Historical option data for ICICIGI
02 Jun 2026 09:39 AM IST
| ICICIGI 30-Jun-2026 (28d) 1800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.34
Vega: 0.02
Theta: -0.79
Gamma: 0.00343
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 1743.90 | 23.7 | -2.4 (-9.20%) | 21.95 | 24 | 0 | 271 | |||||||||
| 1 Jun | 1747.90 | 26 | -24.4 (-48.41%) | 22.72 | 556 | 211 | 271 | |||||||||
| 29 May | 1792.20 | 56 | -29.7 (-34.66%) | 27.71 | 66 | 29 | 62 | |||||||||
| 27 May | 1850.60 | 85.7 | -9.9 (-10.36%) | 18.77 | 13 | -5 | 35 | |||||||||
| 26 May | 1860.30 | 95.6 | 7.55 (8.57%) | 20.17 | 25 | 13 | 40 | |||||||||
| 25 May | 1854.30 | 88 | 15.8 (21.88%) | 21.25 | 24 | -7 | 27 | |||||||||
| 22 May | 1826.20 | 71.7 | 15.7 (28.04%) | 21.12 | 127 | -14 | 34 | |||||||||
| 21 May | 1801.00 | 58 | 8 (16.00%) | 21.21 | 51 | 13 | 47 | |||||||||
| 20 May | 1784.80 | 50.5 | -17.5 (-25.74%) | 22.98 | 31 | 27 | 33 | |||||||||
| 19 May | 1822.80 | 67.75 | -0.25 (-0.37%) | 22.59 | 0 | 0 | 6 | |||||||||
| 18 May | 1813.00 | 67.75 | 0.75 (1.12%) | 22.59 | 7 | 2 | 5 | |||||||||
| 15 May | 1835.20 | 66.75 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 14 May | 1848.90 | 66.75 | 10.35 (18.35%) | 0 | 1 | 1 | 3 | |||||||||
| 13 May | 1804.20 | 56.15 | -0.25 (-0.44%) | 0 | 0 | 0 | 2 | |||||||||
| 12 May | 1782.80 | 56.15 | -46.45 (-45.27%) | 0 | 3 | 0 | 1 | |||||||||
| 11 May | 1828.60 | 102.6 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 1828.00 | 102.6 | 0 (0.00%) | 24.59 | 0 | 0 | 1 | |||||||||
| 7 May | 1850.20 | 102.6 | 34.95 (51.66%) | 24.59 | 1 | 0 | 0 | |||||||||
| 29 Apr | 1770.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 1771.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 1770.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 1772.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 1809.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 1829.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 1840.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 1876.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 1891.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 1886.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1782.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1794.50 | 67.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1768.60 | 67.65 | 0 (0.00%) | 0.44 | 0 | 0 | 0 | |||||||||
| 8 Apr | 1750.50 | 67.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1726.60 | 67.65 | 0 (0.00%) | 1.17 | 0 | 0 | 0 | |||||||||
| 6 Apr | 1713.00 | 67.65 | 0 (0.00%) | 2.11 | 0 | 0 | 0 | |||||||||
| 2 Apr | 1689.10 | 67.65 | 0 (0.00%) | 3.75 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1800 expiring on 30JUN2026
Delta for 1800 CE is 0.34
Historical price for 1800 CE is as follows
On 2 Jun ICICIGI was trading at 1743.90. The strike last trading price was 23.7, which was -2.4 lower than the previous day. The implied volatity was 21.95, the open interest changed by 0 which decreased total open position to 271
On 1 Jun ICICIGI was trading at 1747.90. The strike last trading price was 26, which was -24.4 lower than the previous day. The implied volatity was 22.72, the open interest changed by 211 which increased total open position to 271
On 29 May ICICIGI was trading at 1792.20. The strike last trading price was 56, which was -29.7 lower than the previous day. The implied volatity was 27.71, the open interest changed by 29 which increased total open position to 62
On 27 May ICICIGI was trading at 1850.60. The strike last trading price was 85.7, which was -9.9 lower than the previous day. The implied volatity was 18.77, the open interest changed by -5 which decreased total open position to 35
On 26 May ICICIGI was trading at 1860.30. The strike last trading price was 95.6, which was 7.55 higher than the previous day. The implied volatity was 20.17, the open interest changed by 13 which increased total open position to 40
On 25 May ICICIGI was trading at 1854.30. The strike last trading price was 88, which was 15.8 higher than the previous day. The implied volatity was 21.25, the open interest changed by -7 which decreased total open position to 27
On 22 May ICICIGI was trading at 1826.20. The strike last trading price was 71.7, which was 15.7 higher than the previous day. The implied volatity was 21.12, the open interest changed by -14 which decreased total open position to 34
On 21 May ICICIGI was trading at 1801.00. The strike last trading price was 58, which was 8 higher than the previous day. The implied volatity was 21.21, the open interest changed by 13 which increased total open position to 47
On 20 May ICICIGI was trading at 1784.80. The strike last trading price was 50.5, which was -17.5 lower than the previous day. The implied volatity was 22.98, the open interest changed by 27 which increased total open position to 33
On 19 May ICICIGI was trading at 1822.80. The strike last trading price was 67.75, which was -0.25 lower than the previous day. The implied volatity was 22.59, the open interest changed by 0 which decreased total open position to 6
On 18 May ICICIGI was trading at 1813.00. The strike last trading price was 67.75, which was 0.75 higher than the previous day. The implied volatity was 22.59, the open interest changed by 2 which increased total open position to 5
