ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
09 Apr 2025 04:11 PM IST
| ICICIGI 24APR2025 1780 CE | ||||||||||
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Delta: 0.55
Vega: 1.43
Theta: -1.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 1786.50 | 56.2 | 2.9 | 35.09 | 178 | -21 | 157 | |||
| 8 Apr | 1775.80 | 54.9 | 12.75 | 35.84 | 218 | -48 | 180 | |||
| 7 Apr | 1744.40 | 43 | -35.65 | 37.59 | 399 | 132 | 228 | |||
| 4 Apr | 1829.55 | 79.65 | -4.75 | 26.56 | 68 | 2 | 95 | |||
| 3 Apr | 1831.50 | 85.85 | 1.2 | 26.73 | 49 | -14 | 95 | |||
| 2 Apr | 1829.95 | 84.65 | 24.65 | 28.69 | 133 | -13 | 110 | |||
| 1 Apr | 1791.90 | 60.15 | -2.65 | 25.36 | 413 | 33 | 122 | |||
| 28 Mar | 1792.85 | 61 | 4 | 27.44 | 407 | 75 | 89 | |||
| 27 Mar | 1794.25 | 57 | 1 | 24.99 | 11 | 3 | 15 | |||
| 26 Mar | 1772.45 | 56 | -11.7 | 26.92 | 4 | 2 | 13 | |||
| 25 Mar | 1779.50 | 67.7 | -4.1 | 29.68 | 23 | -5 | 11 | |||
| 24 Mar | 1785.05 | 71 | 31.1 | 30.27 | 12 | 7 | 15 | |||
| 21 Mar | 1723.20 | 39.9 | -8.6 | 26.42 | 2 | 1 | 8 | |||
| 20 Mar | 1724.75 | 48.5 | -1.45 | 30.54 | 7 | 0 | 0 | |||
| 17 Mar | 1725.35 | 49.95 | 0 | 1.83 | 0 | 0 | 0 | |||
| 11 Mar | 1700.45 | 49.95 | 0 | 2.53 | 0 | 0 | 0 | |||
| 10 Mar | 1699.60 | 49.95 | 0 | 2.61 | 0 | 0 | 0 | |||
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| 7 Mar | 1686.95 | 49.95 | 0 | 2.61 | 0 | 0 | 0 | |||
| 6 Mar | 1702.30 | 49.95 | 0 | 2.58 | 0 | 0 | 0 | |||
| 28 Feb | 1690.95 | 49.95 | 0 | 2.92 | 0 | 0 | 0 | |||
For Icici Lombard Gic Limited - strike price 1780 expiring on 24APR2025
Delta for 1780 CE is 0.55
Historical price for 1780 CE is as follows
On 9 Apr ICICIGI was trading at 1786.50. The strike last trading price was 56.2, which was 2.9 higher than the previous day. The implied volatity was 35.09, the open interest changed by -21 which decreased total open position to 157
On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 54.9, which was 12.75 higher than the previous day. The implied volatity was 35.84, the open interest changed by -48 which decreased total open position to 180
On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 43, which was -35.65 lower than the previous day. The implied volatity was 37.59, the open interest changed by 132 which increased total open position to 228
On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 79.65, which was -4.75 lower than the previous day. The implied volatity was 26.56, the open interest changed by 2 which increased total open position to 95
On 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 85.85, which was 1.2 higher than the previous day. The implied volatity was 26.73, the open interest changed by -14 which decreased total open position to 95
On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 84.65, which was 24.65 higher than the previous day. The implied volatity was 28.69, the open interest changed by -13 which decreased total open position to 110
On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 60.15, which was -2.65 lower than the previous day. The implied volatity was 25.36, the open interest changed by 33 which increased total open position to 122
On 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 61, which was 4 higher than the previous day. The implied volatity was 27.44, the open interest changed by 75 which increased total open position to 89
On 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 57, which was 1 higher than the previous day. The implied volatity was 24.99, the open interest changed by 3 which increased total open position to 15
On 26 Mar ICICIGI was trading at 1772.45. The strike last trading price was 56, which was -11.7 lower than the previous day. The implied volatity was 26.92, the open interest changed by 2 which increased total open position to 13
On 25 Mar ICICIGI was trading at 1779.50. The strike last trading price was 67.7, which was -4.1 lower than the previous day. The implied volatity was 29.68, the open interest changed by -5 which decreased total open position to 11
On 24 Mar ICICIGI was trading at 1785.05. The strike last trading price was 71, which was 31.1 higher than the previous day. The implied volatity was 30.27, the open interest changed by 7 which increased total open position to 15
On 21 Mar ICICIGI was trading at 1723.20. The strike last trading price was 39.9, which was -8.6 lower than the previous day. The implied volatity was 26.42, the open interest changed by 1 which increased total open position to 8
On 20 Mar ICICIGI was trading at 1724.75. The strike last trading price was 48.5, which was -1.45 lower than the previous day. The implied volatity was 30.54, the open interest changed by 0 which decreased total open position to 0
On 17 Mar ICICIGI was trading at 1725.35. The strike last trading price was 49.95, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
On 11 Mar ICICIGI was trading at 1700.45. The strike last trading price was 49.95, which was 0 lower than the previous day. The implied volatity was 2.53, the open interest changed by 0 which decreased total open position to 0
On 10 Mar ICICIGI was trading at 1699.60. The strike last trading price was 49.95, which was 0 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0
On 7 Mar ICICIGI was trading at 1686.95. The strike last trading price was 49.95, which was 0 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0
