Historical option data for ICICIGI
25 May 2026 04:10 PM IST
| ICICIGI 26-May-2026 1820 CE | ||||||||||||||||
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Delta: 0.75
Vega: 0
Theta: -6.57
Gamma: 0.00584
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 May | 1854.30 | 43.8 | 23.8 (119.00%) | 48.52 | 107 | -18 | 129 | |||||||||
| 22 May | 1826.20 | 20.5 | 10.5 (105.00%) | 17.24 | 720 | -101 | 148 | |||||||||
| 21 May | 1801.00 | 11.5 | 2.5 (27.78%) | 20.1 | 814 | 27 | 252 | |||||||||
| 20 May | 1784.80 | 7.9 | -16.1 (-67.08%) | 24.52 | 397 | 73 | 221 | |||||||||
| 19 May | 1822.80 | 26.65 | 6.65 (33.25%) | 24.77 | 363 | -31 | 147 | |||||||||
| 18 May | 1813.00 | 18.7 | -19.3 (-50.79%) | 23.81 | 263 | 36 | 177 | |||||||||
| 15 May | 1835.20 | 36.5 | -12.5 (-25.51%) | 20.52 | 103 | 9 | 140 | |||||||||
| 14 May | 1848.90 | 50 | 26 (108.33%) | 23.25 | 623 | -14 | 128 | |||||||||
| 13 May | 1804.20 | 24.75 | 8.75 (54.69%) | 23.41 | 542 | -55 | 143 | |||||||||
| 12 May | 1782.80 | 18.3 | -21.7 (-54.25%) | 0 | 657 | 68 | 198 | |||||||||
| 11 May | 1828.60 | 38.85 | -1.15 (-2.87%) | 0 | 323 | 9 | 130 | |||||||||
| 8 May | 1828.00 | 36.55 | -23.3 (-38.93%) | 20.58 | 670 | 30 | 116 | |||||||||
| 7 May | 1850.20 | 59 | 21.3 (56.50%) | 23.08 | 938 | -219 | 92 | |||||||||
| 6 May | 1809.90 | 40.05 | 18.75 (88.03%) | 24.2 | 672 | 40 | 310 | |||||||||
| 5 May | 1776.90 | 21.55 | 2.65 (14.02%) | 21.94 | 293 | 12 | 273 | |||||||||
| 4 May | 1756.80 | 17.6 | -6.9 (-28.16%) | 24.13 | 239 | 119 | 263 | |||||||||
| 30 Apr | 1763.20 | 23.25 | -7.9 (-25.36%) | 23.65 | 276 | 108 | 252 | |||||||||
| 29 Apr | 1770.60 | 29.4 | -5.6 (-16.00%) | 24.36 | 166 | 19 | 145 | |||||||||
| 28 Apr | 1771.80 | 35 | 0.9 (2.64%) | 24.78 | 4 | 0 | 125 | |||||||||
| 27 Apr | 1770.50 | 34.1 | -2.45 (-6.70%) | 23.66 | 1 | 0 | 125 | |||||||||
| 24 Apr | 1772.10 | 36.7 | -12.95 (-26.08%) | 25.84 | 97 | 69 | 124 | |||||||||
| 23 Apr | 1809.90 | 49.65 | -21.35 (-30.07%) | 25.34 | 56 | 54 | 56 | |||||||||
| 22 Apr | 1829.00 | 71 | 33.25 (88.08%) | 27.57 | 3 | 2 | 2 | |||||||||
| 21 Apr | 1840.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 1876.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 1891.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 1886.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 1858.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1782.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1786.00 | 0 | 0 (0.00%) | 0.12 | 0 | 0 | 0 | |||||||||
| 9 Apr | 1768.60 | 37.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1750.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1726.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1713.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 1689.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 1694.90 | 37.75 | 0 (0.00%) | 2.91 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1820 expiring on 26MAY2026
Delta for 1820 CE is 0.75
Historical price for 1820 CE is as follows
On 25 May ICICIGI was trading at 1854.30. The strike last trading price was 43.8, which was 23.8 higher than the previous day. The implied volatity was 48.52, the open interest changed by -18 which decreased total open position to 129
On 22 May ICICIGI was trading at 1826.20. The strike last trading price was 20.5, which was 10.5 higher than the previous day. The implied volatity was 17.24, the open interest changed by -101 which decreased total open position to 148
On 21 May ICICIGI was trading at 1801.00. The strike last trading price was 11.5, which was 2.5 higher than the previous day. The implied volatity was 20.1, the open interest changed by 27 which increased total open position to 252
On 20 May ICICIGI was trading at 1784.80. The strike last trading price was 7.9, which was -16.1 lower than the previous day. The implied volatity was 24.52, the open interest changed by 73 which increased total open position to 221
On 19 May ICICIGI was trading at 1822.80. The strike last trading price was 26.65, which was 6.65 higher than the previous day. The implied volatity was 24.77, the open interest changed by -31 which decreased total open position to 147
On 18 May ICICIGI was trading at 1813.00. The strike last trading price was 18.7, which was -19.3 lower than the previous day. The implied volatity was 23.81, the open interest changed by 36 which increased total open position to 177
On 15 May ICICIGI was trading at 1835.20. The strike last trading price was 36.5, which was -12.5 lower than the previous day. The implied volatity was 20.52, the open interest changed by 9 which increased total open position to 140
