[--[65.84.65.76]--]

ICICIGI

Icici Lombard Gic Limited
1763.2 -7.40 (-0.42%)
L: 1736.3 H: 1777

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Historical option data for ICICIGI

30 Apr 2026 11:50 PM IST
ICICIGI 26-May-2026 (25d) 1800 CE
Delta: 0.44
Vega: 0.02
Theta: -0.89
Gamma: 0.00375
Date Close Ltp Change IV Volume OI Chg OI
30 Apr 1763.20 32.95 -5.849999999999994 22.04 361 27 252
29 Apr 1770.60 39.9 -1.2000000000000028 25.55 649 118 225
28 Apr 1771.80 39.2 -6.849999999999994 26.05 128 50 107
27 Apr 1770.50 46 -6.799999999999997 28 125 38 56
24 Apr 1772.10 52.8 -7.25 27.4 30 11 17
23 Apr 1809.90 60.05 -23.950000000000003 25.85 4 0 5
22 Apr 1829.00 84 -33.8 26.85 1 0 4
21 Apr 1840.00 117.8 0 - 0 0 4
20 Apr 1876.50 117.8 0 - 0 0 4
17 Apr 1891.60 117.8 0 23.96 0 0 4
16 Apr 1886.70 117.8 4.049999999999997 23.96 5 1 5
15 Apr 1858.00 113.5 48.7 28.95 7 4 5
13 Apr 1782.20 64.8 16.199999999999996 26.41 1 0 1
10 Apr 1786.00 48.6 -4.149999999999999 - 0 0 1
9 Apr 1768.60 48.6 -130.6 - 0 0 1
8 Apr 1750.50 - - - 0 0 0
7 Apr 1726.60 - - - 0 0 0
6 Apr 1713.00 179.2 0 3.11 0 0 0
2 Apr 1689.10 - - - 0 0 0
1 Apr 1694.90 179.2 0 3.09 0 0 0
30 Mar 1710.60 179.2 0 2.4 0 0 0
27 Mar 1747.00 179.2 0 1.19 0 0 0
25 Mar 1770.30 179.2 0 0.57 0 0 0
24 Mar 1730.10 0 0 1.56 0 0 0
23 Mar 1722.20 0 0 1.73 0 0 0
20 Mar 1777.20 0 0 - 0 0 0
19 Mar 1792.10 0 0 - 0 0 0
18 Mar 1831.20 0 0 - 0 0 0
17 Mar 1835.80 0 0 - 0 0 0
16 Mar 1850.50 0 0 - 0 0 0
13 Mar 1837.10 0 0 - 0 0 0
12 Mar 1855.30 0 0 - 0 0 0
11 Mar 1875.20 0 0 - 0 0 0
10 Mar 1889.30 0 0 - 0 0 0
9 Mar 1889.70 0 0 - 0 0 0
6 Mar 1880.30 0 0 - 0 0 0
5 Mar 1875.20 0 0 - 0 0 0
4 Mar 1855.50 0 0 - 0 0 0
2 Mar 1895.50 0 0 - 0 0 0
27 Feb 1901.50 0 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 1800 expiring on 26MAY2026

Delta for 1800 CE is 0.44

Historical price for 1800 CE is as follows

On 30 Apr ICICIGI was trading at 1763.20. The strike last trading price was 32.95, which was -5.849999999999994 lower than the previous day. The implied volatity was 22.04, the open interest changed by 27 which increased total open position to 252


On 29 Apr ICICIGI was trading at 1770.60. The strike last trading price was 39.9, which was -1.2000000000000028 lower than the previous day. The implied volatity was 25.55, the open interest changed by 118 which increased total open position to 225


On 28 Apr ICICIGI was trading at 1771.80. The strike last trading price was 39.2, which was -6.849999999999994 lower than the previous day. The implied volatity was 26.05, the open interest changed by 50 which increased total open position to 107


On 27 Apr ICICIGI was trading at 1770.50. The strike last trading price was 46, which was -6.799999999999997 lower than the previous day. The implied volatity was 28, the open interest changed by 38 which increased total open position to 56


On 24 Apr ICICIGI was trading at 1772.10. The strike last trading price was 52.8, which was -7.25 lower than the previous day. The implied volatity was 27.4, the open interest changed by 11 which increased total open position to 17


On 23 Apr ICICIGI was trading at 1809.90. The strike last trading price was 60.05, which was -23.950000000000003 lower than the previous day. The implied volatity was 25.85, the open interest changed by 0 which decreased total open position to 5


On 22 Apr ICICIGI was trading at 1829.00. The strike last trading price was 84, which was -33.8 lower than the previous day. The implied volatity was 26.85, the open interest changed by 0 which decreased total open position to 4