On 15 May ICICIGI was trading at 1835.20. The strike last trading price was 66.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 14 May ICICIGI was trading at 1848.90. The strike last trading price was 66.75, which was 10.35 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 3
On 13 May ICICIGI was trading at 1804.20. The strike last trading price was 56.15, which was -0.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 12 May ICICIGI was trading at 1782.80. The strike last trading price was 56.15, which was -46.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May ICICIGI was trading at 1828.60. The strike last trading price was 102.6, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May ICICIGI was trading at 1828.00. The strike last trading price was 102.6, which was 0 lower than the previous day. The implied volatity was 24.59, the open interest changed by 0 which decreased total open position to 1
On 7 May ICICIGI was trading at 1850.20. The strike last trading price was 102.6, which was 34.95 higher than the previous day. The implied volatity was 24.59, the open interest changed by 0 which decreased total open position to 0
On 29 Apr ICICIGI was trading at 1770.60. 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 28 Apr ICICIGI was trading at 1771.80. 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 27 Apr ICICIGI was trading at 1770.50. 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 24 Apr ICICIGI was trading at 1772.10. 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 23 Apr ICICIGI was trading at 1809.90. 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 22 Apr ICICIGI was trading at 1829.00. 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 21 Apr ICICIGI was trading at 1840.00. 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 20 Apr ICICIGI was trading at 1876.50. 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 17 Apr ICICIGI was trading at 1891.60. 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 16 Apr ICICIGI was trading at 1886.70. 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 13 Apr ICICIGI was trading at 1782.20. 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 10 Apr ICICIGI was trading at 1794.50. The strike last trading price was 67.65, 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 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 67.65, which was 0 lower than the previous day. The implied volatity was 0.44, 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 67.65, 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 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was 67.65, which was 0 lower than the previous day. The implied volatity was 1.17, 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 67.65, which was 0 lower than the previous day. The implied volatity was 2.11, 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 67.65, which was 0 lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 30-Jun-2026 (28d) 1800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.02
Theta: -0.47
Gamma: 0.00364
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 1743.90 | 66 | 66 (78.38%) | 20.57 | 179 | 0 | 145 |
| 1 Jun | 1747.90 | 66 | 29 (78.38%) | 20.57 | 179 | 11 | 146 |
| 29 May | 1792.20 | 33 | 9 (37.50%) | 13.94 | 271 | 67 | 135 |
| 27 May | 1850.60 | 24 | 0 (0.00%) | 21.63 | 86 | 0 | 67 |
| 26 May | 1860.30 | 23 | -4 (-14.81%) | 22.45 | 111 | 20 | 72 |
| 25 May | 1854.30 | 27 | -11 (-28.95%) | 23.05 | 67 | 6 | 51 |
| 22 May | 1826.20 | 37 | -15.75 (-29.86%) | 22.86 | 82 | 21 | 44 |
| 21 May | 1801.00 | 52.75 | -5.95 (-10.14%) | 24.53 | 20 | 4 | 22 |
| 20 May | 1784.80 | 59.5 | 17.75 (42.51%) | 23.3 | 19 | 13 | 19 |
| 19 May | 1822.80 | 41.75 | 41.75 | - | 0 | 0 | 6 |
| 18 May | 1813.00 | 41.75 | 41.75 (0.00%) | - | 0 | 0 | 6 |
| 15 May | 1835.20 | 41.75 | 1.75 (4.38%) | 24.56 | 6 | 0 | 4 |
| 14 May | 1848.90 | 40 | -18 (-31.03%) | 0 | 2 | 2 | 4 |
| 13 May | 1804.20 | 58 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 12 May | 1782.80 | 58 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 11 May | 1828.60 | 58 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 8 May | 1828.00 | 58 | 58 (-6.60%) | - | 0 | 0 | 2 |
| 7 May | 1850.20 | 58 | -4.1 (-6.60%) | - | 0 | 0 | 2 |
| 29 Apr | 1770.60 | - | - | - | 0 | 0 | 0 |
| 28 Apr | 1771.80 | - | - | - | 0 | 0 | 0 |
| 27 Apr | 1770.50 | - | - | - | 0 | 0 | 0 |
| 24 Apr | 1772.10 | - | - | - | 0 | 0 | 0 |
| 23 Apr | 1809.90 | - | - | - | 0 | 0 | 0 |
| 22 Apr | 1829.00 | - | - | - | 0 | 0 | 0 |
| 21 Apr | 1840.00 | - | - | - | 0 | 0 | 0 |
| 20 Apr | 1876.50 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 1891.60 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 1886.70 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 1782.20 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 1794.50 | 0 | 0 (0.00%) | 0.79 | 0 | 0 | 0 |
| 9 Apr | 1768.60 | 0 | 0 (0.00%) | 0.34 | 0 | 0 | 0 |
| 8 Apr | 1750.50 | 0 | 0 (0.00%) | 0.23 | 0 | 0 | 0 |
| 7 Apr | 1726.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 1713.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 1689.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1800 expiring on 30JUN2026
