ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
20 Dec 2024 04:11 PM IST
| ICICIGI 26DEC2024 1780 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 | |||
| 20 Dec | 1902.15 | 100.7 | 0.00 | 0.00 | 0 | 2 | 0 | |||
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| 19 Dec | 1898.00 | 100.7 | -82.10 | - | 2 | 0 | 0 | |||
| 18 Dec | 1874.70 | 182.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1917.30 | 182.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1963.80 | 182.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1983.35 | 182.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1961.35 | 182.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1948.65 | 182.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1945.80 | 182.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1962.20 | 182.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1949.90 | 182.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1932.70 | 182.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1950.85 | 182.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1896.35 | 182.8 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1834.10 | 182.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1861.85 | 182.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1871.10 | 182.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1863.75 | 182.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1836.90 | 182.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1839.45 | 182.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1863.40 | 182.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1868.20 | 182.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1870.85 | 182.8 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1780 expiring on 26DEC2024
Delta for 1780 CE is 0.00
Historical price for 1780 CE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 100.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 100.7, which was -82.10 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 1874.70. The strike last trading price was 182.8, 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 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 182.8, 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 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 182.8, 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 Dec ICICIGI was trading at 1983.35. The strike last trading price was 182.8, 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 Dec ICICIGI was trading at 1961.35. The strike last trading price was 182.8, 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 Dec ICICIGI was trading at 1948.65. The strike last trading price was 182.8, 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 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 182.8, 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 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 182.8, 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 Dec ICICIGI was trading at 1949.90. The strike last trading price was 182.8, 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 Dec ICICIGI was trading at 1932.70. The strike last trading price was 182.8, 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 Dec ICICIGI was trading at 1950.85. The strike last trading price was 182.8, 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 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 182.8, 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 182.8, 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 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 182.8, 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 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 182.8, 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 182.8, 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 182.8, 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 182.8, 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 182.8, 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 182.8, 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 182.8, 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 26DEC2024 1780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.19
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1902.15 | 1.05 | -0.90 | 29.83 | 68 | -1 | 65 |
| 19 Dec | 1898.00 | 1.95 | 0.55 | 31.26 | 233 | 11 | 69 |
| 18 Dec | 1874.70 | 1.4 | 0.00 | 0.00 | 0 | -15 | 0 |
| 17 Dec | 1917.30 | 1.4 | 0.40 | 28.40 | 27 | -15 | 58 |
| 16 Dec | 1963.80 | 1 | 0.00 | 0.00 | 0 | -1 | 0 |
| 13 Dec | 1983.35 | 1 | -0.80 | 30.91 | 1 | 0 | 74 |
| 12 Dec | 1961.35 | 1.8 | -0.65 | 30.42 | 7 | -1 | 75 |
| 11 Dec | 1948.65 | 2.45 | -0.30 | 28.44 | 3 | 0 | 77 |
| 10 Dec | 1945.80 | 2.75 | 0.70 | 28.02 | 23 | -10 | 75 |
| 9 Dec | 1962.20 | 2.05 | -1.20 | 27.93 | 46 | 21 | 84 |
| 6 Dec | 1949.90 | 3.25 | -1.80 | 26.87 | 111 | 7 | 63 |
| 5 Dec | 1932.70 | 5.05 | 0.85 | 27.16 | 127 | -11 | 55 |
| 4 Dec | 1950.85 | 4.2 | -4.85 | 27.28 | 58 | -4 | 67 |
| 3 Dec | 1896.35 | 9.05 | -13.95 | 26.17 | 107 | -5 | 71 |
| 2 Dec | 1834.10 | 23 | 5.45 | 27.31 | 36 | 12 | 76 |
| 29 Nov | 1861.85 | 17.55 | -3.30 | 26.04 | 43 | 14 | 64 |
| 28 Nov | 1871.10 | 20.85 | -4.80 | 30.63 | 78 | 50 | 50 |
| 27 Nov | 1863.75 | 25.65 | 0.00 | 5.12 | 0 | 0 | 0 |
| 25 Nov | 1836.90 | 25.65 | 0.00 | 3.90 | 0 | 0 | 0 |
| 18 Nov | 1839.45 | 25.65 | 0.00 | 3.99 | 0 | 0 | 0 |
| 14 Nov | 1863.40 | 25.65 | 0.00 | 4.63 | 0 | 0 | 0 |
| 13 Nov | 1868.20 | 25.65 | 25.65 | 4.49 | 0 | 0 | 0 |
| 4 Nov | 1870.85 | 0 | 4.37 | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1780 expiring on 26DEC2024
Delta for 1780 PE is -0.04
Historical price for 1780 PE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 1.05, which was -0.90 lower than the previous day. The implied volatity was 29.83, the open interest changed by -1 which decreased total open position to 65
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 1.95, which was 0.55 higher than the previous day. The implied volatity was 31.26, the open interest changed by 11 which increased total open position to 69
On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 0
On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 1.4, which was 0.40 higher than the previous day. The implied volatity was 28.40, the open interest changed by -15 which decreased total open position to 58
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 1, 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 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 1, which was -0.80 lower than the previous day. The implied volatity was 30.91, the open interest changed by 0 which decreased total open position to 74
On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 1.8, which was -0.65 lower than the previous day. The implied volatity was 30.42, the open interest changed by -1 which decreased total open position to 75
On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 2.45, which was -0.30 lower than the previous day. The implied volatity was 28.44, the open interest changed by 0 which decreased total open position to 77
On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 2.75, which was 0.70 higher than the previous day. The implied volatity was 28.02, the open interest changed by -10 which decreased total open position to 75
On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 2.05, which was -1.20 lower than the previous day. The implied volatity was 27.93, the open interest changed by 21 which increased total open position to 84
On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 3.25, which was -1.80 lower than the previous day. The implied volatity was 26.87, the open interest changed by 7 which increased total open position to 63
On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 5.05, which was 0.85 higher than the previous day. The implied volatity was 27.16, the open interest changed by -11 which decreased total open position to 55
On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 4.2, which was -4.85 lower than the previous day. The implied volatity was 27.28, the open interest changed by -4 which decreased total open position to 67
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 9.05, which was -13.95 lower than the previous day. The implied volatity was 26.17, the open interest changed by -5 which decreased total open position to 71
On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 23, which was 5.45 higher than the previous day. The implied volatity was 27.31, the open interest changed by 12 which increased total open position to 76
On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 17.55, which was -3.30 lower than the previous day. The implied volatity was 26.04, the open interest changed by 14 which increased total open position to 64
On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 20.85, which was -4.80 lower than the previous day. The implied volatity was 30.63, the open interest changed by 50 which increased total open position to 50
On 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 25.65, which was 0.00 lower than the previous day. The implied volatity was 5.12, 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 25.65, which was 0.00 lower than the previous day. The implied volatity was 3.90, 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 25.65, which was 0.00 lower than the previous day. The implied volatity was 3.99, 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 25.65, which was 0.00 lower than the previous day. The implied volatity was 4.63, 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 25.65, which was 25.65 higher than the previous day. The implied volatity was 4.49, 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 4.37, the open interest changed by 0 which decreased total open position to 0
