[--[65.84.65.76]--]

ICICIGI

Icici Lombard Gic Limited
1945.3 -15.80 (-0.81%)
L: 1928.5 H: 1966.8

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Historical option data for ICICIGI

09 Dec 2025 04:11 PM IST
ICICIGI 30-DEC-2025 1840 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1945.30 207.5 -28.75 - 0 0 0
8 Dec 1961.10 207.5 -28.75 - 0 0 4
5 Dec 1974.40 207.5 -28.75 - 0 0 0
4 Dec 1983.00 207.5 -28.75 - 0 0 0
3 Dec 1972.40 207.5 -28.75 - 0 0 0
2 Dec 1986.70 207.5 -28.75 - 0 0 0
1 Dec 1991.40 207.5 -28.75 - 0 0 0
28 Nov 1970.50 207.5 -28.75 - 0 0 0
27 Nov 1980.70 207.5 -28.75 - 0 0 0
26 Nov 2010.30 207.5 -28.75 - 0 0 0
25 Nov 1999.00 207.5 -28.75 - 0 0 0
24 Nov 1997.50 207.5 -28.75 - 0 0 0
21 Nov 2004.10 207.5 -28.75 - 0 0 0
20 Nov 2037.60 207.5 -28.75 - 0 0 0
19 Nov 2041.70 207.5 -28.75 - 0 0 0
18 Nov 2025.80 207.5 -28.75 - 0 0 0
17 Nov 2042.90 207.5 -28.75 - 0 0 0
14 Nov 2005.10 207.5 -28.75 27.44 1 0 4
13 Nov 2033.80 236.25 29.05 32.88 3 0 4
12 Nov 2028.60 207.2 59.1 - 0 0 0
11 Nov 1996.10 207.2 59.1 - 0 0 0
28 Oct 2019.00 148.1 0 - 0 0 0
27 Oct 1986.40 148.1 0 - 0 0 0
24 Oct 1993.90 148.1 0 - 0 0 0
23 Oct 1979.20 148.1 0 - 0 0 0
21 Oct 2007.00 148.1 0 - 0 0 0
17 Oct 2001.00 148.1 0 - 0 0 0
14 Oct 1854.80 148.1 0 - 0 0 0
9 Oct 1882.70 148.1 0 - 0 0 0
8 Oct 1878.10 148.1 0 - 0 0 0
7 Oct 1906.00 0 0 - 0 0 0
6 Oct 1925.80 0 0 - 0 0 0
3 Oct 1911.60 0 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 1840 expiring on 30DEC2025

Delta for 1840 CE is -

Historical price for 1840 CE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 207.5, which was -28.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 207.5, which was -28.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 207.5, which was -28.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 207.5, which was -28.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 207.5, which was -28.75 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 1986.70. The strike last trading price was 207.5, which was -28.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 207.5, which was -28.75 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 1970.50. The strike last trading price was 207.5, which was -28.75 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 1980.70. The strike last trading price was 207.5, which was -28.75 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 2010.30. The strike last trading price was 207.5, which was -28.75 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 1999.00. The strike last trading price was 207.5, which was -28.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 207.5, which was -28.75 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 2004.10. The strike last trading price was 207.5, which was -28.75 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 2037.60. The strike last trading price was 207.5, which was -28.75 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 2041.70. The strike last trading price was 207.5, which was -28.75 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 2025.80. The strike last trading price was 207.5, which was -28.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 207.5, which was -28.75 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 2005.10. The strike last trading price was 207.5, which was -28.75 lower than the previous day. The implied volatity was 27.44, the open interest changed by 0 which decreased total open position to 4


On 13 Nov ICICIGI was trading at 2033.80. The strike last trading price was 236.25, which was 29.05 higher than the previous day. The implied volatity was 32.88, the open interest changed by 0 which decreased total open position to 4


On 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 207.2, which was 59.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 207.2, which was 59.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Oct ICICIGI was trading at 2019.00. The strike last trading price was 148.1, 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 27 Oct ICICIGI was trading at 1986.40. The strike last trading price was 148.1, 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 24 Oct ICICIGI was trading at 1993.90. The strike last trading price was 148.1, 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 23 Oct ICICIGI was trading at 1979.20. The strike last trading price was 148.1, 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 21 Oct ICICIGI was trading at 2007.00. The strike last trading price was 148.1, 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 Oct ICICIGI was trading at 2001.00. The strike last trading price was 148.1, 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 14 Oct ICICIGI was trading at 1854.80. The strike last trading price was 148.1, 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 9 Oct ICICIGI was trading at 1882.70. The strike last trading price was 148.1, 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 Oct ICICIGI was trading at 1878.10. The strike last trading price was 148.1, 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 Oct ICICIGI was trading at 1906.00. 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 6 Oct ICICIGI was trading at 1925.80. 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 3 Oct ICICIGI was trading at 1911.60. 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


