ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
08 Apr 2025 05:51 PM IST
| ICICIGI 24APR2025 1740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 1.39
Theta: -1.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 1775.80 | 78.7 | 17.45 | 37.04 | 113 | 25 | 64 | |||
| 7 Apr | 1744.40 | 62.95 | -44.15 | 38.82 | 110 | 13 | 37 | |||
| 4 Apr | 1829.55 | 107.1 | -1.75 | 24.44 | 2 | -1 | 24 | |||
| 3 Apr | 1831.50 | 108.85 | 6.95 | 19.15 | 2 | 0 | 25 | |||
| 2 Apr | 1829.95 | 101.9 | 18.2 | 18.26 | 28 | -1 | 26 | |||
| 1 Apr | 1791.90 | 83.9 | -2.4 | 23.96 | 68 | 1 | 27 | |||
| 28 Mar | 1792.85 | 85.25 | 7.25 | 27.88 | 141 | 25 | 26 | |||
| 27 Mar | 1794.25 | 78 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 1772.45 | 78 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 1779.50 | 78 | 0 | 0.00 | 0 | 1 | 0 | |||
| 24 Mar | 1785.05 | 78 | 12.35 | 20.87 | 1 | 0 | 0 | |||
| 21 Mar | 1723.20 | 65.65 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 1724.75 | 65.65 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 1756.50 | 65.65 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 1725.35 | 65.65 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 1678.75 | 65.65 | 0 | 2.13 | 0 | 0 | 0 | |||
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| 12 Mar | 1665.70 | 65.65 | 0 | 2.65 | 0 | 0 | 0 | |||
| 11 Mar | 1700.45 | 65.65 | 0 | 0.75 | 0 | 0 | 0 | |||
| 10 Mar | 1699.60 | 65.65 | 0 | 0.59 | 0 | 0 | 0 | |||
| 7 Mar | 1686.95 | 65.65 | 0 | 1.33 | 0 | 0 | 0 | |||
| 6 Mar | 1702.30 | 65.65 | 0 | 0.75 | 0 | 0 | 0 | |||
| 5 Mar | 1676.90 | 65.65 | 0 | 1.62 | 0 | 0 | 0 | |||
| 3 Mar | 1663.50 | 65.65 | 0 | 2.24 | 0 | 0 | 0 | |||
| 28 Feb | 1690.95 | 65.65 | 0 | 1.28 | 0 | 0 | 0 | |||
For Icici Lombard Gic Limited - strike price 1740 expiring on 24APR2025
Delta for 1740 CE is 0.64
Historical price for 1740 CE is as follows
On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 78.7, which was 17.45 higher than the previous day. The implied volatity was 37.04, the open interest changed by 25 which increased total open position to 64
On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 62.95, which was -44.15 lower than the previous day. The implied volatity was 38.82, the open interest changed by 13 which increased total open position to 37
On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 107.1, which was -1.75 lower than the previous day. The implied volatity was 24.44, the open interest changed by -1 which decreased total open position to 24
On 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 108.85, which was 6.95 higher than the previous day. The implied volatity was 19.15, the open interest changed by 0 which decreased total open position to 25
On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 101.9, which was 18.2 higher than the previous day. The implied volatity was 18.26, the open interest changed by -1 which decreased total open position to 26
On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 83.9, which was -2.4 lower than the previous day. The implied volatity was 23.96, the open interest changed by 1 which increased total open position to 27
On 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 85.25, which was 7.25 higher than the previous day. The implied volatity was 27.88, the open interest changed by 25 which increased total open position to 26
On 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 78, 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 78, 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 78, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 24 Mar ICICIGI was trading at 1785.05. The strike last trading price was 78, which was 12.35 higher than the previous day. The implied volatity was 20.87, the open interest changed by 0 which decreased total open position to 0
On 21 Mar ICICIGI was trading at 1723.20. The strike last trading price was 65.65, 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 Mar ICICIGI was trading at 1724.75. The strike last trading price was 65.65, 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 1756.50. The strike last trading price was 65.65, 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 65.65, 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 65.65, which was 0 lower than the previous day. The implied volatity was 2.13, 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 65.65, which was 0 lower than the previous day. The implied volatity was 2.65, 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 65.65, which was 0 lower than the previous day. The implied volatity was 0.75, 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 65.65, which was 0 lower than the previous day. The implied volatity was 0.59, 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 65.65, which was 0 lower than the previous day. The implied volatity was 1.33, 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 65.65, which was 0 lower than the previous day. The implied volatity was 0.75, 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 65.65, which was 0 lower than the previous day. The implied volatity was 1.62, 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 65.65, which was 0 lower than the previous day. The implied volatity was 2.24, 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 65.65, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 24APR2025 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 1.39
