ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
20 Dec 2024 04:11 PM IST
| ICICIGI 26DEC2024 1800 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 | 102.05 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 19 Dec | 1898.00 | 102.05 | 15.80 | - | 14 | -2 | 20 | |||
| 18 Dec | 1874.70 | 86.25 | -38.80 | 29.53 | 11 | 1 | 22 | |||
| 17 Dec | 1917.30 | 125.05 | -42.70 | 28.59 | 19 | -6 | 19 | |||
| 16 Dec | 1963.80 | 167.75 | -1.25 | 34.39 | 1 | 0 | 25 | |||
| 13 Dec | 1983.35 | 169 | 0.10 | - | 1 | 0 | 25 | |||
| 12 Dec | 1961.35 | 168.9 | -1.10 | - | 16 | -12 | 25 | |||
| 11 Dec | 1948.65 | 170 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 10 Dec | 1945.80 | 170 | 25.30 | 45.45 | 1 | 0 | 36 | |||
| 9 Dec | 1962.20 | 144.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1949.90 | 144.7 | -15.20 | - | 1 | 0 | 36 | |||
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| 5 Dec | 1932.70 | 159.9 | 6.35 | 37.52 | 1 | 0 | 36 | |||
| 4 Dec | 1950.85 | 153.55 | 39.55 | - | 12 | -2 | 36 | |||
| 3 Dec | 1896.35 | 114 | 38.00 | 21.53 | 18 | 2 | 38 | |||
| 2 Dec | 1834.10 | 76 | -21.10 | 25.33 | 17 | 3 | 36 | |||
| 29 Nov | 1861.85 | 97.1 | -8.70 | 26.52 | 25 | 10 | 32 | |||
| 28 Nov | 1871.10 | 105.8 | 8.30 | 21.79 | 33 | 13 | 21 | |||
| 27 Nov | 1863.75 | 97.5 | 0.15 | 25.03 | 5 | 0 | 8 | |||
| 26 Nov | 1854.45 | 97.35 | 17.35 | 26.37 | 4 | 3 | 7 | |||
| 25 Nov | 1836.90 | 80 | -415.35 | 23.55 | 4 | 0 | 0 | |||
| 21 Nov | 1804.70 | 495.35 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1840.90 | 495.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1840.90 | 495.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1839.45 | 495.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1863.40 | 495.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1868.20 | 495.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1892.25 | 495.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1910.15 | 495.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1933.70 | 495.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1870.85 | 495.35 | 495.35 | - | 0 | 0 | 0 | |||
| 31 Oct | 1917.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1927.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1913.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1896.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1929.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1955.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1958.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1986.25 | 0 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1800 expiring on 26DEC2024
Delta for 1800 CE is 0.00
Historical price for 1800 CE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 102.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 102.05, which was 15.80 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 20
On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 86.25, which was -38.80 lower than the previous day. The implied volatity was 29.53, the open interest changed by 1 which increased total open position to 22
On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 125.05, which was -42.70 lower than the previous day. The implied volatity was 28.59, the open interest changed by -6 which decreased total open position to 19
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 167.75, which was -1.25 lower than the previous day. The implied volatity was 34.39, the open interest changed by 0 which decreased total open position to 25
On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 169, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 168.9, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 25
On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 170, 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 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 170, which was 25.30 higher than the previous day. The implied volatity was 45.45, the open interest changed by 0 which decreased total open position to 36
On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 144.7, 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 Dec ICICIGI was trading at 1949.90. The strike last trading price was 144.7, which was -15.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 159.9, which was 6.35 higher than the previous day. The implied volatity was 37.52, the open interest changed by 0 which decreased total open position to 36
On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 153.55, which was 39.55 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 36
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 114, which was 38.00 higher than the previous day. The implied volatity was 21.53, the open interest changed by 2 which increased total open position to 38
On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 76, which was -21.10 lower than the previous day. The implied volatity was 25.33, the open interest changed by 3 which increased total open position to 36
On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 97.1, which was -8.70 lower than the previous day. The implied volatity was 26.52, the open interest changed by 10 which increased total open position to 32
On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 105.8, which was 8.30 higher than the previous day. The implied volatity was 21.79, the open interest changed by 13 which increased total open position to 21
On 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 97.5, which was 0.15 higher than the previous day. The implied volatity was 25.03, the open interest changed by 0 which decreased total open position to 8
