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[--[65.84.65.76]--]
ICICIGI
Icici Lombard Gic Limited

1902.15 4.15 (0.22%)

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Historical option data for ICICIGI

20 Dec 2024 04:11 PM IST
ICICIGI 26DEC2024 1840 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1902.15 67.95 0.00 0.00 0 -9 0
19 Dec 1898.00 67.95 -16.60 19.46 170 -5 110
18 Dec 1874.70 84.55 0.00 0.00 0 1 0
17 Dec 1917.30 84.55 -43.10 19.68 4 1 115
16 Dec 1963.80 127.65 0.00 0.00 0 0 0
13 Dec 1983.35 127.65 11.60 - 1 0 114
12 Dec 1961.35 116.05 0.00 0.00 0 -7 0
11 Dec 1948.65 116.05 -17.15 22.30 15 -7 114
10 Dec 1945.80 133.2 -1.80 40.06 1 0 120
9 Dec 1962.20 135 27.50 22.97 6 0 120
6 Dec 1949.90 107.5 0.00 0.00 0 0 0
5 Dec 1932.70 107.5 -14.25 20.08 6 0 120
4 Dec 1950.85 121.75 38.15 17.72 36 -6 120
3 Dec 1896.35 83.6 30.15 22.42 186 -48 126
2 Dec 1834.10 53.45 -11.30 25.74 262 173 177
29 Nov 1861.85 64.75 -393.75 22.99 5 4 4
28 Nov 1871.10 458.5 0.00 - 0 0 0
27 Nov 1863.75 458.5 0.00 - 0 0 0
26 Nov 1854.45 458.5 0.00 - 0 0 0
25 Nov 1836.90 458.5 0.00 - 0 0 0
21 Nov 1804.70 458.5 0.00 0.94 0 0 0
20 Nov 1840.90 458.5 0.00 - 0 0 0
19 Nov 1840.90 458.5 0.00 - 0 0 0
18 Nov 1839.45 458.5 0.00 - 0 0 0
14 Nov 1863.40 458.5 0.00 - 0 0 0
13 Nov 1868.20 458.5 0.00 - 0 0 0
12 Nov 1892.25 458.5 0.00 - 0 0 0
11 Nov 1921.10 458.5 0.00 - 0 0 0
7 Nov 1916.50 458.5 0.00 - 0 0 0
5 Nov 1916.05 458.5 0.00 - 0 0 0
4 Nov 1870.85 458.5 458.50 - 0 0 0
31 Oct 1917.35 0 0.00 - 0 0 0
30 Oct 1927.90 0 0.00 - 0 0 0
29 Oct 1913.30 0 0.00 - 0 0 0
28 Oct 1896.00 0 0.00 - 0 0 0
25 Oct 1929.15 0 0.00 - 0 0 0
24 Oct 1955.75 0 0.00 - 0 0 0
23 Oct 1958.95 0 0.00 - 0 0 0
22 Oct 1986.25 0 0.00 - 0 0 0
21 Oct 2024.35 0 0.00 - 0 0 0
18 Oct 2020.95 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 1840 expiring on 26DEC2024

Delta for 1840 CE is 0.00

Historical price for 1840 CE is as follows

On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 67.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -9 which decreased total open position to 0


On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 67.95, which was -16.60 lower than the previous day. The implied volatity was 19.46, the open interest changed by -5 which decreased total open position to 110


On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 84.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 84.55, which was -43.10 lower than the previous day. The implied volatity was 19.68, the open interest changed by 1 which increased total open position to 115


On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 127.65, 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 Dec ICICIGI was trading at 1983.35. The strike last trading price was 127.65, which was 11.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 114


On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 116.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0


On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 116.05, which was -17.15 lower than the previous day. The implied volatity was 22.30, the open interest changed by -7 which decreased total open position to 114


On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 133.2, which was -1.80 lower than the previous day. The implied volatity was 40.06, the open interest changed by 0 which decreased total open position to 120


On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 135, which was 27.50 higher than the previous day. The implied volatity was 22.97, the open interest changed by 0 which decreased total open position to 120


On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 107.5, 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 Dec ICICIGI was trading at 1932.70. The strike last trading price was 107.5, which was -14.25 lower than the previous day. The implied volatity was 20.08, the open interest changed by 0 which decreased total open position to 120


