ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
30 Mar 2026 04:11 PM IST
| ICICIGI 28-Apr-2026 (28d) 1760 CE | ||||||||||||||||
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Delta: 0.4
Vega: 1.86
Theta: -1.08
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 1710.60 | 37.1 | -100.6 | 27.99 | 3 | 1 | 1 | |||||||||
| 27 Mar | 1747.00 | 137.7 | 0 | 0.3 | 0 | 0 | 0 | |||||||||
| 25 Mar | 1770.30 | 137.7 | 0 | 0.22 | 0 | 0 | 0 | |||||||||
| 24 Mar | 1730.10 | 137.7 | 0 | 0.77 | 0 | 0 | 0 | |||||||||
| 23 Mar | 1722.20 | 137.7 | 0 | 1.09 | 0 | 0 | 0 | |||||||||
| 20 Mar | 1777.20 | 137.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1792.10 | 137.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1831.20 | 137.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1835.80 | 137.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1850.50 | 137.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1837.10 | 137.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1855.30 | 137.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1875.20 | 137.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1889.30 | 137.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1889.70 | 137.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1880.30 | 137.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1875.20 | 137.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1855.50 | 137.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1939.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 1903.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 1953.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 1936.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 1936.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 1959.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 1928.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1922.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1916.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1919.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 1931.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1909.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1888.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 1861.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 1874.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 1854.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 3 Feb | 1861.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 1826.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 1829.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 1814.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1825.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1760 expiring on 28APR2026
Delta for 1760 CE is 0.4
Historical price for 1760 CE is as follows
On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 37.1, which was -100.6 lower than the previous day. The implied volatity was 27.99, the open interest changed by 1 which increased total open position to 1
On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 137.7, which was 0 lower than the previous day. The implied volatity was 0.3, the open interest changed by 0 which decreased total open position to 0
On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 137.7, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 137.7, which was 0 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0
On 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 137.7, 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
On 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 137.7, 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 1792.10. The strike last trading price was 137.7, 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 Mar ICICIGI was trading at 1831.20. The strike last trading price was 137.7, 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 1835.80. The strike last trading price was 137.7, 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 16 Mar ICICIGI was trading at 1850.50. The strike last trading price was 137.7, 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 1837.10. The strike last trading price was 137.7, 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 1855.30. The strike last trading price was 137.7, 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 1875.20. The strike last trading price was 137.7, 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 1889.30. The strike last trading price was 137.7, 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 Mar ICICIGI was trading at 1889.70. The strike last trading price was 137.7, 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 1880.30. The strike last trading price was 137.7, 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 1875.20. The strike last trading price was 137.7, 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 4 Mar ICICIGI was trading at 1855.50. The strike last trading price was 137.7, 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 25 Feb ICICIGI was trading at 1939.30. 