ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
24 Apr 2026 01:35 PM IST
| ICICIGI 28-Apr-2026 (4d) 1740 CE | ||||||||||||||||
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Delta: 0.8
Vega: 0.01
Theta: -1.53
Gamma: 0.00608
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1773.40 | 42.95 | -107.45 | 23.51 | 45 | -10 | 129 | |||||||||
| 23 Apr | 1809.90 | 150.4 | -5.449999999999989 | - | 0 | 0 | 139 | |||||||||
| 22 Apr | 1829.00 | 150.4 | -5.449999999999989 | - | 0 | 0 | 139 | |||||||||
| 21 Apr | 1840.00 | 150.4 | -5.449999999999989 | - | 0 | 0 | 139 | |||||||||
| 20 Apr | 1876.50 | 150.4 | -5.449999999999989 | - | 0 | 0 | 139 | |||||||||
| 17 Apr | 1891.60 | 150.4 | 1.450000000000017 | 29.28 | 1 | 0 | 138 | |||||||||
| 16 Apr | 1886.70 | 149.35 | 20.349999999999994 | 29.46 | 40 | 1 | 138 | |||||||||
| 15 Apr | 1858.00 | 135.05 | 61.85000000000001 | 37.54 | 161 | -25 | 138 | |||||||||
| 13 Apr | 1782.20 | 72.75 | -6.75 | 31.88 | 37 | -6 | 162 | |||||||||
| 10 Apr | 1786.00 | 83.6 | 12.899999999999991 | 34.53 | 57 | -23 | 171 | |||||||||
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| 9 Apr | 1768.60 | 70.7 | 13.55 | 33.71 | 204 | 41 | 195 | |||||||||
| 8 Apr | 1750.50 | 58 | 7.9 | 26.08 | 112 | -17 | 156 | |||||||||
| 7 Apr | 1726.60 | 50.2 | 4.5 | 30.37 | 142 | 23 | 173 | |||||||||
| 6 Apr | 1713.00 | 45.95 | 10 | 30.32 | 261 | 28 | 145 | |||||||||
| 2 Apr | 1689.10 | 36 | -3.8 | 28.11 | 291 | 31 | 113 | |||||||||
| 1 Apr | 1694.90 | 39 | -8.6 | 28.65 | 302 | 81 | 128 | |||||||||
| 30 Mar | 1710.60 | 48.8 | -17.15 | 29.96 | 97 | 25 | 48 | |||||||||
| 27 Mar | 1747.00 | 65.2 | 2.9 | 27.97 | 30 | 19 | 24 | |||||||||
| 25 Mar | 1770.30 | 62.3 | -141.55 | - | 0 | 0 | 5 | |||||||||
| 24 Mar | 1730.10 | 62.3 | -141.55 | - | 0 | 0 | 5 | |||||||||
| 23 Mar | 1722.20 | 62.3 | -141.55 | 29.09 | 5 | 0 | 0 | |||||||||
| 20 Mar | 1777.20 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1792.10 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1831.20 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1835.80 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1850.50 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1837.10 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1855.30 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1875.20 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1889.30 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1889.70 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1880.30 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1875.20 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1855.50 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1740 expiring on 28APR2026
Delta for 1740 CE is 0.8
Historical price for 1740 CE is as follows
On 24 Apr ICICIGI was trading at 1773.40. The strike last trading price was 42.95, which was -107.45 lower than the previous day. The implied volatity was 23.51, the open interest changed by -10 which decreased total open position to 129
On 23 Apr ICICIGI was trading at 1809.90. The strike last trading price was 150.4, which was -5.449999999999989 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 139
On 22 Apr ICICIGI was trading at 1829.00. The strike last trading price was 150.4, which was -5.449999999999989 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 139
On 21 Apr ICICIGI was trading at 1840.00. The strike last trading price was 150.4, which was -5.449999999999989 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 139
On 20 Apr ICICIGI was trading at 1876.50. The strike last trading price was 150.4, which was -5.449999999999989 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 139
On 17 Apr ICICIGI was trading at 1891.60. The strike last trading price was 150.4, which was 1.450000000000017 higher than the previous day. The implied volatity was 29.28, the open interest changed by 0 which decreased total open position to 138
On 16 Apr ICICIGI was trading at 1886.70. The strike last trading price was 149.35, which was 20.349999999999994 higher than the previous day. The implied volatity was 29.46, the open interest changed by 1 which increased total open position to 138
