ICICIGI
Icici Lombard Gic Limited
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































































































































































































































