ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
20 Dec 2024 04:11 PM IST
| ICICIGI 26DEC2024 1760 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1902.15 | 532.85 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1898.00 | 532.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 1874.70 | 532.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1917.30 | 532.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1963.80 | 532.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1983.35 | 532.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1961.35 | 532.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1948.65 | 532.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1945.80 | 532.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1962.20 | 532.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1949.90 | 532.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1932.70 | 532.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1950.85 | 532.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1896.35 | 532.85 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1834.10 | 532.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1861.85 | 532.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1871.10 | 532.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1863.75 | 532.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1836.90 | 532.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1839.45 | 532.85 | 532.85 | - | 0 | 0 | 0 | |||
| 31 Oct | 1917.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1927.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Oct | 1913.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1896.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1929.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1955.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1958.95 | 0 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1760 expiring on 26DEC2024
Delta for 1760 CE is -
Historical price for 1760 CE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 532.85, 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 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 532.85, 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 Dec ICICIGI was trading at 1874.70. The strike last trading price was 532.85, 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 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 532.85, 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 532.85, 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 532.85, 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 532.85, 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 532.85, 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 532.85, 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 532.85, 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 532.85, 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 532.85, 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 532.85, 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 532.85, 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 532.85, 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 532.85, 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 532.85, 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 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 532.85, 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 25 Nov ICICIGI was trading at 1836.90. The strike last trading price was 532.85, 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 532.85, which was 532.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIGI was trading at 1927.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ICICIGI was trading at 1913.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ICICIGI was trading at 1896.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ICICIGI was trading at 1929.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ICICIGI was trading at 1955.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ICICIGI was trading at 1958.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIGI 26DEC2024 1760 PE | |||||||
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Delta: -0.02
Vega: 0.13
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1902.15 | 0.65 | -0.60 | 31.24 | 30 | -12 | 48 |
| 19 Dec | 1898.00 | 1.25 | -1.10 | 32.40 | 102 | -1 | 61 |
| 18 Dec | 1874.70 | 2.35 | 1.25 | 29.66 | 95 | -17 | 65 |
| 17 Dec | 1917.30 | 1.1 | 0.05 | 30.43 | 42 | -13 | 83 |
| 16 Dec | 1963.80 | 1.05 | 0.30 | 34.37 | 10 | 0 | 106 |
| 13 Dec | 1983.35 | 0.75 | -1.25 | 32.04 | 3 | -1 | 108 |
| 12 Dec | 1961.35 | 2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1948.65 | 2 | 0.00 | 0.00 | 0 | 16 | 0 |
| 10 Dec | 1945.80 | 2 | -1.00 | 28.83 | 24 | 16 | 109 |
| 9 Dec | 1962.20 | 3 | 0.00 | 0.00 | 0 | 5 | 0 |
| 6 Dec | 1949.90 | 3 | -1.00 | 28.85 | 18 | 2 | 90 |
| 5 Dec | 1932.70 | 4 | 0.60 | 28.16 | 74 | 21 | 101 |
| 4 Dec | 1950.85 | 3.4 | -4.10 | 28.36 | 93 | -14 | 76 |
| 3 Dec | 1896.35 | 7.5 | -9.80 | 27.44 | 90 | -12 | 88 |
| 2 Dec | 1834.10 | 17.3 | 5.05 | 27.14 | 113 | 34 | 101 |
| 29 Nov | 1861.85 | 12.25 | -3.75 | 25.34 | 5 | 0 | 67 |
| 28 Nov | 1871.10 | 16 | 1.00 | 30.34 | 105 | 18 | 67 |
| 27 Nov | 1863.75 | 15 | -7.10 | 26.71 | 253 | 14 | 49 |
| 25 Nov | 1836.90 | 22.1 | 18.45 | 27.37 | 313 | 36 | 36 |
| 18 Nov | 1839.45 | 3.65 | 3.65 | 5.21 | 0 | 0 | 0 |
| 31 Oct | 1917.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1927.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1913.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1896.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1929.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1955.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1958.95 | 0 | - | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1760 expiring on 26DEC2024
Delta for 1760 PE is -0.02
Historical price for 1760 PE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 0.65, which was -0.60 lower than the previous day. The implied volatity was 31.24, the open interest changed by -12 which decreased total open position to 48
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 1.25, which was -1.10 lower than the previous day. The implied volatity was 32.40, the open interest changed by -1 which decreased total open position to 61
On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 2.35, which was 1.25 higher than the previous day. The implied volatity was 29.66, the open interest changed by -17 which decreased total open position to 65
On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 30.43, the open interest changed by -13 which decreased total open position to 83
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 1.05, which was 0.30 higher than the previous day. The implied volatity was 34.37, the open interest changed by 0 which decreased total open position to 106
On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 0.75, which was -1.25 lower than the previous day. The implied volatity was 32.04, the open interest changed by -1 which decreased total open position to 108
On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 2, 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 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 2, which was -1.00 lower than the previous day. The implied volatity was 28.83, the open interest changed by 16 which increased total open position to 109
On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 3, which was -1.00 lower than the previous day. The implied volatity was 28.85, the open interest changed by 2 which increased total open position to 90
On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 4, which was 0.60 higher than the previous day. The implied volatity was 28.16, the open interest changed by 21 which increased total open position to 101
On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 3.4, which was -4.10 lower than the previous day. The implied volatity was 28.36, the open interest changed by -14 which decreased total open position to 76
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 7.5, which was -9.80 lower than the previous day. The implied volatity was 27.44, the open interest changed by -12 which decreased total open position to 88
On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 17.3, which was 5.05 higher than the previous day. The implied volatity was 27.14, the open interest changed by 34 which increased total open position to 101
On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 12.25, which was -3.75 lower than the previous day. The implied volatity was 25.34, the open interest changed by 0 which decreased total open position to 67
On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 16, which was 1.00 higher than the previous day. The implied volatity was 30.34, the open interest changed by 18 which increased total open position to 67
On 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 15, which was -7.10 lower than the previous day. The implied volatity was 26.71, the open interest changed by 14 which increased total open position to 49
On 25 Nov ICICIGI was trading at 1836.90. The strike last trading price was 22.1, which was 18.45 higher than the previous day. The implied volatity was 27.37, the open interest changed by 36 which increased total open position to 36
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 3.65, which was 3.65 higher than the previous day. The implied volatity was 5.21, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIGI was trading at 1927.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ICICIGI was trading at 1913.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ICICIGI was trading at 1896.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ICICIGI was trading at 1929.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ICICIGI was trading at 1955.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ICICIGI was trading at 1958.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
