ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
20 Dec 2024 04:11 PM IST
| ICICIGI 26DEC2024 1860 CE | ||||||||||
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Delta: 0.85
Vega: 0.57
Theta: -1.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1902.15 | 49 | -1.75 | 18.44 | 76 | -8 | 91 | |||
| 19 Dec | 1898.00 | 50.75 | 9.90 | 19.42 | 339 | -19 | 99 | |||
| 18 Dec | 1874.70 | 40.85 | -57.05 | 27.28 | 60 | -23 | 122 | |||
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| 17 Dec | 1917.30 | 97.9 | -19.85 | 52.15 | 1 | 0 | 145 | |||
| 16 Dec | 1963.80 | 117.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1983.35 | 117.75 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 12 Dec | 1961.35 | 117.75 | 15.70 | 21.27 | 3 | -1 | 146 | |||
| 11 Dec | 1948.65 | 102.05 | 6.40 | 26.05 | 10 | 1 | 149 | |||
| 10 Dec | 1945.80 | 95.65 | -21.15 | 19.99 | 16 | -5 | 149 | |||
| 9 Dec | 1962.20 | 116.8 | 27.05 | 22.53 | 4 | 0 | 154 | |||
| 6 Dec | 1949.90 | 89.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1932.70 | 89.75 | -15.45 | 19.15 | 3 | -1 | 153 | |||
| 4 Dec | 1950.85 | 105.2 | 36.10 | 19.19 | 219 | -20 | 155 | |||
| 3 Dec | 1896.35 | 69.1 | 26.40 | 22.03 | 675 | -22 | 175 | |||
| 2 Dec | 1834.10 | 42.7 | -12.80 | 25.17 | 229 | 50 | 192 | |||
| 29 Nov | 1861.85 | 55.5 | -9.85 | 24.02 | 239 | 52 | 138 | |||
| 28 Nov | 1871.10 | 65.35 | 6.55 | 22.53 | 139 | 24 | 86 | |||
| 27 Nov | 1863.75 | 58.8 | 1.50 | 24.25 | 107 | 26 | 60 | |||
| 26 Nov | 1854.45 | 57.3 | 6.50 | 24.34 | 83 | 28 | 33 | |||
| 25 Nov | 1836.90 | 50.8 | 5.80 | 25.18 | 8 | 4 | 5 | |||
| 21 Nov | 1804.70 | 45 | -30.60 | 27.71 | 2 | 0 | 1 | |||
| 20 Nov | 1840.90 | 75.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1840.90 | 75.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1839.45 | 75.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 14 Nov | 1863.40 | 75.6 | -52.05 | 23.40 | 1 | 0 | 0 | |||
| 13 Nov | 1868.20 | 127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1892.25 | 127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1921.10 | 127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1916.50 | 127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1916.05 | 127.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1870.85 | 127.65 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1860 expiring on 26DEC2024
Delta for 1860 CE is 0.85
Historical price for 1860 CE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 49, which was -1.75 lower than the previous day. The implied volatity was 18.44, the open interest changed by -8 which decreased total open position to 91
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 50.75, which was 9.90 higher than the previous day. The implied volatity was 19.42, the open interest changed by -19 which decreased total open position to 99
On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 40.85, which was -57.05 lower than the previous day. The implied volatity was 27.28, the open interest changed by -23 which decreased total open position to 122
On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 97.9, which was -19.85 lower than the previous day. The implied volatity was 52.15, the open interest changed by 0 which decreased total open position to 145
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 117.75, 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 0
On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 117.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 117.75, which was 15.70 higher than the previous day. The implied volatity was 21.27, the open interest changed by -1 which decreased total open position to 146
On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 102.05, which was 6.40 higher than the previous day. The implied volatity was 26.05, the open interest changed by 1 which increased total open position to 149
On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 95.65, which was -21.15 lower than the previous day. The implied volatity was 19.99, the open interest changed by -5 which decreased total open position to 149
On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 116.8, which was 27.05 higher than the previous day. The implied volatity was 22.53, the open interest changed by 0 which decreased total open position to 154
On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 89.75, 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 0
On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 89.75, which was -15.45 lower than the previous day. The implied volatity was 19.15, the open interest changed by -1 which decreased total open position to 153
On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 105.2, which was 36.10 higher than the previous day. The implied volatity was 19.19, the open interest changed by -20 which decreased total open position to 155
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 69.1, which was 26.40 higher than the previous day. The implied volatity was 22.03, the open interest changed by -22 which decreased total open position to 175
