ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Nov 2024 04:11 PM IST
| ICICIGI 28NOV2024 1860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 0.73
Theta: -1.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1804.70 | 7.8 | -10.20 | 25.71 | 214.5 | 21 | 83.5 | |||
| 20 Nov | 1840.90 | 18 | 0.00 | 24.72 | 570.5 | 12 | 61.5 | |||
| 19 Nov | 1840.90 | 18 | -3.45 | 24.72 | 570.5 | 11 | 61.5 | |||
| 18 Nov | 1839.45 | 21.45 | -17.60 | 22.45 | 181.5 | 41 | 50.5 | |||
| 14 Nov | 1863.40 | 39.05 | -4.30 | 21.67 | 29 | 2.5 | 9.5 | |||
| 13 Nov | 1868.20 | 43.35 | -18.85 | 23.63 | 10 | 5 | 7.5 | |||
| 12 Nov | 1892.25 | 62.2 | -8.65 | 25.47 | 10.5 | 1 | 3.5 | |||
| 11 Nov | 1921.10 | 70.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1910.15 | 70.85 | -35.25 | 20.54 | 1.5 | 0 | 2.5 | |||
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| 7 Nov | 1916.50 | 106.1 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 6 Nov | 1933.70 | 106.1 | 11.05 | 25.41 | 1.5 | 0 | 3 | |||
| 5 Nov | 1916.05 | 95.05 | -330.10 | 27.90 | 13.5 | 3.5 | 3.5 | |||
| 4 Nov | 1870.85 | 425.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1917.35 | 425.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1927.90 | 425.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1913.30 | 425.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1896.00 | 425.15 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1860 expiring on 28NOV2024
Delta for 1860 CE is 0.22
Historical price for 1860 CE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 7.8, which was -10.20 lower than the previous day. The implied volatity was 25.71, the open interest changed by 42 which increased total open position to 167
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 24.72, the open interest changed by 24 which increased total open position to 123
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 18, which was -3.45 lower than the previous day. The implied volatity was 24.72, the open interest changed by 22 which increased total open position to 123
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 21.45, which was -17.60 lower than the previous day. The implied volatity was 22.45, the open interest changed by 82 which increased total open position to 101
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 39.05, which was -4.30 lower than the previous day. The implied volatity was 21.67, the open interest changed by 5 which increased total open position to 19
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 43.35, which was -18.85 lower than the previous day. The implied volatity was 23.63, the open interest changed by 10 which increased total open position to 15
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 62.2, which was -8.65 lower than the previous day. The implied volatity was 25.47, the open interest changed by 2 which increased total open position to 7
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 70.85, 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 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 70.85, which was -35.25 lower than the previous day. The implied volatity was 20.54, the open interest changed by 0 which decreased total open position to 5
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 106.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 106.1, which was 11.05 higher than the previous day. The implied volatity was 25.41, the open interest changed by 0 which decreased total open position to 6
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 95.05, which was -330.10 lower than the previous day. The implied volatity was 27.90, the open interest changed by 7 which increased total open position to 7
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 425.15, 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 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 425.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIGI was trading at 1927.90. The strike last trading price was 425.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ICICIGI was trading at 1913.30. The strike last trading price was 425.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ICICIGI was trading at 1896.00. The strike last trading price was 425.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIGI 28NOV2024 1860 PE | |||||||
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Delta: -0.77
Vega: 0.76
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1804.70 | 61.45 | 21.30 | 27.53 | 25.5 | -1 | 40 |
| 20 Nov | 1840.90 | 40.15 | 0.00 | 22.68 | 247 | -11.5 | 40.5 |
| 19 Nov | 1840.90 | 40.15 | 0.40 | 22.68 | 247 | -12 | 40.5 |
| 18 Nov | 1839.45 | 39.75 | 11.15 | 26.97 | 389.5 | 12.5 | 53 |
| 14 Nov | 1863.40 | 28.6 | -1.45 | 24.23 | 116 | 8 | 40.5 |
| 13 Nov | 1868.20 | 30.05 | 7.65 | 24.55 | 87 | 4 | 32 |
| 12 Nov | 1892.25 | 22.4 | 10.05 | 24.80 | 389.5 | -9.5 | 28.5 |
| 11 Nov | 1921.10 | 12.35 | -7.10 | 23.94 | 29.5 | -6.5 | 38 |
| 8 Nov | 1910.15 | 19.45 | 0.15 | 23.75 | 21.5 | -7 | 44.5 |
| 7 Nov | 1916.50 | 19.3 | 4.55 | 25.86 | 48.5 | -11.5 | 53 |
| 6 Nov | 1933.70 | 14.75 | -12.90 | 25.29 | 45 | 14 | 64.5 |
| 5 Nov | 1916.05 | 27.65 | -11.55 | 29.65 | 95.5 | 45.5 | 50 |
| 4 Nov | 1870.85 | 39.2 | 34.85 | 25.78 | 5.5 | 2 | 2 |
| 31 Oct | 1917.35 | 4.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1927.90 | 4.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1913.30 | 4.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1896.00 | 4.35 | - | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1860 expiring on 28NOV2024
Delta for 1860 PE is -0.77
Historical price for 1860 PE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 61.45, which was 21.30 higher than the previous day. The implied volatity was 27.53, the open interest changed by -2 which decreased total open position to 80
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 40.15, which was 0.00 lower than the previous day. The implied volatity was 22.68, the open interest changed by -23 which decreased total open position to 81
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 40.15, which was 0.40 higher than the previous day. The implied volatity was 22.68, the open interest changed by -24 which decreased total open position to 81
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 39.75, which was 11.15 higher than the previous day. The implied volatity was 26.97, the open interest changed by 25 which increased total open position to 106
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 28.6, which was -1.45 lower than the previous day. The implied volatity was 24.23, the open interest changed by 16 which increased total open position to 81
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 30.05, which was 7.65 higher than the previous day. The implied volatity was 24.55, the open interest changed by 8 which increased total open position to 64
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 22.4, which was 10.05 higher than the previous day. The implied volatity was 24.80, the open interest changed by -19 which decreased total open position to 57
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 12.35, which was -7.10 lower than the previous day. The implied volatity was 23.94, the open interest changed by -13 which decreased total open position to 76
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 19.45, which was 0.15 higher than the previous day. The implied volatity was 23.75, the open interest changed by -14 which decreased total open position to 89
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 19.3, which was 4.55 higher than the previous day. The implied volatity was 25.86, the open interest changed by -23 which decreased total open position to 106
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 14.75, which was -12.90 lower than the previous day. The implied volatity was 25.29, the open interest changed by 28 which increased total open position to 129
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 27.65, which was -11.55 lower than the previous day. The implied volatity was 29.65, the open interest changed by 91 which increased total open position to 100
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 39.2, which was 34.85 higher than the previous day. The implied volatity was 25.78, the open interest changed by 4 which increased total open position to 4
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 4.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIGI was trading at 1927.90. The strike last trading price was 4.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ICICIGI was trading at 1913.30. The strike last trading price was 4.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ICICIGI was trading at 1896.00. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
