ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
17 Dec 2024 04:11 PM IST
| ICICIGI 26DEC2024 1740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Dec | 1917.30 | 214.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1963.80 | 214.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1983.35 | 214.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Dec | 1961.35 | 214.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1948.65 | 214.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1945.80 | 214.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1962.20 | 214.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1949.90 | 214.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1932.70 | 214.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1950.85 | 214.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1896.35 | 214.15 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1834.10 | 214.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1861.85 | 214.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1871.10 | 214.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1839.45 | 214.15 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1740 expiring on 26DEC2024
Delta for 1740 CE is -
Historical price for 1740 CE is as follows
On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 214.15, 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 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 214.15, 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 Dec ICICIGI was trading at 1983.35. The strike last trading price was 214.15, 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 Dec ICICIGI was trading at 1961.35. The strike last trading price was 214.15, 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 Dec ICICIGI was trading at 1948.65. The strike last trading price was 214.15, 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 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 214.15, 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 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 214.15, 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 Dec ICICIGI was trading at 1949.90. The strike last trading price was 214.15, 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 Dec ICICIGI was trading at 1932.70. The strike last trading price was 214.15, 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 Dec ICICIGI was trading at 1950.85. The strike last trading price was 214.15, 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 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 214.15, 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 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 214.15, 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 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 214.15, 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 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 214.15, 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 214.15, 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 26DEC2024 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.17
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Dec | 1917.30 | 0.9 | 0.20 | 32.58 | 15 | -4 | 50 |
| 16 Dec | 1963.80 | 0.7 | -1.15 | 35.10 | 3 | -1 | 54 |
| 13 Dec | 1983.35 | 1.85 | 0.05 | 39.91 | 5 | -2 | 56 |
| 12 Dec | 1961.35 | 1.8 | 0.30 | 35.81 | 2 | -1 | 59 |
| 11 Dec | 1948.65 | 1.5 | -1.30 | 30.98 | 22 | -10 | 62 |
| 10 Dec | 1945.80 | 2.8 | -2.70 | 33.57 | 6 | -4 | 73 |
| 9 Dec | 1962.20 | 5.5 | 0.00 | 0.00 | 0 | -5 | 0 |
| 6 Dec | 1949.90 | 5.5 | 0.15 | 35.85 | 24 | 0 | 82 |
| 5 Dec | 1932.70 | 5.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 1950.85 | 5.35 | 0.00 | 0.00 | 0 | -3 | 0 |
| 3 Dec | 1896.35 | 5.35 | -8.55 | 27.76 | 76 | -3 | 82 |
| 2 Dec | 1834.10 | 13.9 | 2.65 | 27.96 | 98 | 55 | 88 |
| 29 Nov | 1861.85 | 11.25 | -3.10 | 27.42 | 41 | 16 | 33 |
| 28 Nov | 1871.10 | 14.35 | -3.15 | 31.98 | 17 | 16 | 16 |
| 18 Nov | 1839.45 | 17.5 | 6.11 | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1740 expiring on 26DEC2024
Delta for 1740 PE is -0.02
Historical price for 1740 PE is as follows
On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 0.9, which was 0.20 higher than the previous day. The implied volatity was 32.58, the open interest changed by -4 which decreased total open position to 50
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 0.7, which was -1.15 lower than the previous day. The implied volatity was 35.10, the open interest changed by -1 which decreased total open position to 54
On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 1.85, which was 0.05 higher than the previous day. The implied volatity was 39.91, the open interest changed by -2 which decreased total open position to 56
On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 1.8, which was 0.30 higher than the previous day. The implied volatity was 35.81, the open interest changed by -1 which decreased total open position to 59
On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 1.5, which was -1.30 lower than the previous day. The implied volatity was 30.98, the open interest changed by -10 which decreased total open position to 62
On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 2.8, which was -2.70 lower than the previous day. The implied volatity was 33.57, the open interest changed by -4 which decreased total open position to 73
On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 5.5, which was 0.15 higher than the previous day. The implied volatity was 35.85, the open interest changed by 0 which decreased total open position to 82
On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 5.35, which was 0.00 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 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 5.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 5.35, which was -8.55 lower than the previous day. The implied volatity was 27.76, the open interest changed by -3 which decreased total open position to 82
On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 13.9, which was 2.65 higher than the previous day. The implied volatity was 27.96, the open interest changed by 55 which increased total open position to 88
On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 11.25, which was -3.10 lower than the previous day. The implied volatity was 27.42, the open interest changed by 16 which increased total open position to 33
On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 14.35, which was -3.15 lower than the previous day. The implied volatity was 31.98, the open interest changed by 16 which increased total open position to 16
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 17.5, which was lower than the previous day. The implied volatity was 6.11, the open interest changed by 0 which decreased total open position to 0
