`
[--[65.84.65.76]--]
ICICIGI
Icici Lombard Gic Limited

1776.85 32.45 (1.86%)

Back to Option Chain


Historical option data for ICICIGI

08 Apr 2025 05:51 PM IST
ICICIGI 24APR2025 1720 CE
Delta: 0.70
Vega: 1.30
Theta: -1.77
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 1775.80 90.05 14.55 35.99 27 10 104
7 Apr 1744.40 75.45 -40 40.07 20 2 89
4 Apr 1829.55 115.45 -10.1 - 7 2 86
3 Apr 1831.50 125.55 7.8 15.31 4 3 84
2 Apr 1829.95 117.75 19.95 11.99 3 -1 82
1 Apr 1791.90 97.8 -1.85 23.03 84 23 83
28 Mar 1792.85 97.95 9.45 27.44 130 57 60
27 Mar 1794.25 88.5 0 0.00 0 0 0
26 Mar 1772.45 88.5 0 0.00 0 -1 0
25 Mar 1779.50 88.5 7 22.17 1 0 4
24 Mar 1785.05 81.5 14.25 12.46 10 -1 5
21 Mar 1723.20 67.25 -11.1 26.85 5 4 5
20 Mar 1724.75 78.35 -114.9 31.70 1 0 0
19 Mar 1756.50 193.25 0 - 0 0 0
17 Mar 1725.35 193.25 0 - 0 0 0
13 Mar 1678.75 193.25 0 1.17 0 0 0
12 Mar 1665.70 193.25 0 1.80 0 0 0
11 Mar 1700.45 193.25 0 - 0 0 0
10 Mar 1699.60 193.25 0 - 0 0 0
7 Mar 1686.95 193.25 0 0.41 0 0 0
6 Mar 1702.30 193.25 0 - 0 0 0
5 Mar 1676.90 193.25 0 1.13 0 0 0
3 Mar 1663.50 193.25 0 1.45 0 0 0
28 Feb 1690.95 193.25 0 - 0 0 0
27 Feb 1701.20 193.25 0 - 0 0 0
26 Feb 1685.00 193.25 0 0.12 0 0 0
25 Feb 1687.75 193.25 0 0.12 0 0 0
24 Feb 1710.85 193.25 0 - 0 0 0
21 Feb 1733.10 193.25 0 - 0 0 0
20 Feb 1727.30 193.25 0 - 0 0 0
19 Feb 1728.95 193.25 0 - 0 0 0
18 Feb 1738.40 193.25 0 - 0 0 0
17 Feb 1725.05 193.25 0 - 0 0 0
14 Feb 1737.95 0 0 - 0 0 0
13 Feb 1776.85 0 0 - 0 0 0
12 Feb 1764.80 0 0 - 0 0 0
11 Feb 1795.10 0 0 - 0 0 0
10 Feb 1828.45 0 0 - 0 0 0
7 Feb 1826.95 0 0 - 0 0 0
6 Feb 1827.90 0 0 - 0 0 0
5 Feb 1854.65 0 0 - 0 0 0
4 Feb 1874.40 0 0 - 0 0 0
3 Feb 1885.35 0 0 - 0 0 0
1 Feb 1879.95 0 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 1720 expiring on 24APR2025

Delta for 1720 CE is 0.70

Historical price for 1720 CE is as follows

On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 90.05, which was 14.55 higher than the previous day. The implied volatity was 35.99, the open interest changed by 10 which increased total open position to 104


On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 75.45, which was -40 lower than the previous day. The implied volatity was 40.07, the open interest changed by 2 which increased total open position to 89


On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 115.45, which was -10.1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 86


On 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 125.55, which was 7.8 higher than the previous day. The implied volatity was 15.31, the open interest changed by 3 which increased total open position to 84


On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 117.75, which was 19.95 higher than the previous day. The implied volatity was 11.99, the open interest changed by -1 which decreased total open position to 82


On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 97.8, which was -1.85 lower than the previous day. The implied volatity was 23.03, the open interest changed by 23 which increased total open position to 83


On 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 97.95, which was 9.45 higher than the previous day. The implied volatity was 27.44, the open interest changed by 57 which increased total open position to 60


On 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 88.5, 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 26 Mar ICICIGI was trading at 1772.45. The strike last trading price was 88.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 25 Mar ICICIGI was trading at 1779.50. The strike last trading price was 88.5, which was 7 higher than the previous day. The implied volatity was 22.17, the open interest changed by 0 which decreased total open position to 4


On 24 Mar ICICIGI was trading at 1785.05. The strike last trading price was 81.5, which was 14.25 higher than the previous day. The implied volatity was 12.46, the open interest changed by -1 which decreased total open position to 5


On 21 Mar ICICIGI was trading at 1723.20. The strike last trading price was 67.25, which was -11.1 lower than the previous day. The implied volatity was 26.85, the open interest changed by 4 which increased total open position to 5


