ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
17 Apr 2026 10:03 AM IST
| ICICIGI 28-Apr-2026 (11d) 1860 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0.01
Theta: -1.21
Gamma: 0.00491
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Apr | 1889.90 | 48.2 | 1.3500000000000014 | 21.53 | 223 | 0 | 523 | |||||||||
| 16 Apr | 1886.70 | 47.6 | -1 | 23.84 | 5,853 | -130 | 529 | |||||||||
| 15 Apr | 1858.00 | 50.2 | 31.200000000000003 | 32.98 | 3,562 | 531 | 634 | |||||||||
| 13 Apr | 1782.20 | 20 | -3.1499999999999986 | 30.31 | 144 | -3 | 99 | |||||||||
| 10 Apr | 1786.00 | 24.25 | 4.75 | 31.62 | 167 | -38 | 100 | |||||||||
| 9 Apr | 1768.60 | 19.55 | 5.5 | 31.75 | 304 | 65 | 136 | |||||||||
| 8 Apr | 1750.50 | 13.95 | 1.2 | 27.21 | 189 | 42 | 73 | |||||||||
| 7 Apr | 1726.60 | 12.7 | 1.65 | 30.38 | 60 | 20 | 28 | |||||||||
| 6 Apr | 1713.00 | 11.1 | 2.45 | 29.98 | 13 | 2 | 13 | |||||||||
| 2 Apr | 1689.10 | 8.65 | -1.75 | 28.59 | 37 | 0 | 11 | |||||||||
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| 1 Apr | 1694.90 | 10.1 | -2.9 | 29.08 | 33 | -4 | 10 | |||||||||
| 30 Mar | 1710.60 | 14.3 | -1.8 | 29.83 | 4 | 0 | 13 | |||||||||
| 27 Mar | 1747.00 | 16.1 | 0 | - | 0 | 0 | 13 | |||||||||
| 25 Mar | 1770.30 | 16.1 | 0 | 19.25 | 2 | 0 | 13 | |||||||||
| 24 Mar | 1730.10 | 16.1 | 2.65 | 24.9 | 7 | 4 | 13 | |||||||||
| 23 Mar | 1722.20 | 13.45 | -25.75 | 23.85 | 9 | -2 | 9 | |||||||||
| 20 Mar | 1777.20 | 39.2 | 0.9 | 28.31 | 7 | 5 | 9 | |||||||||
| 19 Mar | 1792.10 | 38.3 | -81.7 | 24.87 | 4 | 2 | 2 | |||||||||
| 18 Mar | 1831.20 | 120 | 0 | 0.47 | 0 | 0 | 0 | |||||||||
| 17 Mar | 1835.80 | 120 | 0 | 0.21 | 0 | 0 | 0 | |||||||||
| 16 Mar | 1850.50 | 120 | 0 | 1.19 | 0 | 0 | 0 | |||||||||
| 13 Mar | 1837.10 | 120 | 0 | 0.08 | 0 | 0 | 0 | |||||||||
| 12 Mar | 1855.30 | 120 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1875.20 | 120 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1889.30 | 120 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1889.70 | 120 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1880.30 | 120 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1875.20 | 120 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1855.50 | 120 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 1895.50 | 120 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1901.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1946.50 | 120 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1939.30 | 120 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1860 expiring on 28APR2026
Delta for 1860 CE is 0.68
Historical price for 1860 CE is as follows
On 17 Apr ICICIGI was trading at 1889.90. The strike last trading price was 48.2, which was 1.3500000000000014 higher than the previous day. The implied volatity was 21.53, the open interest changed by 0 which decreased total open position to 523
On 16 Apr ICICIGI was trading at 1886.70. The strike last trading price was 47.6, which was -1 lower than the previous day. The implied volatity was 23.84, the open interest changed by -130 which decreased total open position to 529
On 15 Apr ICICIGI was trading at 1858.00. The strike last trading price was 50.2, which was 31.200000000000003 higher than the previous day. The implied volatity was 32.98, the open interest changed by 531 which increased total open position to 634
On 13 Apr ICICIGI was trading at 1782.20. The strike last trading price was 20, which was -3.1499999999999986 lower than the previous day. The implied volatity was 30.31, the open interest changed by -3 which decreased total open position to 99
On 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 24.25, which was 4.75 higher than the previous day. The implied volatity was 31.62, the open interest changed by -38 which decreased total open position to 100
On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 19.55, which was 5.5 higher than the previous day. The implied volatity was 31.75, the open interest changed by 65 which increased total open position to 136
On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was 13.95, which was 1.2 higher than the previous day. The implied volatity was 27.21, the open interest changed by 42 which increased total open position to 73
On 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was 12.7, which was 1.65 higher than the previous day. The implied volatity was 30.38, the open interest changed by 20 which increased total open position to 28
On 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 11.1, which was 2.45 higher than the previous day. The implied volatity was 29.98, the open interest changed by 2 which increased total open position to 13
On 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 8.65, which was -1.75 lower than the previous day. The implied volatity was 28.59, the open interest changed by 0 which decreased total open position to 11