ICICIGI 30DEC2025 1840 PE
Delta: -0.11
Vega: 0.85
Theta: -0.35
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1945.30 4.85 0.75 20.19 24 -3 167
8 Dec 1961.10 4.15 1.4 20.03 79 15 176
5 Dec 1974.40 2.65 -1 18.94 128 76 161
4 Dec 1983.00 3.65 -1.55 21.35 24 -8 78
3 Dec 1972.40 5.2 0.2 21.85 74 -6 83
2 Dec 1986.70 5 0.25 22.84 128 20 84
1 Dec 1991.40 4.7 -1.05 22.35 66 19 63
28 Nov 1970.50 5.6 0.25 20.51 47 4 40
27 Nov 1980.70 5.4 1.1 20.99 21 7 35
26 Nov 2010.30 4.2 -3 22.54 26 0 20
25 Nov 1999.00 7.2 1.3 23.11 7 -1 18
24 Nov 1997.50 6.05 -0.6 - 0 0 0
21 Nov 2004.10 6.05 -0.6 - 0 -10 0
20 Nov 2037.60 6.05 -0.6 24.89 19 -9 20
19 Nov 2041.70 6.65 0.5 24.60 26 25 30
18 Nov 2025.80 6.15 0.35 23.78 4 0 1
17 Nov 2042.90 5.8 -3.05 23.17 3 0 3
14 Nov 2005.10 8.85 -5.65 - 0 0 0
13 Nov 2033.80 8.85 -5.65 - 0 0 0
12 Nov 2028.60 8.85 -5.65 - 0 0 0
11 Nov 1996.10 8.85 -5.65 21.81 1 0 3
28 Oct 2019.00 14.5 -55.95 - 0 3 0
27 Oct 1986.40 14.5 -55.95 21.92 3 2 2
24 Oct 1993.90 70.45 0 - 0 0 0
23 Oct 1979.20 70.45 0 - 0 0 0
21 Oct 2007.00 70.45 0 - 0 0 0
17 Oct 2001.00 70.45 0 - 0 0 0
14 Oct 1854.80 70.45 0 - 0 0 0
9 Oct 1882.70 70.45 0 2.67 0 0 0
8 Oct 1878.10 70.45 0 - 0 0 0
7 Oct 1906.00 70.45 0 3.22 0 0 0
6 Oct 1925.80 0 0 - 0 0 0
3 Oct 1911.60 0 0 3.30 0 0 0


For Icici Lombard Gic Limited - strike price 1840 expiring on 30DEC2025

Delta for 1840 PE is -0.11

Historical price for 1840 PE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 4.85, which was 0.75 higher than the previous day. The implied volatity was 20.19, the open interest changed by -3 which decreased total open position to 167


On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 4.15, which was 1.4 higher than the previous day. The implied volatity was 20.03, the open interest changed by 15 which increased total open position to 176


On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 2.65, which was -1 lower than the previous day. The implied volatity was 18.94, the open interest changed by 76 which increased total open position to 161


On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 3.65, which was -1.55 lower than the previous day. The implied volatity was 21.35, the open interest changed by -8 which decreased total open position to 78


On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 5.2, which was 0.2 higher than the previous day. The implied volatity was 21.85, the open interest changed by -6 which decreased total open position to 83


On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 5, which was 0.25 higher than the previous day. The implied volatity was 22.84, the open interest changed by 20 which increased total open position to 84


On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 4.7, which was -1.05 lower than the previous day. The implied volatity was 22.35, the open interest changed by 19 which increased total open position to 63


On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 5.6, which was 0.25 higher than the previous day. The implied volatity was 20.51, the open interest changed by 4 which increased total open position to 40


On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 5.4, which was 1.1 higher than the previous day. The implied volatity was 20.99, the open interest changed by 7 which increased total open position to 35


On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 4.2, which was -3 lower than the previous day. The implied volatity was 22.54, the open interest changed by 0 which decreased total open position to 20


On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 7.2, which was 1.3 higher than the previous day. The implied volatity was 23.11, the open interest changed by -1 which decreased total open position to 18


On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 6.05, which was -0.6 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 2004.10. The strike last trading price was 6.05, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0


On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 6.05, which was -0.6 lower than the previous day. The implied volatity was 24.89, the open interest changed by -9 which decreased total open position to 20


On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 6.65, which was 0.5 higher than the previous day. The implied volatity was 24.60, the open interest changed by 25 which increased total open position to 30


On 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 6.15, which was 0.35 higher than the previous day. The implied volatity was 23.78, the open interest changed by 0 which decreased total open position to 1


On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 5.8, which was -3.05 lower than the previous day. The implied volatity was 23.17, the open interest changed by 0 which decreased total open position to 3


On 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 8.85, which was -5.65 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 2033.80. The strike last trading price was 8.85, which was -5.65 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 2028.60. The strike last trading price was 8.85, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 8.85, which was -5.65 lower than the previous day. The implied volatity was 21.81, the open interest changed by 0 which decreased total open position to 3


On 28 Oct ICICIGI was trading at 2019.00. The strike last trading price was 14.5, which was -55.95 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 27 Oct ICICIGI was trading at 1986.40. The strike last trading price was 14.5, which was -55.95 lower than the previous day. The implied volatity was 21.92, the open interest changed by 2 which increased total open position to 2


On 24 Oct ICICIGI was trading at 1993.90. The strike last trading price was 70.45, 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 23 Oct ICICIGI was trading at 1979.20. The strike last trading price was 70.45, 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 21 Oct ICICIGI was trading at 2007.00. The strike last trading price was 70.45, 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 Oct ICICIGI was trading at 2001.00. The strike last trading price was 70.45, 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 14 Oct ICICIGI was trading at 1854.80. The strike last trading price was 70.45, 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 9 Oct ICICIGI was trading at 1882.70. The strike last trading price was 70.45, which was 0 lower than the previous day. The implied volatity was 2.67, the open interest changed by 0 which decreased total open position to 0


On 8 Oct ICICIGI was trading at 1878.10. The strike last trading price was 70.45, 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 Oct ICICIGI was trading at 1906.00. The strike last trading price was 70.45, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0


On 6 Oct ICICIGI was trading at 1925.80. 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 3 Oct ICICIGI was trading at 1911.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0