On 26 Nov ICICIGI was trading at 1854.45. The strike last trading price was 97.35, which was 17.35 higher than the previous day. The implied volatity was 26.37, the open interest changed by 3 which increased total open position to 7
On 25 Nov ICICIGI was trading at 1836.90. The strike last trading price was 80, which was -415.35 lower than the previous day. The implied volatity was 23.55, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 495.35, 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 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 495.35, 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 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 495.35, 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 495.35, 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 495.35, 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 495.35, 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 Nov ICICIGI was trading at 1892.25. The strike last trading price was 495.35, 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 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 495.35, 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 Nov ICICIGI was trading at 1933.70. The strike last trading price was 495.35, 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 495.35, which was 495.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 0, 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 0, 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 29 Oct ICICIGI was trading at 1913.30. The strike last trading price was 0, 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 0, 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 25 Oct ICICIGI was trading at 1929.15. The strike last trading price was 0, 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 24 Oct ICICIGI was trading at 1955.75. The strike last trading price was 0, 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 23 Oct ICICIGI was trading at 1958.95. The strike last trading price was 0, 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 22 Oct ICICIGI was trading at 1986.25. 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
| ICICIGI 26DEC2024 1800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.29
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1902.15 | 1.9 | -0.95 | 29.10 | 364 | -6 | 182 |
| 19 Dec | 1898.00 | 2.85 | -2.45 | 29.68 | 615 | -16 | 189 |
| 18 Dec | 1874.70 | 5.3 | 3.30 | 27.15 | 240 | 4 | 206 |
| 17 Dec | 1917.30 | 2 | 0.70 | 26.92 | 218 | -83 | 204 |
| 16 Dec | 1963.80 | 1.3 | 0.15 | 29.47 | 179 | -18 | 289 |
| 13 Dec | 1983.35 | 1.15 | -0.95 | 29.02 | 121 | -1 | 308 |
| 12 Dec | 1961.35 | 2.1 | -1.20 | 28.57 | 342 | 22 | 308 |
| 11 Dec | 1948.65 | 3.3 | -0.45 | 27.44 | 176 | -4 | 286 |
| 10 Dec | 1945.80 | 3.75 | 1.10 | 27.17 | 154 | -5 | 278 |
| 9 Dec | 1962.20 | 2.65 | -1.60 | 26.81 | 167 | 57 | 283 |
| 6 Dec | 1949.90 | 4.25 | -2.40 | 25.99 | 269 | -43 | 226 |
| 5 Dec | 1932.70 | 6.65 | 1.05 | 26.46 | 475 | 37 | 269 |
| 4 Dec | 1950.85 | 5.6 | -6.60 | 26.70 | 661 | 5 | 230 |
| 3 Dec | 1896.35 | 12.2 | -16.40 | 25.90 | 496 | 2 | 225 |
| 2 Dec | 1834.10 | 28.6 | 4.85 | 26.73 | 161 | 19 | 223 |
| 29 Nov | 1861.85 | 23.75 | 0.35 | 26.53 | 125 | -21 | 202 |
| 28 Nov | 1871.10 | 23.4 | -0.85 | 28.99 | 332 | 141 | 222 |
| 27 Nov | 1863.75 | 24.25 | -4.40 | 26.20 | 153 | -2 | 81 |
| 26 Nov | 1854.45 | 28.65 | -4.25 | 27.48 | 75 | 28 | 84 |
| 25 Nov | 1836.90 | 32.9 | -9.75 | 26.19 | 322 | 48 | 54 |
| 21 Nov | 1804.70 | 42.65 | -1.00 | 23.76 | 3 | 0 | 6 |
| 20 Nov | 1840.90 | 43.65 | 0.00 | 28.48 | 5 | 4 | 4 |
| 19 Nov | 1840.90 | 43.65 | 15.85 | 28.48 | 5 | 2 | 4 |
| 18 Nov | 1839.45 | 27.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1863.40 | 27.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1868.20 | 27.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1892.25 | 27.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1910.15 | 27.8 | 0.00 | 28.39 | 1 | 0 | 2 |
| 6 Nov | 1933.70 | 27.8 | 9.80 | 30.99 | 10 | 0 | 2 |
| 4 Nov | 1870.85 | 18 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1917.35 | 18 | 0.00 | - | 0 | 2 | 0 |
| 30 Oct | 1927.90 | 18 | 12.60 | - | 2 | 0 | 0 |
| 29 Oct | 1913.30 | 5.4 | 5.40 | - | 0 | 0 | 0 |
| 28 Oct | 1896.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1929.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1955.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1958.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1986.25 | 0 | - | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1800 expiring on 26DEC2024
Delta for 1800 PE is -0.06
Historical price for 1800 PE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 1.9, which was -0.95 lower than the previous day. The implied volatity was 29.10, the open interest changed by -6 which decreased total open position to 182
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 2.85, which was -2.45 lower than the previous day. The implied volatity was 29.68, the open interest changed by -16 which decreased total open position to 189
On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 5.3, which was 3.30 higher than the previous day. The implied volatity was 27.15, the open interest changed by 4 which increased total open position to 206
On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 2, which was 0.70 higher than the previous day. The implied volatity was 26.92, the open interest changed by -83 which decreased total open position to 204
