ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
06 Feb 2026 04:11 PM IST
| ICICIGI 24-FEB-2026 1860 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.6
Vega: 1.6
Theta: -0.94
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 1861.60 | 31.55 | -6.2 | 14.47 | 904 | 126 | 424 | |||||||||
| 5 Feb | 1874.20 | 37.05 | 3 | 12.44 | 521 | -3 | 297 | |||||||||
| 4 Feb | 1854.00 | 34.15 | 2.55 | 17.87 | 274 | 160 | 298 | |||||||||
| 3 Feb | 1861.50 | 31.2 | 5.9 | 15.95 | 112 | -5 | 137 | |||||||||
| 2 Feb | 1826.70 | 27 | 2.4 | 19.53 | 45 | -7 | 143 | |||||||||
| 1 Feb | 1829.20 | 30 | 1.6 | 21.03 | 138 | 93 | 150 | |||||||||
| 30 Jan | 1814.10 | 28 | -3.85 | 23.33 | 17 | 3 | 57 | |||||||||
| 29 Jan | 1825.60 | 31.9 | 0.9 | 21.21 | 18 | -2 | 55 | |||||||||
| 28 Jan | 1822.20 | 31.35 | -5.65 | 20.65 | 46 | 13 | 57 | |||||||||
| 27 Jan | 1805.90 | 37 | 11.5 | 25.52 | 50 | 34 | 45 | |||||||||
| 23 Jan | 1795.70 | 25.5 | -13 | 21.34 | 32 | 13 | 14 | |||||||||
| 22 Jan | 1824.70 | 38.5 | -111.85 | 22.18 | 1 | 0 | 0 | |||||||||
| 21 Jan | 1834.60 | 150.35 | 0 | 0.32 | 0 | 0 | 0 | |||||||||
| 20 Jan | 1861.70 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 1884.80 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 1870.20 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 1857.70 | 150.35 | 0 | 0.08 | 0 | 0 | 0 | |||||||||
| 13 Jan | 1885.50 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 1910.30 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 1896.10 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 1908.20 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 1966.20 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 2010.00 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 1979.90 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 1973.90 | 150.35 | 0 | - | 0 | 0 | 0 | |||||||||
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| 1 Jan | 1956.90 | 150.35 | - | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 1962.10 | 150.35 | - | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1860 expiring on 24FEB2026
Delta for 1860 CE is 0.6
Historical price for 1860 CE is as follows
On 6 Feb ICICIGI was trading at 1861.60. The strike last trading price was 31.55, which was -6.2 lower than the previous day. The implied volatity was 14.47, the open interest changed by 126 which increased total open position to 424
On 5 Feb ICICIGI was trading at 1874.20. The strike last trading price was 37.05, which was 3 higher than the previous day. The implied volatity was 12.44, the open interest changed by -3 which decreased total open position to 297
On 4 Feb ICICIGI was trading at 1854.00. The strike last trading price was 34.15, which was 2.55 higher than the previous day. The implied volatity was 17.87, the open interest changed by 160 which increased total open position to 298
On 3 Feb ICICIGI was trading at 1861.50. The strike last trading price was 31.2, which was 5.9 higher than the previous day. The implied volatity was 15.95, the open interest changed by -5 which decreased total open position to 137
On 2 Feb ICICIGI was trading at 1826.70. The strike last trading price was 27, which was 2.4 higher than the previous day. The implied volatity was 19.53, the open interest changed by -7 which decreased total open position to 143
On 1 Feb ICICIGI was trading at 1829.20. The strike last trading price was 30, which was 1.6 higher than the previous day. The implied volatity was 21.03, the open interest changed by 93 which increased total open position to 150
On 30 Jan ICICIGI was trading at 1814.10. The strike last trading price was 28, which was -3.85 lower than the previous day. The implied volatity was 23.33, the open interest changed by 3 which increased total open position to 57
On 29 Jan ICICIGI was trading at 1825.60. The strike last trading price was 31.9, which was 0.9 higher than the previous day. The implied volatity was 21.21, the open interest changed by -2 which decreased total open position to 55
On 28 Jan ICICIGI was trading at 1822.20. The strike last trading price was 31.35, which was -5.65 lower than the previous day. The implied volatity was 20.65, the open interest changed by 13 which increased total open position to 57
On 27 Jan ICICIGI was trading at 1805.90. The strike last trading price was 37, which was 11.5 higher than the previous day. The implied volatity was 25.52, the open interest changed by 34 which increased total open position to 45
