Historical option data for ICICIGI
26 May 2026 04:10 PM IST
| ICICIGI 30-Jun-2026 (34d) 1860 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 0.02
Theta: -0.78
Gamma: 0.00332
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 1860.30 | 52.65 | 0.2 (0.38%) | 20.65 | 127 | 41 | 60 | |||||||||
| 25 May | 1854.30 | 51 | 11.3 (28.46%) | 21.43 | 40 | 8 | 18 | |||||||||
| 22 May | 1826.20 | 39.7 | -11.3 (-22.16%) | 20.03 | 30 | 9 | 9 | |||||||||
| 18 May | 1813.00 | 0 | -50.8 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1835.20 | 0 | -50.8 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1848.90 | 0 | -50.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1804.20 | 0 | -50.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1782.80 | 0 | -50.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1828.60 | 0 | -50.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1828.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1850.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1860 expiring on 30JUN2026
Delta for 1860 CE is 0.55
Historical price for 1860 CE is as follows
On 26 May ICICIGI was trading at 1860.30. The strike last trading price was 52.65, which was 0.2 higher than the previous day. The implied volatity was 20.65, the open interest changed by 41 which increased total open position to 60
On 25 May ICICIGI was trading at 1854.30. The strike last trading price was 51, which was 11.3 higher than the previous day. The implied volatity was 21.43, the open interest changed by 8 which increased total open position to 18
On 22 May ICICIGI was trading at 1826.20. The strike last trading price was 39.7, which was -11.3 lower than the previous day. The implied volatity was 20.03, the open interest changed by 9 which increased total open position to 9
On 18 May ICICIGI was trading at 1813.00. The strike last trading price was 0, which was -50.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ICICIGI was trading at 1835.20. The strike last trading price was 0, which was -50.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ICICIGI was trading at 1848.90. The strike last trading price was 0, which was -50.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ICICIGI was trading at 1804.20. The strike last trading price was 0, which was -50.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ICICIGI was trading at 1782.80. The strike last trading price was 0, which was -50.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ICICIGI was trading at 1828.60. The strike last trading price was 0, which was -50.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ICICIGI was trading at 1828.00. The strike last trading price was 0, 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 May ICICIGI was trading at 1850.20. The strike last trading price was 0, 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
| ICICIGI 30-Jun-2026 (34d) 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.02
Theta: -0.53
Gamma: 0.00319
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 1860.30 | 45 | -75 (-62.50%) | 21.47 | 61 | 30 | 30 |
| 25 May | 1854.30 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 1826.20 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 1813.00 | 0 | -120.45 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1835.20 | 0 | -120.45 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1848.90 | 0 | -120.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1804.20 | 0 | -120.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1782.80 | 0 | -120.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1828.60 | 0 | -120 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1828.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 1850.20 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1860 expiring on 30JUN2026
Delta for 1860 PE is -0.45
Historical price for 1860 PE is as follows
On 26 May ICICIGI was trading at 1860.30. The strike last trading price was 45, which was -75 lower than the previous day. The implied volatity was 21.47, the open interest changed by 30 which increased total open position to 30
On 25 May ICICIGI was trading at 1854.30. The strike last trading price was 0, 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 May ICICIGI was trading at 1826.20. The strike last trading price was 0, 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 18 May ICICIGI was trading at 1813.00. The strike last trading price was 0, which was -120.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ICICIGI was trading at 1835.20. The strike last trading price was 0, which was -120.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ICICIGI was trading at 1848.90. The strike last trading price was 0, which was -120.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ICICIGI was trading at 1804.20. The strike last trading price was 0, which was -120.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ICICIGI was trading at 1782.80. The strike last trading price was 0, which was -120.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ICICIGI was trading at 1828.60. The strike last trading price was 0, which was -120 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ICICIGI was trading at 1828.00. The strike last trading price was 0, 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 May ICICIGI was trading at 1850.20. The strike last trading price was 0, 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
