ICICIGI

Icici Lombard Gic Limited

1825.6 +3.40 (0.19%)

L: 1805 H: 1828

Back to Option Chain

Historical option data for ICICIGI
29 Jan 2026 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 24-FEB-2026 1820 CE
Delta: 0.59 Vega: 1.9 Theta: -1.03 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	1825.60	50 ₹ 16,250	-0.05 -16.25	20.59	150 48,750	29 9,425	182 59,150
28 Jan	1822.20	49.9 ₹ 16,217.5	-0.2 -65.00	20.32	230 74,750	22 7,150	154 50,050
27 Jan	1805.90	50.4 ₹ 16,380	10.4 3380.00	23.34	126 40,950	18 5,850	132 42,900
23 Jan	1795.70	39.45 ₹ 12,821.25	-17.1 -5557.50	20.66	434 1,41,050	45 14,625	110 35,750
22 Jan	1824.70	55.2 ₹ 17,940	-7.85 -2551.25	21.1	130 42,250	25 8,125	66 21,450
21 Jan	1834.60	63.9 ₹ 20,767.5	-55.65 -18086.25	19.38	59 19,175	38 12,350	40 13,000
20 Jan	1861.70	119.55 ₹ 38,853.75	-72.35 -23513.75	-	0 0	0 0	2 650
19 Jan	1884.80	119.55 ₹ 38,853.75	-72.35 -23513.75	-	0 0	0 0	2 650
16 Jan	1870.20	119.55 ₹ 38,853.75	-72.35 -23513.75	-	0 0	0 0	2 650

14 Jan	1857.70	119.55 ₹ 38,853.75	-72.35 -23513.75	35.19	1 325	0 0	3 975
13 Jan	1885.50	191.9 ₹ 62,367.5	12.9 4192.50	-	0 0	0 0	0 0
12 Jan	1910.30	191.9 ₹ 62,367.5	12.9 4192.50	-	0 0	0 0	3 975
9 Jan	1896.10	191.9 ₹ 62,367.5	12.9 4192.50	-	0 0	0 0	3 975
8 Jan	1908.20	191.9 ₹ 62,367.5	12.9 4192.50	-	0 0	0 0	3 975
7 Jan	1966.20	191.9 ₹ 62,367.5	12.9 4192.50	-	0 0	0 0	3 975
6 Jan	2010.00	191.9 ₹ 62,367.5	12.9 4192.50	-	0 0	0 0	3 975
5 Jan	1979.90	191.9 ₹ 62,367.5	12.9 4192.50	-	0 0	0 0	3 975
2 Jan	1973.90	191.9 ₹ 62,367.5	12.9 4192.50	23.06	3 975	0 0	0 0

For Icici Lombard Gic Limited - strike price 1820 expiring on 24FEB2026

Delta for 1820 CE is 0.59

Historical price for 1820 CE is as follows

On 29 Jan ICICIGI was trading at 1825.60. The strike last trading price was 50, which was -0.05 lower than the previous day. The implied volatity was 20.59, the open interest changed by 29 which increased total open position to 182

On 28 Jan ICICIGI was trading at 1822.20. The strike last trading price was 49.9, which was -0.2 lower than the previous day. The implied volatity was 20.32, the open interest changed by 22 which increased total open position to 154

On 27 Jan ICICIGI was trading at 1805.90. The strike last trading price was 50.4, which was 10.4 higher than the previous day. The implied volatity was 23.34, the open interest changed by 18 which increased total open position to 132

On 23 Jan ICICIGI was trading at 1795.70. The strike last trading price was 39.45, which was -17.1 lower than the previous day. The implied volatity was 20.66, the open interest changed by 45 which increased total open position to 110

On 22 Jan ICICIGI was trading at 1824.70. The strike last trading price was 55.2, which was -7.85 lower than the previous day. The implied volatity was 21.1, the open interest changed by 25 which increased total open position to 66

On 21 Jan ICICIGI was trading at 1834.60. The strike last trading price was 63.9, which was -55.65 lower than the previous day. The implied volatity was 19.38, the open interest changed by 38 which increased total open position to 40

On 20 Jan ICICIGI was trading at 1861.70. The strike last trading price was 119.55, which was -72.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 19 Jan ICICIGI was trading at 1884.80. The strike last trading price was 119.55, which was -72.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 16 Jan ICICIGI was trading at 1870.20. The strike last trading price was 119.55, which was -72.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 14 Jan ICICIGI was trading at 1857.70. The strike last trading price was 119.55, which was -72.35 lower than the previous day. The implied volatity was 35.19, the open interest changed by 0 which decreased total open position to 3

On 13 Jan ICICIGI was trading at 1885.50. The strike last trading price was 191.9, which was 12.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Jan ICICIGI was trading at 1910.30. The strike last trading price was 191.9, which was 12.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 9 Jan ICICIGI was trading at 1896.10. The strike last trading price was 191.9, which was 12.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 8 Jan ICICIGI was trading at 1908.20. The strike last trading price was 191.9, which was 12.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 7 Jan ICICIGI was trading at 1966.20. The strike last trading price was 191.9, which was 12.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 6 Jan ICICIGI was trading at 2010.00. The strike last trading price was 191.9, which was 12.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 5 Jan ICICIGI was trading at 1979.90. The strike last trading price was 191.9, which was 12.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 2 Jan ICICIGI was trading at 1973.90. The strike last trading price was 191.9, which was 12.9 higher than the previous day. The implied volatity was 23.06, the open interest changed by 0 which decreased total open position to 0