On 14 May ICICIGI was trading at 1848.90. The strike last trading price was 50, which was 26 higher than the previous day. The implied volatity was 23.25, the open interest changed by -14 which decreased total open position to 128
On 13 May ICICIGI was trading at 1804.20. The strike last trading price was 24.75, which was 8.75 higher than the previous day. The implied volatity was 23.41, the open interest changed by -55 which decreased total open position to 143
On 12 May ICICIGI was trading at 1782.80. The strike last trading price was 18.3, which was -21.7 lower than the previous day. The implied volatity was 0, the open interest changed by 68 which increased total open position to 198
On 11 May ICICIGI was trading at 1828.60. The strike last trading price was 38.85, which was -1.15 lower than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 130
On 8 May ICICIGI was trading at 1828.00. The strike last trading price was 36.55, which was -23.3 lower than the previous day. The implied volatity was 20.58, the open interest changed by 30 which increased total open position to 116
On 7 May ICICIGI was trading at 1850.20. The strike last trading price was 59, which was 21.3 higher than the previous day. The implied volatity was 23.08, the open interest changed by -219 which decreased total open position to 92
On 6 May ICICIGI was trading at 1809.90. The strike last trading price was 40.05, which was 18.75 higher than the previous day. The implied volatity was 24.2, the open interest changed by 40 which increased total open position to 310
On 5 May ICICIGI was trading at 1776.90. The strike last trading price was 21.55, which was 2.65 higher than the previous day. The implied volatity was 21.94, the open interest changed by 12 which increased total open position to 273
On 4 May ICICIGI was trading at 1756.80. The strike last trading price was 17.6, which was -6.9 lower than the previous day. The implied volatity was 24.13, the open interest changed by 119 which increased total open position to 263
On 30 Apr ICICIGI was trading at 1763.20. The strike last trading price was 23.25, which was -7.9 lower than the previous day. The implied volatity was 23.65, the open interest changed by 108 which increased total open position to 252
On 29 Apr ICICIGI was trading at 1770.60. The strike last trading price was 29.4, which was -5.6 lower than the previous day. The implied volatity was 24.36, the open interest changed by 19 which increased total open position to 145
On 28 Apr ICICIGI was trading at 1771.80. The strike last trading price was 35, which was 0.9 higher than the previous day. The implied volatity was 24.78, the open interest changed by 0 which decreased total open position to 125
On 27 Apr ICICIGI was trading at 1770.50. The strike last trading price was 34.1, which was -2.45 lower than the previous day. The implied volatity was 23.66, the open interest changed by 0 which decreased total open position to 125
On 24 Apr ICICIGI was trading at 1772.10. The strike last trading price was 36.7, which was -12.95 lower than the previous day. The implied volatity was 25.84, the open interest changed by 69 which increased total open position to 124
On 23 Apr ICICIGI was trading at 1809.90. The strike last trading price was 49.65, which was -21.35 lower than the previous day. The implied volatity was 25.34, the open interest changed by 54 which increased total open position to 56
On 22 Apr ICICIGI was trading at 1829.00. The strike last trading price was 71, which was 33.25 higher than the previous day. The implied volatity was 27.57, the open interest changed by 2 which increased total open position to 2
On 21 Apr ICICIGI was trading at 1840.00. 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 20 Apr ICICIGI was trading at 1876.50. 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 17 Apr ICICIGI was trading at 1891.60. 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 16 Apr ICICIGI was trading at 1886.70. 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 15 Apr ICICIGI was trading at 1858.00. 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 13 Apr ICICIGI was trading at 1782.20. 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 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 37.75, 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 8 Apr ICICIGI was trading at 1750.50. 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 7 Apr ICICIGI was trading at 1726.60. 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 6 Apr ICICIGI was trading at 1713.00. 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 2 Apr ICICIGI was trading at 1689.10. 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 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 37.75, which was 0 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 26-May-2026 1820 PE | |||||||
