ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
13 Mar 2026 04:11 PM IST
| ICICIGI 30-MAR-2026 1860 CE | ||||||||||||||||
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Delta: 0.42
Vega: 1.55
Theta: -1.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 1837.10 | 22 | -12.75 | 18.7 | 368 | 54 | 457 | |||||||||
| 12 Mar | 1855.30 | 37 | -14.65 | 19.6 | 392 | 232 | 403 | |||||||||
| 11 Mar | 1875.20 | 49.2 | -12.9 | 22.79 | 52 | -9 | 171 | |||||||||
| 10 Mar | 1889.30 | 63.05 | 3.3 | 23.8 | 17 | -12 | 181 | |||||||||
| 9 Mar | 1889.70 | 60.25 | 3.25 | 23.73 | 146 | 61 | 195 | |||||||||
| 6 Mar | 1880.30 | 57 | 4.95 | 20.88 | 53 | 2 | 135 | |||||||||
| 5 Mar | 1875.20 | 51.25 | 4.65 | 16.82 | 113 | 29 | 134 | |||||||||
| 4 Mar | 1855.50 | 46.3 | -74.4 | 22.3 | 147 | 102 | 105 | |||||||||
| 2 Mar | 1895.50 | 120.7 | 7.75 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1901.50 | 120.7 | 7.75 | - | 0 | 0 | 3 | |||||||||
| 26 Feb | 1946.50 | 120.7 | 7.75 | - | 0 | 0 | 3 | |||||||||
| 25 Feb | 1939.30 | 120.7 | 7.75 | - | 0 | 0 | 3 | |||||||||
| 24 Feb | 1903.90 | 120.7 | 7.75 | - | 0 | 0 | 3 | |||||||||
| 23 Feb | 1953.80 | 120.7 | 7.75 | 21.44 | 3 | 2 | 3 | |||||||||
| 20 Feb | 1936.10 | 112.95 | 46.65 | - | 0 | 0 | 1 | |||||||||
| 19 Feb | 1936.00 | 112.95 | 46.65 | - | 0 | 0 | 1 | |||||||||
| 18 Feb | 1959.70 | 112.95 | 46.65 | 12.71 | 5 | 0 | 0 | |||||||||
| 17 Feb | 1928.20 | 66.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1922.00 | 66.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1916.10 | 66.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1919.80 | 66.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 1931.70 | 66.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1909.60 | 66.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1888.20 | 66.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 1861.60 | 66.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 1874.20 | 66.3 | 0 | 0.09 | 0 | 0 | 0 | |||||||||
| 4 Feb | 1854.00 | 66.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 1861.50 | 66.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 1826.70 | 66.3 | 0 | 0.33 | 0 | 0 | 0 | |||||||||
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| 1 Feb | 1829.20 | 66.3 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1814.10 | 66.3 | 0 | 0.12 | 0 | 0 | 0 | |||||||||
| 29 Jan | 1825.60 | 66.3 | 0 | 0.54 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1860 expiring on 30MAR2026
Delta for 1860 CE is 0.42
Historical price for 1860 CE is as follows
On 13 Mar ICICIGI was trading at 1837.10. The strike last trading price was 22, which was -12.75 lower than the previous day. The implied volatity was 18.7, the open interest changed by 54 which increased total open position to 457
On 12 Mar ICICIGI was trading at 1855.30. The strike last trading price was 37, which was -14.65 lower than the previous day. The implied volatity was 19.6, the open interest changed by 232 which increased total open position to 403
On 11 Mar ICICIGI was trading at 1875.20. The strike last trading price was 49.2, which was -12.9 lower than the previous day. The implied volatity was 22.79, the open interest changed by -9 which decreased total open position to 171
On 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 63.05, which was 3.3 higher than the previous day. The implied volatity was 23.8, the open interest changed by -12 which decreased total open position to 181
On 9 Mar ICICIGI was trading at 1889.70. The strike last trading price was 60.25, which was 3.25 higher than the previous day. The implied volatity was 23.73, the open interest changed by 61 which increased total open position to 195
On 6 Mar ICICIGI was trading at 1880.30. The strike last trading price was 57, which was 4.95 higher than the previous day. The implied volatity was 20.88, the open interest changed by 2 which increased total open position to 135
