ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
10 Apr 2026 11:50 PM IST
| ICICIGI 28-Apr-2026 (17d) 1780 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.02
Theta: -1.52
Gamma: 0.00303
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Apr | 1786.00 | 57.75 | 9.5 | 32.67 | 310 | -46 | 346 | |||||||||
| 9 Apr | 1768.60 | 47.05 | 9.5 | 31.83 | 695 | 33 | 392 | |||||||||
| 8 Apr | 1750.50 | 38.5 | 4.6 | 26.76 | 692 | 343 | 360 | |||||||||
| 7 Apr | 1726.60 | 33.55 | 4.2 | 30.49 | 16 | -2 | 21 | |||||||||
| 6 Apr | 1713.00 | 29.6 | -21.7 | 29.84 | 36 | 11 | 22 | |||||||||
| 2 Apr | 1689.10 | 51.3 | 0 | - | 0 | 0 | 11 | |||||||||
| 1 Apr | 1694.90 | 51.3 | 0 | - | 0 | 0 | 11 | |||||||||
| 30 Mar | 1710.60 | 51.3 | 0 | - | 0 | 0 | 11 | |||||||||
| 27 Mar | 1747.00 | 51.3 | 0 | 30.32 | 1 | 0 | 10 | |||||||||
| 25 Mar | 1770.30 | 51.3 | 3.25 | 21.76 | 2 | 0 | 8 | |||||||||
| 24 Mar | 1730.10 | 48.05 | -125.3 | - | 0 | 0 | 8 | |||||||||
| 23 Mar | 1722.20 | 48.05 | -125.3 | 30.41 | 10 | 2 | 2 | |||||||||
| 20 Mar | 1777.20 | 173.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1792.10 | 173.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1831.20 | 173.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1835.80 | 173.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1850.50 | 173.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1837.10 | 173.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1855.30 | 173.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1875.20 | 173.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1889.30 | 173.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1889.70 | 173.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1880.30 | 173.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1875.20 | 173.35 | 0 | - | 0 | 0 | 0 | |||||||||
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| 4 Mar | 1855.50 | 173.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1780 expiring on 28APR2026
Delta for 1780 CE is 0.55
Historical price for 1780 CE is as follows
On 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 57.75, which was 9.5 higher than the previous day. The implied volatity was 32.67, the open interest changed by -46 which decreased total open position to 346
On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 47.05, which was 9.5 higher than the previous day. The implied volatity was 31.83, the open interest changed by 33 which increased total open position to 392
On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was 38.5, which was 4.6 higher than the previous day. The implied volatity was 26.76, the open interest changed by 343 which increased total open position to 360
On 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was 33.55, which was 4.2 higher than the previous day. The implied volatity was 30.49, the open interest changed by -2 which decreased total open position to 21
On 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 29.6, which was -21.7 lower than the previous day. The implied volatity was 29.84, the open interest changed by 11 which increased total open position to 22
On 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 51.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 51.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 51.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 51.3, which was 0 lower than the previous day. The implied volatity was 30.32, the open interest changed by 0 which decreased total open position to 10
On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 51.3, which was 3.25 higher than the previous day. The implied volatity was 21.76, the open interest changed by 0 which decreased total open position to 8
On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 48.05, which was -125.3 lower than the previous day. The implied volatity was -, 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 48.05, which was -125.3 lower than the previous day. The implied volatity was 30.41, the open interest changed by 2 which increased total open position to 2
On 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 173.35, 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 173.35, 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 173.35, 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 173.35, 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 173.35, 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 173.35, 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 173.35, 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 173.35, 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 173.35, 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 173.35, 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 173.35, 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 173.35, 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 173.35, 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 (17d) 1780 PE | |||||||
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Delta: -0.45
Vega: 0.02
Theta: -1.1
Gamma: 0.0034
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Apr | 1786.00 | 41.8 | -7.600000000000001 | 29.16 | 247 | -6 | 303 |
| 9 Apr | 1768.60 | 51.2 | -9.4 | 29.14 | 250 | -37 | 308 |
| 8 Apr | 1750.50 | 60.1 | -31.35 | 32.82 | 634 | 330 | 345 |
| 7 Apr | 1726.60 | 91.45 | 39.45 | - | 0 | 0 | 15 |
| 6 Apr | 1713.00 | 91.45 | 39.45 | - | 0 | 0 | 15 |
| 2 Apr | 1689.10 | 91.45 | 39.45 | - | 0 | 0 | 15 |
