Historical option data for ICICIGI
19 Jun 2026 04:10 PM IST
| ICICIGI 30-Jun-2026 (10d) 1820 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.01
Theta: -0.58
Gamma: 0.00387
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Jun | 1870.10 | 63.65 | 22.65 (55.24%) | 16.75 | 240 | 0 | 114 | |||||||||
| 18 Jun | 1839.00 | 40.45 | 23.45 (137.94%) | 20.27 | 1,359 | -140 | 114 | |||||||||
| 17 Jun | 1790.50 | 17.65 | 3.65 (26.07%) | 19.02 | 524 | 120 | 253 | |||||||||
| 16 Jun | 1783.60 | 14.7 | 8.7 (145.00%) | 18.08 | 759 | -121 | 129 | |||||||||
| 15 Jun | 1734.10 | 6.3 | 2.3 (57.50%) | 20.81 | 336 | 114 | 249 | |||||||||
| 12 Jun | 1695.70 | 4.35 | -1.65 (-27.50%) | 22.69 | 136 | -31 | 134 | |||||||||
| 11 Jun | 1712.40 | 7.35 | -3.15 (-30.00%) | 22.74 | 178 | 42 | 167 | |||||||||
| 10 Jun | 1732.20 | 11 | -11.75 (-51.65%) | 22.77 | 114 | 9 | 125 | |||||||||
| 9 Jun | 1777.70 | 22.95 | 10 (77.22%) | 22.37 | 1,749 | 35 | 115 | |||||||||
| 8 Jun | 1738.40 | 12.7 | -8.1 (-38.94%) | 22.55 | 38 | 3 | 80 | |||||||||
| 5 Jun | 1758.00 | 20.1 | 5.05 (33.55%) | 22.85 | 176 | 45 | 78 | |||||||||
| 4 Jun | 1732.90 | 15.5 | -3.45 (-18.21%) | 23.33 | 23 | -13 | 33 | |||||||||
| 3 Jun | 1740.80 | 18.6 | -0.35 (-1.85%) | 23.76 | 28 | 2 | 46 | |||||||||
| 2 Jun | 1746.50 | 18.95 | -1.3 (-6.42%) | 22.64 | 13 | 3 | 44 | |||||||||
| 1 Jun | 1747.90 | 20.05 | -24.4 (-54.89%) | 22.3 | 92 | 16 | 39 | |||||||||
| 29 May | 1792.20 | 38.25 | -27.4 (-41.74%) | 24.32 | 27 | 7 | 17 | |||||||||
| 27 May | 1850.60 | 65.65 | -6.85 (-9.45%) | 18.85 | 1 | 0 | 10 | |||||||||
| 26 May | 1860.30 | 72.5 | -3.5 (-4.61%) | 21.42 | 3 | 3 | 10 | |||||||||
| 25 May | 1854.30 | 76 | 16.8 (28.38%) | 20.45 | 8 | -3 | 7 | |||||||||
| 22 May | 1826.20 | 59.2 | -6.8 (-10.30%) | 19.99 | 32 | 9 | 9 | |||||||||
| 18 May | 1813.00 | 0 | -65.9 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1835.20 | 0 | -65.9 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1848.90 | 0 | -65.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1804.20 | 0 | -65.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1782.80 | 0 | -65.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1828.60 | 0 | -65.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1828.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1850.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1820 expiring on 30JUN2026
Delta for 1820 CE is 0.87
Historical price for 1820 CE is as follows
On 19 Jun ICICIGI was trading at 1870.10. The strike last trading price was 63.65, which was 22.65 higher than the previous day. The implied volatity was 16.75, the open interest changed by 0 which decreased total open position to 114
On 18 Jun ICICIGI was trading at 1839.00. The strike last trading price was 40.45, which was 23.45 higher than the previous day. The implied volatity was 20.27, the open interest changed by -140 which decreased total open position to 114
On 17 Jun ICICIGI was trading at 1790.50. The strike last trading price was 17.65, which was 3.65 higher than the previous day. The implied volatity was 19.02, the open interest changed by 120 which increased total open position to 253
On 16 Jun ICICIGI was trading at 1783.60. The strike last trading price was 14.7, which was 8.7 higher than the previous day. The implied volatity was 18.08, the open interest changed by -121 which decreased total open position to 129
On 15 Jun ICICIGI was trading at 1734.10. The strike last trading price was 6.3, which was 2.3 higher than the previous day. The implied volatity was 20.81, the open interest changed by 114 which increased total open position to 249
On 12 Jun ICICIGI was trading at 1695.70. The strike last trading price was 4.35, which was -1.65 lower than the previous day. The implied volatity was 22.69, the open interest changed by -31 which decreased total open position to 134
On 11 Jun ICICIGI was trading at 1712.40. The strike last trading price was 7.35, which was -3.15 lower than the previous day. The implied volatity was 22.74, the open interest changed by 42 which increased total open position to 167
On 10 Jun ICICIGI was trading at 1732.20. The strike last trading price was 11, which was -11.75 lower than the previous day. The implied volatity was 22.77, the open interest changed by 9 which increased total open position to 125
On 9 Jun ICICIGI was trading at 1777.70. The strike last trading price was 22.95, which was 10 higher than the previous day. The implied volatity was 22.37, the open interest changed by 35 which increased total open position to 115
On 8 Jun ICICIGI was trading at 1738.40. The strike last trading price was 12.7, which was -8.1 lower than the previous day. The implied volatity was 22.55, the open interest changed by 3 which increased total open position to 80
