.3 higher than the previous day. The implied volatity was 31.3, the open interest changed by 17 which increased total open position to 169
On 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 68.45, which was 15.25 higher than the previous day. The implied volatity was 31.6, the open interest changed by 64 which increased total open position to 153
On 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 53.05, which was -5.15 lower than the previous day. The implied volatity was 27.84, the open interest changed by -11 which decreased total open position to 88
On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 58, which was -9.75 lower than the previous day. The implied volatity was 29.25, the open interest changed by 28 which increased total open position to 96
On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 65.85, which was -20.1 lower than the previous day. The implied volatity was 28.78, the open interest changed by 65 which increased total open position to 67
On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 85.95, which was -150.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 85.95, which was -150.7 lower than the previous day. The implied volatity was 6.7, the open interest changed by 0 which decreased total open position to 0
On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 236.65, 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 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 236.65, 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 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 236.65, 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 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 236.65, 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 18 Mar ICICIGI was trading at 1831.20. The strike last trading price was 236.65, 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 17 Mar ICICIGI was trading at 1835.80. The strike last trading price was 236.65, 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 16 Mar ICICIGI was trading at 1850.50. The strike last trading price was -, which was - 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 1837.10. The strike last trading price was -, which was - 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 1855.30. The strike last trading price was 236.65, 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 11 Mar ICICIGI was trading at 1875.20. The strike last trading price was 236.65, 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 1889.30. The strike last trading price was 236.65, 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
| ICICIGI 28-Apr-2026 (4d) 1700 PE | |||||||
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Delta: -0.03
Vega: 0
Theta: -0.09
Gamma: 0.00161
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1774.00 | 0.5 | -0.44999999999999996 | 21.65 | 11 | 1 | 245 |
| 23 Apr | 1809.90 | 1 | 0.15000000000000002 | 30.27 | 88 | -28 | 246 |
| 22 Apr | 1829.00 | 0.9 | 0.050000000000000044 | 30.44 | 47 | -22 | 275 |
| 21 Apr | 1840.00 | 0.85 | -0.20000000000000007 | 28.75 | 74 | -1 | 298 |
| 20 Apr | 1876.50 | 1.1 | -0.09999999999999987 | 34.12 | 68 | -26 | 295 |
| 17 Apr | 1891.60 | 1.15 | -0.40000000000000013 | 32.57 | 96 | -31 | 320 |
| 16 Apr | 1886.70 | 1.6 | -3.1 | 32.12 | 1,188 | -309 | 350 |
| 15 Apr | 1858.00 | 4 | -14 | 34.41 | 1,547 | 367 | 634 |
| 13 Apr | 1782.20 | 17.3 | 0.8000000000000007 | 36.08 | 252 | -66 | 265 |
| 10 Apr | 1786.00 | 15.9 | -4.249999999999998 | 31.08 | 268 | -52 | 331 |
| 9 Apr | 1768.60 | 20.3 | -5.75 | 30.33 | 2,821 | 175 | 387 |
| 8 Apr | 1750.50 | 25.75 | -13.6 | 32.86 | 287 | 3 | 203 |
| 7 Apr | 1726.60 | 38.25 | -6.15 | 34.14 | 170 | 49 | 199 |
| 6 Apr | 1713.00 | 44 | -16.35 | 34.34 | 188 | 37 | 135 |
| 2 Apr | 1689.10 | 61 | 7.65 | 35.47 | 67 | 0 | 99 |
| 1 Apr | 1694.90 | 52.85 | -1.15 | 31.04 | 167 | 42 | 95 |
| 30 Mar | 1710.60 | 56 | 17 | 34.5 | 185 | 42 | 53 |
| 27 Mar | 1747.00 | 39 | 6.3 | 30.99 | 1 | 0 | 10 |
| 25 Mar | 1770.30 | 32.7 | -3.75 | - | 0 | 0 | 10 |
| 24 Mar | 1730.10 | 32.7 | -3.75 | 24.96 | 7 | 4 | 10 |
| 23 Mar | 1722.20 | 36.45 | 23.95 | 25.13 | 2 | 0 | 4 |
| 20 Mar | 1777.20 | 12.5 | -0.3 | - | 0 | 0 | 4 |
| 19 Mar | 1792.10 | 12.5 | -0.3 | - | 0 | 0 | 4 |
| 18 Mar | 1831.20 | 12.5 | -0.3 | - | 0 | 0 | 4 |
| 17 Mar | 1835.80 | 12.5 | -0.3 | - | 0 | 0 | 4 |
| 16 Mar | 1850.50 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 1837.10 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 1855.30 | 12.8 | -0.5 | - | 0 | 0 | 2 |
| 11 Mar | 1875.20 | 12.8 | -0.5 | - | 0 | 0 | 2 |
| 10 Mar | 1889.30 | 12.8 | -0.5 | - | 2 | 0 | 2 |
For Icici Lombard Gic Limited - strike price 1700 expiring on 28APR2026
Delta for 1700 PE is -0.03
Historical price for 1700 PE is as follows
On 24 Apr ICICIGI was trading at 1774.00. The strike last trading price was 0.5, which was -0.44999999999999996 lower than the previous day. The implied volatity was 21.65, the open interest changed by 1 which increased total open position to 245
On 23 Apr ICICIGI was trading at 1809.90. The strike last trading price was 1, which was 0.15000000000000002 higher than the previous day. The implied volatity was 30.27, the open interest changed by -28 which decreased total open position to 246
