ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
08 Apr 2025 05:51 PM IST
| ICICIGI 24APR2025 1700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 1.19
Theta: -1.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 1775.80 | 105.15 | 20.4 | 36.99 | 20 | 8 | 60 | |||
| 7 Apr | 1744.40 | 85.75 | -46.35 | 39.06 | 59 | 7 | 52 | |||
| 4 Apr | 1829.55 | 132.1 | -14.75 | - | 7 | 2 | 44 | |||
| 3 Apr | 1831.50 | 146.85 | 0 | 0.00 | 0 | -4 | 0 | |||
| 2 Apr | 1829.95 | 146.85 | 33.5 | 29.86 | 9 | -3 | 43 | |||
| 1 Apr | 1791.90 | 113.35 | -2.5 | 22.20 | 40 | 24 | 45 | |||
| 28 Mar | 1792.85 | 116.45 | 5.8 | 30.14 | 111 | 13 | 21 | |||
| 27 Mar | 1794.25 | 110.65 | 23.9 | 20.51 | 7 | 1 | 2 | |||
| 26 Mar | 1772.45 | 86.75 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 25 Mar | 1779.50 | 86.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 1785.05 | 86.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 1723.20 | 86.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 1724.75 | 86.75 | -6.25 | 29.83 | 1 | 0 | 1 | |||
| 19 Mar | 1756.50 | 93 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 1752.10 | 93 | 17.75 | 22.35 | 1 | 0 | 1 | |||
| 17 Mar | 1725.35 | 75.25 | -9.3 | 22.70 | 1 | 0 | 0 | |||
| 13 Mar | 1678.75 | 84.55 | 0 | 0.21 | 0 | 0 | 0 | |||
| 12 Mar | 1665.70 | 84.55 | 0 | 0.71 | 0 | 0 | 0 | |||
| 11 Mar | 1700.45 | 84.55 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 1699.60 | 84.55 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1686.95 | 84.55 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1702.30 | 84.55 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1676.90 | 84.55 | 0 | 0.26 | 0 | 0 | 0 | |||
| 3 Mar | 1663.50 | 84.55 | 0 | 0.54 | 0 | 0 | 0 | |||
| 28 Feb | 1690.95 | 84.55 | 0 | - | 0 | 0 | 0 | |||
For Icici Lombard Gic Limited - strike price 1700 expiring on 24APR2025
Delta for 1700 CE is 0.74
Historical price for 1700 CE is as follows
On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 105.15, which was 20.4 higher than the previous day. The implied volatity was 36.99, the open interest changed by 8 which increased total open position to 60
On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 85.75, which was -46.35 lower than the previous day. The implied volatity was 39.06, the open interest changed by 7 which increased total open position to 52
On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 132.1, which was -14.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 44
On 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 146.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 146.85, which was 33.5 higher than the previous day. The implied volatity was 29.86, the open interest changed by -3 which decreased total open position to 43
On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 113.35, which was -2.5 lower than the previous day. The implied volatity was 22.20, the open interest changed by 24 which increased total open position to 45
On 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 116.45, which was 5.8 higher than the previous day. The implied volatity was 30.14, the open interest changed by 13 which increased total open position to 21
On 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 110.65, which was 23.9 higher than the previous day. The implied volatity was 20.51, the open interest changed by 1 which increased total open position to 2
On 26 Mar ICICIGI was trading at 1772.45. The strike last trading price was 86.75, 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 25 Mar ICICIGI was trading at 1779.50. The strike last trading price was 86.75, 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 24 Mar ICICIGI was trading at 1785.05. The strike last trading price was 86.75, 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 21 Mar ICICIGI was trading at 1723.20. The strike last trading price was 86.75, 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 20 Mar ICICIGI was trading at 1724.75. The strike last trading price was 86.75, which was -6.25 lower than the previous day. The implied volatity was 29.83, the open interest changed by 0 which decreased total open position to 1
On 19 Mar ICICIGI was trading at 1756.50. The strike last trading price was 93, 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 18 Mar ICICIGI was trading at 1752.10. The strike last trading price was 93, which was 17.75 higher than the previous day. The implied volatity was 22.35, the open interest changed by 0 which decreased total open position to 1
On 17 Mar ICICIGI was trading at 1725.35. The strike last trading price was 75.25, which was -9.3 lower than the previous day. The implied volatity was 22.70, 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 84.55, which was 0 lower than the previous day. The implied volatity was 0.21, 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 84.55, which was 0 lower than the previous day. The implied volatity was 0.71, 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 84.55, 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 84.55, 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 84.55, 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 84.55, 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 84.55, which was 0 lower than the previous day. The implied volatity was 0.26, 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 84.55, which was 0 lower than the previous day. The implied volatity was 0.54, 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 84.55, 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 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 1.19
Theta: -1.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 1775.80 | 21.75 | -15.9 | 36.85 | 375 | -79 | 320 |
