ICICIGI
ICICI LOMBARD GIC LIMITED
Historical option data for ICICIGI
05 Jul 2024 11:12 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 1836.05 | 54.8 | 1.20 | - | 25,000 | 9,000 | 1,10,000 | |||
| 4 Jul | 1827.65 | 53.6 | - | 1,07,000 | 21,500 | 1,01,000 | ||||
| 3 Jul | 1853.25 | 67.15 | - | 11,38,500 | -8,000 | 79,500 | ||||
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| 2 Jul | 1807.80 | 46.4 | - | 7,93,000 | 34,500 | 88,000 | ||||
| 1 Jul | 1807.10 | 45 | - | 1,67,000 | 22,000 | 53,500 | ||||
| 28 Jun | 1789.55 | 42.45 | - | 28,500 | 1,000 | 31,500 | ||||
| 27 Jun | 1793.45 | 49.4 | - | 92,500 | 8,000 | 30,500 | ||||
| 26 Jun | 1786.90 | 46.7 | - | 1,02,000 | 18,000 | 23,000 | ||||
| 25 Jun | 1780.30 | 42.4 | - | 2,500 | 1,000 | 5,000 | ||||
| 24 Jun | 1771.50 | 43.25 | - | 500 | 0 | 4,000 | ||||
| 21 Jun | 1756.85 | 43.70 | - | 3,500 | 0 | 4,000 | ||||
| 20 Jun | 1748.30 | 27.10 | - | 3,000 | 1,000 | 1,500 | ||||
| 19 Jun | 1759.75 | 46.15 | - | 1,000 | 500 | 500 | ||||
| 18 Jun | 1745.25 | 57.55 | - | 0 | 0 | 0 | ||||
| 14 Jun | 1730.90 | 57.55 | - | 0 | 0 | 0 | ||||
For ICICI LOMBARD GIC LIMITED - strike price 1840 expiring on 25JUL2024
Delta for 1840 CE is -
Historical price for 1840 CE is as follows
On 5 Jul ICICIGI was trading at 1836.05. The strike last trading price was 54.8, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 110000
On 4 Jul ICICIGI was trading at 1827.65. The strike last trading price was 53.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 21500 which increased total open position to 101000
On 3 Jul ICICIGI was trading at 1853.25. The strike last trading price was 67.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -8000 which decreased total open position to 79500
On 2 Jul ICICIGI was trading at 1807.80. The strike last trading price was 46.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 34500 which increased total open position to 88000
On 1 Jul ICICIGI was trading at 1807.10. The strike last trading price was 45, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 53500
On 28 Jun ICICIGI was trading at 1789.55. The strike last trading price was 42.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 31500
On 27 Jun ICICIGI was trading at 1793.45. The strike last trading price was 49.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 30500
On 26 Jun ICICIGI was trading at 1786.90. The strike last trading price was 46.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 23000
On 25 Jun ICICIGI was trading at 1780.30. The strike last trading price was 42.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 5000
On 24 Jun ICICIGI was trading at 1771.50. The strike last trading price was 43.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000
On 21 Jun ICICIGI was trading at 1756.85. The strike last trading price was 43.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000
On 20 Jun ICICIGI was trading at 1748.30. The strike last trading price was 27.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 1500
On 19 Jun ICICIGI was trading at 1759.75. The strike last trading price was 46.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 500
On 18 Jun ICICIGI was trading at 1745.25. The strike last trading price was 57.55, 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 14 Jun ICICIGI was trading at 1730.90. The strike last trading price was 57.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 1836.05 | 49.45 | -5.25 | - | 13,500 | 2,000 | 55,500 |
| 4 Jul | 1827.65 | 54.7 | - | 67,500 | 8,500 | 53,500 | |
| 3 Jul | 1853.25 | 43.5 | - | 2,12,000 | 22,500 | 45,000 | |
| 2 Jul | 1807.80 | 68.6 | - | 79,500 | 12,500 | 22,500 | |
| 1 Jul | 1807.10 | 71.35 | - | 34,500 | 7,500 | 10,000 | |
| 28 Jun | 1789.55 | 81.2 | - | 3,500 | 1,500 | 2,500 | |
| 27 Jun | 1793.45 | 95 | - | 1,000 | 500 | 1,000 | |
| 26 Jun | 1786.90 | 99.95 | - | 0 | 500 | 0 | |
| 25 Jun | 1780.30 | 99.95 | - | 0 | 500 | 0 | |
| 24 Jun | 1771.50 | 99.95 | - | 500 | 0 | 0 | |
| 21 Jun | 1756.85 | 157.50 | - | 0 | 0 | 0 | |
| 20 Jun | 1748.30 | 157.50 | - | 0 | 0 | 0 | |
| 19 Jun | 1759.75 | 157.50 | - | 0 | 0 | 0 | |
| 18 Jun | 1745.25 | 157.50 | - | 0 | 0 | 0 | |
| 14 Jun | 1730.90 | 157.50 | - | 0 | 0 | 0 | |
For ICICI LOMBARD GIC LIMITED - strike price 1840 expiring on 25JUL2024
Delta for 1840 PE is -
Historical price for 1840 PE is as follows
On 5 Jul ICICIGI was trading at 1836.05. The strike last trading price was 49.45, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 55500
On 4 Jul ICICIGI was trading at 1827.65. The strike last trading price was 54.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 8500 which increased total open position to 53500
On 3 Jul ICICIGI was trading at 1853.25. The strike last trading price was 43.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 45000
On 2 Jul ICICIGI was trading at 1807.80. The strike last trading price was 68.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 12500 which increased total open position to 22500
On 1 Jul ICICIGI was trading at 1807.10. The strike last trading price was 71.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 10000
On 28 Jun ICICIGI was trading at 1789.55. The strike last trading price was 81.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 2500
On 27 Jun ICICIGI was trading at 1793.45. The strike last trading price was 95, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 1000
On 26 Jun ICICIGI was trading at 1786.90. The strike last trading price was 99.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 25 Jun ICICIGI was trading at 1780.30. The strike last trading price was 99.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0
On 24 Jun ICICIGI was trading at 1771.50. The strike last trading price was 99.95, 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 21 Jun ICICIGI was trading at 1756.85. The strike last trading price was 157.50, 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 20 Jun ICICIGI was trading at 1748.30. The strike last trading price was 157.50, 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 19 Jun ICICIGI was trading at 1759.75. The strike last trading price was 157.50, 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 18 Jun ICICIGI was trading at 1745.25. The strike last trading price was 157.50, 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 14 Jun ICICIGI was trading at 1730.90. The strike last trading price was 157.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0