On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 42.7, which was -12.80 lower than the previous day. The implied volatity was 25.17, the open interest changed by 50 which increased total open position to 192
On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 55.5, which was -9.85 lower than the previous day. The implied volatity was 24.02, the open interest changed by 52 which increased total open position to 138
On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 65.35, which was 6.55 higher than the previous day. The implied volatity was 22.53, the open interest changed by 24 which increased total open position to 86
On 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 58.8, which was 1.50 higher than the previous day. The implied volatity was 24.25, the open interest changed by 26 which increased total open position to 60
On 26 Nov ICICIGI was trading at 1854.45. The strike last trading price was 57.3, which was 6.50 higher than the previous day. The implied volatity was 24.34, the open interest changed by 28 which increased total open position to 33
On 25 Nov ICICIGI was trading at 1836.90. The strike last trading price was 50.8, which was 5.80 higher than the previous day. The implied volatity was 25.18, the open interest changed by 4 which increased total open position to 5
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 45, which was -30.60 lower than the previous day. The implied volatity was 27.71, the open interest changed by 0 which decreased total open position to 1
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 75.6, 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 0
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 75.6, 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 0
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 75.6, 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 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 75.6, which was -52.05 lower than the previous day. The implied volatity was 23.40, 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 127.65, 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 127.65, 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 127.65, 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 127.65, 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 127.65, 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 127.65, 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 26DEC2024 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 0.74
Theta: -1.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1902.15 | 8.7 | -2.10 | 26.17 | 727 | -63 | 113 |
| 19 Dec | 1898.00 | 10.8 | -7.55 | 26.87 | 820 | -11 | 175 |
| 18 Dec | 1874.70 | 18.35 | 10.60 | 24.52 | 296 | -83 | 189 |
| 17 Dec | 1917.30 | 7.75 | 4.05 | 24.43 | 265 | -39 | 273 |
| 16 Dec | 1963.80 | 3.7 | 0.70 | 25.65 | 265 | 25 | 317 |
| 13 Dec | 1983.35 | 3 | -2.50 | 25.82 | 365 | 23 | 294 |
| 12 Dec | 1961.35 | 5.5 | -3.00 | 25.81 | 163 | -4 | 271 |
| 11 Dec | 1948.65 | 8.5 | -1.45 | 24.86 | 176 | -22 | 275 |
| 10 Dec | 1945.80 | 9.95 | 3.35 | 25.21 | 133 | 16 | 300 |
| 9 Dec | 1962.20 | 6.6 | -3.90 | 24.26 | 174 | 57 | 285 |
| 6 Dec | 1949.90 | 10.5 | -5.15 | 24.19 | 123 | 20 | 231 |
| 5 Dec | 1932.70 | 15.65 | 2.40 | 25.02 | 173 | 9 | 217 |
| 4 Dec | 1950.85 | 13.25 | -14.00 | 25.37 | 419 | 33 | 212 |
| 3 Dec | 1896.35 | 27.25 | -27.70 | 25.15 | 388 | 21 | 181 |
| 2 Dec | 1834.10 | 54.95 | 9.85 | 26.47 | 141 | 20 | 158 |
| 29 Nov | 1861.85 | 45.1 | 3.80 | 25.72 | 213 | 44 | 138 |
| 28 Nov | 1871.10 | 41.3 | -4.80 | 27.55 | 253 | 80 | 93 |
| 27 Nov | 1863.75 | 46.1 | -6.25 | 25.73 | 21 | 6 | 11 |
| 26 Nov | 1854.45 | 52.35 | 2.70 | 27.31 | 9 | 4 | 4 |
| 25 Nov | 1836.90 | 49.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1804.70 | 49.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1840.90 | 49.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1840.90 | 49.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1839.45 | 49.65 | 0.00 | 0.08 | 0 | 0 | 0 |
| 14 Nov | 1863.40 | 49.65 | 0.00 | 1.29 | 0 | 0 | 0 |
| 13 Nov | 1868.20 | 49.65 | 0.00 | 1.30 | 0 | 0 | 0 |
| 12 Nov | 1892.25 | 49.65 | 0.00 | 2.32 | 0 | 0 | 0 |
| 11 Nov | 1921.10 | 49.65 | 0.00 | 3.53 | 0 | 0 | 0 |
| 7 Nov | 1916.50 | 49.65 | 0.00 | 3.27 | 0 | 0 | 0 |
| 5 Nov | 1916.05 | 49.65 | 0.00 | 3.16 | 0 | 0 | 0 |
| 4 Nov | 1870.85 | 49.65 | 1.44 | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1860 expiring on 26DEC2024
Delta for 1860 PE is -0.23
Historical price for 1860 PE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 8.7, which was -2.10 lower than the previous day. The implied volatity was 26.17, the open interest changed by -63 which decreased total open position to 113
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 10.8, which was -7.55 lower than the previous day. The implied volatity was 26.87, the open interest changed by -11 which decreased total open position to 175
