ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
03 Dec 2024 04:11 PM IST
| ICICIGI 26DEC2024 1820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1896.35 | 153.8 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1834.10 | 153.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1861.85 | 153.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1871.10 | 153.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1863.75 | 153.8 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1854.45 | 153.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1836.90 | 153.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1804.70 | 153.8 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1840.90 | 153.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 19 Nov | 1840.90 | 153.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1839.45 | 153.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1863.40 | 153.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1868.20 | 153.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1892.25 | 153.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1916.50 | 153.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1916.05 | 153.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1870.85 | 153.8 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1820 expiring on 26DEC2024
Delta for 1820 CE is -
Historical price for 1820 CE is as follows
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 153.8, which was 0.00 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 1834.10. The strike last trading price was 153.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 153.8, which was 0.00 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 1871.10. The strike last trading price was 153.8, which was 0.00 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 1863.75. The strike last trading price was 153.8, which was 0.00 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 1854.45. The strike last trading price was 153.8, which was 0.00 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 1836.90. The strike last trading price was 153.8, which was 0.00 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 1804.70. The strike last trading price was 153.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 153.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 153.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 153.8, which was 0.00 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 1863.40. The strike last trading price was 153.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 153.8, which was 0.00 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 1892.25. The strike last trading price was 153.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 153.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 153.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 153.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 26DEC2024 1820 PE | |||||||
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Delta: -0.22
Vega: 1.40
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1896.35 | 15.45 | -21.15 | 25.12 | 68 | 12 | 28 |
| 2 Dec | 1834.10 | 36.6 | 6.90 | 26.90 | 13 | 1 | 16 |
| 29 Nov | 1861.85 | 29.7 | 2.20 | 26.22 | 19 | 8 | 15 |
| 28 Nov | 1871.10 | 27.5 | -8.75 | 27.96 | 12 | 5 | 5 |
| 27 Nov | 1863.75 | 36.25 | 0.00 | 3.02 | 0 | 0 | 0 |
| 26 Nov | 1854.45 | 36.25 | 0.00 | 2.74 | 0 | 0 | 0 |
| 25 Nov | 1836.90 | 36.25 | 0.00 | 1.79 | 0 | 0 | 0 |
| 21 Nov | 1804.70 | 36.25 | 0.00 | 0.10 | 0 | 0 | 0 |
| 20 Nov | 1840.90 | 36.25 | 0.00 | 1.46 | 0 | 0 | 0 |
| 19 Nov | 1840.90 | 36.25 | 0.00 | 1.46 | 0 | 0 | 0 |
| 18 Nov | 1839.45 | 36.25 | 0.00 | 2.12 | 0 | 0 | 0 |
| 14 Nov | 1863.40 | 36.25 | 0.00 | 3.07 | 0 | 0 | 0 |
| 13 Nov | 1868.20 | 36.25 | 0.00 | 3.06 | 0 | 0 | 0 |
| 12 Nov | 1892.25 | 36.25 | 0.00 | 3.77 | 0 | 0 | 0 |
| 7 Nov | 1916.50 | 36.25 | 0.00 | 4.78 | 0 | 0 | 0 |
| 5 Nov | 1916.05 | 36.25 | 36.25 | 4.39 | 0 | 0 | 0 |
| 4 Nov | 1870.85 | 0 | 2.89 | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1820 expiring on 26DEC2024
Delta for 1820 PE is -0.22
Historical price for 1820 PE is as follows
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 15.45, which was -21.15 lower than the previous day. The implied volatity was 25.12, the open interest changed by 12 which increased total open position to 28
On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 36.6, which was 6.90 higher than the previous day. The implied volatity was 26.90, the open interest changed by 1 which increased total open position to 16
On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 29.7, which was 2.20 higher than the previous day. The implied volatity was 26.22, the open interest changed by 8 which increased total open position to 15
On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 27.5, which was -8.75 lower than the previous day. The implied volatity was 27.96, the open interest changed by 5 which increased total open position to 5
On 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 36.25, which was 0.00 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ICICIGI was trading at 1854.45. The strike last trading price was 36.25, which was 0.00 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ICICIGI was trading at 1836.90. The strike last trading price was 36.25, which was 0.00 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 36.25, which was 0.00 lower than the previous day. The implied volatity was 0.10, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 36.25, which was 0.00 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 36.25, which was 0.00 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 36.25, which was 0.00 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 36.25, which was 0.00 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 36.25, which was 0.00 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 36.25, which was 0.00 lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 36.25, which was 0.00 lower than the previous day. The implied volatity was 4.78, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 36.25, which was 36.25 higher than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0
