[--[65.84.65.76]--]

ICICIGI

Icici Lombard Gic Limited
1945.3 -15.80 (-0.81%)
L: 1928.5 H: 1966.8

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Historical option data for ICICIGI

09 Dec 2025 04:11 PM IST
ICICIGI 30-DEC-2025 1800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1945.30 226.45 -25.4 - 0 0 0
8 Dec 1961.10 226.45 -25.4 - 0 0 6
4 Dec 1983.00 226.45 -25.4 - 0 0 0
3 Dec 1972.40 226.45 -25.4 - 0 0 0
2 Dec 1986.70 226.45 -25.4 - 0 0 0
1 Dec 1991.40 226.45 -25.4 - 0 0 0
28 Nov 1970.50 226.45 -25.4 - 0 0 0
27 Nov 1980.70 226.45 -25.4 - 0 0 0
26 Nov 2010.30 226.45 -25.4 - 0 0 0
25 Nov 1999.00 226.45 -25.4 - 0 0 0
24 Nov 1997.50 226.45 -25.4 - 0 -2 0
21 Nov 2004.10 226.45 -25.4 21.18 2 0 8
20 Nov 2037.60 253.75 10.05 - 14 8 9
19 Nov 2041.70 243.7 10 - 0 0 0
17 Nov 2042.90 243.7 10 - 0 0 0
14 Nov 2005.10 243.7 10 29.09 1 0 1
12 Nov 2028.60 233.7 -8.95 - 2 0 3
11 Nov 1996.10 242.65 70.2 - 0 0 0
27 Oct 1986.40 172.45 0 - 0 0 0
24 Oct 1993.90 172.45 0 - 0 0 0
23 Oct 1979.20 172.45 0 - 0 0 0
14 Oct 1854.80 172.45 0 - 0 0 0
9 Oct 1882.70 0 0 - 0 0 0
8 Oct 1878.10 0 0 - 0 0 0
7 Oct 1906.00 0 0 - 0 0 0
6 Oct 1925.80 0 0 - 0 0 0
3 Oct 1911.60 0 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 1800 expiring on 30DEC2025

Delta for 1800 CE is -

Historical price for 1800 CE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 226.45, which was -25.4 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 226.45, which was -25.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 226.45, which was -25.4 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 226.45, which was -25.4 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 226.45, which was -25.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 226.45, which was -25.4 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 226.45, which was -25.4 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 1980.70. The strike last trading price was 226.45, which was -25.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 226.45, which was -25.4 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 1999.00. The strike last trading price was 226.45, which was -25.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 226.45, which was -25.4 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 226.45, which was -25.4 lower than the previous day. The implied volatity was 21.18, the open interest changed by 0 which decreased total open position to 8


On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 253.75, which was 10.05 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 9


On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 243.7, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 243.7, which was 10 higher 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 2005.10. The strike last trading price was 243.7, which was 10 higher than the previous day. The implied volatity was 29.09, the open interest changed by 0 which decreased total open position to 1


On 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 233.7, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 242.65, which was 70.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Oct ICICIGI was trading at 1986.40. The strike last trading price was 172.45, 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 24 Oct ICICIGI was trading at 1993.90. The strike last trading price was 172.45, 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 23 Oct ICICIGI was trading at 1979.20. The strike last trading price was 172.45, 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 14 Oct ICICIGI was trading at 1854.80. The strike last trading price was 172.45, 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 Oct ICICIGI was trading at 1882.70. 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


On 8 Oct ICICIGI was trading at 1878.10. 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


On 7 Oct ICICIGI was trading at 1906.00. 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


On 6 Oct ICICIGI was trading at 1925.80. 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


On 3 Oct ICICIGI was trading at 1911.60. 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 1800 PE
Delta: -0.05
Vega: 0.50
Theta: -0.23
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1945.30 2.25 0.25 21.30 203 -6 200
8 Dec 1961.10 2 0.85 21.28 98 36 206
4 Dec 1983.00 1.15 -1.4 20.43 6 0 170
3 Dec 1972.40 2.5 -0.15 22.28 27 2 169
2 Dec 1986.70 2.65 0.15 23.65 30 2 166
1 Dec 1991.40 2.5 -0.5 23.27 4 1 163
28 Nov 1970.50 3 0.1 21.38 38 7 161
27 Nov 1980.70 2.95 0.35 21.85 112 21 154
26 Nov 2010.30 2.5 -1.65 23.64 85 7 133
25 Nov 1999.00 4.2 -1.35 23.87 118 58 123
24 Nov 1997.50 5.55 0.65 24.60 81 40 64
21 Nov 2004.10 4.85 0.9 24.76 5 3 26
20 Nov 2037.60 4 -0.4 25.99 9 1 24
19 Nov 2041.70 4.25 0.25 25.49 32 24 27
17 Nov 2042.90 4 -0.9 24.52 17 -14 3
14 Nov 2005.10 4.9 0 23.50 2 0 16
12 Nov 2028.60 4.9 -2 24.47 1 0 16
11 Nov 1996.10 6.9 -2.1 23.78 1 0 16
27 Oct 1986.40 9 -46.4 21.99 16 15 15
24 Oct 1993.90 55.4 0 - 0 0 0
23 Oct 1979.20 55.4 0 6.69 0 0 0
14 Oct 1854.80 55.4 0 - 0 0 0
9 Oct 1882.70 55.4 0 3.85 0 0 0
8 Oct 1878.10 55.4 0 - 0 0 0
7 Oct 1906.00 55.4 0 4.46 0 0 0
6 Oct 1925.80 0 0 - 0 0 0
3 Oct 1911.60 0 0 4.42 0 0 0