On 23 Jan ICICIGI was trading at 1795.70. The strike last trading price was 25.5, which was -13 lower than the previous day. The implied volatity was 21.34, the open interest changed by 13 which increased total open position to 14
On 22 Jan ICICIGI was trading at 1824.70. The strike last trading price was 38.5, which was -111.85 lower than the previous day. The implied volatity was 22.18, the open interest changed by 0 which decreased total open position to 0
On 21 Jan ICICIGI was trading at 1834.60. The strike last trading price was 150.35, which was 0 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0
On 20 Jan ICICIGI was trading at 1861.70. The strike last trading price was 150.35, 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 19 Jan ICICIGI was trading at 1884.80. The strike last trading price was 150.35, 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 16 Jan ICICIGI was trading at 1870.20. The strike last trading price was 150.35, 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 Jan ICICIGI was trading at 1857.70. The strike last trading price was 150.35, 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 13 Jan ICICIGI was trading at 1885.50. The strike last trading price was 150.35, 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 Jan ICICIGI was trading at 1910.30. The strike last trading price was 150.35, 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 Jan ICICIGI was trading at 1896.10. The strike last trading price was 150.35, 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 8 Jan ICICIGI was trading at 1908.20. The strike last trading price was 150.35, 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 7 Jan ICICIGI was trading at 1966.20. The strike last trading price was 150.35, 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 Jan ICICIGI was trading at 2010.00. The strike last trading price was 150.35, 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 Jan ICICIGI was trading at 1979.90. The strike last trading price was 150.35, 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 Jan ICICIGI was trading at 1973.90. The strike last trading price was 150.35, 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 1 Jan ICICIGI was trading at 1956.90. The strike last trading price was 150.35, 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 31 Dec ICICIGI was trading at 1962.10. The strike last trading price was 150.35, 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 24FEB2026 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 1.62
Theta: -0.75
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 1861.60 | 28.95 | -3.8 | 21.62 | 109 | 18 | 120 |
| 5 Feb | 1874.20 | 32.55 | -4.7 | 26.31 | 128 | 16 | 105 |
| 4 Feb | 1854.00 | 37.95 | -1.25 | 23.7 | 209 | 55 | 90 |
| 3 Feb | 1861.50 | 40.7 | -26.75 | 24.53 | 56 | 31 | 32 |
| 2 Feb | 1826.70 | 67.45 | 29.3 | - | 0 | 0 | 1 |
| 1 Feb | 1829.20 | 67.45 | 29.3 | - | 0 | 0 | 1 |
| 30 Jan | 1814.10 | 67.45 | 29.3 | - | 0 | 0 | 1 |
| 29 Jan | 1825.60 | 67.45 | 29.3 | 28.87 | 1 | 0 | 0 |
| 28 Jan | 1822.20 | 38.15 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 1805.90 | 38.15 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 1795.70 | 38.15 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 1824.70 | 38.15 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 1834.60 | 38.15 | 0 | 0.12 | 0 | 0 | 0 |
| 20 Jan | 1861.70 | 38.15 | 0 | 0.48 | 0 | 0 | 0 |
| 19 Jan | 1884.80 | 38.15 | 0 | 1.16 | 0 | 0 | 0 |
| 16 Jan | 1870.20 | 38.15 | 0 | 1.81 | 0 | 0 | 0 |
| 14 Jan | 1857.70 | 38.15 | 0 | 0.96 | 0 | 0 | 0 |
| 13 Jan | 1885.50 | 38.15 | 0 | 2.97 | 0 | 0 | 0 |
| 12 Jan | 1910.30 | 38.15 | 0 | 3.34 | 0 | 0 | 0 |
| 9 Jan | 1896.10 | 38.15 | 0 | 2.51 | 0 | 0 | 0 |
| 8 Jan | 1908.20 | 38.15 | 0 | 3.05 | 0 | 0 | 0 |
| 7 Jan | 1966.20 | 38.15 | 0 | 4.91 | 0 | 0 | 0 |
| 6 Jan | 2010.00 | 38.15 | 0 | 6.29 | 0 | 0 | 0 |
| 5 Jan | 1979.90 | 38.15 | 0 | 5.28 | 0 | 0 | 0 |
| 2 Jan | 1973.90 | 38.15 | 0 | 4.93 | 0 | 0 | 0 |
| 1 Jan | 1956.90 | 38.15 | - | - | 0 | 0 | 0 |
| 31 Dec | 1962.10 | 38.15 | - | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1860 expiring on 24FEB2026
Delta for 1860 PE is -0.43
Historical price for 1860 PE is as follows
On 6 Feb ICICIGI was trading at 1861.60. The strike last trading price was 28.95, which was -3.8 lower than the previous day. The implied volatity was 21.62, the open interest changed by 18 which increased total open position to 120
