ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Nov 2024 04:11 PM IST
| ICICIGI 28NOV2024 1840 CE | ||||||||||
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Delta: 0.31
Vega: 0.89
Theta: -1.76
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1804.70 | 12.65 | -13.20 | 25.49 | 294.5 | 17 | 90.5 | |||
| 20 Nov | 1840.90 | 25.85 | 0.00 | 24.39 | 722.5 | 49 | 73.5 | |||
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| 19 Nov | 1840.90 | 25.85 | -3.65 | 24.39 | 722.5 | 49 | 73.5 | |||
| 18 Nov | 1839.45 | 29.5 | -20.25 | 21.26 | 42.5 | 17.5 | 22 | |||
| 14 Nov | 1863.40 | 49.75 | -18.00 | 20.53 | 0.5 | 0 | 4.5 | |||
| 13 Nov | 1868.20 | 67.75 | 0.00 | 0.00 | 0 | 1.5 | 0 | |||
| 12 Nov | 1892.25 | 67.75 | -34.00 | 19.00 | 3.5 | 0.5 | 3.5 | |||
| 11 Nov | 1921.10 | 101.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1910.15 | 101.75 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 7 Nov | 1916.50 | 101.75 | -3.70 | 22.61 | 0.5 | 0 | 3.5 | |||
| 6 Nov | 1933.70 | 105.45 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 5 Nov | 1916.05 | 105.45 | 35.35 | 25.23 | 7 | 2.5 | 3 | |||
| 4 Nov | 1870.85 | 70.1 | -278.25 | 24.77 | 0.5 | 0 | 0 | |||
| 31 Oct | 1917.35 | 348.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1927.90 | 348.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1913.30 | 348.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1896.00 | 348.35 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1840 expiring on 28NOV2024
Delta for 1840 CE is 0.31
Historical price for 1840 CE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 12.65, which was -13.20 lower than the previous day. The implied volatity was 25.49, the open interest changed by 34 which increased total open position to 181
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 25.85, which was 0.00 lower than the previous day. The implied volatity was 24.39, the open interest changed by 98 which increased total open position to 147
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 25.85, which was -3.65 lower than the previous day. The implied volatity was 24.39, the open interest changed by 98 which increased total open position to 147
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 29.5, which was -20.25 lower than the previous day. The implied volatity was 21.26, the open interest changed by 35 which increased total open position to 44
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 49.75, which was -18.00 lower than the previous day. The implied volatity was 20.53, the open interest changed by 0 which decreased total open position to 9
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 67.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 67.75, which was -34.00 lower than the previous day. The implied volatity was 19.00, the open interest changed by 1 which increased total open position to 7
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 101.75, 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 101.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 101.75, which was -3.70 lower than the previous day. The implied volatity was 22.61, the open interest changed by 0 which decreased total open position to 7
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 105.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 105.45, which was 35.35 higher than the previous day. The implied volatity was 25.23, the open interest changed by 5 which increased total open position to 6
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 70.1, which was -278.25 lower than the previous day. The implied volatity was 24.77, 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 348.35, 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 348.35, 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 348.35, 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 348.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIGI 28NOV2024 1840 PE | |||||||
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Delta: -0.69
Vega: 0.88
Theta: -1.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1804.70 | 44.65 | 9.65 | 25.13 | 124 | -6 | 60.5 |
| 20 Nov | 1840.90 | 35 | 0.00 | 28.51 | 565.5 | 14.5 | 64.5 |
| 19 Nov | 1840.90 | 35 | 5.75 | 28.51 | 565.5 | 12.5 | 64.5 |
| 18 Nov | 1839.45 | 29.25 | 8.60 | 26.91 | 83 | 17 | 52 |
| 14 Nov | 1863.40 | 20.65 | -1.00 | 24.27 | 42.5 | -0.5 | 34 |
| 13 Nov | 1868.20 | 21.65 | 3.90 | 24.31 | 57.5 | -9 | 35 |
| 12 Nov | 1892.25 | 17.75 | 8.80 | 26.08 | 105 | 1 | 53.5 |
| 11 Nov | 1921.10 | 8.95 | -5.40 | 24.48 | 45 | 10.5 | 53 |
| 8 Nov | 1910.15 | 14.35 | -0.25 | 23.99 | 16 | -3 | 42 |
| 7 Nov | 1916.50 | 14.6 | 3.60 | 26.10 | 53 | -15 | 44.5 |
| 6 Nov | 1933.70 | 11 | -10.45 | 25.53 | 50 | 12 | 59 |
| 5 Nov | 1916.05 | 21.45 | -10.70 | 29.44 | 81.5 | 4.5 | 46.5 |
| 4 Nov | 1870.85 | 32.15 | 15.70 | 26.43 | 85 | 36 | 41 |
| 31 Oct | 1917.35 | 16.45 | -0.45 | - | 151 | 4 | 4 |
| 30 Oct | 1927.90 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1913.30 | 16.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1896.00 | 16.9 | - | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1840 expiring on 28NOV2024
Delta for 1840 PE is -0.69
Historical price for 1840 PE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 44.65, which was 9.65 higher than the previous day. The implied volatity was 25.13, the open interest changed by -12 which decreased total open position to 121
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 35, which was 0.00 lower than the previous day. The implied volatity was 28.51, the open interest changed by 29 which increased total open position to 129
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 35, which was 5.75 higher than the previous day. The implied volatity was 28.51, the open interest changed by 25 which increased total open position to 129
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 29.25, which was 8.60 higher than the previous day. The implied volatity was 26.91, the open interest changed by 34 which increased total open position to 104
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 20.65, which was -1.00 lower than the previous day. The implied volatity was 24.27, the open interest changed by -1 which decreased total open position to 68
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 21.65, which was 3.90 higher than the previous day. The implied volatity was 24.31, the open interest changed by -18 which decreased total open position to 70
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 17.75, which was 8.80 higher than the previous day. The implied volatity was 26.08, the open interest changed by 2 which increased total open position to 107
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 8.95, which was -5.40 lower than the previous day. The implied volatity was 24.48, the open interest changed by 21 which increased total open position to 106
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 14.35, which was -0.25 lower than the previous day. The implied volatity was 23.99, the open interest changed by -6 which decreased total open position to 84
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 14.6, which was 3.60 higher than the previous day. The implied volatity was 26.10, the open interest changed by -30 which decreased total open position to 89
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 11, which was -10.45 lower than the previous day. The implied volatity was 25.53, the open interest changed by 24 which increased total open position to 118
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 21.45, which was -10.70 lower than the previous day. The implied volatity was 29.44, the open interest changed by 9 which increased total open position to 93
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 32.15, which was 15.70 higher than the previous day. The implied volatity was 26.43, the open interest changed by 72 which increased total open position to 82
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 16.45, which was -0.45 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 16.9, 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 16.9, 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 16.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