Delta for 1800 PE is -0.65
Historical price for 1800 PE is as follows
On 2 Jun ICICIGI was trading at 1743.90. The strike last trading price was 66, which was 66 higher than the previous day. The implied volatity was 20.57, the open interest changed by 0 which decreased total open position to 145
On 1 Jun ICICIGI was trading at 1747.90. The strike last trading price was 66, which was 29 higher than the previous day. The implied volatity was 20.57, the open interest changed by 11 which increased total open position to 146
On 29 May ICICIGI was trading at 1792.20. The strike last trading price was 33, which was 9 higher than the previous day. The implied volatity was 13.94, the open interest changed by 67 which increased total open position to 135
On 27 May ICICIGI was trading at 1850.60. The strike last trading price was 24, which was 0 lower than the previous day. The implied volatity was 21.63, the open interest changed by 0 which decreased total open position to 67
On 26 May ICICIGI was trading at 1860.30. The strike last trading price was 23, which was -4 lower than the previous day. The implied volatity was 22.45, the open interest changed by 20 which increased total open position to 72
On 25 May ICICIGI was trading at 1854.30. The strike last trading price was 27, which was -11 lower than the previous day. The implied volatity was 23.05, the open interest changed by 6 which increased total open position to 51
On 22 May ICICIGI was trading at 1826.20. The strike last trading price was 37, which was -15.75 lower than the previous day. The implied volatity was 22.86, the open interest changed by 21 which increased total open position to 44
On 21 May ICICIGI was trading at 1801.00. The strike last trading price was 52.75, which was -5.95 lower than the previous day. The implied volatity was 24.53, the open interest changed by 4 which increased total open position to 22
On 20 May ICICIGI was trading at 1784.80. The strike last trading price was 59.5, which was 17.75 higher than the previous day. The implied volatity was 23.3, the open interest changed by 13 which increased total open position to 19
On 19 May ICICIGI was trading at 1822.80. The strike last trading price was 41.75, which was 41.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 18 May ICICIGI was trading at 1813.00. The strike last trading price was 41.75, which was 41.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 15 May ICICIGI was trading at 1835.20. The strike last trading price was 41.75, which was 1.75 higher than the previous day. The implied volatity was 24.56, the open interest changed by 0 which decreased total open position to 4
On 14 May ICICIGI was trading at 1848.90. The strike last trading price was 40, which was -18 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 4
On 13 May ICICIGI was trading at 1804.20. The strike last trading price was 58, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 12 May ICICIGI was trading at 1782.80. The strike last trading price was 58, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 11 May ICICIGI was trading at 1828.60. The strike last trading price was 58, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 8 May ICICIGI was trading at 1828.00. The strike last trading price was 58, which was 58 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 May ICICIGI was trading at 1850.20. The strike last trading price was 58, which was -4.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 Apr ICICIGI was trading at 1770.60. 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 28 Apr ICICIGI was trading at 1771.80. 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 27 Apr ICICIGI was trading at 1770.50. 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 24 Apr ICICIGI was trading at 1772.10. 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 23 Apr ICICIGI was trading at 1809.90. 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 22 Apr ICICIGI was trading at 1829.00. 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 21 Apr ICICIGI was trading at 1840.00. 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 20 Apr ICICIGI was trading at 1876.50. 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 17 Apr ICICIGI was trading at 1891.60. 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 16 Apr ICICIGI was trading at 1886.70. 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 13 Apr ICICIGI was trading at 1782.20. 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 10 Apr ICICIGI was trading at 1794.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.79, 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 0, which was 0 lower than the previous day. The implied volatity was 0.34, 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 0, which was 0 lower than the previous day. The implied volatity was 0.23, 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 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 Apr ICICIGI was trading at 1713.00. 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 2 Apr ICICIGI was trading at 1689.10. 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