On 5 Jun ICICIGI was trading at 1758.00. The strike last trading price was 20.1, which was 5.05 higher than the previous day. The implied volatity was 22.85, the open interest changed by 45 which increased total open position to 78
On 4 Jun ICICIGI was trading at 1732.90. The strike last trading price was 15.5, which was -3.45 lower than the previous day. The implied volatity was 23.33, the open interest changed by -13 which decreased total open position to 33
On 3 Jun ICICIGI was trading at 1740.80. The strike last trading price was 18.6, which was -0.35 lower than the previous day. The implied volatity was 23.76, the open interest changed by 2 which increased total open position to 46
On 2 Jun ICICIGI was trading at 1746.50. The strike last trading price was 18.95, which was -1.3 lower than the previous day. The implied volatity was 22.64, the open interest changed by 3 which increased total open position to 44
On 1 Jun ICICIGI was trading at 1747.90. The strike last trading price was 20.05, which was -24.4 lower than the previous day. The implied volatity was 22.3, the open interest changed by 16 which increased total open position to 39
On 29 May ICICIGI was trading at 1792.20. The strike last trading price was 38.25, which was -27.4 lower than the previous day. The implied volatity was 24.32, the open interest changed by 7 which increased total open position to 17
On 27 May ICICIGI was trading at 1850.60. The strike last trading price was 65.65, which was -6.85 lower than the previous day. The implied volatity was 18.85, the open interest changed by 0 which decreased total open position to 10
On 26 May ICICIGI was trading at 1860.30. The strike last trading price was 72.5, which was -3.5 lower than the previous day. The implied volatity was 21.42, the open interest changed by 3 which increased total open position to 10
On 25 May ICICIGI was trading at 1854.30. The strike last trading price was 76, which was 16.8 higher than the previous day. The implied volatity was 20.45, the open interest changed by -3 which decreased total open position to 7
On 22 May ICICIGI was trading at 1826.20. The strike last trading price was 59.2, which was -6.8 lower than the previous day. The implied volatity was 19.99, the open interest changed by 9 which increased total open position to 9
On 18 May ICICIGI was trading at 1813.00. The strike last trading price was 0, which was -65.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ICICIGI was trading at 1835.20. The strike last trading price was 0, which was -65.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ICICIGI was trading at 1848.90. The strike last trading price was 0, which was -65.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ICICIGI was trading at 1804.20. The strike last trading price was 0, which was -65.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ICICIGI was trading at 1782.80. The strike last trading price was 0, which was -65.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ICICIGI was trading at 1828.60. The strike last trading price was 0, which was -65.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ICICIGI was trading at 1828.00. 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 7 May ICICIGI was trading at 1850.20. 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
| ICICIGI 30-Jun-2026 (10d) 1820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 0.01
Theta: -0.56
Gamma: 0.00387
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Jun | 1870.10 | 6.4 | -7.5 (-53.96%) | 20.17 | 776 | 169 | 332 |
| 18 Jun | 1839.00 | 13.85 | -104.75 (-88.32%) | 17.7 | 375 | 143 | 162 |
| 17 Jun | 1790.50 | 118.6 | 118.6 | - | 17 | 0 | 19 |
| 16 Jun | 1783.60 | 118.6 | 118.6 | - | 17 | 0 | 19 |
| 15 Jun | 1734.10 | 118.6 | 118.6 (103.26%) | 21.25 | 17 | 0 | 19 |
| 12 Jun | 1695.70 | 118.5 | 60.2 (103.26%) | 21.25 | 17 | 0 | 19 |
| 11 Jun | 1712.40 | 58.3 | 58.3 | - | 66 | 0 | 19 |
| 10 Jun | 1732.20 | 58.3 | 58.3 (89.29%) | 19.1 | 66 | 0 | 19 |
| 9 Jun | 1777.70 | 58.3 | 27.5 (89.29%) | 19.1 | 66 | 13 | 19 |
| 8 Jun | 1738.40 | 30.8 | 30.8 | - | 14 | 0 | 6 |
| 5 Jun | 1758.00 | 30.8 | 30.8 | - | 14 | 0 | 6 |
| 4 Jun | 1732.90 | 30.8 | 30.8 | - | 14 | 0 | 6 |
| 3 Jun | 1740.80 | 31 | 31 | - | 14 | 0 | 6 |
| 2 Jun | 1746.50 | 31 | 31 | - | 14 | 0 | 6 |
| 1 Jun | 1747.90 | 31 | 31 | - | 14 | 0 | 6 |
| 29 May | 1792.20 | 31 | 31 | - | 14 | 0 | 6 |
| 27 May | 1850.60 | 31 | -65 (-67.71%) | 21.39 | 14 | 5 | 5 |