On 20 Mar ICICIGI was trading at 1724.75. The strike last trading price was 78.35, which was -114.9 lower than the previous day. The implied volatity was 31.70, 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 193.25, 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 1725.35. The strike last trading price was 193.25, 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 13 Mar ICICIGI was trading at 1678.75. The strike last trading price was 193.25, which was 0 lower than the previous day. The implied volatity was 1.17, 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 193.25, which was 0 lower than the previous day. The implied volatity was 1.80, 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 193.25, 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 193.25, 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 193.25, which was 0 lower than the previous day. The implied volatity was 0.41, 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 193.25, 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 193.25, which was 0 lower than the previous day. The implied volatity was 1.13, 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 193.25, which was 0 lower than the previous day. The implied volatity was 1.45, 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 193.25, 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 27 Feb ICICIGI was trading at 1701.20. The strike last trading price was 193.25, 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 26 Feb ICICIGI was trading at 1685.00. The strike last trading price was 193.25, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0


On 25 Feb ICICIGI was trading at 1687.75. The strike last trading price was 193.25, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0


On 24 Feb ICICIGI was trading at 1710.85. The strike last trading price was 193.25, 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 21 Feb ICICIGI was trading at 1733.10. The strike last trading price was 193.25, 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 Feb ICICIGI was trading at 1727.30. The strike last trading price was 193.25, 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 Feb ICICIGI was trading at 1728.95. The strike last trading price was 193.25, 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 Feb ICICIGI was trading at 1738.40. The strike last trading price was 193.25, 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 Feb ICICIGI was trading at 1725.05. The strike last trading price was 193.25, 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 14 Feb ICICIGI was trading at 1737.95. The strike last trading price was 0, 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 13 Feb ICICIGI was trading at 1776.85. The strike last trading price was 0, 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 Feb ICICIGI was trading at 1764.80. The strike last trading price was 0, 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 Feb ICICIGI was trading at 1795.10. The strike last trading price was 0, 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 Feb ICICIGI was trading at 1828.45. The strike last trading price was 0, 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 Feb ICICIGI was trading at 1826.95. The strike last trading price was 0, 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 Feb ICICIGI was trading at 1827.90. The strike last trading price was 0, 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 Feb ICICIGI was trading at 1854.65. The strike last trading price was 0, 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 4 Feb ICICIGI was trading at 1874.40. The strike last trading price was 0, 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 Feb ICICIGI was trading at 1885.35. The strike last trading price was 0, 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 1 Feb ICICIGI was trading at 1879.95. The strike last trading price was 0, 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 1720 PE
Delta: -0.30
Vega: 1.30
Theta: -1.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 1775.80 27.05 -17.75 36.24 143 19 133
7 Apr 1744.40 42.5 28.7 37.69 92 -27 110
4 Apr 1829.55 13.95 0.45 32.36 88 34 137
3 Apr 1831.50 12.15 -1.6 31.04 120 44 103
2 Apr 1829.95 13.9 -7.4 30.77 133 -4 59
1 Apr 1791.90 21.2 -3.05 30.69 154 -2 60
28 Mar 1792.85 25.2 -3.8 28.94 262 57 62
27 Mar 1794.25 29 -11 30.64 9 3 5
26 Mar 1772.45 40 0 0.00 0 0 0
25 Mar 1779.50 40 0 0.00 0 2 0
24 Mar 1785.05 40 3.45 35.76 2 1 1
21 Mar 1723.20 36.55 0 0.00 0 0 0
20 Mar 1724.75 36.55 0 0.00 0 0 0
19 Mar 1756.50 36.55 -2.6 27.19 2 1 1
17 Mar 1725.35 39.15 0 1.29 0 0 0
13 Mar 1678.75 39.15 0 - 0 0 0
12 Mar 1665.70 39.15 0 - 0 0 0
11 Mar 1700.45 39.15 0 0.05 0 0 0
10 Mar 1699.60 39.15 0 0.32 0 0 0
7 Mar 1686.95 39.15 0 - 0 0 0
6 Mar 1702.30 39.15 0 0.26 0 0 0
5 Mar 1676.90 39.15 0 - 0 0 0
3 Mar 1663.50 39.15 0 - 0 0 0
28 Feb 1690.95 39.15 0 0.03 0 0 0
27 Feb 1701.20 39.15 0 0.19 0 0 0
26 Feb 1685.00 39.15 0 - 0 0 0
25 Feb 1687.75 39.15 0 - 0 0 0
24 Feb 1710.85 39.15 0 0.81 0 0 0
21 Feb 1733.10 39.15 0 1.70 0 0 0
20 Feb 1727.30 39.15 0 1.51 0 0 0
19 Feb 1728.95 39.15 0 1.74 0 0 0
18 Feb 1738.40 39.15 0 1.87 0 0 0
17 Feb 1725.05 39.15 0 1.57 0 0 0
14 Feb 1737.95 0 0 1.96 0 0 0
13 Feb 1776.85 0 0 3.11 0 0 0
12 Feb 1764.80 0 0 2.63 0 0 0
11 Feb 1795.10 0 0 3.69 0 0 0
10 Feb 1828.45 0 0 4.79 0 0 0
7 Feb 1826.95 0 0 4.45 0 0 0
6 Feb 1827.90 0 0 4.72 0 0 0
5 Feb 1854.65 0 0 5.36 0 0 0
4 Feb 1874.40 0 0 5.89 0 0 0
3 Feb 1885.35 0 0 6.00 0 0 0
1 Feb 1879.95 0 0 5.63 0 0 0