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Delta: -0.13
Vega: 0
Theta: -2.33
Gamma: 0.00658
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 May | 1854.30 | 2.1 | -8.35 (-79.90%) | 28.61 | 248 | 32 | 132 |
| 22 May | 1826.20 | 9.9 | -20 (-66.89%) | 19.09 | 450 | 12 | 100 |
| 21 May | 1801.00 | 28 | -13.1 (-31.87%) | 22.4 | 136 | -3 | 86 |
| 20 May | 1784.80 | 44.1 | 25.4 (135.83%) | 14.57 | 201 | -58 | 88 |
| 19 May | 1822.80 | 18.15 | -12 (-39.80%) | 18.75 | 164 | 8 | 146 |
| 18 May | 1813.00 | 31.5 | 11.15 (54.79%) | 20.66 | 140 | 1 | 137 |
| 15 May | 1835.20 | 20.85 | 2.65 (14.56%) | 22.66 | 217 | -12 | 137 |
| 14 May | 1848.90 | 17.9 | -20.1 (-52.89%) | 23.4 | 293 | 37 | 150 |
| 13 May | 1804.20 | 36 | -18.75 (-34.25%) | 0 | 144 | 32 | 114 |
| 12 May | 1782.80 | 50.85 | 21.95 (75.95%) | 0 | 201 | -11 | 81 |
| 11 May | 1828.60 | 29.15 | -2.25 (-7.17%) | 0 | 293 | 8 | 92 |
| 8 May | 1828.00 | 33.9 | 14.25 (72.52%) | 22.66 | 541 | -6 | 87 |
| 7 May | 1850.20 | 20.55 | -19.1 (-48.17%) | 20.15 | 581 | 39 | 93 |
| 6 May | 1809.90 | 37.4 | -23.05 (-38.13%) | 20.74 | 154 | 42 | 52 |
| 5 May | 1776.90 | 60.7 | -12.15 (-16.68%) | 22.57 | 17 | 3 | 10 |
| 4 May | 1756.80 | 72.85 | 72.85 | - | 0 | 0 | 7 |
| 30 Apr | 1763.20 | 72.85 | 72.85 | - | 0 | 0 | 7 |
| 29 Apr | 1770.60 | 72.85 | 72.85 | - | 0 | 0 | 7 |
| 28 Apr | 1771.80 | 72.85 | 72.85 | - | 0 | 0 | 7 |
| 27 Apr | 1770.50 | 72.85 | 72.85 (108.44%) | 23.67 | 0 | 0 | 7 |
| 24 Apr | 1772.10 | 72.85 | 37.9 (108.44%) | 23.67 | 1 | 0 | 6 |
| 23 Apr | 1809.90 | 34.95 | 34.95 (-25.80%) | - | 0 | 0 | 6 |
| 22 Apr | 1829.00 | 34.95 | -12.15 (-25.80%) | 25.33 | 0 | 0 | 6 |
| 21 Apr | 1840.00 | 34.95 | -0.3 (-0.85%) | 25.33 | 2 | 0 | 4 |
| 20 Apr | 1876.50 | 35.25 | 2.95 (9.13%) | 26.02 | 2 | 0 | 2 |
| 17 Apr | 1891.60 | 32.3 | -1.95 (-5.69%) | 25.8 | 0 | 0 | 2 |
| 16 Apr | 1886.70 | 32.3 | -94.75 (-74.58%) | 25.8 | 2 | 0 | 0 |
| 15 Apr | 1858.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 1782.20 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 1786.00 | 0 | 0 (0.00%) | 0.05 | 0 | 0 | 0 |
| 9 Apr | 1768.60 | 127.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 1750.50 | - | - | - | 0 | 0 | 0 |
| 7 Apr | 1726.60 | - | - | - | 0 | 0 | 0 |
| 6 Apr | 1713.00 | - | - | - | 0 | 0 | 0 |
| 2 Apr | 1689.10 | - | - | - | 0 | 0 | 0 |
| 1 Apr | 1694.90 | 127.05 | 0 (0.00%) | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1820 expiring on 26MAY2026
Delta for 1820 PE is -0.13
Historical price for 1820 PE is as follows
On 25 May ICICIGI was trading at 1854.30. The strike last trading price was 2.1, which was -8.35 lower than the previous day. The implied volatity was 28.61, the open interest changed by 32 which increased total open position to 132
On 22 May ICICIGI was trading at 1826.20. The strike last trading price was 9.9, which was -20 lower than the previous day. The implied volatity was 19.09, the open interest changed by 12 which increased total open position to 100
On 21 May ICICIGI was trading at 1801.00. The strike last trading price was 28, which was -13.1 lower than the previous day. The implied volatity was 22.4, the open interest changed by -3 which decreased total open position to 86
On 20 May ICICIGI was trading at 1784.80. The strike last trading price was 44.1, which was 25.4 higher than the previous day. The implied volatity was 14.57, the open interest changed by -58 which decreased total open position to 88
On 19 May ICICIGI was trading at 1822.80. The strike last trading price was 18.15, which was -12 lower than the previous day. The implied volatity was 18.75, the open interest changed by 8 which increased total open position to 146
On 18 May ICICIGI was trading at 1813.00. The strike last trading price was 31.5, which was 11.15 higher than the previous day. The implied volatity was 20.66, the open interest changed by 1 which increased total open position to 137
On 15 May ICICIGI was trading at 1835.20. The strike last trading price was 20.85, which was 2.65 higher than the previous day. The implied volatity was 22.66, the open interest changed by -12 which decreased total open position to 137
On 14 May ICICIGI was trading at 1848.90. The strike last trading price was 17.9, which was -20.1 lower than the previous day. The implied volatity was 23.4, the open interest changed by 37 which increased total open position to 150