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 24 Feb ICICIGI was trading at 1903.90. 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 23 Feb ICICIGI was trading at 1953.80. 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 20 Feb ICICIGI was trading at 1936.10. 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 19 Feb ICICIGI was trading at 1936.00. 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 18 Feb ICICIGI was trading at 1959.70. 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 17 Feb ICICIGI was trading at 1928.20. 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 16 Feb ICICIGI was trading at 1922.00. 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 13 Feb ICICIGI was trading at 1916.10. 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 12 Feb ICICIGI was trading at 1919.80. 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 11 Feb ICICIGI was trading at 1931.70. 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 10 Feb ICICIGI was trading at 1909.60. 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 9 Feb ICICIGI was trading at 1888.20. 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 6 Feb ICICIGI was trading at 1861.60. 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 5 Feb ICICIGI was trading at 1874.20. 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 4 Feb ICICIGI was trading at 1854.00. 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 3 Feb ICICIGI was trading at 1861.50. 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 2 Feb ICICIGI was trading at 1826.70. 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 1 Feb ICICIGI was trading at 1829.20. 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 30 Jan ICICIGI was trading at 1814.10. 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 29 Jan ICICIGI was trading at 1825.60. 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 28-Apr-2026 (28d) 1760 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 1.88
Theta: -0.78
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 1710.60 | 85.55 | 25.25 | 33.11 | 72 | 3 | 101 |
| 27 Mar | 1747.00 | 60.35 | 5.25 | 28.21 | 146 | 78 | 98 |
| 25 Mar | 1770.30 | 55.1 | 0.1 | 31.98 | 2 | 0 | 18 |
| 24 Mar | 1730.10 | 55 | 19.9 | 22.28 | 10 | 0 | 8 |
| 23 Mar | 1722.20 | 35.1 | 13.5 | - | 0 | 0 | 8 |
| 20 Mar | 1777.20 | 35.1 | 13.5 | 21.54 | 2 | 0 | 0 |
| 19 Mar | 1792.10 | 21.6 | 2.2 | - | 0 | 0 | 6 |
| 18 Mar | 1831.20 | 21.6 | 2.2 | - | 0 | 0 | 6 |
| 17 Mar | 1835.80 | 21.6 | 2.2 | 23.55 | 4 | 1 | 5 |
| 16 Mar | 1850.50 | 19.4 | 1.9 | - | 0 | 0 | 0 |
| 13 Mar | 1837.10 | 19.4 | 1.9 | - | 0 | 0 | 0 |
| 12 Mar | 1855.30 | 19.4 | 1.9 | - | 0 | 2 | 0 |
| 11 Mar | 1875.20 | 19.4 | 1.9 | 25.13 | 2 | 0 | 2 |
| 10 Mar | 1889.30 | 17.5 | -47.35 | - | 0 | 0 | 2 |
| 9 Mar | 1889.70 | 17.5 | -47.35 | - | 0 | 0 | 2 |
| 6 Mar | 1880.30 | 17.5 | -47.35 | - | 0 | 0 | 2 |
| 5 Mar | 1875.20 | 17.5 | -47.35 | - | 0 | 0 | 0 |
| 4 Mar | 1855.50 | 17.5 | -47.35 | - | 0 | 0 | 2 |
| 25 Feb | 1939.30 | - | - | - | 0 | 0 | 0 |
| 24 Feb | 1903.90 | 0 | 0 | 5.89 | 0 | 0 | 0 |
| 23 Feb | 1953.80 | 0 | 0 | 7.29 | 0 | 0 | 0 |
| 20 Feb | 1936.10 | 0 | 0 | 6.66 | 0 | 0 | 0 |
| 19 Feb | 1936.00 | 0 | 0 | 6.77 | 0 | 0 | 0 |
| 18 Feb | 1959.70 | 0 | 0 | 7.17 | 0 | 0 | 0 |
| 17 Feb | 1928.20 | 0 | 0 | 6.37 | 0 | 0 | 0 |
| 16 Feb | 1922.00 | 0 | 0 | 6.14 | 0 | 0 | 0 |
| 13 Feb | 1916.10 | 0 | 0 | 6.1 | 0 | 0 | 0 |
| 12 Feb | 1919.80 | 0 | 0 | 6.02 | 0 | 0 | 0 |
| 11 Feb | 1931.70 | 0 | 0 | 6.4 | 0 | 0 | 0 |
| 10 Feb | 1909.60 | 0 | 0 | 5.1 | 0 | 0 | 0 |
| 9 Feb | 1888.20 | 0 | 0 | 5.14 | 0 | 0 | 0 |
| 6 Feb | 1861.60 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1874.20 | 0 | 0 | 4.6 | 0 | 0 | 0 |
| 4 Feb | 1854.00 | 0 | 0 | 4.03 | 0 | 0 | 0 |
| 3 Feb | 1861.50 | 0 | 0 | 4.27 | 0 | 0 | 0 |
| 2 Feb | 1826.70 | 0 | 0 | 3.25 | 0 | 0 | 0 |
| 1 Feb | 1829.20 | 0 | 0 | 3.42 | 0 | 0 | 0 |
| 30 Jan | 1814.10 | 0 | 0 | 2.94 | 0 | 0 | 0 |
| 29 Jan | 1825.60 | 0 | 0 | 3.23 | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1760 expiring on 28APR2026
Delta for 1760 PE is -0.58
Historical price for 1760 PE is as follows
On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 85.55, which was 25.25 higher than the previous day. The implied volatity was 33.11, the open interest changed by 3 which increased total open position to 101
On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 60.35, which was 5.25 higher than the previous day. The implied volatity was 28.21, the open interest changed by 78 which increased total open position to 98
On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 55.1, which was 0.1 higher than the previous day. The implied volatity was 31.98, the open interest changed by 0 which decreased total open position to 18
On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 55, which was 19.9 higher than the previous day. The implied volatity was 22.28, the open interest changed by 0 which decreased total open position to 8
