ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Nov 2024 04:11 PM IST
| ICICIGI 28NOV2024 1780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1804.70 | 68.9 | 0.00 | 0.00 | 0 | 4.5 | 0 | |||
| 20 Nov | 1840.90 | 68.9 | 0.00 | 30.36 | 18 | 4.5 | 6.5 | |||
| 19 Nov | 1840.90 | 68.9 | -55.75 | 30.36 | 18 | 4.5 | 6.5 | |||
| 18 Nov | 1839.45 | 124.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1863.40 | 124.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1868.20 | 124.65 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 12 Nov | 1892.25 | 124.65 | 12.25 | 26.58 | 0.5 | 0 | 1.5 | |||
| 11 Nov | 1921.10 | 112.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1910.15 | 112.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1916.50 | 112.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1933.70 | 112.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1916.05 | 112.4 | 0.00 | 0.00 | 0 | 1.5 | 0 | |||
| 4 Nov | 1870.85 | 112.4 | -389.05 | 24.49 | 1.5 | 1 | 1 | |||
| 31 Oct | 1917.35 | 501.45 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 30 Oct | 1927.90 | 501.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1896.00 | 501.45 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1780 expiring on 28NOV2024
Delta for 1780 CE is 0.00
Historical price for 1780 CE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 68.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 68.9, which was 0.00 lower than the previous day. The implied volatity was 30.36, the open interest changed by 9 which increased total open position to 13
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 68.9, which was -55.75 lower than the previous day. The implied volatity was 30.36, the open interest changed by 9 which increased total open position to 13
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 124.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 124.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 124.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 124.65, which was 12.25 higher than the previous day. The implied volatity was 26.58, the open interest changed by 0 which decreased total open position to 3
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 112.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 112.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 112.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 112.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 112.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 112.4, which was -389.05 lower than the previous day. The implied volatity was 24.49, the open interest changed by 2 which increased total open position to 2
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 501.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIGI was trading at 1927.90. The strike last trading price was 501.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ICICIGI was trading at 1896.00. The strike last trading price was 501.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIGI 28NOV2024 1780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.91
Theta: -1.64
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1804.70 | 15.9 | 4.70 | 27.82 | 499.5 | 7 | 55.5 |
| 20 Nov | 1840.90 | 11.2 | 0.00 | 27.84 | 538.5 | 31 | 50 |
| 19 Nov | 1840.90 | 11.2 | -0.15 | 27.84 | 538.5 | 32.5 | 50 |
| 18 Nov | 1839.45 | 11.35 | 3.75 | 29.42 | 14.5 | -0.5 | 16.5 |
| 14 Nov | 1863.40 | 7.6 | -0.55 | 26.08 | 30.5 | -1 | 17 |
| 13 Nov | 1868.20 | 8.15 | 2.00 | 25.91 | 27.5 | 2.5 | 14.5 |
| 12 Nov | 1892.25 | 6.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1921.10 | 6.15 | 0.00 | 0.00 | 0 | -0.5 | 0 |
| 8 Nov | 1910.15 | 6.15 | -0.05 | 26.07 | 14.5 | -0.5 | 12 |
| 7 Nov | 1916.50 | 6.2 | 1.00 | 27.45 | 44 | 1 | 13.5 |
| 6 Nov | 1933.70 | 5.2 | -4.90 | 27.83 | 45.5 | 3.5 | 14 |
| 5 Nov | 1916.05 | 10.1 | -5.15 | 30.18 | 23.5 | 4.5 | 10 |
| 4 Nov | 1870.85 | 15.25 | 13.60 | 27.06 | 5.5 | 2.5 | 2.5 |
| 31 Oct | 1917.35 | 1.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1927.90 | 1.65 | 1.65 | - | 0 | 0 | 0 |
| 28 Oct | 1896.00 | 0 | - | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1780 expiring on 28NOV2024
Delta for 1780 PE is -0.34
Historical price for 1780 PE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 15.9, which was 4.70 higher than the previous day. The implied volatity was 27.82, the open interest changed by 14 which increased total open position to 111
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 11.2, which was 0.00 lower than the previous day. The implied volatity was 27.84, the open interest changed by 62 which increased total open position to 100
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 11.2, which was -0.15 lower than the previous day. The implied volatity was 27.84, the open interest changed by 65 which increased total open position to 100
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 11.35, which was 3.75 higher than the previous day. The implied volatity was 29.42, the open interest changed by -1 which decreased total open position to 33
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 7.6, which was -0.55 lower than the previous day. The implied volatity was 26.08, the open interest changed by -2 which decreased total open position to 34
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 8.15, which was 2.00 higher than the previous day. The implied volatity was 25.91, the open interest changed by 5 which increased total open position to 29
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 6.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 6.15, 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 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 6.15, which was -0.05 lower than the previous day. The implied volatity was 26.07, the open interest changed by -1 which decreased total open position to 24
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 6.2, which was 1.00 higher than the previous day. The implied volatity was 27.45, the open interest changed by 2 which increased total open position to 27
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 5.2, which was -4.90 lower than the previous day. The implied volatity was 27.83, the open interest changed by 7 which increased total open position to 28
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 10.1, which was -5.15 lower than the previous day. The implied volatity was 30.18, the open interest changed by 9 which increased total open position to 20
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 15.25, which was 13.60 higher than the previous day. The implied volatity was 27.06, the open interest changed by 5 which increased total open position to 5
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIGI was trading at 1927.90. The strike last trading price was 1.65, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ICICIGI was trading at 1896.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