On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 10.1, which was -2.9 lower than the previous day. The implied volatity was 29.08, the open interest changed by -4 which decreased total open position to 10
On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 14.3, which was -1.8 lower than the previous day. The implied volatity was 29.83, the open interest changed by 0 which decreased total open position to 13
On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was 19.25, the open interest changed by 0 which decreased total open position to 13
On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 16.1, which was 2.65 higher than the previous day. The implied volatity was 24.9, the open interest changed by 4 which increased total open position to 13
On 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 13.45, which was -25.75 lower than the previous day. The implied volatity was 23.85, the open interest changed by -2 which decreased total open position to 9
On 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 39.2, which was 0.9 higher than the previous day. The implied volatity was 28.31, the open interest changed by 5 which increased total open position to 9
On 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 38.3, which was -81.7 lower than the previous day. The implied volatity was 24.87, the open interest changed by 2 which increased total open position to 2
On 18 Mar ICICIGI was trading at 1831.20. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0
On 17 Mar ICICIGI was trading at 1835.80. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0
On 16 Mar ICICIGI was trading at 1850.50. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0
On 13 Mar ICICIGI was trading at 1837.10. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 12 Mar ICICIGI was trading at 1855.30. The strike last trading price was 120, 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 Mar ICICIGI was trading at 1875.20. The strike last trading price was 120, 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 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 120, 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 9 Mar ICICIGI was trading at 1889.70. The strike last trading price was 120, 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 6 Mar ICICIGI was trading at 1880.30. The strike last trading price was 120, 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 5 Mar ICICIGI was trading at 1875.20. The strike last trading price was 120, 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 4 Mar ICICIGI was trading at 1855.50. The strike last trading price was 120, 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 2 Mar ICICIGI was trading at 1895.50. The strike last trading price was 120, 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 27 Feb ICICIGI was trading at 1901.50. The strike last trading price was -, 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 26 Feb ICICIGI was trading at 1946.50. The strike last trading price was 120, 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 25 Feb ICICIGI was trading at 1939.30. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 28-Apr-2026 (11d) 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 0.01
Theta: -1.21
Gamma: 0.00421
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Apr | 1889.90 | 20.4 | -1.9000000000000021 | 25.91 | 559 | -58 | 448 |
| 16 Apr | 1886.70 | 23.3 | -19.499999999999996 | 25.2 | 3,808 | 114 | 505 |
| 15 Apr | 1858.00 | 41 | -50.7 | 32.12 | 814 | 288 | 302 |
| 13 Apr | 1782.20 | 91.7 | -7.200000000000003 | 34.18 | 11 | 1 | 14 |
| 10 Apr | 1786.00 | 98.9 | 98.9 | - | 0 | 0 | 13 |
| 9 Apr | 1768.60 | 98.9 | -17.2 | 24.67 | 23 | 6 | 13 |
| 8 Apr | 1750.50 | 116.1 | 18.1 | 35.46 | 2 | 1 | 8 |
| 7 Apr | 1726.60 | 98 | 10.85 | - | 0 | 0 | 7 |
| 6 Apr | 1713.00 | 98 | 10.85 | - | 0 | 0 | 7 |
| 2 Apr | 1689.10 | 98 | 10.85 | - | 0 | 0 | 7 |
| 1 Apr | 1694.90 | 98 | 10.85 | - | 0 | 0 | 7 |
| 30 Mar | 1710.60 | 98 | 10.85 | - | 0 | 0 | 7 |
| 27 Mar | 1747.00 | 98 | 10.85 | - | 0 | 0 | 7 |
| 25 Mar | 1770.30 | 98 | 10.85 | 25.35 | 5 | 0 | 2 |
| 24 Mar | 1730.10 | 87.15 | 32.3 | - | 0 | 0 | 2 |
| 23 Mar | 1722.20 | 87.15 | 32.3 | - | 0 | 0 | 2 |
| 20 Mar | 1777.20 | 87.15 | 32.3 | 20.3 | 2 | 0 | 0 |
| 19 Mar | 1792.10 | 54.85 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1831.20 | 54.85 | 0 | 0.22 | 0 | 0 | 0 |
| 17 Mar | 1835.80 | 54.85 | 0 | 0.01 | 0 | 0 | 0 |
| 16 Mar | 1850.50 | 54.85 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1837.10 | 54.85 | 0 | 0.05 | 0 | 0 | 0 |
| 12 Mar | 1855.30 | 54.85 | 0 | 1.03 | 0 | 0 | 0 |
| 11 Mar | 1875.20 | 54.85 | 0 | 1.46 | 0 | 0 | 0 |
| 10 Mar | 1889.30 | 54.85 | 0 | 2.44 | 0 | 0 | 0 |
| 9 Mar | 1889.70 | 54.85 | 0 | 2.55 | 0 | 0 | 0 |
| 6 Mar | 1880.30 | 54.85 | 0 | 1.85 | 0 | 0 | 0 |
| 5 Mar | 1875.20 | 54.85 | 0 | 1.19 | 0 | 0 | 0 |
| 4 Mar | 1855.50 | 54.85 | 0 | 0.78 | 0 | 0 | 0 |
| 2 Mar | 1895.50 | 54.85 | 0 | 2.54 | 0 | 0 | 0 |
