ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
15 Apr 2026 04:10 PM IST
| ICICIGI 28-Apr-2026 (12d) 1820 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0.01
Theta: -1.61
Gamma: 0.00316
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Apr | 1858.00 | 73.35 | 41.199999999999996 | 31.62 | 1,534 | 85 | 171 | |||||||||
| 13 Apr | 1782.20 | 32.85 | -3.5 | 29.94 | 64 | 0 | 86 | |||||||||
| 10 Apr | 1786.00 | 38.8 | 7.149999999999999 | 32.26 | 149 | 27 | 85 | |||||||||
| 9 Apr | 1768.60 | 31.15 | 7.1 | 31.83 | 176 | 32 | 58 | |||||||||
| 8 Apr | 1750.50 | 24.25 | 9.35 | 27.26 | 44 | 2 | 25 | |||||||||
| 7 Apr | 1726.60 | 15 | -1.9 | - | 0 | 0 | 23 | |||||||||
| 6 Apr | 1713.00 | 15 | -1.9 | - | 0 | 0 | 23 | |||||||||
| 2 Apr | 1689.10 | 15 | -1.9 | 28.82 | 14 | 4 | 20 | |||||||||
| 1 Apr | 1694.90 | 16.5 | -22.3 | 28.97 | 31 | 7 | 15 | |||||||||
| 30 Mar | 1710.60 | 38.8 | 15.05 | - | 0 | 0 | 8 | |||||||||
| 27 Mar | 1747.00 | 38.8 | 15.05 | - | 0 | 0 | 8 | |||||||||
| 25 Mar | 1770.30 | 38.8 | 15.05 | 24.28 | 3 | 0 | 8 | |||||||||
| 24 Mar | 1730.10 | 23.75 | -8.45 | 23.15 | 7 | 6 | 8 | |||||||||
| 23 Mar | 1722.20 | 32.2 | -113 | 29.23 | 4 | 2 | 2 | |||||||||
| 20 Mar | 1777.20 | 145.2 | 0 | 1.36 | 0 | 0 | 0 | |||||||||
| 19 Mar | 1792.10 | 145.2 | 0 | 0.49 | 0 | 0 | 0 | |||||||||
| 18 Mar | 1831.20 | 145.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1835.80 | 145.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1850.50 | 145.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1837.10 | 145.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1855.30 | 145.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1875.20 | 145.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1889.30 | 145.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1889.70 | 145.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1880.30 | 145.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1875.20 | 145.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1855.50 | 145.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 1895.50 | 145.2 | 0 | - | 0 | 0 | 0 | |||||||||
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| 27 Feb | 1901.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1946.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1939.30 | 145.2 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1820 expiring on 28APR2026
Delta for 1820 CE is 0.68
Historical price for 1820 CE is as follows
On 15 Apr ICICIGI was trading at 1858.00. The strike last trading price was 73.35, which was 41.199999999999996 higher than the previous day. The implied volatity was 31.62, the open interest changed by 85 which increased total open position to 171
On 13 Apr ICICIGI was trading at 1782.20. The strike last trading price was 32.85, which was -3.5 lower than the previous day. The implied volatity was 29.94, the open interest changed by 0 which decreased total open position to 86
On 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 38.8, which was 7.149999999999999 higher than the previous day. The implied volatity was 32.26, the open interest changed by 27 which increased total open position to 85
On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 31.15, which was 7.1 higher than the previous day. The implied volatity was 31.83, the open interest changed by 32 which increased total open position to 58
On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was 24.25, which was 9.35 higher than the previous day. The implied volatity was 27.26, the open interest changed by 2 which increased total open position to 25
On 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was 15, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 15, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 15, which was -1.9 lower than the previous day. The implied volatity was 28.82, the open interest changed by 4 which increased total open position to 20
On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 16.5, which was -22.3 lower than the previous day. The implied volatity was 28.97, the open interest changed by 7 which increased total open position to 15
On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 38.8, which was 15.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 38.8, which was 15.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 38.8, which was 15.05 higher than the previous day. The implied volatity was 24.28, the open interest changed by 0 which decreased total open position to 8