For Icici Lombard Gic Limited - strike price 1800 expiring on 30DEC2025

Delta for 1800 PE is -0.05

Historical price for 1800 PE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 2.25, which was 0.25 higher than the previous day. The implied volatity was 21.30, the open interest changed by -6 which decreased total open position to 200


On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 2, which was 0.85 higher than the previous day. The implied volatity was 21.28, the open interest changed by 36 which increased total open position to 206


On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 1.15, which was -1.4 lower than the previous day. The implied volatity was 20.43, the open interest changed by 0 which decreased total open position to 170


On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 2.5, which was -0.15 lower than the previous day. The implied volatity was 22.28, the open interest changed by 2 which increased total open position to 169


On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 2.65, which was 0.15 higher than the previous day. The implied volatity was 23.65, the open interest changed by 2 which increased total open position to 166


On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 2.5, which was -0.5 lower than the previous day. The implied volatity was 23.27, the open interest changed by 1 which increased total open position to 163


On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 3, which was 0.1 higher than the previous day. The implied volatity was 21.38, the open interest changed by 7 which increased total open position to 161


On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 2.95, which was 0.35 higher than the previous day. The implied volatity was 21.85, the open interest changed by 21 which increased total open position to 154


On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 2.5, which was -1.65 lower than the previous day. The implied volatity was 23.64, the open interest changed by 7 which increased total open position to 133


On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 4.2, which was -1.35 lower than the previous day. The implied volatity was 23.87, the open interest changed by 58 which increased total open position to 123


On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 5.55, which was 0.65 higher than the previous day. The implied volatity was 24.60, the open interest changed by 40 which increased total open position to 64


On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 4.85, which was 0.9 higher than the previous day. The implied volatity was 24.76, the open interest changed by 3 which increased total open position to 26


On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 4, which was -0.4 lower than the previous day. The implied volatity was 25.99, the open interest changed by 1 which increased total open position to 24


On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 4.25, which was 0.25 higher than the previous day. The implied volatity was 25.49, the open interest changed by 24 which increased total open position to 27


On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 4, which was -0.9 lower than the previous day. The implied volatity was 24.52, the open interest changed by -14 which decreased total open position to 3


On 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 4.9, which was 0 lower than the previous day. The implied volatity was 23.50, the open interest changed by 0 which decreased total open position to 16


On 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 4.9, which was -2 lower than the previous day. The implied volatity was 24.47, the open interest changed by 0 which decreased total open position to 16


On 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 6.9, which was -2.1 lower than the previous day. The implied volatity was 23.78, the open interest changed by 0 which decreased total open position to 16


On 27 Oct ICICIGI was trading at 1986.40. The strike last trading price was 9, which was -46.4 lower than the previous day. The implied volatity was 21.99, the open interest changed by 15 which increased total open position to 15


On 24 Oct ICICIGI was trading at 1993.90. The strike last trading price was 55.4, 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 23 Oct ICICIGI was trading at 1979.20. The strike last trading price was 55.4, which was 0 lower than the previous day. The implied volatity was 6.69, the open interest changed by 0 which decreased total open position to 0


On 14 Oct ICICIGI was trading at 1854.80. The strike last trading price was 55.4, 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 Oct ICICIGI was trading at 1882.70. The strike last trading price was 55.4, which was 0 lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0


On 8 Oct ICICIGI was trading at 1878.10. The strike last trading price was 55.4, 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 Oct ICICIGI was trading at 1906.00. The strike last trading price was 55.4, 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 6 Oct ICICIGI was trading at 1925.80. 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


On 3 Oct ICICIGI was trading at 1911.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.42, the open interest changed by 0 which decreased total open position to 0