On 15 Apr ICICIGI was trading at 1858.00. The strike last trading price was 135.05, which was 61.85000000000001 higher than the previous day. The implied volatity was 37.54, the open interest changed by -25 which decreased total open position to 138
On 13 Apr ICICIGI was trading at 1782.20. The strike last trading price was 72.75, which was -6.75 lower than the previous day. The implied volatity was 31.88, the open interest changed by -6 which decreased total open position to 162
On 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 83.6, which was 12.899999999999991 higher than the previous day. The implied volatity was 34.53, the open interest changed by -23 which decreased total open position to 171
On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 70.7, which was 13.55 higher than the previous day. The implied volatity was 33.71, the open interest changed by 41 which increased total open position to 195
On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was 58, which was 7.9 higher than the previous day. The implied volatity was 26.08, the open interest changed by -17 which decreased total open position to 156
On 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was 50.2, which was 4.5 higher than the previous day. The implied volatity was 30.37, the open interest changed by 23 which increased total open position to 173
On 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 45.95, which was 10 higher than the previous day. The implied volatity was 30.32, the open interest changed by 28 which increased total open position to 145
On 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 36, which was -3.8 lower than the previous day. The implied volatity was 28.11, the open interest changed by 31 which increased total open position to 113
On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 39, which was -8.6 lower than the previous day. The implied volatity was 28.65, the open interest changed by 81 which increased total open position to 128
On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 48.8, which was -17.15 lower than the previous day. The implied volatity was 29.96, the open interest changed by 25 which increased total open position to 48
On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 65.2, which was 2.9 higher than the previous day. The implied volatity was 27.97, the open interest changed by 19 which increased total open position to 24
On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 62.3, which was -141.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 62.3, which was -141.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 62.3, which was -141.55 lower than the previous day. The implied volatity was 29.09, the open interest changed by 0 which decreased total open position to 0
On 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 203.85, 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 Mar ICICIGI was trading at 1792.10. The strike last trading price was 203.85, 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 Mar ICICIGI was trading at 1831.20. The strike last trading price was 203.85, 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 1835.80. The strike last trading price was 203.85, 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 16 Mar ICICIGI was trading at 1850.50. The strike last trading price was 203.85, 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 1837.10. The strike last trading price was 203.85, 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 1855.30. The strike last trading price was 203.85, 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 1875.20. The strike last trading price was 203.85, 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 1889.30. The strike last trading price was 203.85, 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 9 Mar ICICIGI was trading at 1889.70. The strike last trading price was 203.85, 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 1880.30. The strike last trading price was 203.85, 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 1875.20. The strike last trading price was 203.85, 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 Mar ICICIGI was trading at 1855.50. The strike last trading price was 203.85, 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 28-Apr-2026 (4d) 1740 PE | |||||||
