ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
09 Dec 2025 04:11 PM IST
| ICICIGI 30-DEC-2025 1820 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.07
Vega: 0.64
Theta: -0.27
Gamma: 0.00
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| 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































































































































































































































