ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
27 Dec 2024 04:11 PM IST
| ICICIGI 30JAN2025 1800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 2.06
Theta: -0.98
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1832.45 | 73.7 | -23.25 | 22.20 | 50 | 16 | 19 | |||
| 26 Dec | 1861.15 | 96.95 | 11.85 | 22.96 | 4 | 2 | 4 | |||
| 24 Dec | 1868.95 | 85.1 | -110.05 | - | 2 | 1 | 1 | |||
| 23 Dec | 1862.05 | 195.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1896.35 | 195.15 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1834.10 | 195.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1861.85 | 195.15 | 195.15 | - | 0 | 0 | 0 | |||
| 28 Nov | 1871.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1863.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1854.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1836.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1837.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1804.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1840.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1840.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1839.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1863.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 13 Nov | 1868.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1892.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1921.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1910.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1916.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1933.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1916.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1870.85 | 0 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1800 expiring on 30JAN2025
Delta for 1800 CE is 0.65
Historical price for 1800 CE is as follows
On 27 Dec ICICIGI was trading at 1832.45. The strike last trading price was 73.7, which was -23.25 lower than the previous day. The implied volatity was 22.20, the open interest changed by 16 which increased total open position to 19
On 26 Dec ICICIGI was trading at 1861.15. The strike last trading price was 96.95, which was 11.85 higher than the previous day. The implied volatity was 22.96, the open interest changed by 2 which increased total open position to 4
On 24 Dec ICICIGI was trading at 1868.95. The strike last trading price was 85.1, which was -110.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 23 Dec ICICIGI was trading at 1862.05. The strike last trading price was 195.15, 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 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 195.15, 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 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 195.15, 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 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 195.15, which was 195.15 higher 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 1871.10. 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 0 which decreased total open position to 0
On 27 Nov ICICIGI was trading at 1863.75. 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 0 which decreased total open position to 0
On 26 Nov ICICIGI was trading at 1854.45. 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 0 which decreased total open position to 0
On 25 Nov ICICIGI was trading at 1836.90. 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 0 which decreased total open position to 0
On 22 Nov ICICIGI was trading at 1837.50. 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 0 which decreased total open position to 0
On 21 Nov ICICIGI was trading at 1804.70. 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 0 which decreased total open position to 0
On 20 Nov ICICIGI was trading at 1840.90. 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 0 which decreased total open position to 0
On 19 Nov ICICIGI was trading at 1840.90. 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 0 which decreased total open position to 0
On 18 Nov ICICIGI was trading at 1839.45. 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 0 which decreased total open position to 0
On 14 Nov ICICIGI was trading at 1863.40. 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 0 which decreased total open position to 0
On 13 Nov ICICIGI was trading at 1868.20. 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 0 which decreased total open position to 0
On 12 Nov ICICIGI was trading at 1892.25. 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 0 which decreased total open position to 0
On 11 Nov ICICIGI was trading at 1921.10. 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 0 which decreased total open position to 0
On 8 Nov ICICIGI was trading at 1910.15. 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 0 which decreased total open position to 0
