ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Nov 2024 04:11 PM IST
| ICICIGI 28NOV2024 1740 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1804.70 | 75.95 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 20 Nov | 1840.90 | 75.95 | 0.00 | - | 0.5 | 0.5 | 0 | |||
| 19 Nov | 1840.90 | 75.95 | -464.30 | - | 0.5 | 0 | 0 | |||
| 18 Nov | 1839.45 | 540.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1863.40 | 540.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1868.20 | 540.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1892.25 | 540.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1921.10 | 540.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1910.15 | 540.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1916.50 | 540.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1933.70 | 540.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1916.05 | 540.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Nov | 1870.85 | 540.25 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1740 expiring on 28NOV2024
Delta for 1740 CE is 0.00
Historical price for 1740 CE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 75.95, which was 0.00 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 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 75.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 75.95, which was -464.30 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 540.25, 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 540.25, 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 540.25, 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 540.25, 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 540.25, 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 540.25, 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 540.25, 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 540.25, 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 540.25, 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 540.25, 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 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 0.63
Theta: -1.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1804.70 | 6.9 | 1.25 | 29.61 | 22 | -3.5 | 39.5 |
| 20 Nov | 1840.90 | 5.65 | 0.00 | 30.47 | 104 | -4.5 | 43 |
| 19 Nov | 1840.90 | 5.65 | 0.35 | 30.47 | 104 | -4.5 | 43 |
| 18 Nov | 1839.45 | 5.3 | 0.65 | 30.60 | 74.5 | 12 | 48 |
| 14 Nov | 1863.40 | 4.65 | -0.15 | 29.13 | 32 | 5.5 | 36.5 |
| 13 Nov | 1868.20 | 4.8 | 1.15 | 28.47 | 34 | -0.5 | 31 |
| 12 Nov | 1892.25 | 3.65 | 1.00 | 28.94 | 96 | 2 | 32 |
| 11 Nov | 1921.10 | 2.65 | -0.55 | 29.91 | 3.5 | 0 | 30 |
| 8 Nov | 1910.15 | 3.2 | -0.35 | 26.67 | 13 | 7.5 | 31 |
| 7 Nov | 1916.50 | 3.55 | 0.65 | 28.79 | 17 | 5 | 23 |
| 6 Nov | 1933.70 | 2.9 | -3.45 | 28.92 | 20 | 9.5 | 17.5 |
| 5 Nov | 1916.05 | 6.35 | -3.15 | 31.51 | 32 | -0.5 | 8.5 |
| 4 Nov | 1870.85 | 9.5 | 28.66 | 32.5 | 9 | 9 | |
For Icici Lombard Gic Limited - strike price 1740 expiring on 28NOV2024
Delta for 1740 PE is -0.17
Historical price for 1740 PE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 6.9, which was 1.25 higher than the previous day. The implied volatity was 29.61, the open interest changed by -7 which decreased total open position to 79
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 5.65, which was 0.00 lower than the previous day. The implied volatity was 30.47, the open interest changed by -9 which decreased total open position to 86
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 5.65, which was 0.35 higher than the previous day. The implied volatity was 30.47, the open interest changed by -9 which decreased total open position to 86
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 5.3, which was 0.65 higher than the previous day. The implied volatity was 30.60, the open interest changed by 24 which increased total open position to 96
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 4.65, which was -0.15 lower than the previous day. The implied volatity was 29.13, the open interest changed by 11 which increased total open position to 73
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 4.8, which was 1.15 higher than the previous day. The implied volatity was 28.47, the open interest changed by -1 which decreased total open position to 62
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 3.65, which was 1.00 higher than the previous day. The implied volatity was 28.94, the open interest changed by 4 which increased total open position to 64
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 2.65, which was -0.55 lower than the previous day. The implied volatity was 29.91, the open interest changed by 0 which decreased total open position to 60
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 3.2, which was -0.35 lower than the previous day. The implied volatity was 26.67, the open interest changed by 15 which increased total open position to 62
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 3.55, which was 0.65 higher than the previous day. The implied volatity was 28.79, the open interest changed by 10 which increased total open position to 46
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 2.9, which was -3.45 lower than the previous day. The implied volatity was 28.92, the open interest changed by 19 which increased total open position to 35
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 6.35, which was -3.15 lower than the previous day. The implied volatity was 31.51, the open interest changed by -1 which decreased total open position to 17
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 9.5, which was lower than the previous day. The implied volatity was 28.66, the open interest changed by 18 which increased total open position to 18
