ICICIGI

Icici Lombard Gic Limited

1945.3 -15.80 (-0.81%)

L: 1928.5 H: 1966.8

Back to Option Chain

Historical option data for ICICIGI
09 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

ICICIGI 30-DEC-2025 1860 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1945.30	196.6 ₹ 63,895	-13.6 -4420.00	-	0 0	0 0	0 0
8 Dec	1961.10	196.6 ₹ 63,895	-13.6 -4420.00	-	0 0	0 0	3 975
5 Dec	1974.40	196.6 ₹ 63,895	-13.6 -4420.00	-	0 0	0 0	0 0
4 Dec	1983.00	196.6 ₹ 63,895	-13.6 -4420.00	-	0 0	0 0	0 0
3 Dec	1972.40	196.6 ₹ 63,895	-13.6 -4420.00	-	0 0	0 0	0 0
2 Dec	1986.70	196.6 ₹ 63,895	-13.6 -4420.00	-	0 0	0 0	0 0
1 Dec	1991.40	196.6 ₹ 63,895	-13.6 -4420.00	-	0 0	0 0	0 0
28 Nov	1970.50	196.6 ₹ 63,895	-13.6 -4420.00	-	0 0	0 0	0 0
27 Nov	1980.70	196.6 ₹ 63,895	-13.6 -4420.00	-	0 0	0 0	0 0

26 Nov	2010.30	196.6 ₹ 63,895	-13.6 -4420.00	-	0 0	0 0	0 0
25 Nov	1999.00	196.6 ₹ 63,895	-13.6 -4420.00	-	0 0	0 0	0 0
24 Nov	1997.50	196.6 ₹ 63,895	-13.6 -4420.00	-	0 0	0 0	0 0
21 Nov	2004.10	196.6 ₹ 63,895	-13.6 -4420.00	-	0 0	3 975	0 0
20 Nov	2037.60	196.6 ₹ 63,895	-13.6 -4420.00	-	6 1,950	3 975	3 975
19 Nov	2041.70	210.2 ₹ 68,315	0 0.00	-	0 0	0 0	0 0
18 Nov	2025.80	210.2 ₹ 68,315	0 0.00	-	0 0	0 0	0 0
17 Nov	2042.90	210.2 ₹ 68,315	0 0.00	-	0 0	0 0	0 0
14 Nov	2005.10	210.2 ₹ 68,315	0 0.00	-	0 0	0 0	0 0
13 Nov	2033.80	210.2 ₹ 68,315	0 0.00	-	0 0	0 0	0 0
12 Nov	2028.60	210.2 ₹ 68,315	0 0.00	-	0 0	0 0	0 0
11 Nov	1996.10	210.2 ₹ 68,315	0 0.00	-	0 0	0 0	0 0

For Icici Lombard Gic Limited - strike price 1860 expiring on 30DEC2025

Delta for 1860 CE is -

Historical price for 1860 CE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 196.6, which was -13.6 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 196.6, which was -13.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 196.6, which was -13.6 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 196.6, which was -13.6 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 196.6, which was -13.6 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 196.6, which was -13.6 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 196.6, which was -13.6 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 196.6, which was -13.6 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 196.6, which was -13.6 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 196.6, which was -13.6 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 196.6, which was -13.6 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 196.6, which was -13.6 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 196.6, which was -13.6 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 196.6, which was -13.6 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3

