[--[65.84.65.76]--]

ICICIGI

Icici Lombard Gic Limited
1945.3 -15.80 (-0.81%)
L: 1928.5 H: 1966.8

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Historical option data for ICICIGI

09 Dec 2025 04:11 PM IST
ICICIGI 30-DEC-2025 1820 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1945.30 234.7 -6.35 - 0 0 0
8 Dec 1961.10 234.7 -6.35 - 0 0 3
4 Dec 1983.00 234.7 -6.35 - 0 0 0
3 Dec 1972.40 234.7 -6.35 - 0 0 0
2 Dec 1986.70 234.7 -6.35 - 0 0 0
1 Dec 1991.40 234.7 -6.35 - 0 0 0
28 Nov 1970.50 234.7 -6.35 - 0 0 0
27 Nov 1980.70 234.7 -6.35 - 0 0 0
26 Nov 2010.30 234.7 -6.35 - 0 0 0
25 Nov 1999.00 234.7 -6.35 - 0 0 0
24 Nov 1997.50 234.7 -6.35 - 0 0 0
21 Nov 2004.10 234.7 -6.35 - 0 3 0
20 Nov 2037.60 234.7 -6.35 - 16 5 5
19 Nov 2041.70 241.05 0 - 0 0 0
17 Nov 2042.90 241.05 0 - 0 0 0
14 Nov 2005.10 241.05 0 - 0 0 0
12 Nov 2028.60 241.05 0 - 0 0 0
11 Nov 1996.10 241.05 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 1820 expiring on 30DEC2025

Delta for 1820 CE is -

Historical price for 1820 CE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 234.7, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 234.7, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 234.7, which was -6.35 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 1972.40. The strike last trading price was 234.7, which was -6.35 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 1986.70. The strike last trading price was 234.7, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 234.7, which was -6.35 lower 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 1970.50. The strike last trading price was 234.7, which was -6.35 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 1980.70. The strike last trading price was 234.7, which was -6.35 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 2010.30. The strike last trading price was 234.7, which was -6.35 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 1999.00. The strike last trading price was 234.7, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 234.7, which was -6.35 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 2004.10. The strike last trading price was 234.7, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 234.7, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5


On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 241.05, 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 Nov ICICIGI was trading at 2042.90. The strike last trading price was 241.05, 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 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 241.05, 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 Nov ICICIGI was trading at 2028.60. The strike last trading price was 241.05, 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 Nov ICICIGI was trading at 1996.10. The strike last trading price was 241.05, 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 30DEC2025 1820 PE
Delta: -0.07
Vega: 0.64
Theta: -0.27
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1945.30 3.1 -0.55 20.41 29 -1 50
8 Dec 1961.10 3.65 -0.1 - 0 0 51
4 Dec 1983.00 3.65 -0.1 - 0 3 0
3 Dec 1972.40 3.65 -0.1 22.03 12 1 49
2 Dec 1986.70 3.75 -0.45 23.38 53 34 43
1 Dec 1991.40 4 -0.95 - 0 3 0
28 Nov 1970.50 4 -0.95 20.80 13 3 9
27 Nov 1980.70 4.95 0.5 - 0 0 0
26 Nov 2010.30 4.95 0.5 - 0 0 0
25 Nov 1999.00 4.95 0.5 - 0 0 0
24 Nov 1997.50 4.95 0.5 - 0 0 0
21 Nov 2004.10 4.95 0.5 23.05 1 0 6
20 Nov 2037.60 4.45 -2.05 24.87 6 4 6
19 Nov 2041.70 6.5 -16.45 26.29 2 0 0
17 Nov 2042.90 22.95 0 9.43 0 0 0
14 Nov 2005.10 22.95 0 8.29 0 0 0
12 Nov 2028.60 22.95 0 8.80 0 0 0
11 Nov 1996.10 22.95 0 7.19 0 0 0


For Icici Lombard Gic Limited - strike price 1820 expiring on 30DEC2025

Delta for 1820 PE is -0.07

Historical price for 1820 PE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 3.1, which was -0.55 lower than the previous day. The implied volatity was 20.41, the open interest changed by -1 which decreased total open position to 50


On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 3.65, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51


On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 3.65, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 3.65, which was -0.1 lower than the previous day. The implied volatity was 22.03, the open interest changed by 1 which increased total open position to 49


On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 3.75, which was -0.45 lower than the previous day. The implied volatity was 23.38, the open interest changed by 34 which increased total open position to 43


On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 4, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 4, which was -0.95 lower than the previous day. The implied volatity was 20.80, the open interest changed by 3 which increased total open position to 9


On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 4.95, which was 0.5 higher 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 2010.30. The strike last trading price was 4.95, which was 0.5 higher 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 1999.00. The strike last trading price was 4.95, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 4.95, which was 0.5 higher 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 2004.10. The strike last trading price was 4.95, which was 0.5 higher than the previous day. The implied volatity was 23.05, the open interest changed by 0 which decreased total open position to 6


On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 4.45, which was -2.05 lower than the previous day. The implied volatity was 24.87, the open interest changed by 4 which increased total open position to 6


On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 6.5, which was -16.45 lower than the previous day. The implied volatity was 26.29, the open interest changed by 0 which decreased total open position to 0


On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was 9.43, the open interest changed by 0 which decreased total open position to 0


On 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was 8.29, the open interest changed by 0 which decreased total open position to 0


On 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was 8.80, the open interest changed by 0 which decreased total open position to 0


On 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was 7.19, the open interest changed by 0 which decreased total open position to 0