| 7 Apr | 1744.40 | 36.2 | 25.35 | 38.95 | 412 | -10 | 402 |
| 4 Apr | 1829.55 | 10.75 | 0.45 | 32.74 | 199 | -10 | 411 |
| 3 Apr | 1831.50 | 9.5 | -1.5 | 31.66 | 199 | 20 | 421 |
| 2 Apr | 1829.95 | 11.15 | -5.8 | 31.57 | 414 | 28 | 400 |
| 1 Apr | 1791.90 | 16.7 | -2.6 | 31.03 | 690 | 54 | 372 |
| 28 Mar | 1792.85 | 20.4 | 1.9 | 29.46 | 1,055 | 77 | 318 |
| 27 Mar | 1794.25 | 20 | -4.85 | 28.62 | 134 | 51 | 239 |
| 26 Mar | 1772.45 | 25.55 | -6.1 | 29.83 | 243 | 25 | 191 |
| 25 Mar | 1779.50 | 31.65 | 6.8 | 34.64 | 219 | 160 | 166 |
| 24 Mar | 1785.05 | 24.65 | -15.35 | 30.27 | 4 | 1 | 4 |
| 21 Mar | 1723.20 | 40 | 13 | 28.33 | 3 | 2 | 3 |
| 20 Mar | 1724.75 | 27 | -37.75 | 21.19 | 1 | 0 | 0 |
| 19 Mar | 1756.50 | 64.75 | 0 | 3.81 | 0 | 0 | 0 |
| 18 Mar | 1752.10 | 64.75 | 0 | 3.68 | 0 | 0 | 0 |
| 17 Mar | 1725.35 | 64.75 | 0 | 2.30 | 0 | 0 | 0 |
| 13 Mar | 1678.75 | 64.75 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1665.70 | 64.75 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1700.45 | 64.75 | 0 | 0.97 | 0 | 0 | 0 |
| 10 Mar | 1699.60 | 64.75 | 0 | 1.25 | 0 | 0 | 0 |
| 7 Mar | 1686.95 | 64.75 | 0 | 0.59 | 0 | 0 | 0 |
| 6 Mar | 1702.30 | 64.75 | 0 | 1.05 | 0 | 0 | 0 |
| 5 Mar | 1676.90 | 64.75 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 1663.50 | 64.75 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 1690.95 | 64.75 | 0 | 0.89 | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1700 expiring on 24APR2025
Delta for 1700 PE is -0.25
Historical price for 1700 PE is as follows
On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 21.75, which was -15.9 lower than the previous day. The implied volatity was 36.85, the open interest changed by -79 which decreased total open position to 320
On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 36.2, which was 25.35 higher than the previous day. The implied volatity was 38.95, the open interest changed by -10 which decreased total open position to 402
On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 10.75, which was 0.45 higher than the previous day. The implied volatity was 32.74, the open interest changed by -10 which decreased total open position to 411
On 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 9.5, which was -1.5 lower than the previous day. The implied volatity was 31.66, the open interest changed by 20 which increased total open position to 421
On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 11.15, which was -5.8 lower than the previous day. The implied volatity was 31.57, the open interest changed by 28 which increased total open position to 400
On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 16.7, which was -2.6 lower than the previous day. The implied volatity was 31.03, the open interest changed by 54 which increased total open position to 372
On 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 20.4, which was 1.9 higher than the previous day. The implied volatity was 29.46, the open interest changed by 77 which increased total open position to 318
On 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 20, which was -4.85 lower than the previous day. The implied volatity was 28.62, the open interest changed by 51 which increased total open position to 239
On 26 Mar ICICIGI was trading at 1772.45. The strike last trading price was 25.55, which was -6.1 lower than the previous day. The implied volatity was 29.83, the open interest changed by 25 which increased total open position to 191
On 25 Mar ICICIGI was trading at 1779.50. The strike last trading price was 31.65, which was 6.8 higher than the previous day. The implied volatity was 34.64, the open interest changed by 160 which increased total open position to 166
On 24 Mar ICICIGI was trading at 1785.05. The strike last trading price was 24.65, which was -15.35 lower than the previous day. The implied volatity was 30.27, the open interest changed by 1 which increased total open position to 4
On 21 Mar ICICIGI was trading at 1723.20. The strike last trading price was 40, which was 13 higher than the previous day. The implied volatity was 28.33, the open interest changed by 2 which increased total open position to 3
On 20 Mar ICICIGI was trading at 1724.75. The strike last trading price was 27, which was -37.75 lower than the previous day. The implied volatity was 21.19, the open interest changed by 0 which decreased total open position to 0
On 19 Mar ICICIGI was trading at 1756.50. The strike last trading price was 64.75, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0
On 18 Mar ICICIGI was trading at 1752.10. The strike last trading price was 64.75, which was 0 lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0
On 17 Mar ICICIGI was trading at 1725.35. The strike last trading price was 64.75, which was 0 lower than the previous day. The implied volatity was 2.30, 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 64.75, 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 64.75, 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 64.75, which was 0 lower than the previous day. The implied volatity was 0.97, 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 64.75, which was 0 lower than the previous day. The implied volatity was 1.25, 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 64.75, which was 0 lower than the previous day. The implied volatity was 0.59, 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 64.75, which was 0 lower than the previous day. The implied volatity was 1.05, 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 64.75, 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 64.75, 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 64.75, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0