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Delta: -0.16
Vega: 0
Theta: -0.78
Gamma: 0.00673
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1773.40 | 3 | 1.45 | 18.38 | 422 | 55 | 282 |
| 23 Apr | 1809.90 | 1.55 | 0 | 23.34 | 184 | 32 | 225 |
| 22 Apr | 1829.00 | 1.6 | -0.5 | 25.19 | 183 | 26 | 194 |
| 21 Apr | 1840.00 | 2.15 | -0.10000000000000009 | 25.86 | 15 | -5 | 165 |
| 20 Apr | 1876.50 | 2.25 | 0.20000000000000018 | 32.38 | 6 | -2 | 170 |
| 17 Apr | 1891.60 | 1.85 | -0.75 | 28.95 | 75 | -5 | 172 |
| 16 Apr | 1886.70 | 2.6 | -6.25 | 29.06 | 671 | -184 | 178 |
| 15 Apr | 1858.00 | 7.2 | -21.7 | 32.68 | 1,519 | 153 | 364 |
| 13 Apr | 1782.20 | 28.05 | 1.1500000000000021 | 35.31 | 183 | 34 | 209 |
| 10 Apr | 1786.00 | 25 | -7.25 | 29.28 | 275 | 15 | 171 |
| 9 Apr | 1768.60 | 33.5 | -7.45 | 29.91 | 375 | 22 | 156 |
| 8 Apr | 1750.50 | 39.6 | -17.05 | 32.21 | 147 | 45 | 133 |
| 7 Apr | 1726.60 | 56.6 | -5.85 | 34.16 | 68 | 29 | 88 |
| 6 Apr | 1713.00 | 62.75 | -22.4 | 33.86 | 31 | 6 | 61 |
| 2 Apr | 1689.10 | 85.15 | 10.4 | 36.47 | 15 | -1 | 54 |
| 1 Apr | 1694.90 | 74.1 | 1.65 | 30.76 | 61 | 19 | 54 |
| 30 Mar | 1710.60 | 71.9 | 21.45 | 32.09 | 24 | 0 | 35 |
| 27 Mar | 1747.00 | 50.95 | 20.95 | 28.49 | 30 | 13 | 35 |
| 25 Mar | 1770.30 | 30 | 1.1 | 23.75 | 3 | 2 | 22 |
| 24 Mar | 1730.10 | 28.9 | 7.85 | - | 0 | 0 | 20 |
| 23 Mar | 1722.20 | 28.9 | 7.85 | - | 0 | 0 | 20 |
| 20 Mar | 1777.20 | 28.9 | 7.85 | 22.18 | 5 | 4 | 19 |
| 19 Mar | 1792.10 | 21.05 | 9 | - | 0 | 0 | 15 |
| 18 Mar | 1831.20 | 21.05 | 9 | - | 0 | 0 | 15 |
| 17 Mar | 1835.80 | 21.05 | 9 | 25.94 | 24 | 11 | 13 |
| 16 Mar | 1850.50 | 12.05 | -8 | - | 0 | 0 | 0 |
| 13 Mar | 1837.10 | 12.05 | -8 | - | 0 | 0 | 0 |
| 12 Mar | 1855.30 | 12.05 | -8 | - | 0 | 0 | 2 |
| 11 Mar | 1875.20 | 12.05 | -8 | - | 0 | 0 | 2 |
| 10 Mar | 1889.30 | 12.05 | -8 | - | 0 | 0 | 2 |
| 9 Mar | 1889.70 | 12.05 | -8 | - | 0 | 0 | 2 |
| 6 Mar | 1880.30 | 12.05 | -8 | - | 0 | 0 | 2 |
| 5 Mar | 1875.20 | 12.05 | -8 | - | 0 | 0 | 2 |
| 4 Mar | 1855.50 | 12.05 | -8 | - | 0 | 0 | 2 |
For Icici Lombard Gic Limited - strike price 1740 expiring on 28APR2026
Delta for 1740 PE is -0.16
Historical price for 1740 PE is as follows
On 24 Apr ICICIGI was trading at 1773.40. The strike last trading price was 3, which was 1.45 higher than the previous day. The implied volatity was 18.38, the open interest changed by 55 which increased total open position to 282
On 23 Apr ICICIGI was trading at 1809.90. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 23.34, the open interest changed by 32 which increased total open position to 225
On 22 Apr ICICIGI was trading at 1829.00. The strike last trading price was 1.6, which was -0.5 lower than the previous day. The implied volatity was 25.19, the open interest changed by 26 which increased total open position to 194
On 21 Apr ICICIGI was trading at 1840.00. The strike last trading price was 2.15, which was -0.10000000000000009 lower than the previous day. The implied volatity was 25.86, the open interest changed by -5 which decreased total open position to 165
On 20 Apr ICICIGI was trading at 1876.50. The strike last trading price was 2.25, which was 0.20000000000000018 higher than the previous day. The implied volatity was 32.38, the open interest changed by -2 which decreased total open position to 170
On 17 Apr ICICIGI was trading at 1891.60. The strike last trading price was 1.85, which was -0.75 lower than the previous day. The implied volatity was 28.95, the open interest changed by -5 which decreased total open position to 172
On 16 Apr ICICIGI was trading at 1886.70. The strike last trading price was 2.6, which was -6.25 lower than the previous day. The implied volatity was 29.06, the open interest changed by -184 which decreased total open position to 178
On 15 Apr ICICIGI was trading at 1858.00. The strike last trading price was 7.2, which was -21.7 lower than the previous day. The implied volatity was 32.68, the open interest changed by 153 which increased total open position to 364