On 22 Apr ICICIGI was trading at 1829.00. The strike last trading price was 0.9, which was 0.050000000000000044 higher than the previous day. The implied volatity was 30.44, the open interest changed by -22 which decreased total open position to 275
On 21 Apr ICICIGI was trading at 1840.00. The strike last trading price was 0.85, which was -0.20000000000000007 lower than the previous day. The implied volatity was 28.75, the open interest changed by -1 which decreased total open position to 298
On 20 Apr ICICIGI was trading at 1876.50. The strike last trading price was 1.1, which was -0.09999999999999987 lower than the previous day. The implied volatity was 34.12, the open interest changed by -26 which decreased total open position to 295
On 17 Apr ICICIGI was trading at 1891.60. The strike last trading price was 1.15, which was -0.40000000000000013 lower than the previous day. The implied volatity was 32.57, the open interest changed by -31 which decreased total open position to 320
On 16 Apr ICICIGI was trading at 1886.70. The strike last trading price was 1.6, which was -3.1 lower than the previous day. The implied volatity was 32.12, the open interest changed by -309 which decreased total open position to 350
On 15 Apr ICICIGI was trading at 1858.00. The strike last trading price was 4, which was -14 lower than the previous day. The implied volatity was 34.41, the open interest changed by 367 which increased total open position to 634
On 13 Apr ICICIGI was trading at 1782.20. The strike last trading price was 17.3, which was 0.8000000000000007 higher than the previous day. The implied volatity was 36.08, the open interest changed by -66 which decreased total open position to 265
On 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 15.9, which was -4.249999999999998 lower than the previous day. The implied volatity was 31.08, the open interest changed by -52 which decreased total open position to 331
On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 20.3, which was -5.75 lower than the previous day. The implied volatity was 30.33, the open interest changed by 175 which increased total open position to 387
On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was 25.75, which was -13.6 lower than the previous day. The implied volatity was 32.86, the open interest changed by 3 which increased total open position to 203
On 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was 38.25, which was -6.15 lower than the previous day. The implied volatity was 34.14, the open interest changed by 49 which increased total open position to 199
On 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 44, which was -16.35 lower than the previous day. The implied volatity was 34.34, the open interest changed by 37 which increased total open position to 135
On 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 61, which was 7.65 higher than the previous day. The implied volatity was 35.47, the open interest changed by 0 which decreased total open position to 99
On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 52.85, which was -1.15 lower than the previous day. The implied volatity was 31.04, the open interest changed by 42 which increased total open position to 95
On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 56, which was 17 higher than the previous day. The implied volatity was 34.5, the open interest changed by 42 which increased total open position to 53
On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 39, which was 6.3 higher than the previous day. The implied volatity was 30.99, the open interest changed by 0 which decreased total open position to 10
On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 32.7, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 32.7, which was -3.75 lower than the previous day. The implied volatity was 24.96, the open interest changed by 4 which increased total open position to 10
On 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 36.45, which was 23.95 higher than the previous day. The implied volatity was 25.13, the open interest changed by 0 which decreased total open position to 4
On 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 12.5, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 12.5, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Mar ICICIGI was trading at 1831.20. The strike last trading price was 12.5, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Mar ICICIGI was trading at 1835.80. The strike last trading price was 12.5, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Mar ICICIGI was trading at 1850.50. The strike last trading price was -, which was - 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 1837.10. The strike last trading price was -, which was - 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 1855.30. The strike last trading price was 12.8, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Mar ICICIGI was trading at 1875.20. The strike last trading price was 12.8, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 12.8, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
