Historical option data for ICICIGI
12 Jun 2026 04:10 PM IST
| ICICIGI 30-Jun-2026 (17d) 1760 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.01
Theta: -0.78
Gamma: 0.00408
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 1695.70 | 12 | -7 (-36.84%) | 20.75 | 400 | 37 | 186 | |||||||||
| 11 Jun | 1712.40 | 19.5 | -7.55 (-27.91%) | 21.41 | 113 | 11 | 149 | |||||||||
| 10 Jun | 1732.20 | 28 | -22.55 (-44.61%) | 22.35 | 194 | 20 | 138 | |||||||||
| 9 Jun | 1777.70 | 50.5 | 17.55 (53.26%) | 22.49 | 318 | -34 | 119 | |||||||||
| 8 Jun | 1738.40 | 32.2 | -12.8 (-28.44%) | 23.06 | 143 | 18 | 154 | |||||||||
| 5 Jun | 1758.00 | 45.5 | 10.7 (30.75%) | 24.05 | 530 | 56 | 135 | |||||||||
| 4 Jun | 1732.90 | 35.65 | -4.7 (-11.65%) | 23.66 | 113 | 19 | 80 | |||||||||
| 3 Jun | 1740.80 | 40 | -1.65 (-3.96%) | 23.94 | 74 | -8 | 61 | |||||||||
| 2 Jun | 1746.50 | 43.1 | 0.2 (0.47%) | 24.36 | 193 | 18 | 69 | |||||||||
| 1 Jun | 1747.90 | 42.35 | -91.65 (-68.40%) | 22.28 | 120 | 44 | 49 | |||||||||
| 29 May | 1792.20 | 134 | 0 (0.00%) | - | 2 | 0 | 5 | |||||||||
| 27 May | 1850.60 | 134 | 0 (0.00%) | 14.72 | 2 | 0 | 5 | |||||||||
| 26 May | 1860.30 | 134 | 19.35 (16.88%) | 14.72 | 2 | 2 | 5 | |||||||||
| 25 May | 1854.30 | 117 | 37.15 (46.52%) | 21.79 | 2 | 0 | 2 | |||||||||
| 22 May | 1826.20 | 79.85 | -0.15 (-0.19%) | 28.74 | 1 | 0 | 2 | |||||||||
| 21 May | 1801.00 | 79.85 | 4.85 (6.47%) | 28.74 | 1 | 0 | 2 | |||||||||
| 20 May | 1784.80 | 74.8 | -9.2 (-10.95%) | 25.53 | 3 | 2 | 2 | |||||||||
| 19 May | 1822.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 1813.00 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1835.20 | 0 | -83.75 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1848.90 | 0 | -83.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1804.20 | 0 | -83.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1782.80 | 0 | -83.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1828.60 | 0 | -83.75 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1828.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1850.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1782.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1794.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1768.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1750.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1726.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1713.00 | 0 | 0 (0.00%) | 0.24 | 0 | 0 | 0 | |||||||||
| 2 Apr | 1689.10 | 0 | 0 (0.00%) | 1.09 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1760 expiring on 30JUN2026
Delta for 1760 CE is 0.26
Historical price for 1760 CE is as follows
On 12 Jun ICICIGI was trading at 1695.70. The strike last trading price was 12, which was -7 lower than the previous day. The implied volatity was 20.75, the open interest changed by 37 which increased total open position to 186
On 11 Jun ICICIGI was trading at 1712.40. The strike last trading price was 19.5, which was -7.55 lower than the previous day. The implied volatity was 21.41, the open interest changed by 11 which increased total open position to 149
On 10 Jun ICICIGI was trading at 1732.20. The strike last trading price was 28, which was -22.55 lower than the previous day. The implied volatity was 22.35, the open interest changed by 20 which increased total open position to 138
On 9 Jun ICICIGI was trading at 1777.70. The strike last trading price was 50.5, which was 17.55 higher than the previous day. The implied volatity was 22.49, the open interest changed by -34 which decreased total open position to 119
On 8 Jun ICICIGI was trading at 1738.40. The strike last trading price was 32.2, which was -12.8 lower than the previous day. The implied volatity was 23.06, the open interest changed by 18 which increased total open position to 154
On 5 Jun ICICIGI was trading at 1758.00. The strike last trading price was 45.5, which was 10.7 higher than the previous day. The implied volatity was 24.05, the open interest changed by 56 which increased total open position to 135
On 4 Jun ICICIGI was trading at 1732.90. The strike last trading price was 35.65, which was -4.7 lower than the previous day. The implied volatity was 23.66, the open interest changed by 19 which increased total open position to 80
On 3 Jun ICICIGI was trading at 1740.80. The strike last trading price was 40, which was -1.65 lower than the previous day. The implied volatity was 23.94, the open interest changed by -8 which decreased total open position to 61
On 2 Jun ICICIGI was trading at 1746.50. The strike last trading price was 43.1, which was 0.2 higher than the previous day. The implied volatity was 24.36, the open interest changed by 18 which increased total open position to 69
On 1 Jun ICICIGI was trading at 1747.90. The strike last trading price was 42.35, which was -91.65 lower than the previous day. The implied volatity was 22.28, the open interest changed by 44 which increased total open position to 49
On 29 May ICICIGI was trading at 1792.20. The strike last trading price was 134, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 27 May ICICIGI was trading at 1850.60. The strike last trading price was 134, which was 0 lower than the previous day. The implied volatity was 14.72, the open interest changed by 0 which decreased total open position to 5