On 13 Apr ICICIGI was trading at 1782.20. The strike last trading price was 28.05, which was 1.1500000000000021 higher than the previous day. The implied volatity was 35.31, the open interest changed by 34 which increased total open position to 209
On 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 25, which was -7.25 lower than the previous day. The implied volatity was 29.28, the open interest changed by 15 which increased total open position to 171
On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 33.5, which was -7.45 lower than the previous day. The implied volatity was 29.91, the open interest changed by 22 which increased total open position to 156
On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was 39.6, which was -17.05 lower than the previous day. The implied volatity was 32.21, the open interest changed by 45 which increased total open position to 133
On 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was 56.6, which was -5.85 lower than the previous day. The implied volatity was 34.16, the open interest changed by 29 which increased total open position to 88
On 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 62.75, which was -22.4 lower than the previous day. The implied volatity was 33.86, the open interest changed by 6 which increased total open position to 61
On 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 85.15, which was 10.4 higher than the previous day. The implied volatity was 36.47, the open interest changed by -1 which decreased total open position to 54
On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 74.1, which was 1.65 higher than the previous day. The implied volatity was 30.76, the open interest changed by 19 which increased total open position to 54
On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 71.9, which was 21.45 higher than the previous day. The implied volatity was 32.09, the open interest changed by 0 which decreased total open position to 35
On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 50.95, which was 20.95 higher than the previous day. The implied volatity was 28.49, the open interest changed by 13 which increased total open position to 35
On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 30, which was 1.1 higher than the previous day. The implied volatity was 23.75, the open interest changed by 2 which increased total open position to 22
On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 28.9, which was 7.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 28.9, which was 7.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 28.9, which was 7.85 higher than the previous day. The implied volatity was 22.18, the open interest changed by 4 which increased total open position to 19
On 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 21.05, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 18 Mar ICICIGI was trading at 1831.20. The strike last trading price was 21.05, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 17 Mar ICICIGI was trading at 1835.80. The strike last trading price was 21.05, which was 9 higher than the previous day. The implied volatity was 25.94, the open interest changed by 11 which increased total open position to 13
On 16 Mar ICICIGI was trading at 1850.50. The strike last trading price was 12.05, which was -8 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 1837.10. The strike last trading price was 12.05, which was -8 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 1855.30. The strike last trading price was 12.05, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Mar ICICIGI was trading at 1875.20. The strike last trading price was 12.05, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 12.05, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Mar ICICIGI was trading at 1889.70. The strike last trading price was 12.05, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Mar ICICIGI was trading at 1880.30. The strike last trading price was 12.05, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Mar ICICIGI was trading at 1875.20. The strike last trading price was 12.05, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Mar ICICIGI was trading at 1855.50. The strike last trading price was 12.05, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