On 21 Apr ICICIGI was trading at 1840.00. The strike last trading price was 117.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 20 Apr ICICIGI was trading at 1876.50. The strike last trading price was 117.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 17 Apr ICICIGI was trading at 1891.60. The strike last trading price was 117.8, which was 0 lower than the previous day. The implied volatity was 23.96, the open interest changed by 0 which decreased total open position to 4


On 16 Apr ICICIGI was trading at 1886.70. The strike last trading price was 117.8, which was 4.049999999999997 higher than the previous day. The implied volatity was 23.96, the open interest changed by 1 which increased total open position to 5


On 15 Apr ICICIGI was trading at 1858.00. The strike last trading price was 113.5, which was 48.7 higher than the previous day. The implied volatity was 28.95, the open interest changed by 4 which increased total open position to 5


On 13 Apr ICICIGI was trading at 1782.20. The strike last trading price was 64.8, which was 16.199999999999996 higher than the previous day. The implied volatity was 26.41, the open interest changed by 0 which decreased total open position to 1


On 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 48.6, which was -4.149999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 48.6, which was -130.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 179.2, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0


On 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 179.2, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0


On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 179.2, which was 0 lower than the previous day. The implied volatity was 2.4, the open interest changed by 0 which decreased total open position to 0


On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 179.2, which was 0 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0


On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 179.2, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0


On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0


On 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0


On 20 Mar ICICIGI was trading at 1777.20. 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 19 Mar ICICIGI was trading at 1792.10. 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 18 Mar ICICIGI was trading at 1831.20. 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 17 Mar ICICIGI was trading at 1835.80. 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 16 Mar ICICIGI was trading at 1850.50. 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 13 Mar ICICIGI was trading at 1837.10. 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 12 Mar ICICIGI was trading at 1855.30. 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 11 Mar ICICIGI was trading at 1875.20. 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 10 Mar ICICIGI was trading at 1889.30. 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 9 Mar ICICIGI was trading at 1889.70. 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 6 Mar ICICIGI was trading at 1880.30. 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 5 Mar ICICIGI was trading at 1875.20. 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 4 Mar ICICIGI was trading at 1855.50. 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 2 Mar ICICIGI was trading at 1895.50. 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 27 Feb ICICIGI was trading at 1901.50. 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 26-May-2026 (25d) 1800 PE
Delta: -0.55
Vega: 0.02
Theta: -0.71
Gamma: 0.00338
Date Close Ltp Change IV Volume OI Chg OI
30 Apr 1763.20 57.45 -1.1499999999999986 24.56 38 0 117
29 Apr 1770.60 58.35 -4.049999999999997 24.22 221 71 117
28 Apr 1771.80 62.4 4.399999999999999 23.85 30 2 46
27 Apr 1770.50 58 0 25.98 1 0 43
24 Apr 1772.10 58 13.350000000000001 23.12 11 3 43
23 Apr 1809.90 45.15 5.149999999999999 25.38 7 -2 37
22 Apr 1829.00 40 8 23.93 17 3 34
21 Apr 1840.00 32 4 24.1 23 1 30
20 Apr 1876.50 28 3.3999999999999986 26.71 3 -2 29
17 Apr 1891.60 24.5 -2.6000000000000014 25.92 4 -1 31
16 Apr 1886.70 27.2 -9.349999999999998 26.54 71 17 38
15 Apr 1858.00 36 -9.649999999999999 27.33 29 14 14
13 Apr 1782.20 0 0 - 0 0 0
10 Apr 1786.00 0 0 0.84 0 0 0
9 Apr 1768.60 45.65 0 0.5 0 0 0
8 Apr 1750.50 - - - 0 0 0
7 Apr 1726.60 - - - 0 0 0
6 Apr 1713.00 45.65 0 - 0 0 0
2 Apr 1689.10 - - - 0 0 0
1 Apr 1694.90 45.65 0 - 0 0 0
30 Mar 1710.60 0 0 - 0 0 0
27 Mar 1747.00 0 0 - 0 0 0
25 Mar 1770.30 0 0 0.05 0 0 0
24 Mar 1730.10 0 0 - 0 0 0
23 Mar 1722.20 0 0 - 0 0 0
20 Mar 1777.20 0 0 0.54 0 0 0
19 Mar 1792.10 0 0 0.84 0 0 0
18 Mar 1831.20 0 0 2.26 0 0 0
17 Mar 1835.80 0 0 2.39 0 0 0
16 Mar 1850.50 0 0 - 0 0 0
13 Mar 1837.10 0 0 - 0 0 0
12 Mar 1855.30 0 0 - 0 0 0
11 Mar 1875.20 0 0 3.78 0 0 0
10 Mar 1889.30 0 0 3.94 0 0 0
9 Mar 1889.70 0 0 3.77 0 0 0
6 Mar 1880.30 0 0 3.63 0 0 0
5 Mar 1875.20 0 0 - 0 0 0
4 Mar 1855.50 0 0 2.91 0 0 0
2 Mar 1895.50 0 0 4.02 0 0 0
27 Feb 1901.50 0 0 4.33 0 0 0