On 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 35.1, which was 13.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 35.1, which was 13.5 higher than the previous day. The implied volatity was 21.54, the open interest changed by 0 which decreased total open position to 0
On 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 21.6, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 18 Mar ICICIGI was trading at 1831.20. The strike last trading price was 21.6, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 17 Mar ICICIGI was trading at 1835.80. The strike last trading price was 21.6, which was 2.2 higher than the previous day. The implied volatity was 23.55, the open interest changed by 1 which increased total open position to 5
On 16 Mar ICICIGI was trading at 1850.50. The strike last trading price was 19.4, which was 1.9 higher 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 1837.10. The strike last trading price was 19.4, which was 1.9 higher 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 1855.30. The strike last trading price was 19.4, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 11 Mar ICICIGI was trading at 1875.20. The strike last trading price was 19.4, which was 1.9 higher than the previous day. The implied volatity was 25.13, the open interest changed by 0 which decreased total open position to 2
On 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 17.5, which was -47.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Mar ICICIGI was trading at 1889.70. The strike last trading price was 17.5, which was -47.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Mar ICICIGI was trading at 1880.30. The strike last trading price was 17.5, which was -47.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Mar ICICIGI was trading at 1875.20. The strike last trading price was 17.5, which was -47.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar ICICIGI was trading at 1855.50. The strike last trading price was 17.5, which was -47.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Feb ICICIGI was trading at 1939.30. 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 24 Feb ICICIGI was trading at 1903.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0
On 23 Feb ICICIGI was trading at 1953.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.29, the open interest changed by 0 which decreased total open position to 0
On 20 Feb ICICIGI was trading at 1936.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.66, the open interest changed by 0 which decreased total open position to 0
On 19 Feb ICICIGI was trading at 1936.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.77, the open interest changed by 0 which decreased total open position to 0
On 18 Feb ICICIGI was trading at 1959.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.17, the open interest changed by 0 which decreased total open position to 0
On 17 Feb ICICIGI was trading at 1928.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.37, the open interest changed by 0 which decreased total open position to 0
On 16 Feb ICICIGI was trading at 1922.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.14, the open interest changed by 0 which decreased total open position to 0
On 13 Feb ICICIGI was trading at 1916.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.1, the open interest changed by 0 which decreased total open position to 0
On 12 Feb ICICIGI was trading at 1919.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.02, the open interest changed by 0 which decreased total open position to 0
On 11 Feb ICICIGI was trading at 1931.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.4, the open interest changed by 0 which decreased total open position to 0
On 10 Feb ICICIGI was trading at 1909.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.1, the open interest changed by 0 which decreased total open position to 0
On 9 Feb ICICIGI was trading at 1888.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.14, the open interest changed by 0 which decreased total open position to 0
On 6 Feb ICICIGI was trading at 1861.60. 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 5 Feb ICICIGI was trading at 1874.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.6, the open interest changed by 0 which decreased total open position to 0
On 4 Feb ICICIGI was trading at 1854.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.03, the open interest changed by 0 which decreased total open position to 0
On 3 Feb ICICIGI was trading at 1861.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0
On 2 Feb ICICIGI was trading at 1826.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.25, the open interest changed by 0 which decreased total open position to 0
On 1 Feb ICICIGI was trading at 1829.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0
On 30 Jan ICICIGI was trading at 1814.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.94, the open interest changed by 0 which decreased total open position to 0
On 29 Jan ICICIGI was trading at 1825.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0