On 26 May ICICIGI was trading at 1860.30. The strike last trading price was 134, which was 19.35 higher than the previous day. The implied volatity was 14.72, the open interest changed by 2 which increased total open position to 5
On 25 May ICICIGI was trading at 1854.30. The strike last trading price was 117, which was 37.15 higher than the previous day. The implied volatity was 21.79, the open interest changed by 0 which decreased total open position to 2
On 22 May ICICIGI was trading at 1826.20. The strike last trading price was 79.85, which was -0.15 lower than the previous day. The implied volatity was 28.74, the open interest changed by 0 which decreased total open position to 2
On 21 May ICICIGI was trading at 1801.00. The strike last trading price was 79.85, which was 4.85 higher than the previous day. The implied volatity was 28.74, the open interest changed by 0 which decreased total open position to 2
On 20 May ICICIGI was trading at 1784.80. The strike last trading price was 74.8, which was -9.2 lower than the previous day. The implied volatity was 25.53, the open interest changed by 2 which increased total open position to 2
On 19 May ICICIGI was trading at 1822.80. 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 18 May ICICIGI was trading at 1813.00. 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 15 May ICICIGI was trading at 1835.20. The strike last trading price was 0, which was -83.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ICICIGI was trading at 1848.90. The strike last trading price was 0, which was -83.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ICICIGI was trading at 1804.20. The strike last trading price was 0, which was -83.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ICICIGI was trading at 1782.80. The strike last trading price was 0, which was -83.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ICICIGI was trading at 1828.60. The strike last trading price was 0, which was -83.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ICICIGI was trading at 1828.00. 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 7 May ICICIGI was trading at 1850.20. 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 13 Apr ICICIGI was trading at 1782.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr ICICIGI was trading at 1794.50. 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
On 9 Apr ICICIGI was trading at 1768.60. 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 8 Apr ICICIGI was trading at 1750.50. 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
On 7 Apr ICICIGI was trading at 1726.60. 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 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0
On 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 30-Jun-2026 (17d) 1760 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
Vega: 0.01
Theta: -0.53
Gamma: 0.00413
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 1695.70 | 65.05 | 4.8 (7.97%) | 20.76 | 76 | -33 | 172 |
| 11 Jun | 1712.40 | 59.5 | 10.5 (21.43%) | 20.71 | 7 | -5 | 206 |
| 10 Jun | 1732.20 | 49.55 | 22.55 (83.52%) | 23.72 | 165 | -4 | 212 |
| 9 Jun | 1777.70 | 27.05 | -18.05 (-40.02%) | 20.69 | 503 | 49 | 217 |
| 8 Jun | 1738.40 | 45.6 | 11.6 (34.12%) | 21.51 | 42 | 10 | 168 |
| 5 Jun | 1758.00 | 32.3 | -14.7 (-31.28%) | 18.14 | 277 | 47 | 159 |
| 4 Jun | 1732.90 | 46.4 | 3.5 (8.16%) | 19.16 | 31 | -11 | 112 |
| 3 Jun | 1740.80 | 43 | 0 (0.00%) | 19.02 | 29 | 3 | 124 |
| 2 Jun | 1746.50 | 42 | -1 (-2.33%) | 19.73 | 62 | -6 | 121 |
| 1 Jun | 1747.90 | 43 | 22 (104.76%) | 20.02 | 95 | 4 | 120 |
| 29 May | 1792.20 | 25 | 11 (78.57%) | 20.24 | 149 | 4 | 118 |
| 27 May | 1850.60 | 14 | 0 (0.00%) | 21.87 | 119 | 37 | 114 |
| 26 May | 1860.30 | 14 | -3 (-17.65%) | 23.57 | 135 | 58 | 77 |
| 25 May | 1854.30 | 17 | -8 (-32.00%) | 23.31 | 31 | 0 | 10 |
| 22 May | 1826.20 | 24.6 | -15.75 (-39.03%) | 23.18 | 19 | -3 | 9 |
| 21 May | 1801.00 | 40.35 | -0.7 (-1.71%) | 24.65 | 2 | 1 | 12 |
| 20 May | 1784.80 | 41.05 | 12.2 (42.29%) | 23.28 | 10 | 7 | 10 |
| 19 May | 1822.80 | 28.85 | 0 (0.00%) | - | 0 | 0 | 3 |
| 18 May | 1813.00 | 28.85 | 0 (0.00%) | - | 0 | 0 | 3 |
| 15 May | 1835.20 | 28.85 | -72.75 (-71.60%) | 24.82 | 3 | 2 | 2 |
| 14 May | 1848.90 | 0 | -101.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1804.20 | 0 | -101.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1782.80 | 0 | -101.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1828.60 | 0 | -102 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1828.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 1850.20 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 1782.20 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 1794.50 | 0 | 0 (0.00%) | 2.13 | 0 | 0 | 0 |
| 9 Apr | 1768.60 | 0 | 0 (0.00%) | 1.67 | 0 | 0 | 0 |
| 8 Apr | 1750.50 | 0 | 0 (0.00%) | 1.55 | 0 | 0 | 0 |
| 7 Apr | 1726.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 1713.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 1689.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1760 expiring on 30JUN2026
Delta for 1760 PE is -0.74
Historical price for 1760 PE is as follows
On 12 Jun ICICIGI was trading at 1695.70. The strike last trading price was 65.05, which was 4.8 higher than the previous day. The implied volatity was 20.76, the open interest changed by -33 which decreased total open position to 172