On 5 Mar ICICIGI was trading at 1875.20. The strike last trading price was 51.25, which was 4.65 higher than the previous day. The implied volatity was 16.82, the open interest changed by 29 which increased total open position to 134
On 4 Mar ICICIGI was trading at 1855.50. The strike last trading price was 46.3, which was -74.4 lower than the previous day. The implied volatity was 22.3, the open interest changed by 102 which increased total open position to 105
On 2 Mar ICICIGI was trading at 1895.50. The strike last trading price was 120.7, which was 7.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb ICICIGI was trading at 1901.50. The strike last trading price was 120.7, which was 7.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 26 Feb ICICIGI was trading at 1946.50. The strike last trading price was 120.7, which was 7.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Feb ICICIGI was trading at 1939.30. The strike last trading price was 120.7, which was 7.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Feb ICICIGI was trading at 1903.90. The strike last trading price was 120.7, which was 7.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Feb ICICIGI was trading at 1953.80. The strike last trading price was 120.7, which was 7.75 higher than the previous day. The implied volatity was 21.44, the open interest changed by 2 which increased total open position to 3
On 20 Feb ICICIGI was trading at 1936.10. The strike last trading price was 112.95, which was 46.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Feb ICICIGI was trading at 1936.00. The strike last trading price was 112.95, which was 46.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Feb ICICIGI was trading at 1959.70. The strike last trading price was 112.95, which was 46.65 higher than the previous day. The implied volatity was 12.71, the open interest changed by 0 which decreased total open position to 0
On 17 Feb ICICIGI was trading at 1928.20. The strike last trading price was 66.3, 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 Feb ICICIGI was trading at 1922.00. The strike last trading price was 66.3, 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 13 Feb ICICIGI was trading at 1916.10. The strike last trading price was 66.3, 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 Feb ICICIGI was trading at 1919.80. The strike last trading price was 66.3, 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 11 Feb ICICIGI was trading at 1931.70. The strike last trading price was 66.3, 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 10 Feb ICICIGI was trading at 1909.60. The strike last trading price was 66.3, 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 Feb ICICIGI was trading at 1888.20. The strike last trading price was 66.3, 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 Feb ICICIGI was trading at 1861.60. The strike last trading price was 66.3, 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 Feb ICICIGI was trading at 1874.20. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 4 Feb ICICIGI was trading at 1854.00. The strike last trading price was 66.3, 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 3 Feb ICICIGI was trading at 1861.50. The strike last trading price was 66.3, 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 Feb ICICIGI was trading at 1826.70. The strike last trading price was 66.3, which was 0 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 1 Feb ICICIGI was trading at 1829.20. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 30 Jan ICICIGI was trading at 1814.10. The strike last trading price was 66.3, 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 29 Jan ICICIGI was trading at 1825.60. The strike last trading price was 66.3, which was 0 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 30MAR2026 1860 PE | |||||||
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Delta: -0.55
Vega: 1.57
Theta: -0.9
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 1837.10 | 50.15 | 12.4 | 25.95 | 174 | -22 | 199 |
| 12 Mar | 1855.30 | 36.75 | 5.7 | 25.05 | 263 | -49 | 222 |