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 1.3, which was 0.15 higher than the previous day. The implied volatity was 29.47, the open interest changed by -18 which decreased total open position to 289
On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 1.15, which was -0.95 lower than the previous day. The implied volatity was 29.02, the open interest changed by -1 which decreased total open position to 308
On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 2.1, which was -1.20 lower than the previous day. The implied volatity was 28.57, the open interest changed by 22 which increased total open position to 308
On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 3.3, which was -0.45 lower than the previous day. The implied volatity was 27.44, the open interest changed by -4 which decreased total open position to 286
On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 3.75, which was 1.10 higher than the previous day. The implied volatity was 27.17, the open interest changed by -5 which decreased total open position to 278
On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 2.65, which was -1.60 lower than the previous day. The implied volatity was 26.81, the open interest changed by 57 which increased total open position to 283
On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 4.25, which was -2.40 lower than the previous day. The implied volatity was 25.99, the open interest changed by -43 which decreased total open position to 226
On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 6.65, which was 1.05 higher than the previous day. The implied volatity was 26.46, the open interest changed by 37 which increased total open position to 269
On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 5.6, which was -6.60 lower than the previous day. The implied volatity was 26.70, the open interest changed by 5 which increased total open position to 230
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 12.2, which was -16.40 lower than the previous day. The implied volatity was 25.90, the open interest changed by 2 which increased total open position to 225
On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 28.6, which was 4.85 higher than the previous day. The implied volatity was 26.73, the open interest changed by 19 which increased total open position to 223
On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 23.75, which was 0.35 higher than the previous day. The implied volatity was 26.53, the open interest changed by -21 which decreased total open position to 202
On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 23.4, which was -0.85 lower than the previous day. The implied volatity was 28.99, the open interest changed by 141 which increased total open position to 222
On 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 24.25, which was -4.40 lower than the previous day. The implied volatity was 26.20, the open interest changed by -2 which decreased total open position to 81
On 26 Nov ICICIGI was trading at 1854.45. The strike last trading price was 28.65, which was -4.25 lower than the previous day. The implied volatity was 27.48, the open interest changed by 28 which increased total open position to 84
On 25 Nov ICICIGI was trading at 1836.90. The strike last trading price was 32.9, which was -9.75 lower than the previous day. The implied volatity was 26.19, the open interest changed by 48 which increased total open position to 54
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 42.65, which was -1.00 lower than the previous day. The implied volatity was 23.76, the open interest changed by 0 which decreased total open position to 6
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 43.65, which was 0.00 lower than the previous day. The implied volatity was 28.48, the open interest changed by 4 which increased total open position to 4
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 43.65, which was 15.85 higher than the previous day. The implied volatity was 28.48, the open interest changed by 2 which increased total open position to 4
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 27.8, 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 27.8, 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 27.8, 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 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 27.8, 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 27.8, which was 0.00 lower than the previous day. The implied volatity was 28.39, the open interest changed by 0 which decreased total open position to 2
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 27.8, which was 9.80 higher than the previous day. The implied volatity was 30.99, the open interest changed by 0 which decreased total open position to 2
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 18, 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 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 18, 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 18, which was 12.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ICICIGI was trading at 1913.30. The strike last trading price was 5.4, which was 5.40 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ICICIGI was trading at 1929.15. The strike last trading price was 0, 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 24 Oct ICICIGI was trading at 1955.75. The strike last trading price was 0, 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 23 Oct ICICIGI was trading at 1958.95. The strike last trading price was 0, 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 22 Oct ICICIGI was trading at 1986.25. 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
