ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
15 Dec 2025 04:11 PM IST
| ICICIGI 30-DEC-2025 1740 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 1951.80 | 308.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 1937.90 | 308.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 1939.70 | 308.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 1934.80 | 308.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1961.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 3 Dec | 1972.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1986.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1970.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1740 expiring on 30DEC2025
Delta for 1740 CE is -
Historical price for 1740 CE is as follows
On 15 Dec ICICIGI was trading at 1951.80. The strike last trading price was 308.25, 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 12 Dec ICICIGI was trading at 1937.90. The strike last trading price was 308.25, 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 11 Dec ICICIGI was trading at 1939.70. The strike last trading price was 308.25, 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 Dec ICICIGI was trading at 1934.80. The strike last trading price was 308.25, 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 8 Dec ICICIGI was trading at 1961.10. 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 3 Dec ICICIGI was trading at 1972.40. 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 2 Dec ICICIGI was trading at 1986.70. 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 28 Nov ICICIGI was trading at 1970.50. 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 30DEC2025 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.50
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 1951.80 | 4.5 | -6.5 | 39.45 | 3 | 2 | 2 |
| 12 Dec | 1937.90 | 11 | 0 | 13.09 | 0 | 0 | 0 |
| 11 Dec | 1939.70 | 11 | 0 | 13.05 | 0 | 0 | 0 |
| 10 Dec | 1934.80 | 11 | 0 | 12.56 | 0 | 0 | 0 |
| 8 Dec | 1961.10 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 1972.40 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 1986.70 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 1970.50 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1740 expiring on 30DEC2025
Delta for 1740 PE is -0.06
Historical price for 1740 PE is as follows
On 15 Dec ICICIGI was trading at 1951.80. The strike last trading price was 4.5, which was -6.5 lower than the previous day. The implied volatity was 39.45, the open interest changed by 2 which increased total open position to 2
On 12 Dec ICICIGI was trading at 1937.90. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 13.09, the open interest changed by 0 which decreased total open position to 0
On 11 Dec ICICIGI was trading at 1939.70. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 13.05, the open interest changed by 0 which decreased total open position to 0
On 10 Dec ICICIGI was trading at 1934.80. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 12.56, the open interest changed by 0 which decreased total open position to 0
On 8 Dec ICICIGI was trading at 1961.10. 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 3 Dec ICICIGI was trading at 1972.40. 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 2 Dec ICICIGI was trading at 1986.70. 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 28 Nov ICICIGI was trading at 1970.50. 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































































































































































































