| 11 Mar | 1875.20 | 30.9 | 7.6 | 23.61 | 519 | 67 | 262 |
| 10 Mar | 1889.30 | 23.6 | -5.75 | 22.71 | 188 | -14 | 194 |
| 9 Mar | 1889.70 | 31 | -2.2 | 25.33 | 347 | -60 | 208 |
| 6 Mar | 1880.30 | 31 | -0.1 | 23.45 | 184 | 68 | 269 |
| 5 Mar | 1875.20 | 31.75 | -13.55 | 23.66 | 218 | -1 | 200 |
| 4 Mar | 1855.50 | 45.15 | 20.35 | 24.11 | 504 | 78 | 201 |
| 2 Mar | 1895.50 | 24.55 | -0.75 | 21.34 | 224 | 95 | 124 |
| 27 Feb | 1901.50 | 25.45 | 9.7 | 21.03 | 67 | 18 | 29 |
| 26 Feb | 1946.50 | 16.35 | -1.35 | 23.15 | 8 | -3 | 10 |
| 25 Feb | 1939.30 | 17.7 | -7.3 | 21.85 | 12 | 4 | 12 |
| 24 Feb | 1903.90 | 25 | 9 | 21.51 | 8 | 3 | 6 |
| 23 Feb | 1953.80 | 16 | -1.85 | 22.73 | 2 | 0 | 2 |
| 20 Feb | 1936.10 | 17.85 | -1.05 | 21.5 | 6 | -2 | 2 |
| 19 Feb | 1936.00 | 18.9 | -3.1 | - | 0 | 0 | 4 |
| 18 Feb | 1959.70 | 18.9 | -3.1 | 24.81 | 12 | 2 | 4 |
| 17 Feb | 1928.20 | 22 | -78.95 | 22.01 | 2 | 0 | 0 |
| 16 Feb | 1922.00 | 100.95 | 0 | 3.91 | 0 | 0 | 0 |
| 13 Feb | 1916.10 | 100.95 | 0 | 2.84 | 0 | 0 | 0 |
| 12 Feb | 1919.80 | 100.95 | 0 | 3.46 | 0 | 0 | 0 |
| 11 Feb | 1931.70 | 100.95 | 0 | 3.64 | 0 | 0 | 0 |
| 10 Feb | 1909.60 | 100.95 | 0 | 2.97 | 0 | 0 | 0 |
| 9 Feb | 1888.20 | 100.95 | 0 | 2.08 | 0 | 0 | 0 |
| 6 Feb | 1861.60 | 100.95 | 0 | 1.1 | 0 | 0 | 0 |
| 5 Feb | 1874.20 | 100.95 | 0 | 1.73 | 0 | 0 | 0 |
| 4 Feb | 1854.00 | 100.95 | 0 | 0.95 | 0 | 0 | 0 |
| 3 Feb | 1861.50 | 100.95 | 0 | 0.98 | 0 | 0 | 0 |
| 2 Feb | 1826.70 | 100.95 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1829.20 | 100.95 | 0 | 0.31 | 0 | 0 | 0 |
| 30 Jan | 1814.10 | 100.95 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1825.60 | 100.95 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1860 expiring on 30MAR2026
Delta for 1860 PE is -0.55
Historical price for 1860 PE is as follows
On 13 Mar ICICIGI was trading at 1837.10. The strike last trading price was 50.15, which was 12.4 higher than the previous day. The implied volatity was 25.95, the open interest changed by -22 which decreased total open position to 199
On 12 Mar ICICIGI was trading at 1855.30. The strike last trading price was 36.75, which was 5.7 higher than the previous day. The implied volatity was 25.05, the open interest changed by -49 which decreased total open position to 222
On 11 Mar ICICIGI was trading at 1875.20. The strike last trading price was 30.9, which was 7.6 higher than the previous day. The implied volatity was 23.61, the open interest changed by 67 which increased total open position to 262
On 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 23.6, which was -5.75 lower than the previous day. The implied volatity was 22.71, the open interest changed by -14 which decreased total open position to 194
On 9 Mar ICICIGI was trading at 1889.70. The strike last trading price was 31, which was -2.2 lower than the previous day. The implied volatity was 25.33, the open interest changed by -60 which decreased total open position to 208
On 6 Mar ICICIGI was trading at 1880.30. The strike last trading price was 31, which was -0.1 lower than the previous day. The implied volatity was 23.45, the open interest changed by 68 which increased total open position to 269
On 5 Mar ICICIGI was trading at 1875.20. The strike last trading price was 31.75, which was -13.55 lower than the previous day. The implied volatity was 23.66, the open interest changed by -1 which decreased total open position to 200
On 4 Mar ICICIGI was trading at 1855.50. The strike last trading price was 45.15, which was 20.35 higher than the previous day. The implied volatity was 24.11, the open interest changed by 78 which increased total open position to 201
On 2 Mar ICICIGI was trading at 1895.50. The strike last trading price was 24.55, which was -0.75 lower than the previous day. The implied volatity was 21.34, the open interest changed by 95 which increased total open position to 124