On 6 Mar ICICIGI was trading at 1702.30. The strike last trading price was 49.95, which was 0 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
On 28 Feb ICICIGI was trading at 1690.95. The strike last trading price was 49.95, which was 0 lower than the previous day. The implied volatity was 2.92, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 24APR2025 1780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 1.43
Theta: -1.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 1786.50 | 51.05 | 0.75 | 39.25 | 320 | 48 | 181 |
| 8 Apr | 1775.80 | 49.05 | -22.9 | 34.31 | 134 | -13 | 132 |
| 7 Apr | 1744.40 | 70.9 | 42.75 | 36.02 | 182 | -39 | 146 |
| 4 Apr | 1829.55 | 27.15 | 0.3 | 30.40 | 115 | 24 | 184 |
| 3 Apr | 1831.50 | 25.9 | -2 | 30.25 | 107 | 27 | 157 |
| 2 Apr | 1829.95 | 28.1 | -14.05 | 29.53 | 326 | 36 | 130 |
| 1 Apr | 1791.90 | 41.9 | -2.25 | 30.49 | 408 | 31 | 98 |
| 28 Mar | 1792.85 | 46.05 | -3.95 | 27.79 | 453 | 62 | 67 |
| 27 Mar | 1794.25 | 50 | -8 | 29.25 | 8 | 4 | 4 |
| 26 Mar | 1772.45 | 58 | -51.3 | 30.18 | 3 | 1 | 1 |
| 25 Mar | 1779.50 | 109.3 | 0 | 0.89 | 0 | 0 | 0 |
| 24 Mar | 1785.05 | 109.3 | 0 | 1.00 | 0 | 0 | 0 |
| 21 Mar | 1723.20 | 109.3 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1724.75 | 109.3 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1725.35 | 109.3 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1700.45 | 109.3 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1699.60 | 109.3 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 1686.95 | 109.3 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1702.30 | 109.3 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 1690.95 | 109.3 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1780 expiring on 24APR2025
Delta for 1780 PE is -0.45
Historical price for 1780 PE is as follows
On 9 Apr ICICIGI was trading at 1786.50. The strike last trading price was 51.05, which was 0.75 higher than the previous day. The implied volatity was 39.25, the open interest changed by 48 which increased total open position to 181
On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 49.05, which was -22.9 lower than the previous day. The implied volatity was 34.31, the open interest changed by -13 which decreased total open position to 132
On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 70.9, which was 42.75 higher than the previous day. The implied volatity was 36.02, the open interest changed by -39 which decreased total open position to 146
On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 27.15, which was 0.3 higher than the previous day. The implied volatity was 30.40, the open interest changed by 24 which increased total open position to 184
On 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 25.9, which was -2 lower than the previous day. The implied volatity was 30.25, the open interest changed by 27 which increased total open position to 157
On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 28.1, which was -14.05 lower than the previous day. The implied volatity was 29.53, the open interest changed by 36 which increased total open position to 130
On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 41.9, which was -2.25 lower than the previous day. The implied volatity was 30.49, the open interest changed by 31 which increased total open position to 98
On 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 46.05, which was -3.95 lower than the previous day. The implied volatity was 27.79, the open interest changed by 62 which increased total open position to 67
On 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 50, which was -8 lower than the previous day. The implied volatity was 29.25, the open interest changed by 4 which increased total open position to 4
On 26 Mar ICICIGI was trading at 1772.45. The strike last trading price was 58, which was -51.3 lower than the previous day. The implied volatity was 30.18, the open interest changed by 1 which increased total open position to 1
On 25 Mar ICICIGI was trading at 1779.50. The strike last trading price was 109.3, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0
On 24 Mar ICICIGI was trading at 1785.05. The strike last trading price was 109.3, which was 0 lower than the previous day. The implied volatity was 1.00, the open interest changed by 0 which decreased total open position to 0
On 21 Mar ICICIGI was trading at 1723.20. The strike last trading price was 109.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar ICICIGI was trading at 1724.75. The strike last trading price was 109.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar ICICIGI was trading at 1725.35. The strike last trading price was 109.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar ICICIGI was trading at 1700.45. The strike last trading price was 109.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar ICICIGI was trading at 1699.60. The strike last trading price was 109.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar ICICIGI was trading at 1686.95. The strike last trading price was 109.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar ICICIGI was trading at 1702.30. The strike last trading price was 109.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb ICICIGI was trading at 1690.95. The strike last trading price was 109.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