For Icici Lombard Gic Limited - strike price 1800 expiring on 26MAY2026

Delta for 1800 PE is -0.55

Historical price for 1800 PE is as follows

On 30 Apr ICICIGI was trading at 1763.20. The strike last trading price was 57.45, which was -1.1499999999999986 lower than the previous day. The implied volatity was 24.56, the open interest changed by 0 which decreased total open position to 117


On 29 Apr ICICIGI was trading at 1770.60. The strike last trading price was 58.35, which was -4.049999999999997 lower than the previous day. The implied volatity was 24.22, the open interest changed by 71 which increased total open position to 117


On 28 Apr ICICIGI was trading at 1771.80. The strike last trading price was 62.4, which was 4.399999999999999 higher than the previous day. The implied volatity was 23.85, the open interest changed by 2 which increased total open position to 46


On 27 Apr ICICIGI was trading at 1770.50. The strike last trading price was 58, which was 0 lower than the previous day. The implied volatity was 25.98, the open interest changed by 0 which decreased total open position to 43


On 24 Apr ICICIGI was trading at 1772.10. The strike last trading price was 58, which was 13.350000000000001 higher than the previous day. The implied volatity was 23.12, the open interest changed by 3 which increased total open position to 43


On 23 Apr ICICIGI was trading at 1809.90. The strike last trading price was 45.15, which was 5.149999999999999 higher than the previous day. The implied volatity was 25.38, the open interest changed by -2 which decreased total open position to 37


On 22 Apr ICICIGI was trading at 1829.00. The strike last trading price was 40, which was 8 higher than the previous day. The implied volatity was 23.93, the open interest changed by 3 which increased total open position to 34


On 21 Apr ICICIGI was trading at 1840.00. The strike last trading price was 32, which was 4 higher than the previous day. The implied volatity was 24.1, the open interest changed by 1 which increased total open position to 30


On 20 Apr ICICIGI was trading at 1876.50. The strike last trading price was 28, which was 3.3999999999999986 higher than the previous day. The implied volatity was 26.71, the open interest changed by -2 which decreased total open position to 29


On 17 Apr ICICIGI was trading at 1891.60. The strike last trading price was 24.5, which was -2.6000000000000014 lower than the previous day. The implied volatity was 25.92, the open interest changed by -1 which decreased total open position to 31


On 16 Apr ICICIGI was trading at 1886.70. The strike last trading price was 27.2, which was -9.349999999999998 lower than the previous day. The implied volatity was 26.54, the open interest changed by 17 which increased total open position to 38


On 15 Apr ICICIGI was trading at 1858.00. The strike last trading price was 36, which was -9.649999999999999 lower than the previous day. The implied volatity was 27.33, the open interest changed by 14 which increased total open position to 14


On 13 Apr ICICIGI was trading at 1782.20. 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 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0


On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 45.65, which was 0 lower than the previous day. The implied volatity was 0.5, the open interest changed by 0 which decreased total open position to 0


On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 45.65, 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 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 45.65, 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 30 Mar ICICIGI was trading at 1710.60. 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


On 27 Mar ICICIGI was trading at 1747.00. 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 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0


On 24 Mar ICICIGI was trading at 1730.10. 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 23 Mar ICICIGI was trading at 1722.20. 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 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0


On 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0


On 18 Mar ICICIGI was trading at 1831.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0


On 17 Mar ICICIGI was trading at 1835.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0


On 16 Mar ICICIGI was trading at 1850.50. 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 13 Mar ICICIGI was trading at 1837.10. 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 12 Mar ICICIGI was trading at 1855.30. 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 11 Mar ICICIGI was trading at 1875.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.78, the open interest changed by 0 which decreased total open position to 0


On 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0


On 9 Mar ICICIGI was trading at 1889.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0


On 6 Mar ICICIGI was trading at 1880.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0


On 5 Mar ICICIGI was trading at 1875.20. 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 4 Mar ICICIGI was trading at 1855.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0


On 2 Mar ICICIGI was trading at 1895.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0


On 27 Feb ICICIGI was trading at 1901.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.33, the open interest changed by 0 which decreased total open position to 0