ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
11 Apr 2025 04:11 PM IST
| ICICIGI 24APR2025 1880 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.68
Theta: -1.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1718.55 | 8.6 | -12.15 | 42.49 | 432 | 37 | 195 | |||
| 9 Apr | 1786.50 | 19.05 | 1.5 | 34.98 | 150 | 18 | 158 | |||
| 8 Apr | 1775.80 | 17.8 | 5.5 | 34.41 | 185 | -68 | 140 | |||
| 7 Apr | 1744.40 | 13.2 | -15.7 | 35.76 | 445 | 5 | 208 | |||
| 4 Apr | 1829.55 | 29.95 | -2.6 | 27.66 | 289 | 52 | 204 | |||
| 3 Apr | 1831.50 | 33 | -0.8 | 27.19 | 124 | 1 | 155 | |||
| 2 Apr | 1829.95 | 33.55 | 12.6 | 28.56 | 378 | -100 | 153 | |||
| 1 Apr | 1791.90 | 20.8 | -2.45 | 26.50 | 302 | 37 | 253 | |||
| 28 Mar | 1792.85 | 22.45 | -2.95 | 27.46 | 729 | 54 | 216 | |||
| 27 Mar | 1794.25 | 25.65 | 7.75 | 28.92 | 533 | 29 | 161 | |||
| 26 Mar | 1772.45 | 20.5 | -8 | 27.23 | 48 | -7 | 132 | |||
| 25 Mar | 1779.50 | 29.05 | -71.05 | 29.99 | 1,111 | 139 | 139 | |||
| 24 Mar | 1785.05 | 100.1 | 0 | 4.21 | 0 | 0 | 0 | |||
| 27 Feb | 1701.20 | 0 | 0 | 5.53 | 0 | 0 | 0 | |||
| 26 Feb | 1685.00 | 0 | 0 | 5.77 | 0 | 0 | 0 | |||
| 25 Feb | 1687.75 | 0 | 0 | 5.77 | 0 | 0 | 0 | |||
| 24 Feb | 1710.85 | 0 | 0 | 4.97 | 0 | 0 | 0 | |||
| 21 Feb | 1733.10 | 0 | 0 | 4.05 | 0 | 0 | 0 | |||
| 20 Feb | 1727.30 | 0 | 0 | 4.24 | 0 | 0 | 0 | |||
| 19 Feb | 1728.95 | 0 | 0 | 4.01 | 0 | 0 | 0 | |||
| 18 Feb | 1738.40 | 0 | 0 | 3.70 | 0 | 0 | 0 | |||
| 17 Feb | 1725.05 | 0 | 0 | 4.18 | 0 | 0 | 0 | |||
| 14 Feb | 1737.95 | 0 | 0 | 3.55 | 0 | 0 | 0 | |||
| 13 Feb | 1776.85 | 0 | 0 | 2.39 | 0 | 0 | 0 | |||
| 12 Feb | 1764.80 | 0 | 0 | 2.68 | 0 | 0 | 0 | |||
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| 11 Feb | 1795.10 | 0 | 0 | 1.68 | 0 | 0 | 0 | |||
| 10 Feb | 1828.45 | 0 | 0 | 0.41 | 0 | 0 | 0 | |||
| 7 Feb | 1826.95 | 0 | 0 | 0.66 | 0 | 0 | 0 | |||
| 6 Feb | 1827.90 | 0 | 0 | 0.33 | 0 | 0 | 0 | |||
| 5 Feb | 1854.65 | 0 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 1874.40 | 0 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 1885.35 | 0 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 1879.95 | 0 | 0 | - | 0 | 0 | 0 | |||
For Icici Lombard Gic Limited - strike price 1880 expiring on 24APR2025
Delta for 1880 CE is 0.13
Historical price for 1880 CE is as follows
On 11 Apr ICICIGI was trading at 1718.55. The strike last trading price was 8.6, which was -12.15 lower than the previous day. The implied volatity was 42.49, the open interest changed by 37 which increased total open position to 195
On 9 Apr ICICIGI was trading at 1786.50. The strike last trading price was 19.05, which was 1.5 higher than the previous day. The implied volatity was 34.98, the open interest changed by 18 which increased total open position to 158
On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 17.8, which was 5.5 higher than the previous day. The implied volatity was 34.41, the open interest changed by -68 which decreased total open position to 140
On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 13.2, which was -15.7 lower than the previous day. The implied volatity was 35.76, the open interest changed by 5 which increased total open position to 208
On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 29.95, which was -2.6 lower than the previous day. The implied volatity was 27.66, the open interest changed by 52 which increased total open position to 204
On 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 33, which was -0.8 lower than the previous day. The implied volatity was 27.19, the open interest changed by 1 which increased total open position to 155
On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 33.55, which was 12.6 higher than the previous day. The implied volatity was 28.56, the open interest changed by -100 which decreased total open position to 153
On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 20.8, which was -2.45 lower than the previous day. The implied volatity was 26.50, the open interest changed by 37 which increased total open position to 253
On 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 22.45, which was -2.95 lower than the previous day. The implied volatity was 27.46, the open interest changed by 54 which increased total open position to 216
On 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 25.65, which was 7.75 higher than the previous day. The implied volatity was 28.92, the open interest changed by 29 which increased total open position to 161
On 26 Mar ICICIGI was trading at 1772.45. The strike last trading price was 20.5, which was -8 lower than the previous day. The implied volatity was 27.23, the open interest changed by -7 which decreased total open position to 132
On 25 Mar ICICIGI was trading at 1779.50. The strike last trading price was 29.05, which was -71.05 lower than the previous day. The implied volatity was 29.99, the open interest changed by 139 which increased total open position to 139
On 24 Mar ICICIGI was trading at 1785.05. The strike last trading price was 100.1, which was 0 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
On 27 Feb ICICIGI was trading at 1701.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0
On 26 Feb ICICIGI was trading at 1685.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.77, the open interest changed by 0 which decreased total open position to 0
On 25 Feb ICICIGI was trading at 1687.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.77, the open interest changed by 0 which decreased total open position to 0
On 24 Feb ICICIGI was trading at 1710.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.97, the open interest changed by 0 which decreased total open position to 0
On 21 Feb ICICIGI was trading at 1733.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0
On 20 Feb ICICIGI was trading at 1727.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 0
On 19 Feb ICICIGI was trading at 1728.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0
On 18 Feb ICICIGI was trading at 1738.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.70, the open interest changed by 0 which decreased total open position to 0
