ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Nov 2024 04:11 PM IST
| ICICIGI 28NOV2024 1820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.98
Theta: -2.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1804.70 | 20.9 | -15.45 | 26.62 | 148 | -1.5 | 47.5 | |||
| 20 Nov | 1840.90 | 36.35 | 0.00 | 24.43 | 538.5 | 25.5 | 49 | |||
| 19 Nov | 1840.90 | 36.35 | -2.10 | 24.43 | 538.5 | 25.5 | 49 | |||
| 18 Nov | 1839.45 | 38.45 | -45.25 | 18.54 | 47 | 20.5 | 24 | |||
| 14 Nov | 1863.40 | 83.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1868.20 | 83.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1892.25 | 83.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1921.10 | 83.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1910.15 | 83.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1916.50 | 83.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1933.70 | 83.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1916.05 | 83.7 | 0.00 | 0.00 | 0 | 3.5 | 0 | |||
| 4 Nov | 1870.85 | 83.7 | -379.30 | 25.11 | 5.5 | 2 | 2 | |||
| 31 Oct | 1917.35 | 463 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Oct | 1927.90 | 463 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1913.30 | 463 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1896.00 | 463 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1820 expiring on 28NOV2024
Delta for 1820 CE is 0.43
Historical price for 1820 CE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 20.9, which was -15.45 lower than the previous day. The implied volatity was 26.62, the open interest changed by -3 which decreased total open position to 95
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 36.35, which was 0.00 lower than the previous day. The implied volatity was 24.43, the open interest changed by 51 which increased total open position to 98
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 36.35, which was -2.10 lower than the previous day. The implied volatity was 24.43, the open interest changed by 51 which increased total open position to 98
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 38.45, which was -45.25 lower than the previous day. The implied volatity was 18.54, the open interest changed by 41 which increased total open position to 48
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 83.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 83.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 83.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 83.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 83.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 83.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 83.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 83.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 83.7, which was -379.30 lower than the previous day. The implied volatity was 25.11, the open interest changed by 4 which increased total open position to 4
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 463, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIGI was trading at 1927.90. The strike last trading price was 463, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ICICIGI was trading at 1913.30. The strike last trading price was 463, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ICICIGI was trading at 1896.00. The strike last trading price was 463, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIGI 28NOV2024 1820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 0.98
Theta: -1.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1804.70 | 31.65 | 8.85 | 24.98 | 124.5 | -16 | 32.5 |
| 20 Nov | 1840.90 | 22.8 | 0.00 | 26.20 | 493.5 | 5 | 48.5 |
| 19 Nov | 1840.90 | 22.8 | 1.95 | 26.20 | 493.5 | 5 | 48.5 |
| 18 Nov | 1839.45 | 20.85 | 5.70 | 27.00 | 43.5 | 0.5 | 43.5 |
| 14 Nov | 1863.40 | 15.15 | -1.00 | 24.95 | 80 | 1.5 | 43 |
| 13 Nov | 1868.20 | 16.15 | 3.45 | 25.03 | 22.5 | -2 | 44.5 |
| 12 Nov | 1892.25 | 12.7 | 6.35 | 26.15 | 63 | -8.5 | 46.5 |
| 11 Nov | 1921.10 | 6.35 | -4.50 | 24.97 | 20.5 | -1 | 55 |
| 8 Nov | 1910.15 | 10.85 | -0.30 | 24.64 | 20 | -4 | 56 |
| 7 Nov | 1916.50 | 11.15 | 2.40 | 26.59 | 24.5 | -4.5 | 61.5 |
| 6 Nov | 1933.70 | 8.75 | -7.95 | 26.45 | 56.5 | 11 | 65.5 |
| 5 Nov | 1916.05 | 16.7 | -9.00 | 29.54 | 72 | -16.5 | 54.5 |
| 4 Nov | 1870.85 | 25.7 | -5.85 | 26.79 | 81.5 | 28.5 | 68.5 |
| 31 Oct | 1917.35 | 31.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1927.90 | 31.55 | 0.00 | - | 0 | 39 | 0 |
| 29 Oct | 1913.30 | 31.55 | 28.80 | - | 99 | 38 | 38 |
| 28 Oct | 1896.00 | 2.75 | - | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1820 expiring on 28NOV2024
Delta for 1820 PE is -0.57
Historical price for 1820 PE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 31.65, which was 8.85 higher than the previous day. The implied volatity was 24.98, the open interest changed by -32 which decreased total open position to 65
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 22.8, which was 0.00 lower than the previous day. The implied volatity was 26.20, the open interest changed by 10 which increased total open position to 97
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 22.8, which was 1.95 higher than the previous day. The implied volatity was 26.20, the open interest changed by 10 which increased total open position to 97
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 20.85, which was 5.70 higher than the previous day. The implied volatity was 27.00, the open interest changed by 1 which increased total open position to 87
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 15.15, which was -1.00 lower than the previous day. The implied volatity was 24.95, the open interest changed by 3 which increased total open position to 86
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 16.15, which was 3.45 higher than the previous day. The implied volatity was 25.03, the open interest changed by -4 which decreased total open position to 89
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 12.7, which was 6.35 higher than the previous day. The implied volatity was 26.15, the open interest changed by -17 which decreased total open position to 93
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 6.35, which was -4.50 lower than the previous day. The implied volatity was 24.97, the open interest changed by -2 which decreased total open position to 110
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 10.85, which was -0.30 lower than the previous day. The implied volatity was 24.64, the open interest changed by -8 which decreased total open position to 112
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 11.15, which was 2.40 higher than the previous day. The implied volatity was 26.59, the open interest changed by -9 which decreased total open position to 123
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 8.75, which was -7.95 lower than the previous day. The implied volatity was 26.45, the open interest changed by 22 which increased total open position to 131
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 16.7, which was -9.00 lower than the previous day. The implied volatity was 29.54, the open interest changed by -33 which decreased total open position to 109
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 25.7, which was -5.85 lower than the previous day. The implied volatity was 26.79, the open interest changed by 57 which increased total open position to 137
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 31.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIGI was trading at 1927.90. The strike last trading price was 31.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ICICIGI was trading at 1913.30. The strike last trading price was 31.55, which was 28.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ICICIGI was trading at 1896.00. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