On 27 Feb ICICIGI was trading at 1901.50. The strike last trading price was 25.45, which was 9.7 higher than the previous day. The implied volatity was 21.03, the open interest changed by 18 which increased total open position to 29
On 26 Feb ICICIGI was trading at 1946.50. The strike last trading price was 16.35, which was -1.35 lower than the previous day. The implied volatity was 23.15, the open interest changed by -3 which decreased total open position to 10
On 25 Feb ICICIGI was trading at 1939.30. The strike last trading price was 17.7, which was -7.3 lower than the previous day. The implied volatity was 21.85, the open interest changed by 4 which increased total open position to 12
On 24 Feb ICICIGI was trading at 1903.90. The strike last trading price was 25, which was 9 higher than the previous day. The implied volatity was 21.51, the open interest changed by 3 which increased total open position to 6
On 23 Feb ICICIGI was trading at 1953.80. The strike last trading price was 16, which was -1.85 lower than the previous day. The implied volatity was 22.73, the open interest changed by 0 which decreased total open position to 2
On 20 Feb ICICIGI was trading at 1936.10. The strike last trading price was 17.85, which was -1.05 lower than the previous day. The implied volatity was 21.5, the open interest changed by -2 which decreased total open position to 2
On 19 Feb ICICIGI was trading at 1936.00. The strike last trading price was 18.9, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Feb ICICIGI was trading at 1959.70. The strike last trading price was 18.9, which was -3.1 lower than the previous day. The implied volatity was 24.81, the open interest changed by 2 which increased total open position to 4
On 17 Feb ICICIGI was trading at 1928.20. The strike last trading price was 22, which was -78.95 lower than the previous day. The implied volatity was 22.01, the open interest changed by 0 which decreased total open position to 0
On 16 Feb ICICIGI was trading at 1922.00. The strike last trading price was 100.95, which was 0 lower than the previous day. The implied volatity was 3.91, the open interest changed by 0 which decreased total open position to 0
On 13 Feb ICICIGI was trading at 1916.10. The strike last trading price was 100.95, which was 0 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 12 Feb ICICIGI was trading at 1919.80. The strike last trading price was 100.95, which was 0 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0
On 11 Feb ICICIGI was trading at 1931.70. The strike last trading price was 100.95, which was 0 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0
On 10 Feb ICICIGI was trading at 1909.60. The strike last trading price was 100.95, 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 9 Feb ICICIGI was trading at 1888.20. The strike last trading price was 100.95, which was 0 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0
On 6 Feb ICICIGI was trading at 1861.60. The strike last trading price was 100.95, which was 0 lower than the previous day. The implied volatity was 1.1, the open interest changed by 0 which decreased total open position to 0
On 5 Feb ICICIGI was trading at 1874.20. The strike last trading price was 100.95, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0
On 4 Feb ICICIGI was trading at 1854.00. The strike last trading price was 100.95, which was 0 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0
On 3 Feb ICICIGI was trading at 1861.50. The strike last trading price was 100.95, which was 0 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 2 Feb ICICIGI was trading at 1826.70. The strike last trading price was 100.95, 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 Feb ICICIGI was trading at 1829.20. The strike last trading price was 100.95, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 30 Jan ICICIGI was trading at 1814.10. The strike last trading price was 100.95, 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 29 Jan ICICIGI was trading at 1825.60. The strike last trading price was 100.95, 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