| 27 Feb | 1901.50 | - | - | - | 0 | 0 | 0 |
| 26 Feb | 1946.50 | 54.85 | 0 | 3.81 | 0 | 0 | 0 |
| 25 Feb | 1939.30 | 54.85 | 0 | 3.64 | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1860 expiring on 28APR2026
Delta for 1860 PE is -0.34
Historical price for 1860 PE is as follows
On 17 Apr ICICIGI was trading at 1889.90. The strike last trading price was 20.4, which was -1.9000000000000021 lower than the previous day. The implied volatity was 25.91, the open interest changed by -58 which decreased total open position to 448
On 16 Apr ICICIGI was trading at 1886.70. The strike last trading price was 23.3, which was -19.499999999999996 lower than the previous day. The implied volatity was 25.2, the open interest changed by 114 which increased total open position to 505
On 15 Apr ICICIGI was trading at 1858.00. The strike last trading price was 41, which was -50.7 lower than the previous day. The implied volatity was 32.12, the open interest changed by 288 which increased total open position to 302
On 13 Apr ICICIGI was trading at 1782.20. The strike last trading price was 91.7, which was -7.200000000000003 lower than the previous day. The implied volatity was 34.18, the open interest changed by 1 which increased total open position to 14
On 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 98.9, which was 98.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 98.9, which was -17.2 lower than the previous day. The implied volatity was 24.67, the open interest changed by 6 which increased total open position to 13
On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was 116.1, which was 18.1 higher than the previous day. The implied volatity was 35.46, the open interest changed by 1 which increased total open position to 8
On 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was 98, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 98, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 98, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 98, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 98, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 98, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 98, which was 10.85 higher than the previous day. The implied volatity was 25.35, the open interest changed by 0 which decreased total open position to 2
On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 87.15, which was 32.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 87.15, which was 32.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 87.15, which was 32.3 higher than the previous day. The implied volatity was 20.3, the open interest changed by 0 which decreased total open position to 0
On 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 54.85, 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 Mar ICICIGI was trading at 1831.20. The strike last trading price was 54.85, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 17 Mar ICICIGI was trading at 1835.80. The strike last trading price was 54.85, which was 0 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 16 Mar ICICIGI was trading at 1850.50. The strike last trading price was 54.85, 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 Mar ICICIGI was trading at 1837.10. The strike last trading price was 54.85, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 12 Mar ICICIGI was trading at 1855.30. The strike last trading price was 54.85, which was 0 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 11 Mar ICICIGI was trading at 1875.20. The strike last trading price was 54.85, which was 0 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0
On 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 54.85, which was 0 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0
On 9 Mar ICICIGI was trading at 1889.70. The strike last trading price was 54.85, which was 0 lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0
On 6 Mar ICICIGI was trading at 1880.30. The strike last trading price was 54.85, which was 0 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
On 5 Mar ICICIGI was trading at 1875.20. The strike last trading price was 54.85, which was 0 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0
On 4 Mar ICICIGI was trading at 1855.50. The strike last trading price was 54.85, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0
On 2 Mar ICICIGI was trading at 1895.50. The strike last trading price was 54.85, which was 0 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0
On 27 Feb ICICIGI was trading at 1901.50. The strike last trading price was -, 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 26 Feb ICICIGI was trading at 1946.50. The strike last trading price was 54.85, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0
On 25 Feb ICICIGI was trading at 1939.30. The strike last trading price was 54.85, which was 0 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0
