ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Nov 2024 04:11 PM IST
| ICICIGI 28NOV2024 1700 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 | 579.35 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1840.90 | 579.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1840.90 | 579.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1839.45 | 579.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1863.40 | 579.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1868.20 | 579.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Nov | 1892.25 | 579.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1910.15 | 579.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1916.50 | 579.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1933.70 | 579.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1916.05 | 579.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1870.85 | 579.35 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1700 expiring on 28NOV2024
Delta for 1700 CE is -
Historical price for 1700 CE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 579.35, 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 579.35, 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 579.35, 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 579.35, 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 579.35, 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 579.35, 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 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 579.35, 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 579.35, 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 579.35, 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 579.35, 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 579.35, 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 579.35, 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 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.40
Theta: -0.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1804.70 | 3.5 | 0.10 | 33.46 | 54 | 7.5 | 47.5 |
| 20 Nov | 1840.90 | 3.4 | 0.00 | 34.56 | 127.5 | 11 | 40 |
| 19 Nov | 1840.90 | 3.4 | 0.65 | 34.56 | 127.5 | 11 | 40 |
| 18 Nov | 1839.45 | 2.75 | 0.25 | 33.12 | 22 | -2 | 29.5 |
| 14 Nov | 1863.40 | 2.5 | 0.00 | 30.99 | 1 | 0 | 31.5 |
| 13 Nov | 1868.20 | 2.5 | 1.25 | 30.48 | 0.5 | 0 | 31.5 |
| 12 Nov | 1892.25 | 1.25 | -1.00 | 28.39 | 26.5 | -7.5 | 33 |
| 8 Nov | 1910.15 | 2.25 | -0.35 | 29.57 | 11.5 | 5 | 45.5 |
| 7 Nov | 1916.50 | 2.6 | 0.35 | 31.47 | 2 | -0.5 | 40.5 |
| 6 Nov | 1933.70 | 2.25 | -1.80 | 31.99 | 20.5 | 8 | 44 |
| 5 Nov | 1916.05 | 4.05 | -1.55 | 33.06 | 50 | 23.5 | 36.5 |
| 4 Nov | 1870.85 | 5.6 | 30.34 | 14 | 12.5 | 12.5 | |
For Icici Lombard Gic Limited - strike price 1700 expiring on 28NOV2024
Delta for 1700 PE is -0.09
Historical price for 1700 PE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 3.5, which was 0.10 higher than the previous day. The implied volatity was 33.46, the open interest changed by 15 which increased total open position to 95
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 34.56, the open interest changed by 22 which increased total open position to 80
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 3.4, which was 0.65 higher than the previous day. The implied volatity was 34.56, the open interest changed by 22 which increased total open position to 80
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 2.75, which was 0.25 higher than the previous day. The implied volatity was 33.12, the open interest changed by -4 which decreased total open position to 59
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 30.99, the open interest changed by 0 which decreased total open position to 63
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 2.5, which was 1.25 higher than the previous day. The implied volatity was 30.48, the open interest changed by 0 which decreased total open position to 63
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 1.25, which was -1.00 lower than the previous day. The implied volatity was 28.39, the open interest changed by -15 which decreased total open position to 66
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 2.25, which was -0.35 lower than the previous day. The implied volatity was 29.57, the open interest changed by 10 which increased total open position to 91
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 2.6, which was 0.35 higher than the previous day. The implied volatity was 31.47, the open interest changed by -1 which decreased total open position to 81
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 2.25, which was -1.80 lower than the previous day. The implied volatity was 31.99, the open interest changed by 16 which increased total open position to 88
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 4.05, which was -1.55 lower than the previous day. The implied volatity was 33.06, the open interest changed by 47 which increased total open position to 73
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was 30.34, the open interest changed by 25 which increased total open position to 25