ICICIGI 24FEB2026 1820 PE
Delta: -0.43 Vega: 1.91 Theta: -0.76 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	1825.60	43.05 ₹ 13,991.25	-0.55 -178.75	26.87	177 57,525	62 20,150	252 81,900
28 Jan	1822.20	42.65 ₹ 13,861.25	-4.8 -1560.00	26.06	263 85,475	44 14,300	190 61,750
27 Jan	1805.90	47.75 ₹ 15,518.75	-13.05 -4241.25	25.67	6 1,950	-2 -650	146 47,450
23 Jan	1795.70	62.9 ₹ 20,442.5	19.65 6386.25	27.38	251 81,575	9 2,925	149 48,425
22 Jan	1824.70	42 ₹ 13,650	14.85 4826.25	23.14	162 52,650	104 33,800	104 33,800
21 Jan	1834.60	27.15 ₹ 8,823.75	0 0.00	1.81	0 0	0 0	0 0
20 Jan	1861.70	27.15 ₹ 8,823.75	0 0.00	2.42	0 0	0 0	0 0
19 Jan	1884.80	27.15 ₹ 8,823.75	0 0.00	3.08	0 0	0 0	0 0
16 Jan	1870.20	27.15 ₹ 8,823.75	0 0.00	3.64	0 0	0 0	0 0
14 Jan	1857.70	27.15 ₹ 8,823.75	0 0.00	2.78	0 0	0 0	0 0
13 Jan	1885.50	27.15 ₹ 8,823.75	0 0.00	4.05	0 0	0 0	0 0
12 Jan	1910.30	27.15 ₹ 8,823.75	0 0.00	4.64	0 0	0 0	0 0
9 Jan	1896.10	27.15 ₹ 8,823.75	0 0.00	3.75	0 0	0 0	0 0
8 Jan	1908.20	27.15 ₹ 8,823.75	0 0.00	4.37	0 0	0 0	0 0
7 Jan	1966.20	27.15 ₹ 8,823.75	0 0.00	6.34	0 0	0 0	0 0
6 Jan	2010.00	27.15 ₹ 8,823.75	0 0.00	8.12	0 0	0 0	0 0
5 Jan	1979.90	27.15 ₹ 8,823.75	0 0.00	-	0 0	0 0	0 0
2 Jan	1973.90	27.15 ₹ 8,823.75	0 0.00	6.35	0 0	0 0	0 0

For Icici Lombard Gic Limited - strike price 1820 expiring on 24FEB2026

Delta for 1820 PE is -0.43

Historical price for 1820 PE is as follows

On 29 Jan ICICIGI was trading at 1825.60. The strike last trading price was 43.05, which was -0.55 lower than the previous day. The implied volatity was 26.87, the open interest changed by 62 which increased total open position to 252

On 28 Jan ICICIGI was trading at 1822.20. The strike last trading price was 42.65, which was -4.8 lower than the previous day. The implied volatity was 26.06, the open interest changed by 44 which increased total open position to 190

On 27 Jan ICICIGI was trading at 1805.90. The strike last trading price was 47.75, which was -13.05 lower than the previous day. The implied volatity was 25.67, the open interest changed by -2 which decreased total open position to 146

On 23 Jan ICICIGI was trading at 1795.70. The strike last trading price was 62.9, which was 19.65 higher than the previous day. The implied volatity was 27.38, the open interest changed by 9 which increased total open position to 149

On 22 Jan ICICIGI was trading at 1824.70. The strike last trading price was 42, which was 14.85 higher than the previous day. The implied volatity was 23.14, the open interest changed by 104 which increased total open position to 104

On 21 Jan ICICIGI was trading at 1834.60. The strike last trading price was 27.15, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0

On 20 Jan ICICIGI was trading at 1861.70. The strike last trading price was 27.15, which was 0 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0

On 19 Jan ICICIGI was trading at 1884.80. The strike last trading price was 27.15, which was 0 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0

On 16 Jan ICICIGI was trading at 1870.20. The strike last trading price was 27.15, 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 14 Jan ICICIGI was trading at 1857.70. The strike last trading price was 27.15, which was 0 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0

On 13 Jan ICICIGI was trading at 1885.50. The strike last trading price was 27.15, which was 0 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0

On 12 Jan ICICIGI was trading at 1910.30. The strike last trading price was 27.15, which was 0 lower than the previous day. The implied volatity was 4.64, the open interest changed by 0 which decreased total open position to 0

On 9 Jan ICICIGI was trading at 1896.10. The strike last trading price was 27.15, which was 0 lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0

On 8 Jan ICICIGI was trading at 1908.20. The strike last trading price was 27.15, which was 0 lower than the previous day. The implied volatity was 4.37, the open interest changed by 0 which decreased total open position to 0

On 7 Jan ICICIGI was trading at 1966.20. The strike last trading price was 27.15, which was 0 lower than the previous day. The implied volatity was 6.34, the open interest changed by 0 which decreased total open position to 0

On 6 Jan ICICIGI was trading at 2010.00. The strike last trading price was 27.15, which was 0 lower than the previous day. The implied volatity was 8.12, the open interest changed by 0 which decreased total open position to 0

On 5 Jan ICICIGI was trading at 1979.90. The strike last trading price was 27.15, 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 Jan ICICIGI was trading at 1973.90. The strike last trading price was 27.15, which was 0 lower than the previous day. The implied volatity was 6.35, the open interest changed by 0 which decreased total open position to 0

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