On 7 Nov ICICIGI was trading at 1916.50. 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 0 which decreased total open position to 0
On 6 Nov ICICIGI was trading at 1933.70. 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 0 which decreased total open position to 0
On 5 Nov ICICIGI was trading at 1916.05. 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 0 which decreased total open position to 0
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 30JAN2025 1800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 2.09
Theta: -0.60
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1832.45 | 37.55 | 10.55 | 25.82 | 313 | 71 | 171 |
| 26 Dec | 1861.15 | 27 | 0.70 | 25.15 | 50 | 15 | 100 |
| 24 Dec | 1868.95 | 26.3 | -0.80 | 25.65 | 444 | 55 | 87 |
| 23 Dec | 1862.05 | 27.1 | -18.35 | 24.96 | 303 | 31 | 32 |
| 3 Dec | 1896.35 | 45.45 | 0.00 | 4.39 | 0 | 0 | 0 |
| 2 Dec | 1834.10 | 45.45 | 0.00 | 2.61 | 0 | 0 | 0 |
| 29 Nov | 1861.85 | 45.45 | 0.00 | 3.17 | 0 | 0 | 0 |
| 28 Nov | 1871.10 | 45.45 | 0.00 | 3.80 | 0 | 0 | 0 |
| 27 Nov | 1863.75 | 45.45 | 0.00 | 3.22 | 0 | 0 | 0 |
| 26 Nov | 1854.45 | 45.45 | 0.00 | 3.02 | 0 | 0 | 0 |
| 25 Nov | 1836.90 | 45.45 | 0.00 | 2.42 | 0 | 0 | 0 |
| 22 Nov | 1837.50 | 45.45 | 45.45 | 2.33 | 0 | 0 | 0 |
| 21 Nov | 1804.70 | 0 | 0.00 | 1.45 | 0 | 0 | 0 |
| 20 Nov | 1840.90 | 0 | 0.00 | 2.43 | 0 | 0 | 0 |
| 19 Nov | 1840.90 | 0 | 0.00 | 2.43 | 0 | 0 | 0 |
| 18 Nov | 1839.45 | 0 | 0.00 | 2.60 | 0 | 0 | 0 |
| 14 Nov | 1863.40 | 0 | 0.00 | 3.11 | 0 | 0 | 0 |
| 13 Nov | 1868.20 | 0 | 0.00 | 3.29 | 0 | 0 | 0 |
| 12 Nov | 1892.25 | 0 | 0.00 | 4.04 | 0 | 0 | 0 |
| 11 Nov | 1921.10 | 0 | 0.00 | 4.74 | 0 | 0 | 0 |
| 8 Nov | 1910.15 | 0 | 0.00 | 4.44 | 0 | 0 | 0 |
| 7 Nov | 1916.50 | 0 | 0.00 | 4.61 | 0 | 0 | 0 |
| 6 Nov | 1933.70 | 0 | 0.00 | 4.99 | 0 | 0 | 0 |
| 5 Nov | 1916.05 | 0 | 0.00 | 4.71 | 0 | 0 | 0 |
| 4 Nov | 1870.85 | 0 | 3.33 | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1800 expiring on 30JAN2025
Delta for 1800 PE is -0.36
Historical price for 1800 PE is as follows
On 27 Dec ICICIGI was trading at 1832.45. The strike last trading price was 37.55, which was 10.55 higher than the previous day. The implied volatity was 25.82, the open interest changed by 71 which increased total open position to 171
On 26 Dec ICICIGI was trading at 1861.15. The strike last trading price was 27, which was 0.70 higher than the previous day. The implied volatity was 25.15, the open interest changed by 15 which increased total open position to 100
On 24 Dec ICICIGI was trading at 1868.95. The strike last trading price was 26.3, which was -0.80 lower than the previous day. The implied volatity was 25.65, the open interest changed by 55 which increased total open position to 87
On 23 Dec ICICIGI was trading at 1862.05. The strike last trading price was 27.1, which was -18.35 lower than the previous day. The implied volatity was 24.96, the open interest changed by 31 which increased total open position to 32
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 45.45, which was 0.00 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 45.45, which was 0.00 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 45.45, which was 0.00 lower than the previous day. The implied volatity was 3.17, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 45.45, which was 0.00 lower than the previous day. The implied volatity was 3.80, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 45.45, which was 0.00 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ICICIGI was trading at 1854.45. The strike last trading price was 45.45, which was 0.00 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ICICIGI was trading at 1836.90. The strike last trading price was 45.45, which was 0.00 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ICICIGI was trading at 1837.50. The strike last trading price was 45.45, which was 45.45 higher than the previous day. The implied volatity was 2.33, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.45, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.43, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.43, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.60, 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 0, which was 0.00 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 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.29, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.04, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.74, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.44, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.61, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.99, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.71, 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 0, which was lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