On 11 Jun ICICIGI was trading at 1712.40. The strike last trading price was 59.5, which was 10.5 higher than the previous day. The implied volatity was 20.71, the open interest changed by -5 which decreased total open position to 206
On 10 Jun ICICIGI was trading at 1732.20. The strike last trading price was 49.55, which was 22.55 higher than the previous day. The implied volatity was 23.72, the open interest changed by -4 which decreased total open position to 212
On 9 Jun ICICIGI was trading at 1777.70. The strike last trading price was 27.05, which was -18.05 lower than the previous day. The implied volatity was 20.69, the open interest changed by 49 which increased total open position to 217
On 8 Jun ICICIGI was trading at 1738.40. The strike last trading price was 45.6, which was 11.6 higher than the previous day. The implied volatity was 21.51, the open interest changed by 10 which increased total open position to 168
On 5 Jun ICICIGI was trading at 1758.00. The strike last trading price was 32.3, which was -14.7 lower than the previous day. The implied volatity was 18.14, the open interest changed by 47 which increased total open position to 159
On 4 Jun ICICIGI was trading at 1732.90. The strike last trading price was 46.4, which was 3.5 higher than the previous day. The implied volatity was 19.16, the open interest changed by -11 which decreased total open position to 112
On 3 Jun ICICIGI was trading at 1740.80. The strike last trading price was 43, which was 0 lower than the previous day. The implied volatity was 19.02, the open interest changed by 3 which increased total open position to 124
On 2 Jun ICICIGI was trading at 1746.50. The strike last trading price was 42, which was -1 lower than the previous day. The implied volatity was 19.73, the open interest changed by -6 which decreased total open position to 121
On 1 Jun ICICIGI was trading at 1747.90. The strike last trading price was 43, which was 22 higher than the previous day. The implied volatity was 20.02, the open interest changed by 4 which increased total open position to 120
On 29 May ICICIGI was trading at 1792.20. The strike last trading price was 25, which was 11 higher than the previous day. The implied volatity was 20.24, the open interest changed by 4 which increased total open position to 118
On 27 May ICICIGI was trading at 1850.60. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was 21.87, the open interest changed by 37 which increased total open position to 114
On 26 May ICICIGI was trading at 1860.30. The strike last trading price was 14, which was -3 lower than the previous day. The implied volatity was 23.57, the open interest changed by 58 which increased total open position to 77
On 25 May ICICIGI was trading at 1854.30. The strike last trading price was 17, which was -8 lower than the previous day. The implied volatity was 23.31, the open interest changed by 0 which decreased total open position to 10
On 22 May ICICIGI was trading at 1826.20. The strike last trading price was 24.6, which was -15.75 lower than the previous day. The implied volatity was 23.18, the open interest changed by -3 which decreased total open position to 9
On 21 May ICICIGI was trading at 1801.00. The strike last trading price was 40.35, which was -0.7 lower than the previous day. The implied volatity was 24.65, the open interest changed by 1 which increased total open position to 12
On 20 May ICICIGI was trading at 1784.80. The strike last trading price was 41.05, which was 12.2 higher than the previous day. The implied volatity was 23.28, the open interest changed by 7 which increased total open position to 10
On 19 May ICICIGI was trading at 1822.80. The strike last trading price was 28.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 May ICICIGI was trading at 1813.00. The strike last trading price was 28.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May ICICIGI was trading at 1835.20. The strike last trading price was 28.85, which was -72.75 lower than the previous day. The implied volatity was 24.82, the open interest changed by 2 which increased total open position to 2
On 14 May ICICIGI was trading at 1848.90. The strike last trading price was 0, which was -101.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ICICIGI was trading at 1804.20. The strike last trading price was 0, which was -101.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ICICIGI was trading at 1782.80. The strike last trading price was 0, which was -101.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ICICIGI was trading at 1828.60. The strike last trading price was 0, which was -102 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ICICIGI was trading at 1828.00. 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 7 May ICICIGI was trading at 1850.20. 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 13 Apr ICICIGI was trading at 1782.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr ICICIGI was trading at 1794.50. The strike last trading price was 0, 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 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0
On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
On 7 Apr ICICIGI was trading at 1726.60. 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 6 Apr ICICIGI was trading at 1713.00. 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 Apr ICICIGI was trading at 1689.10. 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
