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Related Pages for ICICIGI
[--[65.84.65.76]--]
ICICIGI
Icici Lombard Gic Limited
1832.45 -28.70 (-1.54%)

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Historical option data for ICICIGI

27 Dec 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ICICIGI 30JAN2025 1860 CE
Delta: 0.46
Vega: 2.22
Theta: -0.96
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 1832.45 42.9 -17.10 22.56 338 97 117
26 Dec 1861.15 60 -9.80 22.89 12 2 19
24 Dec 1868.95 69.8 -0.05 23.78 33 7 17
23 Dec 1862.05 69.85 -67.00 24.84 10 7 9
20 Dec 1902.15 136.85 0.00 0.00 0 0 0
19 Dec 1898.00 136.85 0.00 0.00 0 0 0
11 Dec 1948.65 136.85 33.15 23.04 2 0 0
10 Dec 1945.80 103.7 0.00 - 0 0 0
5 Dec 1932.70 103.7 0.00 - 0 0 0
4 Dec 1950.85 103.7 0.00 - 0 0 0
3 Dec 1896.35 103.7 0.00 - 0 0 0
2 Dec 1834.10 103.7 0.00 - 0 0 0
29 Nov 1861.85 103.7 - 0 0 0

For Icici Lombard Gic Limited - strike price 1860 expiring on 30JAN2025

Delta for 1860 CE is 0.46

Historical price for 1860 CE is as follows

On 27 Dec ICICIGI was trading at 1832.45. The strike last trading price was 42.9, which was -17.10 lower than the previous day. The implied volatity was 22.56, the open interest changed by 97 which increased total open position to 117


On 26 Dec ICICIGI was trading at 1861.15. The strike last trading price was 60, which was -9.80 lower than the previous day. The implied volatity was 22.89, the open interest changed by 2 which increased total open position to 19


On 24 Dec ICICIGI was trading at 1868.95. The strike last trading price was 69.8, which was -0.05 lower than the previous day. The implied volatity was 23.78, the open interest changed by 7 which increased total open position to 17


On 23 Dec ICICIGI was trading at 1862.05. The strike last trading price was 69.85, which was -67.00 lower than the previous day. The implied volatity was 24.84, the open interest changed by 7 which increased total open position to 9


On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 136.85, 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 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 136.85, 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 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 136.85, which was 33.15 higher than the previous day. The implied volatity was 23.04, the open interest changed by 0 which decreased total open position to 0


On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 103.7, 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 Dec ICICIGI was trading at 1932.70. The strike last trading price was 103.7, 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 Dec ICICIGI was trading at 1950.85. The strike last trading price was 103.7, 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 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 103.7, 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 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 103.7, 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 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 103.7, 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 30JAN2025 1860 PE
Delta: -0.53
Vega: 2.22
Theta: -0.58
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 1832.45 67.35 15.85 26.48 140 74 76
26 Dec 1861.15 51.5 11.30 25.64 1 0 1
24 Dec 1868.95 40.2 -29.15 22.11 1 0 0
23 Dec 1862.05 69.35 0.00 0.98 0 0 0
20 Dec 1902.15 69.35 0.00 2.84 0 0 0
19 Dec 1898.00 69.35 0.00 2.82 0 0 0
11 Dec 1948.65 69.35 0.00 3.85 0 0 0
10 Dec 1945.80 69.35 0.00 3.99 0 0 0
5 Dec 1932.70 69.35 0.00 3.52 0 0 0
4 Dec 1950.85 69.35 0.00 4.07 0 0 0
3 Dec 1896.35 69.35 0.00 2.47 0 0 0
2 Dec 1834.10 69.35 0.00 0.33 0 0 0
29 Nov 1861.85 69.35 1.25 0 0 0

For Icici Lombard Gic Limited - strike price 1860 expiring on 30JAN2025

Delta for 1860 PE is -0.53

Historical price for 1860 PE is as follows

On 27 Dec ICICIGI was trading at 1832.45. The strike last trading price was 67.35, which was 15.85 higher than the previous day. The implied volatity was 26.48, the open interest changed by 74 which increased total open position to 76


On 26 Dec ICICIGI was trading at 1861.15. The strike last trading price was 51.5, which was 11.30 higher than the previous day. The implied volatity was 25.64, the open interest changed by 0 which decreased total open position to 1


On 24 Dec ICICIGI was trading at 1868.95. The strike last trading price was 40.2, which was -29.15 lower than the previous day. The implied volatity was 22.11, the open interest changed by 0 which decreased total open position to 0


On 23 Dec ICICIGI was trading at 1862.05. The strike last trading price was 69.35, which was 0.00 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0


On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 69.35, which was 0.00 lower than the previous day. The implied volatity was 2.84, the open interest changed by 0 which decreased total open position to 0


On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 69.35, which was 0.00 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0


On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 69.35, which was 0.00 lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0


On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 69.35, which was 0.00 lower than the previous day. The implied volatity was 3.99, 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 69.35, which was 0.00 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0


On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 69.35, which was 0.00 lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0


On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 69.35, which was 0.00 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0


On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 69.35, which was 0.00 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0


On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 69.35, which was lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0