| 1 Apr | 1694.90 | 91.45 | 39.45 | - | 0 | 0 | 15 |
| 30 Mar | 1710.60 | 91.45 | 39.45 | 29.39 | 2 | 0 | 15 |
| 27 Mar | 1747.00 | 52 | -15.3 | - | 0 | 0 | 15 |
| 25 Mar | 1770.30 | 52 | -15.3 | 26.14 | 1 | 0 | 15 |
| 24 Mar | 1730.10 | 67.3 | 1.25 | 24.09 | 2 | 0 | 14 |
| 23 Mar | 1722.20 | 66.05 | 11.95 | 19.59 | 1 | 0 | 14 |
| 20 Mar | 1777.20 | 54.1 | 14.4 | 25.99 | 2 | 1 | 14 |
| 19 Mar | 1792.10 | 39.7 | 11.6 | 22.8 | 4 | 0 | 13 |
| 18 Mar | 1831.20 | 28.1 | -12.9 | - | 0 | 0 | 13 |
| 17 Mar | 1835.80 | 28.1 | -12.9 | 23.63 | 6 | 0 | 13 |
| 16 Mar | 1850.50 | 41 | 7.5 | 31.66 | 1 | 0 | 13 |
| 13 Mar | 1837.10 | 33.5 | 5.5 | 25.6 | 2 | 13 | 0 |
| 12 Mar | 1855.30 | 28 | -1.1 | 26 | 14 | 13 | 13 |
| 11 Mar | 1875.20 | 29.1 | 0 | 4.46 | 0 | 0 | 0 |
| 10 Mar | 1889.30 | 29.1 | 0 | 5.11 | 0 | 0 | 0 |
| 9 Mar | 1889.70 | 29.1 | 0 | 5.38 | 0 | 0 | 0 |
| 6 Mar | 1880.30 | 29.1 | 0 | 4.8 | 0 | 0 | 0 |
| 5 Mar | 1875.20 | 29.1 | 0 | 4.65 | 0 | 0 | 0 |
| 4 Mar | 1855.50 | 29.1 | 0 | 3.78 | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1780 expiring on 28APR2026
Delta for 1780 PE is -0.45
Historical price for 1780 PE is as follows
On 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 41.8, which was -7.600000000000001 lower than the previous day. The implied volatity was 29.16, the open interest changed by -6 which decreased total open position to 303
On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 51.2, which was -9.4 lower than the previous day. The implied volatity was 29.14, the open interest changed by -37 which decreased total open position to 308
On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was 60.1, which was -31.35 lower than the previous day. The implied volatity was 32.82, the open interest changed by 330 which increased total open position to 345
On 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was 91.45, which was 39.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 91.45, which was 39.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 91.45, which was 39.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 91.45, which was 39.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 91.45, which was 39.45 higher than the previous day. The implied volatity was 29.39, the open interest changed by 0 which decreased total open position to 15
On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 52, which was -15.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 52, which was -15.3 lower than the previous day. The implied volatity was 26.14, the open interest changed by 0 which decreased total open position to 15
On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 67.3, which was 1.25 higher than the previous day. The implied volatity was 24.09, the open interest changed by 0 which decreased total open position to 14
On 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 66.05, which was 11.95 higher than the previous day. The implied volatity was 19.59, the open interest changed by 0 which decreased total open position to 14
On 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 54.1, which was 14.4 higher than the previous day. The implied volatity was 25.99, the open interest changed by 1 which increased total open position to 14
On 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 39.7, which was 11.6 higher than the previous day. The implied volatity was 22.8, the open interest changed by 0 which decreased total open position to 13
On 18 Mar ICICIGI was trading at 1831.20. The strike last trading price was 28.1, which was -12.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 17 Mar ICICIGI was trading at 1835.80. The strike last trading price was 28.1, which was -12.9 lower than the previous day. The implied volatity was 23.63, the open interest changed by 0 which decreased total open position to 13
On 16 Mar ICICIGI was trading at 1850.50. The strike last trading price was 41, which was 7.5 higher than the previous day. The implied volatity was 31.66, the open interest changed by 0 which decreased total open position to 13
On 13 Mar ICICIGI was trading at 1837.10. The strike last trading price was 33.5, which was 5.5 higher than the previous day. The implied volatity was 25.6, the open interest changed by 13 which increased total open position to 0
On 12 Mar ICICIGI was trading at 1855.30. The strike last trading price was 28, which was -1.1 lower than the previous day. The implied volatity was 26, the open interest changed by 13 which increased total open position to 13
On 11 Mar ICICIGI was trading at 1875.20. The strike last trading price was 29.1, which was 0 lower than the previous day. The implied volatity was 4.46, 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 29.1, which was 0 lower than the previous day. The implied volatity was 5.11, 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 29.1, which was 0 lower than the previous day. The implied volatity was 5.38, 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 29.1, which was 0 lower than the previous day. The implied volatity was 4.8, 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 29.1, which was 0 lower than the previous day. The implied volatity was 4.65, 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 29.1, which was 0 lower than the previous day. The implied volatity was 3.78, the open interest changed by 0 which decreased total open position to 0