On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 121.75, which was 38.15 higher than the previous day. The implied volatity was 17.72, the open interest changed by -6 which decreased total open position to 120


On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 83.6, which was 30.15 higher than the previous day. The implied volatity was 22.42, the open interest changed by -48 which decreased total open position to 126


On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 53.45, which was -11.30 lower than the previous day. The implied volatity was 25.74, the open interest changed by 173 which increased total open position to 177


On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 64.75, which was -393.75 lower than the previous day. The implied volatity was 22.99, the open interest changed by 4 which increased total open position to 4


On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 458.5, 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 458.5, 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 458.5, 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 458.5, 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 458.5, which was 0.00 lower than the previous day. The implied volatity was 0.94, 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 458.5, 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 458.5, 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 458.5, 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 458.5, 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 458.5, 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 458.5, 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 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 458.5, 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 458.5, 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 458.5, 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 458.5, which was 458.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 25 Oct ICICIGI was trading at 1929.15. The strike last trading price was 0, 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 24 Oct ICICIGI was trading at 1955.75. The strike last trading price was 0, 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 23 Oct ICICIGI was trading at 1958.95. The strike last trading price was 0, 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 22 Oct ICICIGI was trading at 1986.25. The strike last trading price was 0, 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 21 Oct ICICIGI was trading at 2024.35. The strike last trading price was 0, 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 18 Oct ICICIGI was trading at 2020.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ICICIGI 26DEC2024 1840 PE
Delta: -0.15
Vega: 0.56
Theta: -1.16
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1902.15 5 -1.70 26.51 258 -8 89
19 Dec 1898.00 6.7 -5.75 27.27 644 -11 97
18 Dec 1874.70 12.45 7.30 25.43 139 8 109
17 Dec 1917.30 5.15 2.70 25.47 64 -3 102
16 Dec 1963.80 2.45 0.50 26.57 25 15 108
13 Dec 1983.35 1.95 -1.95 26.30 113 -22 91
12 Dec 1961.35 3.9 -2.45 26.57 232 24 115
11 Dec 1948.65 6.35 -0.75 25.87 93 3 90
10 Dec 1945.80 7.1 2.20 25.68 98 -1 86
9 Dec 1962.20 4.9 -3.15 25.14 126 38 90
6 Dec 1949.90 8.05 -3.95 25.01 93 -10 54
5 Dec 1932.70 12 2.15 25.58 124 5 64
4 Dec 1950.85 9.85 -11.35 25.63 101 0 60
3 Dec 1896.35 21.2 -24.05 25.41 122 3 61
2 Dec 1834.10 45.25 11.25 26.73 169 41 57
29 Nov 1861.85 34 0.25 24.51 27 14 15
28 Nov 1871.10 33.75 25.95 27.68 1 0 0
27 Nov 1863.75 7.8 0.00 1.95 0 0 0
26 Nov 1854.45 7.8 0.00 1.68 0 0 0
25 Nov 1836.90 7.8 0.00 0.74 0 0 0
21 Nov 1804.70 7.8 0.00 - 0 0 0
20 Nov 1840.90 7.8 0.00 0.52 0 0 0
19 Nov 1840.90 7.8 0.00 0.52 0 0 0
18 Nov 1839.45 7.8 0.00 1.03 0 0 0
14 Nov 1863.40 7.8 0.00 2.18 0 0 0
13 Nov 1868.20 7.8 0.00 2.18 0 0 0
12 Nov 1892.25 7.8 0.00 3.18 0 0 0
11 Nov 1921.10 7.8 0.00 4.43 0 0 0
7 Nov 1916.50 7.8 0.00 4.01 0 0 0
5 Nov 1916.05 7.8 0.00 3.79 0 0 0
4 Nov 1870.85 7.8 0.00 2.24 0 0 0
31 Oct 1917.35 7.8 0.00 - 0 0 0
30 Oct 1927.90 7.8 0.00 - 0 0 0
29 Oct 1913.30 7.8 0.00 - 0 0 0
28 Oct 1896.00 7.8 0.00 - 0 0 0
25 Oct 1929.15 7.8 7.80 - 0 0 0
24 Oct 1955.75 0 0.00 - 0 0 0
23 Oct 1958.95 0 0.00 - 0 0 0
22 Oct 1986.25 0 0.00 - 0 0 0
21 Oct 2024.35 0 0.00 - 0 0 0
18 Oct 2020.95 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 1840 expiring on 26DEC2024