On 13 May ICICIGI was trading at 1804.20. The strike last trading price was 36, which was -18.75 lower than the previous day. The implied volatity was 0, the open interest changed by 32 which increased total open position to 114
On 12 May ICICIGI was trading at 1782.80. The strike last trading price was 50.85, which was 21.95 higher than the previous day. The implied volatity was 0, the open interest changed by -11 which decreased total open position to 81
On 11 May ICICIGI was trading at 1828.60. The strike last trading price was 29.15, which was -2.25 lower than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 92
On 8 May ICICIGI was trading at 1828.00. The strike last trading price was 33.9, which was 14.25 higher than the previous day. The implied volatity was 22.66, the open interest changed by -6 which decreased total open position to 87
On 7 May ICICIGI was trading at 1850.20. The strike last trading price was 20.55, which was -19.1 lower than the previous day. The implied volatity was 20.15, the open interest changed by 39 which increased total open position to 93
On 6 May ICICIGI was trading at 1809.90. The strike last trading price was 37.4, which was -23.05 lower than the previous day. The implied volatity was 20.74, the open interest changed by 42 which increased total open position to 52
On 5 May ICICIGI was trading at 1776.90. The strike last trading price was 60.7, which was -12.15 lower than the previous day. The implied volatity was 22.57, the open interest changed by 3 which increased total open position to 10
On 4 May ICICIGI was trading at 1756.80. The strike last trading price was 72.85, which was 72.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 30 Apr ICICIGI was trading at 1763.20. The strike last trading price was 72.85, which was 72.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 29 Apr ICICIGI was trading at 1770.60. The strike last trading price was 72.85, which was 72.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 28 Apr ICICIGI was trading at 1771.80. The strike last trading price was 72.85, which was 72.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 27 Apr ICICIGI was trading at 1770.50. The strike last trading price was 72.85, which was 72.85 higher than the previous day. The implied volatity was 23.67, the open interest changed by 0 which decreased total open position to 7
On 24 Apr ICICIGI was trading at 1772.10. The strike last trading price was 72.85, which was 37.9 higher than the previous day. The implied volatity was 23.67, the open interest changed by 0 which decreased total open position to 6
On 23 Apr ICICIGI was trading at 1809.90. The strike last trading price was 34.95, which was 34.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 22 Apr ICICIGI was trading at 1829.00. The strike last trading price was 34.95, which was -12.15 lower than the previous day. The implied volatity was 25.33, the open interest changed by 0 which decreased total open position to 6
On 21 Apr ICICIGI was trading at 1840.00. The strike last trading price was 34.95, which was -0.3 lower than the previous day. The implied volatity was 25.33, the open interest changed by 0 which decreased total open position to 4
On 20 Apr ICICIGI was trading at 1876.50. The strike last trading price was 35.25, which was 2.95 higher than the previous day. The implied volatity was 26.02, the open interest changed by 0 which decreased total open position to 2
On 17 Apr ICICIGI was trading at 1891.60. The strike last trading price was 32.3, which was -1.95 lower than the previous day. The implied volatity was 25.8, the open interest changed by 0 which decreased total open position to 2
On 16 Apr ICICIGI was trading at 1886.70. The strike last trading price was 32.3, which was -94.75 lower than the previous day. The implied volatity was 25.8, the open interest changed by 0 which decreased total open position to 0
On 15 Apr ICICIGI was trading at 1858.00. 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 13 Apr ICICIGI was trading at 1782.20. 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 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 127.05, 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 8 Apr ICICIGI was trading at 1750.50. 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 7 Apr ICICIGI was trading at 1726.60. 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 6 Apr ICICIGI was trading at 1713.00. 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 2 Apr ICICIGI was trading at 1689.10. 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 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 127.05, 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