| 26 May | 1860.30 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 1854.30 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 1826.20 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 1813.00 | 0 | -95.95 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1835.20 | 0 | -95.95 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1848.90 | 0 | -95.95 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1804.20 | 0 | -95.95 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1782.80 | 0 | -95.95 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1828.60 | 0 | -96 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1828.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 1850.20 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1820 expiring on 30JUN2026
Delta for 1820 PE is -0.18
Historical price for 1820 PE is as follows
On 19 Jun ICICIGI was trading at 1870.10. The strike last trading price was 6.4, which was -7.5 lower than the previous day. The implied volatity was 20.17, the open interest changed by 169 which increased total open position to 332
On 18 Jun ICICIGI was trading at 1839.00. The strike last trading price was 13.85, which was -104.75 lower than the previous day. The implied volatity was 17.7, the open interest changed by 143 which increased total open position to 162
On 17 Jun ICICIGI was trading at 1790.50. The strike last trading price was 118.6, which was 118.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 16 Jun ICICIGI was trading at 1783.60. The strike last trading price was 118.6, which was 118.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 15 Jun ICICIGI was trading at 1734.10. The strike last trading price was 118.6, which was 118.6 higher than the previous day. The implied volatity was 21.25, the open interest changed by 0 which decreased total open position to 19
On 12 Jun ICICIGI was trading at 1695.70. The strike last trading price was 118.5, which was 60.2 higher than the previous day. The implied volatity was 21.25, the open interest changed by 0 which decreased total open position to 19
On 11 Jun ICICIGI was trading at 1712.40. The strike last trading price was 58.3, which was 58.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 10 Jun ICICIGI was trading at 1732.20. The strike last trading price was 58.3, which was 58.3 higher than the previous day. The implied volatity was 19.1, the open interest changed by 0 which decreased total open position to 19
On 9 Jun ICICIGI was trading at 1777.70. The strike last trading price was 58.3, which was 27.5 higher than the previous day. The implied volatity was 19.1, the open interest changed by 13 which increased total open position to 19
On 8 Jun ICICIGI was trading at 1738.40. The strike last trading price was 30.8, which was 30.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Jun ICICIGI was trading at 1758.00. The strike last trading price was 30.8, which was 30.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 4 Jun ICICIGI was trading at 1732.90. The strike last trading price was 30.8, which was 30.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 3 Jun ICICIGI was trading at 1740.80. The strike last trading price was 31, which was 31 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 2 Jun ICICIGI was trading at 1746.50. The strike last trading price was 31, which was 31 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 1 Jun ICICIGI was trading at 1747.90. The strike last trading price was 31, which was 31 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 29 May ICICIGI was trading at 1792.20. The strike last trading price was 31, which was 31 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 27 May ICICIGI was trading at 1850.60. The strike last trading price was 31, which was -65 lower than the previous day. The implied volatity was 21.39, the open interest changed by 5 which increased total open position to 5
On 26 May ICICIGI was trading at 1860.30. 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 25 May ICICIGI was trading at 1854.30. 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 22 May ICICIGI was trading at 1826.20. 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 18 May ICICIGI was trading at 1813.00. The strike last trading price was 0, which was -95.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ICICIGI was trading at 1835.20. The strike last trading price was 0, which was -95.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ICICIGI was trading at 1848.90. The strike last trading price was 0, which was -95.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ICICIGI was trading at 1804.20. The strike last trading price was 0, which was -95.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ICICIGI was trading at 1782.80. The strike last trading price was 0, which was -95.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ICICIGI was trading at 1828.60. The strike last trading price was 0, which was -96 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ICICIGI was trading at 1828.00. 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 7 May ICICIGI was trading at 1850.20. 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