On 5 Feb ICICIGI was trading at 1874.20. The strike last trading price was 32.55, which was -4.7 lower than the previous day. The implied volatity was 26.31, the open interest changed by 16 which increased total open position to 105
On 4 Feb ICICIGI was trading at 1854.00. The strike last trading price was 37.95, which was -1.25 lower than the previous day. The implied volatity was 23.7, the open interest changed by 55 which increased total open position to 90
On 3 Feb ICICIGI was trading at 1861.50. The strike last trading price was 40.7, which was -26.75 lower than the previous day. The implied volatity was 24.53, the open interest changed by 31 which increased total open position to 32
On 2 Feb ICICIGI was trading at 1826.70. The strike last trading price was 67.45, which was 29.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb ICICIGI was trading at 1829.20. The strike last trading price was 67.45, which was 29.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan ICICIGI was trading at 1814.10. The strike last trading price was 67.45, which was 29.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Jan ICICIGI was trading at 1825.60. The strike last trading price was 67.45, which was 29.3 higher than the previous day. The implied volatity was 28.87, the open interest changed by 0 which decreased total open position to 0
On 28 Jan ICICIGI was trading at 1822.20. The strike last trading price was 38.15, 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 Jan ICICIGI was trading at 1805.90. The strike last trading price was 38.15, 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 23 Jan ICICIGI was trading at 1795.70. The strike last trading price was 38.15, 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 22 Jan ICICIGI was trading at 1824.70. The strike last trading price was 38.15, 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 21 Jan ICICIGI was trading at 1834.60. The strike last trading price was 38.15, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 20 Jan ICICIGI was trading at 1861.70. The strike last trading price was 38.15, which was 0 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0
On 19 Jan ICICIGI was trading at 1884.80. The strike last trading price was 38.15, which was 0 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0
On 16 Jan ICICIGI was trading at 1870.20. The strike last trading price was 38.15, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0
On 14 Jan ICICIGI was trading at 1857.70. The strike last trading price was 38.15, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
On 13 Jan ICICIGI was trading at 1885.50. The strike last trading price was 38.15, which was 0 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0
On 12 Jan ICICIGI was trading at 1910.30. The strike last trading price was 38.15, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
On 9 Jan ICICIGI was trading at 1896.10. The strike last trading price was 38.15, which was 0 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0
On 8 Jan ICICIGI was trading at 1908.20. The strike last trading price was 38.15, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0
On 7 Jan ICICIGI was trading at 1966.20. The strike last trading price was 38.15, which was 0 lower than the previous day. The implied volatity was 4.91, the open interest changed by 0 which decreased total open position to 0
On 6 Jan ICICIGI was trading at 2010.00. The strike last trading price was 38.15, which was 0 lower than the previous day. The implied volatity was 6.29, the open interest changed by 0 which decreased total open position to 0
On 5 Jan ICICIGI was trading at 1979.90. The strike last trading price was 38.15, which was 0 lower than the previous day. The implied volatity was 5.28, the open interest changed by 0 which decreased total open position to 0
On 2 Jan ICICIGI was trading at 1973.90. The strike last trading price was 38.15, which was 0 lower than the previous day. The implied volatity was 4.93, the open interest changed by 0 which decreased total open position to 0
On 1 Jan ICICIGI was trading at 1956.90. The strike last trading price was 38.15, 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 31 Dec ICICIGI was trading at 1962.10. The strike last trading price was 38.15, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