On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 23.75, which was -8.45 lower than the previous day. The implied volatity was 23.15, the open interest changed by 6 which increased total open position to 8
On 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 32.2, which was -113 lower than the previous day. The implied volatity was 29.23, the open interest changed by 2 which increased total open position to 2
On 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 145.2, which was 0 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0
On 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 145.2, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
On 18 Mar ICICIGI was trading at 1831.20. The strike last trading price was 145.2, 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 Mar ICICIGI was trading at 1835.80. The strike last trading price was 145.2, 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 16 Mar ICICIGI was trading at 1850.50. The strike last trading price was 145.2, 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 13 Mar ICICIGI was trading at 1837.10. The strike last trading price was 145.2, 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 Mar ICICIGI was trading at 1855.30. The strike last trading price was 145.2, 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 Mar ICICIGI was trading at 1875.20. The strike last trading price was 145.2, 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 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 145.2, 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 Mar ICICIGI was trading at 1889.70. The strike last trading price was 145.2, 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 Mar ICICIGI was trading at 1880.30. The strike last trading price was 145.2, 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 5 Mar ICICIGI was trading at 1875.20. The strike last trading price was 145.2, 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 4 Mar ICICIGI was trading at 1855.50. The strike last trading price was 145.2, 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 Mar ICICIGI was trading at 1895.50. The strike last trading price was 145.2, 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 27 Feb ICICIGI was trading at 1901.50. 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 26 Feb ICICIGI was trading at 1946.50. 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 25 Feb ICICIGI was trading at 1939.30. The strike last trading price was 145.2, 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 0
| ICICIGI 28-Apr-2026 (12d) 1820 PE | |||||||
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Delta: -0.32
Vega: 0.01
Theta: -1.36
Gamma: 0.00316
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Apr | 1858.00 | 24.95 | -41.099999999999994 | 31.94 | 1,162 | 232 | 261 |
| 13 Apr | 1782.20 | 65.2 | 4.900000000000006 | 35.18 | 19 | 3 | 29 |
| 10 Apr | 1786.00 | 58.4 | -15.399999999999999 | 26.39 | 51 | 9 | 25 |
| 9 Apr | 1768.60 | 73.8 | -13.8 | 28.1 | 48 | 7 | 15 |
| 8 Apr | 1750.50 | 87.6 | 0.15 | 35 | 14 | 6 | 7 |
| 7 Apr | 1726.60 | 87.45 | 46.95 | - | 0 | 0 | 1 |
| 6 Apr | 1713.00 | 87.45 | 46.95 | - | 0 | 0 | 1 |
| 2 Apr | 1689.10 | 87.45 | 46.95 | - | 0 | 0 | 1 |
| 1 Apr | 1694.90 | 87.45 | 46.95 | - | 0 | 0 | 1 |
| 30 Mar | 1710.60 | 87.45 | 46.95 | - | 0 | 0 | 1 |
| 27 Mar | 1747.00 | 87.45 | 46.95 | 23.38 | 1 | 0 | 0 |
| 25 Mar | 1770.30 | 40.5 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1730.10 | 40.5 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 1722.20 | 40.5 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1777.20 | 40.5 | 0 | 0.01 | 0 | 0 | 0 |
| 19 Mar | 1792.10 | 40.5 | 0 | 0.26 | 0 | 0 | 0 |
| 18 Mar | 1831.20 | 40.5 | 0 | 1.43 | 0 | 0 | 0 |
| 17 Mar | 1835.80 | 40.5 | 0 | 1.66 | 0 | 0 | 0 |
| 16 Mar | 1850.50 | 40.5 | 0 | 0.68 | 0 | 0 | 0 |
| 13 Mar | 1837.10 | 40.5 | 0 | 1.69 | 0 | 0 | 0 |
| 12 Mar | 1855.30 | 40.5 | 0 | 2.71 | 0 | 0 | 0 |
| 11 Mar | 1875.20 | 40.5 | 0 | 3.12 | 0 | 0 | 0 |
| 10 Mar | 1889.30 | 40.5 | 0 | 3.64 | 0 | 0 | 0 |
| 9 Mar | 1889.70 | 40.5 | 0 | 3.56 | 0 | 0 | 0 |
| 6 Mar | 1880.30 | 40.5 | 0 | 3.18 | 0 | 0 | 0 |
| 5 Mar | 1875.20 | 40.5 | 0 | 2.4 | 0 | 0 | 0 |
| 4 Mar | 1855.50 | 40.5 | 0 | 2.35 | 0 | 0 | 0 |
| 2 Mar | 1895.50 | 40.5 | 0 | 3.82 | 0 | 0 | 0 |
| 27 Feb | 1901.50 | - | - | - | 0 | 0 | 0 |
| 26 Feb | 1946.50 | - | - | - | 0 | 0 | 0 |
| 25 Feb | 1939.30 | 0 | 0 | 3.91 | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1820 expiring on 28APR2026
Delta for 1820 PE is -0.32
Historical price for 1820 PE is as follows