On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 18.35, which was 10.60 higher than the previous day. The implied volatity was 24.52, the open interest changed by -83 which decreased total open position to 189
On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 7.75, which was 4.05 higher than the previous day. The implied volatity was 24.43, the open interest changed by -39 which decreased total open position to 273
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 3.7, which was 0.70 higher than the previous day. The implied volatity was 25.65, the open interest changed by 25 which increased total open position to 317
On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 3, which was -2.50 lower than the previous day. The implied volatity was 25.82, the open interest changed by 23 which increased total open position to 294
On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 5.5, which was -3.00 lower than the previous day. The implied volatity was 25.81, the open interest changed by -4 which decreased total open position to 271
On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 8.5, which was -1.45 lower than the previous day. The implied volatity was 24.86, the open interest changed by -22 which decreased total open position to 275
On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 9.95, which was 3.35 higher than the previous day. The implied volatity was 25.21, the open interest changed by 16 which increased total open position to 300
On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 6.6, which was -3.90 lower than the previous day. The implied volatity was 24.26, the open interest changed by 57 which increased total open position to 285
On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 10.5, which was -5.15 lower than the previous day. The implied volatity was 24.19, the open interest changed by 20 which increased total open position to 231
On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 15.65, which was 2.40 higher than the previous day. The implied volatity was 25.02, the open interest changed by 9 which increased total open position to 217
On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 13.25, which was -14.00 lower than the previous day. The implied volatity was 25.37, the open interest changed by 33 which increased total open position to 212
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 27.25, which was -27.70 lower than the previous day. The implied volatity was 25.15, the open interest changed by 21 which increased total open position to 181
On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 54.95, which was 9.85 higher than the previous day. The implied volatity was 26.47, the open interest changed by 20 which increased total open position to 158
On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 45.1, which was 3.80 higher than the previous day. The implied volatity was 25.72, the open interest changed by 44 which increased total open position to 138
On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 41.3, which was -4.80 lower than the previous day. The implied volatity was 27.55, the open interest changed by 80 which increased total open position to 93
On 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 46.1, which was -6.25 lower than the previous day. The implied volatity was 25.73, the open interest changed by 6 which increased total open position to 11
On 26 Nov ICICIGI was trading at 1854.45. The strike last trading price was 52.35, which was 2.70 higher than the previous day. The implied volatity was 27.31, the open interest changed by 4 which increased total open position to 4
On 25 Nov ICICIGI was trading at 1836.90. The strike last trading price was 49.65, 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 49.65, 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 Nov ICICIGI was trading at 1840.90. The strike last trading price was 49.65, 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 49.65, 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 49.65, which was 0.00 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 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 49.65, which was 0.00 lower than the previous day. The implied volatity was 1.29, 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 49.65, which was 0.00 lower than the previous day. The implied volatity was 1.30, 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 49.65, which was 0.00 lower than the previous day. The implied volatity was 2.32, 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 49.65, which was 0.00 lower than the previous day. The implied volatity was 3.53, 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 49.65, which was 0.00 lower than the previous day. The implied volatity was 3.27, 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 49.65, which was 0.00 lower than the previous day. The implied volatity was 3.16, 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 49.65, which was lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
