ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
27 Dec 2024 04:11 PM IST
| ICICIGI 30JAN2025 1760 CE | ||||||||||
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Delta: 0.74
Vega: 1.82
Theta: -1.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1832.45 | 106.9 | -116.60 | 25.58 | 6 | 1 | 1 | |||
| 26 Dec | 1861.15 | 223.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 1868.95 | 223.5 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1834.10 | 223.5 | 223.50 | - | 0 | 0 | 0 | |||
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| 28 Nov | 1871.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1863.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1854.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1836.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1837.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1804.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1840.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1840.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1839.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1863.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1868.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1892.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1921.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1910.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1916.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1933.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1916.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1870.85 | 0 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1760 expiring on 30JAN2025
Delta for 1760 CE is 0.74
Historical price for 1760 CE is as follows
On 27 Dec ICICIGI was trading at 1832.45. The strike last trading price was 106.9, which was -116.60 lower than the previous day. The implied volatity was 25.58, the open interest changed by 1 which increased total open position to 1
On 26 Dec ICICIGI was trading at 1861.15. The strike last trading price was 223.5, 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 24 Dec ICICIGI was trading at 1868.95. The strike last trading price was 223.5, 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 223.5, which was 223.50 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 1871.10. 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 0 which decreased total open position to 0
On 27 Nov ICICIGI was trading at 1863.75. 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 0 which decreased total open position to 0
On 26 Nov ICICIGI was trading at 1854.45. 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 0 which decreased total open position to 0
On 25 Nov ICICIGI was trading at 1836.90. 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 0 which decreased total open position to 0
On 22 Nov ICICIGI was trading at 1837.50. 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 0 which decreased total open position to 0
On 21 Nov ICICIGI was trading at 1804.70. 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 0 which decreased total open position to 0
On 20 Nov ICICIGI was trading at 1840.90. 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 0 which decreased total open position to 0
On 19 Nov ICICIGI was trading at 1840.90. 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 0 which decreased total open position to 0
On 18 Nov ICICIGI was trading at 1839.45. 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 0 which decreased total open position to 0
On 14 Nov ICICIGI was trading at 1863.40. 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 0 which decreased total open position to 0
On 13 Nov ICICIGI was trading at 1868.20. 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 0 which decreased total open position to 0
On 12 Nov ICICIGI was trading at 1892.25. 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 0 which decreased total open position to 0
On 11 Nov ICICIGI was trading at 1921.10. 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 0 which decreased total open position to 0
On 8 Nov ICICIGI was trading at 1910.15. 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 0 which decreased total open position to 0
On 7 Nov ICICIGI was trading at 1916.50. 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 0 which decreased total open position to 0
On 6 Nov ICICIGI was trading at 1933.70. 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 0 which decreased total open position to 0
On 5 Nov ICICIGI was trading at 1916.05. 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 0 which decreased total open position to 0
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 30JAN2025 1760 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 1.84
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1832.45 | 25.05 | 7.95 | 26.39 | 85 | 33 | 60 |
| 26 Dec | 1861.15 | 17.1 | -1.45 | 25.53 | 2 | 1 | 27 |
| 24 Dec | 1868.95 | 18.55 | -15.95 | 27.04 | 385 | 27 | 27 |
| 2 Dec | 1834.10 | 34.5 | 0.00 | 3.86 | 0 | 0 | 0 |
| 28 Nov | 1871.10 | 34.5 | 0.00 | 5.13 | 0 | 0 | 0 |
| 27 Nov | 1863.75 | 34.5 | 0.00 | 4.56 | 0 | 0 | 0 |
| 26 Nov | 1854.45 | 34.5 | 0.00 | 4.35 | 0 | 0 | 0 |
| 25 Nov | 1836.90 | 34.5 | 0.00 | 3.73 | 0 | 0 | 0 |
| 22 Nov | 1837.50 | 34.5 | 34.50 | 3.64 | 0 | 0 | 0 |
| 21 Nov | 1804.70 | 0 | 0.00 | 2.69 | 0 | 0 | 0 |
| 20 Nov | 1840.90 | 0 | 0.00 | 3.71 | 0 | 0 | 0 |
| 19 Nov | 1840.90 | 0 | 0.00 | 3.71 | 0 | 0 | 0 |
| 18 Nov | 1839.45 | 0 | 0.00 | 3.87 | 0 | 0 | 0 |
| 14 Nov | 1863.40 | 0 | 0.00 | 4.33 | 0 | 0 | 0 |
| 13 Nov | 1868.20 | 0 | 0.00 | 4.50 | 0 | 0 | 0 |
| 12 Nov | 1892.25 | 0 | 0.00 | 5.22 | 0 | 0 | 0 |
| 11 Nov | 1921.10 | 0 | 0.00 | 5.89 | 0 | 0 | 0 |
| 8 Nov | 1910.15 | 0 | 0.00 | 5.58 | 0 | 0 | 0 |
| 7 Nov | 1916.50 | 0 | 0.00 | 5.74 | 0 | 0 | 0 |
| 6 Nov | 1933.70 | 0 | 0.00 | 6.10 | 0 | 0 | 0 |
| 5 Nov | 1916.05 | 0 | 0.00 | 5.82 | 0 | 0 | 0 |
| 4 Nov | 1870.85 | 0 | 4.48 | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1760 expiring on 30JAN2025
Delta for 1760 PE is -0.27
Historical price for 1760 PE is as follows
On 27 Dec ICICIGI was trading at 1832.45. The strike last trading price was 25.05, which was 7.95 higher than the previous day. The implied volatity was 26.39, the open interest changed by 33 which increased total open position to 60
On 26 Dec ICICIGI was trading at 1861.15. The strike last trading price was 17.1, which was -1.45 lower than the previous day. The implied volatity was 25.53, the open interest changed by 1 which increased total open position to 27
On 24 Dec ICICIGI was trading at 1868.95. The strike last trading price was 18.55, which was -15.95 lower than the previous day. The implied volatity was 27.04, the open interest changed by 27 which increased total open position to 27
On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 34.5, which was 0.00 lower than the previous day. The implied volatity was 3.86, 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 34.5, which was 0.00 lower than the previous day. The implied volatity was 5.13, 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 34.5, which was 0.00 lower than the previous day. The implied volatity was 4.56, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ICICIGI was trading at 1854.45. The strike last trading price was 34.5, which was 0.00 lower than the previous day. The implied volatity was 4.35, 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 34.5, which was 0.00 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ICICIGI was trading at 1837.50. The strike last trading price was 34.5, which was 34.50 higher than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.71, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.71, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.87, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.33, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.50, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.22, 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 0, which was 0.00 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 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.58, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.74, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.10, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.82, 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 0, which was lower than the previous day. The implied volatity was 4.48, the open interest changed by 0 which decreased total open position to 0