On 15 Apr ICICIGI was trading at 1858.00. The strike last trading price was 24.95, which was -41.099999999999994 lower than the previous day. The implied volatity was 31.94, the open interest changed by 232 which increased total open position to 261
On 13 Apr ICICIGI was trading at 1782.20. The strike last trading price was 65.2, which was 4.900000000000006 higher than the previous day. The implied volatity was 35.18, the open interest changed by 3 which increased total open position to 29
On 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 58.4, which was -15.399999999999999 lower than the previous day. The implied volatity was 26.39, the open interest changed by 9 which increased total open position to 25
On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 73.8, which was -13.8 lower than the previous day. The implied volatity was 28.1, the open interest changed by 7 which increased total open position to 15
On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was 87.6, which was 0.15 higher than the previous day. The implied volatity was 35, the open interest changed by 6 which increased total open position to 7
On 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was 87.45, which was 46.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 87.45, which was 46.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 87.45, which was 46.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 87.45, which was 46.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 87.45, which was 46.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 87.45, which was 46.95 higher than the previous day. The implied volatity was 23.38, the open interest changed by 0 which decreased total open position to 0
On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 40.5, 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 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 40.5, 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 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 40.5, 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 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 40.5, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 40.5, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
On 18 Mar ICICIGI was trading at 1831.20. The strike last trading price was 40.5, which was 0 lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0
On 17 Mar ICICIGI was trading at 1835.80. The strike last trading price was 40.5, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0
On 16 Mar ICICIGI was trading at 1850.50. The strike last trading price was 40.5, which was 0 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0
On 13 Mar ICICIGI was trading at 1837.10. The strike last trading price was 40.5, which was 0 lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0
On 12 Mar ICICIGI was trading at 1855.30. The strike last trading price was 40.5, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0
On 11 Mar ICICIGI was trading at 1875.20. The strike last trading price was 40.5, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0
On 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 40.5, which was 0 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0
On 9 Mar ICICIGI was trading at 1889.70. The strike last trading price was 40.5, which was 0 lower than the previous day. The implied volatity was 3.56, the open interest changed by 0 which decreased total open position to 0
On 6 Mar ICICIGI was trading at 1880.30. The strike last trading price was 40.5, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0
On 5 Mar ICICIGI was trading at 1875.20. The strike last trading price was 40.5, which was 0 lower than the previous day. The implied volatity was 2.4, the open interest changed by 0 which decreased total open position to 0
On 4 Mar ICICIGI was trading at 1855.50. The strike last trading price was 40.5, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
On 2 Mar ICICIGI was trading at 1895.50. The strike last trading price was 40.5, which was 0 lower than the previous day. The implied volatity was 3.82, the open interest changed by 0 which decreased total open position to 0
On 27 Feb ICICIGI was trading at 1901.50. 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 26 Feb ICICIGI was trading at 1946.50. 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 25 Feb ICICIGI was trading at 1939.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.91, the open interest changed by 0 which decreased total open position to 0
