ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Nov 2024 04:11 PM IST
| ICICIGI 28NOV2024 1720 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 | 455.1 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1840.90 | 455.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1840.90 | 455.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1839.45 | 455.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1863.40 | 455.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1868.20 | 455.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Nov | 1892.25 | 455.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1921.10 | 455.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1910.15 | 455.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1916.50 | 455.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1933.70 | 455.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1916.05 | 455.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1870.85 | 455.1 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1720 expiring on 28NOV2024
Delta for 1720 CE is -
Historical price for 1720 CE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 455.1, 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 455.1, 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 455.1, 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 455.1, 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 455.1, 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 455.1, 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 455.1, 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 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 455.1, 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 455.1, 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 455.1, 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 455.1, 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 455.1, 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 455.1, 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 1720 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0.49
Theta: -1.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1804.70 | 4.35 | 0.50 | 30.45 | 45.5 | 3.5 | 41 |
| 20 Nov | 1840.90 | 3.85 | 0.00 | 31.46 | 85 | 24 | 37.5 |
| 19 Nov | 1840.90 | 3.85 | 0.00 | 31.46 | 85 | 24 | 37.5 |
| 18 Nov | 1839.45 | 3.85 | 1.00 | 31.93 | 27.5 | -1.5 | 11 |
| 14 Nov | 1863.40 | 2.85 | 0.35 | 28.89 | 25 | -3 | 15 |
| 13 Nov | 1868.20 | 2.5 | 1.50 | 27.31 | 4 | 0 | 17.5 |
| 12 Nov | 1892.25 | 1 | 0.00 | 0.00 | 0 | -2 | 0 |
| 11 Nov | 1921.10 | 1 | -2.00 | 27.77 | 2 | 0 | 19.5 |
| 8 Nov | 1910.15 | 3 | 0.00 | 0.00 | 0 | 3.5 | 0 |
| 7 Nov | 1916.50 | 3 | -0.20 | 30.17 | 3.5 | 0 | 16 |
| 6 Nov | 1933.70 | 3.2 | -0.80 | 31.89 | 24 | 6.5 | 15.5 |
| 5 Nov | 1916.05 | 4 | -3.15 | 30.55 | 4 | 0 | 5 |
| 4 Nov | 1870.85 | 7.15 | 28.74 | 22 | 4.5 | 4.5 | |
For Icici Lombard Gic Limited - strike price 1720 expiring on 28NOV2024
Delta for 1720 PE is -0.12
Historical price for 1720 PE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 4.35, which was 0.50 higher than the previous day. The implied volatity was 30.45, the open interest changed by 7 which increased total open position to 82
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was 31.46, the open interest changed by 48 which increased total open position to 75
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was 31.46, the open interest changed by 48 which increased total open position to 75
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 3.85, which was 1.00 higher than the previous day. The implied volatity was 31.93, the open interest changed by -3 which decreased total open position to 22
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 2.85, which was 0.35 higher than the previous day. The implied volatity was 28.89, the open interest changed by -6 which decreased total open position to 30
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 2.5, which was 1.50 higher than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 35
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 1, which was 0.00 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 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 1, which was -2.00 lower than the previous day. The implied volatity was 27.77, the open interest changed by 0 which decreased total open position to 39
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 3, which was -0.20 lower than the previous day. The implied volatity was 30.17, the open interest changed by 0 which decreased total open position to 32
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 3.2, which was -0.80 lower than the previous day. The implied volatity was 31.89, the open interest changed by 13 which increased total open position to 31
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 4, which was -3.15 lower than the previous day. The implied volatity was 30.55, the open interest changed by 0 which decreased total open position to 10
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 7.15, which was lower than the previous day. The implied volatity was 28.74, the open interest changed by 9 which increased total open position to 9
