ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Nov 2024 04:11 PM IST
| ICICIGI 28NOV2024 1800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.99
Theta: -2.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1804.70 | 30.3 | -21.15 | 26.47 | 72 | -1.5 | 31.5 | |||
| 20 Nov | 1840.90 | 51.45 | 0.00 | 26.83 | 392.5 | 28 | 34 | |||
| 19 Nov | 1840.90 | 51.45 | -12.95 | 26.83 | 392.5 | 29 | 34 | |||
| 18 Nov | 1839.45 | 64.4 | -44.30 | 30.12 | 3.5 | 0 | 3 | |||
| 14 Nov | 1863.40 | 108.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 13 Nov | 1868.20 | 108.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1892.25 | 108.7 | 10.45 | 27.56 | 2 | 0.5 | 3.5 | |||
| 11 Nov | 1921.10 | 98.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1910.15 | 98.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1916.50 | 98.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1933.70 | 98.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1916.05 | 98.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Nov | 1870.85 | 98.25 | -33.55 | 25.35 | 3 | 1 | 3 | |||
| 31 Oct | 1917.35 | 131.8 | -251.10 | - | 2 | 1 | 1 | |||
| 30 Oct | 1927.90 | 382.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1896.00 | 382.9 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1800 expiring on 28NOV2024
Delta for 1800 CE is 0.55
Historical price for 1800 CE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 30.3, which was -21.15 lower than the previous day. The implied volatity was 26.47, the open interest changed by -3 which decreased total open position to 63
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 51.45, which was 0.00 lower than the previous day. The implied volatity was 26.83, the open interest changed by 56 which increased total open position to 68
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 51.45, which was -12.95 lower than the previous day. The implied volatity was 26.83, the open interest changed by 58 which increased total open position to 68
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 64.4, which was -44.30 lower than the previous day. The implied volatity was 30.12, the open interest changed by 0 which decreased total open position to 6
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 108.7, 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 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 108.7, 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 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 108.7, which was 10.45 higher than the previous day. The implied volatity was 27.56, the open interest changed by 1 which increased total open position to 7
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 98.25, 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 98.25, 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 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 98.25, 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 Nov ICICIGI was trading at 1933.70. The strike last trading price was 98.25, 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 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 98.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 98.25, which was -33.55 lower than the previous day. The implied volatity was 25.35, the open interest changed by 2 which increased total open position to 6
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 131.8, which was -251.10 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 382.9, 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 382.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIGI 28NOV2024 1800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 0.99
Theta: -1.57
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1804.70 | 21.7 | 5.35 | 25.46 | 159.5 | -16.5 | 96.5 |
| 20 Nov | 1840.90 | 16.35 | 0.00 | 27.21 | 1,092 | 6.5 | 113 |
| 19 Nov | 1840.90 | 16.35 | 0.85 | 27.21 | 1,092 | 6.5 | 113 |
| 18 Nov | 1839.45 | 15.5 | 5.25 | 28.27 | 83.5 | 6.5 | 106 |
| 14 Nov | 1863.40 | 10.25 | -2.60 | 24.95 | 86 | 3.5 | 100 |
| 13 Nov | 1868.20 | 12.85 | 3.75 | 26.61 | 54 | 1 | 96.5 |
| 12 Nov | 1892.25 | 9.1 | 4.50 | 26.51 | 244.5 | 1.5 | 95.5 |
| 11 Nov | 1921.10 | 4.6 | -3.65 | 25.70 | 37 | -6.5 | 94 |
| 8 Nov | 1910.15 | 8.25 | 0.15 | 25.41 | 68.5 | -0.5 | 100.5 |
| 7 Nov | 1916.50 | 8.1 | 1.95 | 26.75 | 62 | -10 | 101.5 |
| 6 Nov | 1933.70 | 6.15 | -7.55 | 26.43 | 117 | 1.5 | 111.5 |
| 5 Nov | 1916.05 | 13.7 | -6.75 | 30.39 | 121.5 | 18.5 | 111 |
| 4 Nov | 1870.85 | 20.45 | 10.05 | 27.24 | 375 | 41 | 91.5 |
| 31 Oct | 1917.35 | 10.4 | 0.40 | - | 63 | 25 | 53 |
| 30 Oct | 1927.90 | 10 | -6.00 | - | 39 | 26 | 27 |
| 28 Oct | 1896.00 | 16 | - | 1 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1800 expiring on 28NOV2024
Delta for 1800 PE is -0.45
Historical price for 1800 PE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 21.7, which was 5.35 higher than the previous day. The implied volatity was 25.46, the open interest changed by -33 which decreased total open position to 193
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 16.35, which was 0.00 lower than the previous day. The implied volatity was 27.21, the open interest changed by 13 which increased total open position to 226
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 16.35, which was 0.85 higher than the previous day. The implied volatity was 27.21, the open interest changed by 13 which increased total open position to 226
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 15.5, which was 5.25 higher than the previous day. The implied volatity was 28.27, the open interest changed by 13 which increased total open position to 212
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 10.25, which was -2.60 lower than the previous day. The implied volatity was 24.95, the open interest changed by 7 which increased total open position to 200
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 12.85, which was 3.75 higher than the previous day. The implied volatity was 26.61, the open interest changed by 2 which increased total open position to 193
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 9.1, which was 4.50 higher than the previous day. The implied volatity was 26.51, the open interest changed by 3 which increased total open position to 191
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 4.6, which was -3.65 lower than the previous day. The implied volatity was 25.70, the open interest changed by -13 which decreased total open position to 188
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 8.25, which was 0.15 higher than the previous day. The implied volatity was 25.41, the open interest changed by -1 which decreased total open position to 201
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 8.1, which was 1.95 higher than the previous day. The implied volatity was 26.75, the open interest changed by -20 which decreased total open position to 203
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 6.15, which was -7.55 lower than the previous day. The implied volatity was 26.43, the open interest changed by 3 which increased total open position to 223
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 13.7, which was -6.75 lower than the previous day. The implied volatity was 30.39, the open interest changed by 37 which increased total open position to 222
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 20.45, which was 10.05 higher than the previous day. The implied volatity was 27.24, the open interest changed by 82 which increased total open position to 183
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 10.4, which was 0.40 higher 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 10, which was -6.00 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 16, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
