ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
27 Dec 2024 04:11 PM IST
| ICICIGI 30JAN2025 1840 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 2.22
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1832.45 | 52.05 | -36.50 | 22.50 | 134 | 56 | 57 | |||
| 26 Dec | 1861.15 | 88.55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 24 Dec | 1868.95 | 88.55 | -80.45 | 26.98 | 9 | 2 | 2 | |||
| 23 Dec | 1862.05 | 169 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 1902.15 | 169 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1898.00 | 169 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1932.70 | 169 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1896.35 | 169 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1834.10 | 169 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1861.85 | 169 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1871.10 | 169 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1863.75 | 169 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1854.45 | 169 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1836.90 | 169 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1837.50 | 169 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1804.70 | 169 | 169.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1840.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1840.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Nov | 1839.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1863.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1868.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1892.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1921.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1910.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1916.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1933.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1916.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1870.85 | 0 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1840 expiring on 30JAN2025
Delta for 1840 CE is 0.53
Historical price for 1840 CE is as follows
On 27 Dec ICICIGI was trading at 1832.45. The strike last trading price was 52.05, which was -36.50 lower than the previous day. The implied volatity was 22.50, the open interest changed by 56 which increased total open position to 57
On 26 Dec ICICIGI was trading at 1861.15. The strike last trading price was 88.55, 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 24 Dec ICICIGI was trading at 1868.95. The strike last trading price was 88.55, which was -80.45 lower than the previous day. The implied volatity was 26.98, the open interest changed by 2 which increased total open position to 2
On 23 Dec ICICIGI was trading at 1862.05. The strike last trading price was 169, 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 Dec ICICIGI was trading at 1902.15. The strike last trading price was 169, 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 Dec ICICIGI was trading at 1898.00. The strike last trading price was 169, 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 Dec ICICIGI was trading at 1932.70. The strike last trading price was 169, 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 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 169, 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 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 169, 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 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 169, 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 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 169, 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 169, 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 169, 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 169, 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 22 Nov ICICIGI was trading at 1837.50. The strike last trading price was 169, 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 169, which was 169.00 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 8 Nov ICICIGI was trading at 1910.15. 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 0 which decreased total open position to 0
On 7 Nov ICICIGI was trading at 1916.50. 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 0 which decreased total open position to 0
On 6 Nov ICICIGI was trading at 1933.70. 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 0 which decreased total open position to 0
On 5 Nov ICICIGI was trading at 1916.05. 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 0 which decreased total open position to 0
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 30JAN2025 1840 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 2.22
Theta: -0.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1832.45 | 55.85 | 15.85 | 26.04 | 313 | 65 | 133 |
| 26 Dec | 1861.15 | 40 | 2.15 | 24.46 | 54 | 18 | 68 |
| 24 Dec | 1868.95 | 37.85 | -3.15 | 24.68 | 123 | 38 | 47 |
| 23 Dec | 1862.05 | 41 | 16.00 | 24.85 | 7 | 6 | 8 |
| 20 Dec | 1902.15 | 25 | 0.00 | 0.00 | 0 | 0 | 2 |
| 19 Dec | 1898.00 | 25 | -33.60 | 0.00 | 0 | 0 | 2 |
| 5 Dec | 1932.70 | 58.6 | 0.00 | 4.21 | 0 | 0 | 0 |
| 3 Dec | 1896.35 | 58.6 | 0.00 | 3.01 | 0 | 0 | 0 |
| 2 Dec | 1834.10 | 58.6 | 0.00 | 1.08 | 0 | 0 | 0 |
| 29 Nov | 1861.85 | 58.6 | 0.00 | 1.92 | 0 | 0 | 0 |
| 28 Nov | 1871.10 | 58.6 | 0.00 | 2.46 | 0 | 0 | 0 |
| 27 Nov | 1863.75 | 58.6 | 0.00 | 1.95 | 0 | 0 | 0 |
| 26 Nov | 1854.45 | 58.6 | 0.00 | 1.79 | 0 | 0 | 0 |
| 25 Nov | 1836.90 | 58.6 | 58.60 | 1.11 | 0 | 0 | 0 |
| 22 Nov | 1837.50 | 0 | 0.00 | 1.17 | 0 | 0 | 0 |
| 21 Nov | 1804.70 | 0 | 0.00 | 0.01 | 0 | 0 | 0 |
| 20 Nov | 1840.90 | 0 | 0.00 | 1.21 | 0 | 0 | 0 |
| 19 Nov | 1840.90 | 0 | 0.00 | 1.21 | 0 | 0 | 0 |
| 18 Nov | 1839.45 | 0 | 0.00 | 1.41 | 0 | 0 | 0 |
| 14 Nov | 1863.40 | 0 | 0.00 | 2.01 | 0 | 0 | 0 |
| 13 Nov | 1868.20 | 0 | 0.00 | 2.07 | 0 | 0 | 0 |
| 12 Nov | 1892.25 | 0 | 0.00 | 2.84 | 0 | 0 | 0 |
| 11 Nov | 1921.10 | 0 | 0.00 | 3.58 | 0 | 0 | 0 |
| 8 Nov | 1910.15 | 0 | 0.00 | 3.29 | 0 | 0 | 0 |
| 7 Nov | 1916.50 | 0 | 0.00 | 3.47 | 0 | 0 | 0 |
| 6 Nov | 1933.70 | 0 | 0.00 | 3.87 | 0 | 0 | 0 |
| 5 Nov | 1916.05 | 0 | 0.00 | 3.58 | 0 | 0 | 0 |
| 4 Nov | 1870.85 | 0 | 2.18 | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1840 expiring on 30JAN2025
Delta for 1840 PE is -0.47
Historical price for 1840 PE is as follows
On 27 Dec ICICIGI was trading at 1832.45. The strike last trading price was 55.85, which was 15.85 higher than the previous day. The implied volatity was 26.04, the open interest changed by 65 which increased total open position to 133
On 26 Dec ICICIGI was trading at 1861.15. The strike last trading price was 40, which was 2.15 higher than the previous day. The implied volatity was 24.46, the open interest changed by 18 which increased total open position to 68
On 24 Dec ICICIGI was trading at 1868.95. The strike last trading price was 37.85, which was -3.15 lower than the previous day. The implied volatity was 24.68, the open interest changed by 38 which increased total open position to 47
On 23 Dec ICICIGI was trading at 1862.05. The strike last trading price was 41, which was 16.00 higher than the previous day. The implied volatity was 24.85, the open interest changed by 6 which increased total open position to 8
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 25, 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 2
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 25, which was -33.60 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2
On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 58.6, which was 0.00 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 58.6, which was 0.00 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 58.6, which was 0.00 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 58.6, which was 0.00 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 58.6, which was 0.00 lower than the previous day. The implied volatity was 2.46, 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 58.6, 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 58.6, which was 0.00 lower than the previous day. The implied volatity was 1.79, 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 58.6, which was 58.60 higher than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ICICIGI was trading at 1837.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.17, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.01, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.21, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.21, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.41, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.01, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.07, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.84, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.58, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.29, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.47, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.87, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.58, 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 0, which was lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
