Historical option data for ICICIGI
22 Jun 2026 02:25 PM IST
| ICICIGI 28-Jul-2026 (36d) 1800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 0.02
Theta: -0.91
Gamma: 0.00214
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 1861.90 | 107.25 | 2.25 (2.14%) | 28.19 | 6 | 1 | 178 | |||||||||
| 19 Jun | 1870.10 | 105.5 | 16.5 (18.54%) | 21.87 | 11 | 1 | 176 | |||||||||
| 18 Jun | 1839.00 | 90 | 33 (57.89%) | 24.55 | 222 | 155 | 185 | |||||||||
| 17 Jun | 1790.50 | 57.75 | 3.75 (6.94%) | 22.5 | 6 | 1 | 30 | |||||||||
| 16 Jun | 1783.60 | 54.35 | 19.35 (55.29%) | 22.53 | 22 | 5 | 30 | |||||||||
| 15 Jun | 1734.10 | 35.15 | 9.15 (35.19%) | 23.77 | 33 | -1 | 25 | |||||||||
| 12 Jun | 1695.70 | 26 | -6 (-18.75%) | 24.02 | 102 | 11 | 26 | |||||||||
| 11 Jun | 1712.40 | 32 | -8 (-20.00%) | 25.01 | 3 | 0 | 15 | |||||||||
| 10 Jun | 1732.20 | 40 | -21 (-34.43%) | 25.37 | 13 | 10 | 14 | |||||||||
| 9 Jun | 1777.70 | 61 | 17 (38.64%) | 24.81 | 4 | 0 | 4 | |||||||||
| 8 Jun | 1738.40 | 44.05 | -11.95 (-21.34%) | 24.55 | 2 | -1 | 5 | |||||||||
| 5 Jun | 1758.00 | 55.5 | 10.5 (23.33%) | 25.52 | 2 | -1 | 6 | |||||||||
| 4 Jun | 1732.90 | 45 | -5 (-10.00%) | 24.7 | 7 | 4 | 6 | |||||||||
| 3 Jun | 1740.80 | 58.95 | -0.05 (-0.08%) | 24.52 | 1 | 0 | 2 | |||||||||
| 2 Jun | 1746.50 | 50 | 0 (0.00%) | 24.52 | 1 | 1 | 2 | |||||||||
| 1 Jun | 1747.90 | 50 | -44 (-46.81%) | - | 1 | 0 | 0 | |||||||||
| 7 May | 1850.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 1809.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1800 expiring on 28JUL2026
Delta for 1800 CE is 0.69
Historical price for 1800 CE is as follows
On 22 Jun ICICIGI was trading at 1861.90. The strike last trading price was 107.25, which was 2.25 higher than the previous day. The implied volatity was 28.19, the open interest changed by 1 which increased total open position to 178
On 19 Jun ICICIGI was trading at 1870.10. The strike last trading price was 105.5, which was 16.5 higher than the previous day. The implied volatity was 21.87, the open interest changed by 1 which increased total open position to 176
On 18 Jun ICICIGI was trading at 1839.00. The strike last trading price was 90, which was 33 higher than the previous day. The implied volatity was 24.55, the open interest changed by 155 which increased total open position to 185
On 17 Jun ICICIGI was trading at 1790.50. The strike last trading price was 57.75, which was 3.75 higher than the previous day. The implied volatity was 22.5, the open interest changed by 1 which increased total open position to 30
On 16 Jun ICICIGI was trading at 1783.60. The strike last trading price was 54.35, which was 19.35 higher than the previous day. The implied volatity was 22.53, the open interest changed by 5 which increased total open position to 30
On 15 Jun ICICIGI was trading at 1734.10. The strike last trading price was 35.15, which was 9.15 higher than the previous day. The implied volatity was 23.77, the open interest changed by -1 which decreased total open position to 25
On 12 Jun ICICIGI was trading at 1695.70. The strike last trading price was 26, which was -6 lower than the previous day. The implied volatity was 24.02, the open interest changed by 11 which increased total open position to 26
On 11 Jun ICICIGI was trading at 1712.40. The strike last trading price was 32, which was -8 lower than the previous day. The implied volatity was 25.01, the open interest changed by 0 which decreased total open position to 15
On 10 Jun ICICIGI was trading at 1732.20. The strike last trading price was 40, which was -21 lower than the previous day. The implied volatity was 25.37, the open interest changed by 10 which increased total open position to 14
On 9 Jun ICICIGI was trading at 1777.70. The strike last trading price was 61, which was 17 higher than the previous day. The implied volatity was 24.81, the open interest changed by 0 which decreased total open position to 4
On 8 Jun ICICIGI was trading at 1738.40. The strike last trading price was 44.05, which was -11.95 lower than the previous day. The implied volatity was 24.55, the open interest changed by -1 which decreased total open position to 5
On 5 Jun ICICIGI was trading at 1758.00. The strike last trading price was 55.5, which was 10.5 higher than the previous day. The implied volatity was 25.52, the open interest changed by -1 which decreased total open position to 6
