ICICIGI
ICICI LOMBARD GIC LIMITED
Historical option data for ICICIGI
05 Jul 2024 10:52 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 1830.90 | 158 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 1827.65 | 158 | - | 1,000 | 0 | 4,500 | ||||
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| 3 Jul | 1853.25 | 149.2 | - | 1,000 | 0 | 4,500 | ||||
| 2 Jul | 1807.80 | 151.7 | - | 1,500 | 500 | 4,000 | ||||
| 1 Jul | 1807.10 | 134.9 | - | 6,000 | -1,000 | 3,500 | ||||
| 28 Jun | 1789.55 | 119.9 | - | 3,500 | 500 | 4,500 | ||||
| 27 Jun | 1793.45 | 125.85 | - | 3,000 | 1,000 | 4,000 | ||||
| 26 Jun | 1786.90 | 118.1 | - | 6,000 | 2,000 | 5,000 | ||||
| 25 Jun | 1780.30 | 118.25 | - | 4,500 | 2,500 | 3,000 | ||||
| 24 Jun | 1771.50 | 99 | - | 500 | 0 | 0 | ||||
| 21 Jun | 1756.85 | 34.65 | - | 0 | 0 | 0 | ||||
| 20 Jun | 1748.30 | 34.65 | - | 0 | 0 | 0 | ||||
| 19 Jun | 1759.75 | 34.65 | - | 0 | 0 | 0 | ||||
| 18 Jun | 1745.25 | 34.65 | - | 0 | 0 | 0 | ||||
| 14 Jun | 1730.90 | 34.65 | - | 0 | 0 | 0 | ||||
| 13 Jun | 1655.00 | 34.65 | - | 0 | 0 | 0 | ||||
| 12 Jun | 1655.00 | 34.65 | - | 0 | 0 | 0 | ||||
| 11 Jun | 1645.35 | 34.65 | - | 0 | 0 | 0 | ||||
For ICICI LOMBARD GIC LIMITED - strike price 1700 expiring on 25JUL2024
Delta for 1700 CE is -
Historical price for 1700 CE is as follows
On 5 Jul ICICIGI was trading at 1830.90. The strike last trading price was 158, 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 Jul ICICIGI was trading at 1827.65. The strike last trading price was 158, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4500
On 3 Jul ICICIGI was trading at 1853.25. The strike last trading price was 149.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4500
On 2 Jul ICICIGI was trading at 1807.80. The strike last trading price was 151.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 4000
On 1 Jul ICICIGI was trading at 1807.10. The strike last trading price was 134.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 3500
On 28 Jun ICICIGI was trading at 1789.55. The strike last trading price was 119.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 4500
On 27 Jun ICICIGI was trading at 1793.45. The strike last trading price was 125.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 4000
On 26 Jun ICICIGI was trading at 1786.90. The strike last trading price was 118.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 5000
On 25 Jun ICICIGI was trading at 1780.30. The strike last trading price was 118.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 3000
On 24 Jun ICICIGI was trading at 1771.50. The strike last trading price was 99, 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 21 Jun ICICIGI was trading at 1756.85. The strike last trading price was 34.65, 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 20 Jun ICICIGI was trading at 1748.30. The strike last trading price was 34.65, 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 19 Jun ICICIGI was trading at 1759.75. The strike last trading price was 34.65, 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 18 Jun ICICIGI was trading at 1745.25. The strike last trading price was 34.65, 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 14 Jun ICICIGI was trading at 1730.90. The strike last trading price was 34.65, 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 Jun ICICIGI was trading at 1655.00. The strike last trading price was 34.65, 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 Jun ICICIGI was trading at 1655.00. The strike last trading price was 34.65, 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 11 Jun ICICIGI was trading at 1645.35. The strike last trading price was 34.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 1830.90 | 8.2 | -1.35 | - | 17,000 | 16,000 | 1,12,500 |
| 4 Jul | 1827.65 | 9.55 | - | 69,000 | -18,500 | 96,500 | |
| 3 Jul | 1853.25 | 7.9 | - | 1,53,000 | -34,500 | 1,15,000 | |
| 2 Jul | 1807.80 | 15.45 | - | 1,45,000 | 32,500 | 1,47,500 | |
| 1 Jul | 1807.10 | 16.6 | - | 1,08,500 | -2,500 | 1,15,000 | |
| 28 Jun | 1789.55 | 20.7 | - | 98,500 | 4,000 | 1,17,500 | |
| 27 Jun | 1793.45 | 25.9 | - | 51,500 | 28,500 | 1,13,500 | |
| 26 Jun | 1786.90 | 26.5 | - | 1,02,500 | 45,500 | 84,000 | |
| 25 Jun | 1780.30 | 24.45 | - | 45,500 | 22,000 | 38,500 | |
| 24 Jun | 1771.50 | 29 | - | 24,500 | 4,500 | 17,000 | |
| 21 Jun | 1756.85 | 38.00 | - | 10,500 | 7,500 | 11,500 | |
| 20 Jun | 1748.30 | 40.00 | - | 4,000 | 3,000 | 4,500 | |
| 19 Jun | 1759.75 | 30.00 | - | 1,500 | 0 | 1,500 | |
| 18 Jun | 1745.25 | 39.05 | - | 2,500 | 2,000 | 2,000 | |
| 14 Jun | 1730.90 | 129.55 | - | 0 | 0 | 0 | |
| 13 Jun | 1655.00 | 129.55 | - | 0 | 0 | 0 | |
| 12 Jun | 1655.00 | 129.55 | - | 0 | 0 | 0 | |
| 11 Jun | 1645.35 | 129.55 | - | 0 | 0 | 0 | |
For ICICI LOMBARD GIC LIMITED - strike price 1700 expiring on 25JUL2024
Delta for 1700 PE is -
Historical price for 1700 PE is as follows
On 5 Jul ICICIGI was trading at 1830.90. The strike last trading price was 8.2, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 112500
On 4 Jul ICICIGI was trading at 1827.65. The strike last trading price was 9.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -18500 which decreased total open position to 96500
On 3 Jul ICICIGI was trading at 1853.25. The strike last trading price was 7.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -34500 which decreased total open position to 115000
On 2 Jul ICICIGI was trading at 1807.80. The strike last trading price was 15.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 32500 which increased total open position to 147500
On 1 Jul ICICIGI was trading at 1807.10. The strike last trading price was 16.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -2500 which decreased total open position to 115000
On 28 Jun ICICIGI was trading at 1789.55. The strike last trading price was 20.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 117500
On 27 Jun ICICIGI was trading at 1793.45. The strike last trading price was 25.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 28500 which increased total open position to 113500
On 26 Jun ICICIGI was trading at 1786.90. The strike last trading price was 26.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 45500 which increased total open position to 84000
On 25 Jun ICICIGI was trading at 1780.30. The strike last trading price was 24.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 38500
On 24 Jun ICICIGI was trading at 1771.50. The strike last trading price was 29, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 17000
On 21 Jun ICICIGI was trading at 1756.85. The strike last trading price was 38.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 11500
On 20 Jun ICICIGI was trading at 1748.30. The strike last trading price was 40.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 4500
On 19 Jun ICICIGI was trading at 1759.75. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500
On 18 Jun ICICIGI was trading at 1745.25. The strike last trading price was 39.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 2000
On 14 Jun ICICIGI was trading at 1730.90. The strike last trading price was 129.55, 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 Jun ICICIGI was trading at 1655.00. The strike last trading price was 129.55, 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 Jun ICICIGI was trading at 1655.00. The strike last trading price was 129.55, 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 11 Jun ICICIGI was trading at 1645.35. The strike last trading price was 129.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0