Delta for 1840 PE is -0.15

Historical price for 1840 PE is as follows

On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 5, which was -1.70 lower than the previous day. The implied volatity was 26.51, the open interest changed by -8 which decreased total open position to 89


On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 6.7, which was -5.75 lower than the previous day. The implied volatity was 27.27, the open interest changed by -11 which decreased total open position to 97


On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 12.45, which was 7.30 higher than the previous day. The implied volatity was 25.43, the open interest changed by 8 which increased total open position to 109


On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 5.15, which was 2.70 higher than the previous day. The implied volatity was 25.47, the open interest changed by -3 which decreased total open position to 102


On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 2.45, which was 0.50 higher than the previous day. The implied volatity was 26.57, the open interest changed by 15 which increased total open position to 108


On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 1.95, which was -1.95 lower than the previous day. The implied volatity was 26.30, the open interest changed by -22 which decreased total open position to 91


On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 3.9, which was -2.45 lower than the previous day. The implied volatity was 26.57, the open interest changed by 24 which increased total open position to 115


On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 6.35, which was -0.75 lower than the previous day. The implied volatity was 25.87, the open interest changed by 3 which increased total open position to 90


On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 7.1, which was 2.20 higher than the previous day. The implied volatity was 25.68, the open interest changed by -1 which decreased total open position to 86


On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 4.9, which was -3.15 lower than the previous day. The implied volatity was 25.14, the open interest changed by 38 which increased total open position to 90


On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 8.05, which was -3.95 lower than the previous day. The implied volatity was 25.01, the open interest changed by -10 which decreased total open position to 54


On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 12, which was 2.15 higher than the previous day. The implied volatity was 25.58, the open interest changed by 5 which increased total open position to 64


On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 9.85, which was -11.35 lower than the previous day. The implied volatity was 25.63, the open interest changed by 0 which decreased total open position to 60


On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 21.2, which was -24.05 lower than the previous day. The implied volatity was 25.41, the open interest changed by 3 which increased total open position to 61


On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 45.25, which was 11.25 higher than the previous day. The implied volatity was 26.73, the open interest changed by 41 which increased total open position to 57


On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 34, which was 0.25 higher than the previous day. The implied volatity was 24.51, the open interest changed by 14 which increased total open position to 15


On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 33.75, which was 25.95 higher than the previous day. The implied volatity was 27.68, 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 7.8, which was 0.00 lower than the previous day. The implied volatity was 1.95, 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 7.8, which was 0.00 lower than the previous day. The implied volatity was 1.68, 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 7.8, which was 0.00 lower than the previous day. The implied volatity was 0.74, 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 7.8, 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 7.8, which was 0.00 lower than the previous day. The implied volatity was 0.52, 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 7.8, which was 0.00 lower than the previous day. The implied volatity was 0.52, 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 7.8, which was 0.00 lower than the previous day. The implied volatity was 1.03, 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 7.8, which was 0.00 lower than the previous day. The implied volatity was 2.18, 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 7.8, which was 0.00 lower than the previous day. The implied volatity was 2.18, 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 7.8, which was 0.00 lower than the previous day. The implied volatity was 3.18, 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 7.8, which was 0.00 lower than the previous day. The implied volatity was 4.43, 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 7.8, which was 0.00 lower than the previous day. The implied volatity was 4.01, 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 7.8, which was 0.00 lower than the previous day. The implied volatity was 3.79, 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 7.8, which was 0.00 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0


On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 7.8, 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 7.8, 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 7.8, 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 7.8, 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 25 Oct ICICIGI was trading at 1929.15. The strike last trading price was 7.8, which was 7.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct ICICIGI was trading at 1955.75. The strike last trading price was 0, 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 23 Oct ICICIGI was trading at 1958.95. The strike last trading price was 0, 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 22 Oct ICICIGI was trading at 1986.25. The strike last trading price was 0, 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 21 Oct ICICIGI was trading at 2024.35. The strike last trading price was 0, 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 18 Oct ICICIGI was trading at 2020.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to