On 4 Jun ICICIGI was trading at 1732.90. The strike last trading price was 45, which was -5 lower than the previous day. The implied volatity was 24.7, the open interest changed by 4 which increased total open position to 6
On 3 Jun ICICIGI was trading at 1740.80. The strike last trading price was 58.95, which was -0.05 lower than the previous day. The implied volatity was 24.52, the open interest changed by 0 which decreased total open position to 2
On 2 Jun ICICIGI was trading at 1746.50. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was 24.52, the open interest changed by 1 which increased total open position to 2
On 1 Jun ICICIGI was trading at 1747.90. The strike last trading price was 50, which was -44 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May ICICIGI was trading at 1850.20. 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 6 May ICICIGI was trading at 1809.90. 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 28-Jul-2026 (36d) 1800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 0.02
Theta: -0.43
Gamma: 0.00246
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 1861.90 | 23 | -1.05 (-4.37%) | 22.79 | 21 | 8 | 17 |
| 19 Jun | 1870.10 | 23 | -73.6 (-76.19%) | 23.46 | 14 | 8 | 8 |
| 18 Jun | 1839.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 1790.50 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 1783.60 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 1734.10 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 1695.70 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 1712.40 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 1732.20 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 1777.70 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 1738.40 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 1758.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 1732.90 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 1740.80 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 1746.50 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 1747.90 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 1850.20 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 1809.90 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1800 expiring on 28JUL2026
Delta for 1800 PE is -0.27
Historical price for 1800 PE is as follows
On 22 Jun ICICIGI was trading at 1861.90. The strike last trading price was 23, which was -1.05 lower than the previous day. The implied volatity was 22.79, the open interest changed by 8 which increased total open position to 17
On 19 Jun ICICIGI was trading at 1870.10. The strike last trading price was 23, which was -73.6 lower than the previous day. The implied volatity was 23.46, the open interest changed by 8 which increased total open position to 8
On 18 Jun ICICIGI was trading at 1839.00. 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 17 Jun ICICIGI was trading at 1790.50. 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 16 Jun ICICIGI was trading at 1783.60. 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 15 Jun ICICIGI was trading at 1734.10. 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 Jun ICICIGI was trading at 1695.70. 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 11 Jun ICICIGI was trading at 1712.40. 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 Jun ICICIGI was trading at 1732.20. 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 9 Jun ICICIGI was trading at 1777.70. 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 Jun ICICIGI was trading at 1738.40. 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 Jun ICICIGI was trading at 1758.00. 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 4 Jun ICICIGI was trading at 1732.90. 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 Jun ICICIGI was trading at 1740.80. 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 2 Jun ICICIGI was trading at 1746.50. 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 1 Jun ICICIGI was trading at 1747.90. 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 May ICICIGI was trading at 1850.20. 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 6 May ICICIGI was trading at 1809.90. 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
