ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
09 Dec 2025 04:11 PM IST
| ICICIGI 30-DEC-2025 1840 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.85
Theta: -0.35
Gamma: 0.00
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| 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































































































































































































































