ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
12 Dec 2025 04:11 PM IST
| ICICIGI 30-DEC-2025 1760 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1937.90 | 292.05 | 92.85 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 1939.70 | 292.05 | 92.85 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 1934.80 | 292.05 | 92.85 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1961.10 | 292.05 | 92.85 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1972.40 | 292.05 | 92.85 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1986.70 | 292.05 | 92.85 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1970.50 | 292.05 | 92.85 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 2037.60 | 292.05 | 92.85 | - | 6 | 3 | 3 | |||||||||
|
|
||||||||||||||||
| 14 Oct | 1854.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 1882.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 1878.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 1906.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 1925.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 1911.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1760 expiring on 30DEC2025
Delta for 1760 CE is -
Historical price for 1760 CE is as follows
On 12 Dec ICICIGI was trading at 1937.90. The strike last trading price was 292.05, which was 92.85 higher 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 292.05, which was 92.85 higher 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 292.05, which was 92.85 higher 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 292.05, which was 92.85 higher 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 292.05, which was 92.85 higher 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 292.05, which was 92.85 higher 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 292.05, which was 92.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 292.05, which was 92.85 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 14 Oct ICICIGI was trading at 1854.80. 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 9 Oct ICICIGI was trading at 1882.70. 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 8 Oct ICICIGI was trading at 1878.10. 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 7 Oct ICICIGI was trading at 1906.00. 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 6 Oct ICICIGI was trading at 1925.80. 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 3 Oct ICICIGI was trading at 1911.60. 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
| ICICIGI 30DEC2025 1760 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.30
Theta: -0.19
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1937.90 | 1.3 | 0.65 | 24.70 | 10 | 1 | 3 |
| 11 Dec | 1939.70 | 0.65 | -42.1 | - | 0 | 0 | 2 |
| 10 Dec | 1934.80 | 0.65 | -42.1 | - | 0 | 0 | 2 |
| 8 Dec | 1961.10 | 0.65 | -42.1 | - | 0 | 0 | 2 |
| 3 Dec | 1972.40 | 0.65 | -42.1 | - | 0 | 0 | 0 |
| 2 Dec | 1986.70 | 0.65 | -42.1 | - | 0 | 0 | 0 |
| 28 Nov | 1970.50 | 0.65 | -42.1 | - | 0 | 0 | 0 |
| 20 Nov | 2037.60 | 42.75 | 0 | 11.73 | 0 | 0 | 0 |
| 14 Oct | 1854.80 | 42.75 | 0 | 4.45 | 0 | 0 | 0 |
| 9 Oct | 1882.70 | 42.75 | 0 | 5.02 | 0 | 0 | 0 |
| 8 Oct | 1878.10 | 42.75 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 1906.00 | 42.75 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 1925.80 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 1911.60 | 0 | 0 | 5.53 | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1760 expiring on 30DEC2025
Delta for 1760 PE is -0.03
Historical price for 1760 PE is as follows
On 12 Dec ICICIGI was trading at 1937.90. The strike last trading price was 1.3, which was 0.65 higher than the previous day. The implied volatity was 24.70, the open interest changed by 1 which increased total open position to 3
On 11 Dec ICICIGI was trading at 1939.70. The strike last trading price was 0.65, which was -42.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Dec ICICIGI was trading at 1934.80. The strike last trading price was 0.65, which was -42.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 0.65, which was -42.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 0.65, which was -42.1 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 0.65, which was -42.1 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 0.65, which was -42.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 42.75, which was 0 lower than the previous day. The implied volatity was 11.73, the open interest changed by 0 which decreased total open position to 0
On 14 Oct ICICIGI was trading at 1854.80. The strike last trading price was 42.75, which was 0 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0
On 9 Oct ICICIGI was trading at 1882.70. The strike last trading price was 42.75, which was 0 lower than the previous day. The implied volatity was 5.02, the open interest changed by 0 which decreased total open position to 0
On 8 Oct ICICIGI was trading at 1878.10. The strike last trading price was 42.75, 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 Oct ICICIGI was trading at 1906.00. The strike last trading price was 42.75, 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 Oct ICICIGI was trading at 1925.80. 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 3 Oct ICICIGI was trading at 1911.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0































































































































































































































