ICICIGI

Icici Lombard Gic Limited

1951.8 +13.90 (0.72%)

L: 1922.7 H: 1956.7

Back to Option Chain

Historical option data for ICICIGI
15 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

ICICIGI 30-DEC-2025 1820 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	1951.80	234.7 ₹ 76,277.5	-6.35 -2063.75	-	0 0	0 0	0 0
12 Dec	1937.90	234.7 ₹ 76,277.5	-6.35 -2063.75	-	0 0	0 0	3 975
11 Dec	1939.70	234.7 ₹ 76,277.5	-6.35 -2063.75	-	0 0	0 0	3 975
10 Dec	1934.80	234.7 ₹ 76,277.5	-6.35 -2063.75	-	0 0	0 0	3 975
9 Dec	1945.30	234.7 ₹ 76,277.5	-6.35 -2063.75	-	0 0	0 0	0 0
8 Dec	1961.10	234.7 ₹ 76,277.5	-6.35 -2063.75	-	0 0	0 0	3 975
4 Dec	1983.00	234.7 ₹ 76,277.5	-6.35 -2063.75	-	0 0	0 0	0 0
3 Dec	1972.40	234.7 ₹ 76,277.5	-6.35 -2063.75	-	0 0	0 0	0 0

2 Dec	1986.70	234.7 ₹ 76,277.5	-6.35 -2063.75	-	0 0	0 0	0 0
1 Dec	1991.40	234.7 ₹ 76,277.5	-6.35 -2063.75	-	0 0	0 0	0 0
28 Nov	1970.50	234.7 ₹ 76,277.5	-6.35 -2063.75	-	0 0	0 0	0 0
27 Nov	1980.70	234.7 ₹ 76,277.5	-6.35 -2063.75	-	0 0	0 0	0 0
26 Nov	2010.30	234.7 ₹ 76,277.5	-6.35 -2063.75	-	0 0	0 0	0 0
25 Nov	1999.00	234.7 ₹ 76,277.5	-6.35 -2063.75	-	0 0	0 0	0 0
24 Nov	1997.50	234.7 ₹ 76,277.5	-6.35 -2063.75	-	0 0	0 0	0 0
21 Nov	2004.10	234.7 ₹ 76,277.5	-6.35 -2063.75	-	0 0	3 975	0 0
20 Nov	2037.60	234.7 ₹ 76,277.5	-6.35 -2063.75	-	16 5,200	5 1,625	5 1,625
19 Nov	2041.70	241.05 ₹ 78,341.25	0 0.00	-	0 0	0 0	0 0
17 Nov	2042.90	241.05 ₹ 78,341.25	0 0.00	-	0 0	0 0	0 0
14 Nov	2005.10	241.05 ₹ 78,341.25	0 0.00	-	0 0	0 0	0 0
12 Nov	2028.60	241.05 ₹ 78,341.25	0 0.00	-	0 0	0 0	0 0
11 Nov	1996.10	241.05 ₹ 78,341.25	0 0.00	-	0 0	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 15 Dec ICICIGI was trading at 1951.80. 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 12 Dec ICICIGI was trading at 1937.90. 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 11 Dec ICICIGI was trading at 1939.70. 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 3

On 10 Dec ICICIGI was trading at 1934.80. 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 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: -0.05 Vega: 0.42 Theta: -0.30 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	1951.80	2.05 ₹ 666.25	-1.3 -422.50	23.11	22 7,150	0 0	65 21,125
12 Dec	1937.90	3.25 ₹ 1,056.25	-0.5 -162.50	21.30	20 6,500	3 975	61 19,825
11 Dec	1939.70	3.75 ₹ 1,218.75	0.6 195.00	22.41	32 10,400	12 3,900	53 17,225
10 Dec	1934.80	3.1 ₹ 1,007.5	-0.55 -178.75	-	0 0	0 0	41 13,325
9 Dec	1945.30	3.1 ₹ 1,007.5	-0.55 -178.75	20.41	29 9,425	-1 -325	50 16,250
8 Dec	1961.10	3.65 ₹ 1,186.25	-0.1 -32.50	-	0 0	0 0	51 16,575
4 Dec	1983.00	3.65 ₹ 1,186.25	-0.1 -32.50	-	0 0	3 975	0 0
3 Dec	1972.40	3.65 ₹ 1,186.25	-0.1 -32.50	22.03	12 3,900	1 325	49 15,925
2 Dec	1986.70	3.75 ₹ 1,218.75	-0.45 -146.25	23.38	53 17,225	34 11,050	43 13,975
1 Dec	1991.40	4 ₹ 1,300	-0.95 -308.75	-	0 0	3 975	0 0
28 Nov	1970.50	4 ₹ 1,300	-0.95 -308.75	20.80	13 4,225	3 975	9 2,925
27 Nov	1980.70	4.95 ₹ 1,608.75	0.5 162.50	-	0 0	0 0	0 0
26 Nov	2010.30	4.95 ₹ 1,608.75	0.5 162.50	-	0 0	0 0	0 0
25 Nov	1999.00	4.95 ₹ 1,608.75	0.5 162.50	-	0 0	0 0	0 0
24 Nov	1997.50	4.95 ₹ 1,608.75	0.5 162.50	-	0 0	0 0	0 0
21 Nov	2004.10	4.95 ₹ 1,608.75	0.5 162.50	23.05	1 325	0 0	6 1,950
20 Nov	2037.60	4.45 ₹ 1,446.25	-2.05 -666.25	24.87	6 1,950	4 1,300	6 1,950
19 Nov	2041.70	6.5 ₹ 2,112.5	-16.45 -5346.25	26.29	2 650	0 0	0 0
17 Nov	2042.90	22.95 ₹ 7,458.75	0 0.00	9.43	0 0	0 0	0 0
14 Nov	2005.10	22.95 ₹ 7,458.75	0 0.00	8.29	0 0	0 0	0 0
12 Nov	2028.60	22.95 ₹ 7,458.75	0 0.00	8.80	0 0	0 0	0 0
11 Nov	1996.10	22.95 ₹ 7,458.75	0 0.00	7.19	0 0	0 0	0 0

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

Delta for 1820 PE is -0.05

Historical price for 1820 PE is as follows

On 15 Dec ICICIGI was trading at 1951.80. The strike last trading price was 2.05, which was -1.3 lower than the previous day. The implied volatity was 23.11, the open interest changed by 0 which decreased total open position to 65

On 12 Dec ICICIGI was trading at 1937.90. The strike last trading price was 3.25, which was -0.5 lower than the previous day. The implied volatity was 21.30, the open interest changed by 3 which increased total open position to 61

On 11 Dec ICICIGI was trading at 1939.70. The strike last trading price was 3.75, which was 0.6 higher than the previous day. The implied volatity was 22.41, the open interest changed by 12 which increased total open position to 53

On 10 Dec ICICIGI was trading at 1934.80. The strike last trading price was 3.1, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41

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

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