For Icici Lombard Gic Limited - strike price 1720 expiring on 24APR2025

Delta for 1720 PE is -0.30

Historical price for 1720 PE is as follows

On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 27.05, which was -17.75 lower than the previous day. The implied volatity was 36.24, the open interest changed by 19 which increased total open position to 133


On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 42.5, which was 28.7 higher than the previous day. The implied volatity was 37.69, the open interest changed by -27 which decreased total open position to 110


On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 13.95, which was 0.45 higher than the previous day. The implied volatity was 32.36, the open interest changed by 34 which increased total open position to 137


On 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 12.15, which was -1.6 lower than the previous day. The implied volatity was 31.04, the open interest changed by 44 which increased total open position to 103


On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 13.9, which was -7.4 lower than the previous day. The implied volatity was 30.77, the open interest changed by -4 which decreased total open position to 59


On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 21.2, which was -3.05 lower than the previous day. The implied volatity was 30.69, the open interest changed by -2 which decreased total open position to 60


On 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 25.2, which was -3.8 lower than the previous day. The implied volatity was 28.94, the open interest changed by 57 which increased total open position to 62


On 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 29, which was -11 lower than the previous day. The implied volatity was 30.64, the open interest changed by 3 which increased total open position to 5


On 26 Mar ICICIGI was trading at 1772.45. The strike last trading price was 40, 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 40, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 24 Mar ICICIGI was trading at 1785.05. The strike last trading price was 40, which was 3.45 higher than the previous day. The implied volatity was 35.76, the open interest changed by 1 which increased total open position to 1


On 21 Mar ICICIGI was trading at 1723.20. The strike last trading price was 36.55, 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 36.55, 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 19 Mar ICICIGI was trading at 1756.50. The strike last trading price was 36.55, which was -2.6 lower than the previous day. The implied volatity was 27.19, the open interest changed by 1 which increased total open position to 1


On 17 Mar ICICIGI was trading at 1725.35. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 1.29, 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 39.15, 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 39.15, 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 39.15, which was 0 lower than the previous day. The implied volatity was 0.05, 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 39.15, which was 0 lower than the previous day. The implied volatity was 0.32, 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 39.15, 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 39.15, 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 5 Mar ICICIGI was trading at 1676.90. The strike last trading price was 39.15, 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 39.15, 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 39.15, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0


On 27 Feb ICICIGI was trading at 1701.20. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


On 26 Feb ICICIGI was trading at 1685.00. The strike last trading price was 39.15, 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 25 Feb ICICIGI was trading at 1687.75. The strike last trading price was 39.15, 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 24 Feb ICICIGI was trading at 1710.85. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0


On 21 Feb ICICIGI was trading at 1733.10. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0


On 20 Feb ICICIGI was trading at 1727.30. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0


On 19 Feb ICICIGI was trading at 1728.95. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0


On 18 Feb ICICIGI was trading at 1738.40. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0


On 17 Feb ICICIGI was trading at 1725.05. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0


On 14 Feb ICICIGI was trading at 1737.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0


On 13 Feb ICICIGI was trading at 1776.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0


On 12 Feb ICICIGI was trading at 1764.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.63, the open interest changed by 0 which decreased total open position to 0


On 11 Feb ICICIGI was trading at 1795.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0


On 10 Feb ICICIGI was trading at 1828.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.79, the open interest changed by 0 which decreased total open position to 0


On 7 Feb ICICIGI was trading at 1826.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0


On 6 Feb ICICIGI was trading at 1827.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.72, the open interest changed by 0 which decreased total open position to 0


On 5 Feb ICICIGI was trading at 1854.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.36, the open interest changed by 0 which decreased total open position to 0


On 4 Feb ICICIGI was trading at 1874.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0


On 3 Feb ICICIGI was trading at 1885.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.00, the open interest changed by 0 which decreased total open position to 0


On 1 Feb ICICIGI was trading at 1879.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.63, the open interest changed by 0 which decreased total open position to 0