On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 210.2, 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 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 210.2, 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 Nov ICICIGI was trading at 2042.90. The strike last trading price was 210.2, 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 Nov ICICIGI was trading at 2005.10. The strike last trading price was 210.2, 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 13 Nov ICICIGI was trading at 2033.80. The strike last trading price was 210.2, 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 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 210.2, 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 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 210.2, 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 1860 PE
Delta: -0.15 Vega: 1.09 Theta: -0.44 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1945.30	7.45 ₹ 2,421.25	0.25 81.25	20.06	73 23,725	16 5,200	162 52,650
8 Dec	1961.10	7.2 ₹ 2,340	3.1 1007.50	20.65	7 2,275	2 650	146 47,450
5 Dec	1974.40	4 ₹ 1,300	-1.2 -390.00	19.08	75 24,375	41 13,325	146 47,450
4 Dec	1983.00	5.2 ₹ 1,690	-2 -650.00	21.25	12 3,900	-2 -650	106 34,450
3 Dec	1972.40	6.9 ₹ 2,242.5	0.1 32.50	21.10	24 7,800	2 650	109 35,425
2 Dec	1986.70	6.75 ₹ 2,193.75	0.3 97.50	22.42	162 52,650	25 8,125	107 34,775
1 Dec	1991.40	6.55 ₹ 2,128.75	-1.6 -520.00	22.12	26 8,450	-4 -1,300	81 26,325
28 Nov	1970.50	8.1 ₹ 2,632.5	0.75 243.75	20.52	61 19,825	16 5,200	85 27,625
27 Nov	1980.70	7.35 ₹ 2,388.75	1.85 601.25	20.67	41 13,325	4 1,300	67 21,775
26 Nov	2010.30	5.5 ₹ 1,787.5	-4.25 -1381.25	22.08	112 36,400	39 12,675	64 20,800
25 Nov	1999.00	9.75 ₹ 3,168.75	1.85 601.25	-	0 0	6 1,950	0 0
24 Nov	1997.50	9.75 ₹ 3,168.75	1.85 601.25	22.10	10 3,250	5 1,625	24 7,800
21 Nov	2004.10	7.9 ₹ 2,567.5	0.35 113.75	-	0 0	1 325	0 0
20 Nov	2037.60	7.9 ₹ 2,567.5	0.35 113.75	24.76	4 1,300	1 325	19 6,175
19 Nov	2041.70	7.55 ₹ 2,453.75	-4.1 -1332.50	23.56	19 6,175	17 5,525	18 5,850
18 Nov	2025.80	11.65 ₹ 3,786.25	-20.05 -6516.25	-	0 0	0 0	0 0
17 Nov	2042.90	11.65 ₹ 3,786.25	-20.05 -6516.25	-	0 0	0 0	0 0
14 Nov	2005.10	11.65 ₹ 3,786.25	-20.05 -6516.25	-	0 0	0 0	0 0
13 Nov	2033.80	11.65 ₹ 3,786.25	-20.05 -6516.25	-	0 0	0 0	0 0
12 Nov	2028.60	11.65 ₹ 3,786.25	-20.05 -6516.25	-	0 0	1 325	0 0
11 Nov	1996.10	11.65 ₹ 3,786.25	-20.05 -6516.25	21.82	1 325	0 0	0 0

For Icici Lombard Gic Limited - strike price 1860 expiring on 30DEC2025

Delta for 1860 PE is -0.15

Historical price for 1860 PE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 7.45, which was 0.25 higher than the previous day. The implied volatity was 20.06, the open interest changed by 16 which increased total open position to 162

On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 7.2, which was 3.1 higher than the previous day. The implied volatity was 20.65, the open interest changed by 2 which increased total open position to 146

On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 4, which was -1.2 lower than the previous day. The implied volatity was 19.08, the open interest changed by 41 which increased total open position to 146

On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 5.2, which was -2 lower than the previous day. The implied volatity was 21.25, the open interest changed by -2 which decreased total open position to 106

On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 6.9, which was 0.1 higher than the previous day. The implied volatity was 21.10, the open interest changed by 2 which increased total open position to 109

On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 6.75, which was 0.3 higher than the previous day. The implied volatity was 22.42, the open interest changed by 25 which increased total open position to 107

On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 6.55, which was -1.6 lower than the previous day. The implied volatity was 22.12, the open interest changed by -4 which decreased total open position to 81

On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 8.1, which was 0.75 higher than the previous day. The implied volatity was 20.52, the open interest changed by 16 which increased total open position to 85

On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 7.35, which was 1.85 higher than the previous day. The implied volatity was 20.67, the open interest changed by 4 which increased total open position to 67

On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 5.5, which was -4.25 lower than the previous day. The implied volatity was 22.08, the open interest changed by 39 which increased total open position to 64

On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 9.75, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 9.75, which was 1.85 higher than the previous day. The implied volatity was 22.10, the open interest changed by 5 which increased total open position to 24

On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 7.9, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 7.9, which was 0.35 higher than the previous day. The implied volatity was 24.76, the open interest changed by 1 which increased total open position to 19

On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 7.55, which was -4.1 lower than the previous day. The implied volatity was 23.56, the open interest changed by 17 which increased total open position to 18

On 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 11.65, which was -20.05 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 11.65, which was -20.05 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 11.65, which was -20.05 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 11.65, which was -20.05 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 11.65, which was -20.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 11.65, which was -20.05 lower than the previous day. The implied volatity was 21.82, the open interest changed by 0 which decreased total open position to 0

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