Theta: -1.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 1775.80 | 33.35 | -19.65 | 35.64 | 260 | -50 | 57 |
| 7 Apr | 1744.40 | 51.35 | 33.9 | 37.47 | 319 | -24 | 106 |
| 4 Apr | 1829.55 | 16.7 | 0.1 | 31.03 | 144 | -4 | 131 |
| 3 Apr | 1831.50 | 15.6 | -2.1 | 30.57 | 74 | 14 | 135 |
| 2 Apr | 1829.95 | 17.75 | -9.3 | 30.35 | 147 | 9 | 121 |
| 1 Apr | 1791.90 | 27.2 | -2.6 | 30.73 | 225 | 19 | 111 |
| 28 Mar | 1792.85 | 31.45 | -7.85 | 28.75 | 248 | 82 | 92 |
| 27 Mar | 1794.25 | 39.3 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 1772.45 | 39.3 | 0 | 0.00 | 0 | 4 | 0 |
| 25 Mar | 1779.50 | 39.3 | -0.7 | 31.29 | 7 | 2 | 8 |
| 24 Mar | 1785.05 | 40 | -20 | 31.52 | 2 | 1 | 5 |
| 21 Mar | 1723.20 | 60 | 2.5 | 28.90 | 2 | 0 | 4 |
| 20 Mar | 1724.75 | 57.95 | 15.4 | 27.59 | 5 | 2 | 2 |
| 19 Mar | 1756.50 | 42.55 | -42.85 | 26.62 | 2 | 1 | 1 |
| 17 Mar | 1725.35 | 85.4 | 0 | 0.31 | 0 | 0 | 0 |
| 13 Mar | 1678.75 | 85.4 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1665.70 | 85.4 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1700.45 | 85.4 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1699.60 | 85.4 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 1686.95 | 85.4 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1702.30 | 85.4 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1676.90 | 85.4 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 1663.50 | 85.4 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 1690.95 | 85.4 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1740 expiring on 24APR2025
Delta for 1740 PE is -0.36
Historical price for 1740 PE is as follows
On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 33.35, which was -19.65 lower than the previous day. The implied volatity was 35.64, the open interest changed by -50 which decreased total open position to 57
On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 51.35, which was 33.9 higher than the previous day. The implied volatity was 37.47, the open interest changed by -24 which decreased total open position to 106
On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 16.7, which was 0.1 higher than the previous day. The implied volatity was 31.03, the open interest changed by -4 which decreased total open position to 131
On 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 15.6, which was -2.1 lower than the previous day. The implied volatity was 30.57, the open interest changed by 14 which increased total open position to 135
On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 17.75, which was -9.3 lower than the previous day. The implied volatity was 30.35, the open interest changed by 9 which increased total open position to 121
On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 27.2, which was -2.6 lower than the previous day. The implied volatity was 30.73, the open interest changed by 19 which increased total open position to 111
On 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 31.45, which was -7.85 lower than the previous day. The implied volatity was 28.75, the open interest changed by 82 which increased total open position to 92
On 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 39.3, 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 39.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 25 Mar ICICIGI was trading at 1779.50. The strike last trading price was 39.3, which was -0.7 lower than the previous day. The implied volatity was 31.29, the open interest changed by 2 which increased total open position to 8
On 24 Mar ICICIGI was trading at 1785.05. The strike last trading price was 40, which was -20 lower than the previous day. The implied volatity was 31.52, the open interest changed by 1 which increased total open position to 5
On 21 Mar ICICIGI was trading at 1723.20. The strike last trading price was 60, which was 2.5 higher than the previous day. The implied volatity was 28.90, the open interest changed by 0 which decreased total open position to 4
On 20 Mar ICICIGI was trading at 1724.75. The strike last trading price was 57.95, which was 15.4 higher than the previous day. The implied volatity was 27.59, the open interest changed by 2 which increased total open position to 2
On 19 Mar ICICIGI was trading at 1756.50. The strike last trading price was 42.55, which was -42.85 lower than the previous day. The implied volatity was 26.62, 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 85.4, which was 0 lower than the previous day. The implied volatity was 0.31, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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 85.4, 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
