ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Nov 2024 04:11 PM IST
| ICICIGI 28NOV2024 1760 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 | 58.6 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 20 Nov | 1840.90 | 58.6 | 0.00 | - | 0.5 | -0.5 | 0.5 | |||
| 19 Nov | 1840.90 | 58.6 | -60.90 | - | 0.5 | 0 | 0.5 | |||
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| 18 Nov | 1839.45 | 119.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1863.40 | 119.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1868.20 | 119.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1892.25 | 119.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1921.10 | 119.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1910.15 | 119.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1916.50 | 119.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1933.70 | 119.5 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 5 Nov | 1916.05 | 119.5 | -299.05 | - | 0.5 | 0 | 0 | |||
| 4 Nov | 1870.85 | 418.55 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1917.35 | 418.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1927.90 | 418.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1896.00 | 418.55 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1760 expiring on 28NOV2024
Delta for 1760 CE is 0.00
Historical price for 1760 CE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 58.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 58.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 58.6, which was -60.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 119.5, 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 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 119.5, 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 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 119.5, 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 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 119.5, 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 Nov ICICIGI was trading at 1921.10. The strike last trading price was 119.5, 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 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 119.5, 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 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 119.5, 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 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 119.5, 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 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 119.5, which was -299.05 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 418.55, 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 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 418.55, 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 418.55, 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 418.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIGI 28NOV2024 1760 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.77
Theta: -1.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1804.70 | 9.7 | 1.05 | 27.54 | 46.5 | 10.5 | 96.5 |
| 20 Nov | 1840.90 | 8.65 | 0.00 | 30.07 | 185 | 40 | 86 |
| 19 Nov | 1840.90 | 8.65 | 1.55 | 30.07 | 185 | 40 | 86 |
| 18 Nov | 1839.45 | 7.1 | 1.80 | 29.00 | 34 | 6.5 | 46.5 |
| 14 Nov | 1863.40 | 5.3 | -0.60 | 26.72 | 45.5 | -12.5 | 40.5 |
| 13 Nov | 1868.20 | 5.9 | 1.30 | 26.73 | 39 | 6.5 | 51 |
| 12 Nov | 1892.25 | 4.6 | 2.25 | 28.18 | 53.5 | 11.5 | 46.5 |
| 11 Nov | 1921.10 | 2.35 | -1.65 | 27.10 | 17.5 | 5.5 | 35.5 |
| 8 Nov | 1910.15 | 4 | -0.65 | 25.87 | 30 | 1 | 30 |
| 7 Nov | 1916.50 | 4.65 | 0.85 | 28.04 | 56.5 | 2 | 29 |
| 6 Nov | 1933.70 | 3.8 | -3.70 | 28.21 | 19 | 3.5 | 30 |
| 5 Nov | 1916.05 | 7.5 | -4.85 | 30.25 | 41.5 | 7.5 | 28.5 |
| 4 Nov | 1870.85 | 12.35 | 7.35 | 27.97 | 59 | 19 | 21 |
| 31 Oct | 1917.35 | 5 | -1.30 | - | 4 | 2 | 2 |
| 30 Oct | 1927.90 | 6.3 | -5.70 | - | 3 | 1 | 1 |
| 28 Oct | 1896.00 | 12 | - | 2 | 1 | 1 | |
For Icici Lombard Gic Limited - strike price 1760 expiring on 28NOV2024
Delta for 1760 PE is -0.24
Historical price for 1760 PE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 9.7, which was 1.05 higher than the previous day. The implied volatity was 27.54, the open interest changed by 21 which increased total open position to 193
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 8.65, which was 0.00 lower than the previous day. The implied volatity was 30.07, the open interest changed by 80 which increased total open position to 172
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 8.65, which was 1.55 higher than the previous day. The implied volatity was 30.07, the open interest changed by 80 which increased total open position to 172
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 7.1, which was 1.80 higher than the previous day. The implied volatity was 29.00, the open interest changed by 13 which increased total open position to 93
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 5.3, which was -0.60 lower than the previous day. The implied volatity was 26.72, the open interest changed by -25 which decreased total open position to 81
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 5.9, which was 1.30 higher than the previous day. The implied volatity was 26.73, the open interest changed by 13 which increased total open position to 102
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 4.6, which was 2.25 higher than the previous day. The implied volatity was 28.18, the open interest changed by 23 which increased total open position to 93
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 2.35, which was -1.65 lower than the previous day. The implied volatity was 27.10, the open interest changed by 11 which increased total open position to 71
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 4, which was -0.65 lower than the previous day. The implied volatity was 25.87, the open interest changed by 2 which increased total open position to 60
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 4.65, which was 0.85 higher than the previous day. The implied volatity was 28.04, the open interest changed by 4 which increased total open position to 58
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 3.8, which was -3.70 lower than the previous day. The implied volatity was 28.21, the open interest changed by 7 which increased total open position to 60
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 7.5, which was -4.85 lower than the previous day. The implied volatity was 30.25, the open interest changed by 15 which increased total open position to 57
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 12.35, which was 7.35 higher than the previous day. The implied volatity was 27.97, the open interest changed by 38 which increased total open position to 42
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 5, which was -1.30 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 6.3, which was -5.70 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 12, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
