ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
19 Dec 2025 04:11 PM IST
| ICICIGI 30-DEC-2025 1780 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 1954.30 | 273.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 1949.80 | 273.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 1947.00 | 273.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 1951.20 | 273.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 1951.80 | 273.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 1937.90 | 273.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 1939.70 | 273.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 1934.80 | 273.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1961.10 | 273.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1972.40 | 273.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1986.70 | 273.8 | 0 | - | 0 | 0 | 0 | |||||||||
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| 28 Nov | 1970.50 | 273.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 2037.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1780 expiring on 30DEC2025
Delta for 1780 CE is -
Historical price for 1780 CE is as follows
On 19 Dec ICICIGI was trading at 1954.30. The strike last trading price was 273.8, 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 Dec ICICIGI was trading at 1949.80. The strike last trading price was 273.8, 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 Dec ICICIGI was trading at 1947.00. The strike last trading price was 273.8, 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 Dec ICICIGI was trading at 1951.20. The strike last trading price was 273.8, 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 15 Dec ICICIGI was trading at 1951.80. The strike last trading price was 273.8, 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 Dec ICICIGI was trading at 1937.90. The strike last trading price was 273.8, 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 Dec ICICIGI was trading at 1939.70. The strike last trading price was 273.8, 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 Dec ICICIGI was trading at 1934.80. The strike last trading price was 273.8, 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 Dec ICICIGI was trading at 1961.10. The strike last trading price was 273.8, 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 Dec ICICIGI was trading at 1972.40. The strike last trading price was 273.8, 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 Dec ICICIGI was trading at 1986.70. The strike last trading price was 273.8, 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 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 273.8, 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 Nov ICICIGI was trading at 2037.60. 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 1780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.20
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 1954.30 | 0.95 | -0.65 | 28.61 | 71 | 45 | 48 |
| 18 Dec | 1949.80 | 1.6 | -0.1 | - | 0 | 0 | 3 |
| 17 Dec | 1947.00 | 1.6 | -0.1 | - | 0 | 0 | 3 |
| 16 Dec | 1951.20 | 1.6 | -0.1 | - | 0 | 0 | 3 |
| 15 Dec | 1951.80 | 1.6 | -0.1 | - | 0 | 0 | 0 |
| 12 Dec | 1937.90 | 1.6 | -0.1 | - | 0 | 0 | 3 |
| 11 Dec | 1939.70 | 1.6 | -0.1 | - | 0 | 0 | 3 |
| 10 Dec | 1934.80 | 1.6 | -0.1 | - | 0 | 0 | 3 |
| 8 Dec | 1961.10 | 1.6 | -0.1 | - | 0 | 0 | 3 |
| 3 Dec | 1972.40 | 1.6 | -0.1 | 22.32 | 1 | 0 | 2 |
| 2 Dec | 1986.70 | 1.7 | -0.3 | 23.50 | 2 | 1 | 2 |
| 28 Nov | 1970.50 | 16.15 | 0 | 9.58 | 0 | 0 | 0 |
| 20 Nov | 2037.60 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1780 expiring on 30DEC2025
Delta for 1780 PE is -0.03
Historical price for 1780 PE is as follows
On 19 Dec ICICIGI was trading at 1954.30. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was 28.61, the open interest changed by 45 which increased total open position to 48
On 18 Dec ICICIGI was trading at 1949.80. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Dec ICICIGI was trading at 1947.00. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Dec ICICIGI was trading at 1951.20. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 Dec ICICIGI was trading at 1951.80. The strike last trading price was 1.6, which was -0.1 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 1937.90. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Dec ICICIGI was trading at 1939.70. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Dec ICICIGI was trading at 1934.80. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was 22.32, the open interest changed by 0 which decreased total open position to 2
On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 1.7, which was -0.3 lower than the previous day. The implied volatity was 23.50, the open interest changed by 1 which increased total open position to 2
On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 16.15, which was 0 lower than the previous day. The implied volatity was 9.58, 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 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































































































































































































































