ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
09 Apr 2025 04:11 PM IST
| ICICIGI 24APR2025 1860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 1.28
Theta: -1.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 1786.50 | 25 | 3.35 | 35.57 | 558 | 22 | 293 | |||
| 8 Apr | 1775.80 | 22 | 4.8 | 33.88 | 148 | 3 | 271 | |||
| 7 Apr | 1744.40 | 16.55 | -20.2 | 35.48 | 423 | -82 | 269 | |||
| 4 Apr | 1829.55 | 37.85 | -2.75 | 27.81 | 506 | 82 | 351 | |||
| 3 Apr | 1831.50 | 41.3 | 0 | 27.31 | 304 | 82 | 264 | |||
| 2 Apr | 1829.95 | 40.6 | 14.3 | 28.16 | 366 | -16 | 180 | |||
| 1 Apr | 1791.90 | 25.95 | -2.6 | 26.09 | 354 | 30 | 195 | |||
| 28 Mar | 1792.85 | 27.2 | -4.05 | 26.99 | 305 | 28 | 165 | |||
| 27 Mar | 1794.25 | 31.6 | 10.9 | 29.01 | 245 | 41 | 136 | |||
| 26 Mar | 1772.45 | 20.7 | -14.75 | 24.38 | 69 | -2 | 95 | |||
| 25 Mar | 1779.50 | 34.55 | 7.15 | 29.74 | 765 | 97 | 97 | |||
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| 24 Mar | 1785.05 | 27.4 | 0 | 3.39 | 0 | 0 | 0 | |||
For Icici Lombard Gic Limited - strike price 1860 expiring on 24APR2025
Delta for 1860 CE is 0.31
Historical price for 1860 CE is as follows
On 9 Apr ICICIGI was trading at 1786.50. The strike last trading price was 25, which was 3.35 higher than the previous day. The implied volatity was 35.57, the open interest changed by 22 which increased total open position to 293
On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 22, which was 4.8 higher than the previous day. The implied volatity was 33.88, the open interest changed by 3 which increased total open position to 271
On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 16.55, which was -20.2 lower than the previous day. The implied volatity was 35.48, the open interest changed by -82 which decreased total open position to 269
On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 37.85, which was -2.75 lower than the previous day. The implied volatity was 27.81, the open interest changed by 82 which increased total open position to 351
On 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 41.3, which was 0 lower than the previous day. The implied volatity was 27.31, the open interest changed by 82 which increased total open position to 264
On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 40.6, which was 14.3 higher than the previous day. The implied volatity was 28.16, the open interest changed by -16 which decreased total open position to 180
On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 25.95, which was -2.6 lower than the previous day. The implied volatity was 26.09, the open interest changed by 30 which increased total open position to 195
On 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 27.2, which was -4.05 lower than the previous day. The implied volatity was 26.99, the open interest changed by 28 which increased total open position to 165
On 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 31.6, which was 10.9 higher than the previous day. The implied volatity was 29.01, the open interest changed by 41 which increased total open position to 136
On 26 Mar ICICIGI was trading at 1772.45. The strike last trading price was 20.7, which was -14.75 lower than the previous day. The implied volatity was 24.38, the open interest changed by -2 which decreased total open position to 95
On 25 Mar ICICIGI was trading at 1779.50. The strike last trading price was 34.55, which was 7.15 higher than the previous day. The implied volatity was 29.74, the open interest changed by 97 which increased total open position to 97
On 24 Mar ICICIGI was trading at 1785.05. The strike last trading price was 27.4, which was 0 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 24APR2025 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 1.25
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 1786.50 | 89.65 | -10.25 | 32.47 | 33 | 5 | 39 |
| 8 Apr | 1775.80 | 99.9 | -37.1 | 35.31 | 19 | 4 | 33 |
| 7 Apr | 1744.40 | 137 | 71.75 | 44.33 | 1 | 0 | 29 |
| 4 Apr | 1829.55 | 64.45 | 0.75 | 30.93 | 63 | 19 | 27 |
| 3 Apr | 1831.50 | 62.1 | -1.2 | 31.00 | 39 | 1 | 8 |
| 2 Apr | 1829.95 | 63.3 | -25.2 | 28.77 | 10 | 3 | 7 |
| 1 Apr | 1791.90 | 88.5 | -77.35 | 32.16 | 4 | 3 | 3 |
| 28 Mar | 1792.85 | 165.85 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 1794.25 | 165.85 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 1772.45 | 165.85 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1779.50 | 165.85 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1785.05 | 165.85 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1860 expiring on 24APR2025
Delta for 1860 PE is -0.71
Historical price for 1860 PE is as follows
On 9 Apr ICICIGI was trading at 1786.50. The strike last trading price was 89.65, which was -10.25 lower than the previous day. The implied volatity was 32.47, the open interest changed by 5 which increased total open position to 39
On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 99.9, which was -37.1 lower than the previous day. The implied volatity was 35.31, the open interest changed by 4 which increased total open position to 33
On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 137, which was 71.75 higher than the previous day. The implied volatity was 44.33, the open interest changed by 0 which decreased total open position to 29
On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 64.45, which was 0.75 higher than the previous day. The implied volatity was 30.93, the open interest changed by 19 which increased total open position to 27
On 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 62.1, which was -1.2 lower than the previous day. The implied volatity was 31.00, the open interest changed by 1 which increased total open position to 8
On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 63.3, which was -25.2 lower than the previous day. The implied volatity was 28.77, the open interest changed by 3 which increased total open position to 7
On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 88.5, which was -77.35 lower than the previous day. The implied volatity was 32.16, the open interest changed by 3 which increased total open position to 3
On 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 165.85, 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 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 165.85, 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 26 Mar ICICIGI was trading at 1772.45. The strike last trading price was 165.85, 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 25 Mar ICICIGI was trading at 1779.50. The strike last trading price was 165.85, 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 24 Mar ICICIGI was trading at 1785.05. The strike last trading price was 165.85, 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