On 17 Feb ICICIGI was trading at 1725.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0
On 14 Feb ICICIGI was trading at 1737.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0
On 13 Feb ICICIGI was trading at 1776.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0
On 12 Feb ICICIGI was trading at 1764.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0
On 11 Feb ICICIGI was trading at 1795.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0
On 10 Feb ICICIGI was trading at 1828.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0
On 7 Feb ICICIGI was trading at 1826.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
On 6 Feb ICICIGI was trading at 1827.90. The strike last trading price was 0, 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 5 Feb ICICIGI was trading at 1854.65. 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 4 Feb ICICIGI was trading at 1874.40. 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 3 Feb ICICIGI was trading at 1885.35. 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 1 Feb ICICIGI was trading at 1879.95. 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 24APR2025 1880 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.62
Theta: -0.49
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1718.55 | 174.2 | 66.15 | 39.85 | 9 | -1 | 37 |
| 9 Apr | 1786.50 | 108.05 | -3.8 | 35.41 | 40 | 3 | 37 |
| 8 Apr | 1775.80 | 111.85 | -43.3 | 32.73 | 9 | 4 | 33 |
| 7 Apr | 1744.40 | 155.15 | 76.05 | 46.68 | 9 | -2 | 28 |
| 4 Apr | 1829.55 | 79.1 | 3.05 | 32.49 | 36 | 3 | 31 |
| 3 Apr | 1831.50 | 72.35 | -3.6 | 30.20 | 37 | -4 | 27 |
| 2 Apr | 1829.95 | 76 | -30.25 | 29.11 | 46 | 1 | 33 |
| 1 Apr | 1791.90 | 106.25 | 0.45 | 34.77 | 14 | 2 | 32 |
| 28 Mar | 1792.85 | 106.7 | 3.35 | 27.83 | 74 | 30 | 30 |
| 27 Mar | 1794.25 | 103.35 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 1772.45 | 103.35 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1779.50 | 103.35 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1785.05 | 103.35 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 1701.20 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 1685.00 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 1687.75 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 1710.85 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 1733.10 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 1727.30 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1728.95 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1738.40 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1725.05 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 1737.95 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1776.85 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1764.80 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1795.10 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1828.45 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1826.95 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1827.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1854.65 | 0 | 0 | 0.53 | 0 | 0 | 0 |
| 4 Feb | 1874.40 | 0 | 0 | 1.17 | 0 | 0 | 0 |
| 3 Feb | 1885.35 | 0 | 0 | 1.33 | 0 | 0 | 0 |
| 1 Feb | 1879.95 | 0 | 0 | 0.95 | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1880 expiring on 24APR2025
Delta for 1880 PE is -0.89
Historical price for 1880 PE is as follows
On 11 Apr ICICIGI was trading at 1718.55. The strike last trading price was 174.2, which was 66.15 higher than the previous day. The implied volatity was 39.85, the open interest changed by -1 which decreased total open position to 37
On 9 Apr ICICIGI was trading at 1786.50. The strike last trading price was 108.05, which was -3.8 lower than the previous day. The implied volatity was 35.41, the open interest changed by 3 which increased total open position to 37
On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 111.85, which was -43.3 lower than the previous day. The implied volatity was 32.73, the open interest changed by 4 which increased total open position to 33
On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 155.15, which was 76.05 higher than the previous day. The implied volatity was 46.68, the open interest changed by -2 which decreased total open position to 28
On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 79.1, which was 3.05 higher than the previous day. The implied volatity was 32.49, the open interest changed by 3 which increased total open position to 31
On 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 72.35, which was -3.6 lower than the previous day. The implied volatity was 30.20, the open interest changed by -4 which decreased total open position to 27
On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 76, which was -30.25 lower than the previous day. The implied volatity was 29.11, the open interest changed by 1 which increased total open position to 33
On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 106.25, which was 0.45 higher than the previous day. The implied volatity was 34.77, the open interest changed by 2 which increased total open position to 32
On 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 106.7, which was 3.35 higher than the previous day. The implied volatity was 27.83, the open interest changed by 30 which increased total open position to 30
On 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 103.35, 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 26 Mar ICICIGI was trading at 1772.45. The strike last trading price was 103.35, 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 25 Mar ICICIGI was trading at 1779.50. The strike last trading price was 103.35, 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 24 Mar ICICIGI was trading at 1785.05. The strike last trading price was 103.35, 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 27 Feb ICICIGI was trading at 1701.20. 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 26 Feb ICICIGI was trading at 1685.00. 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 25 Feb ICICIGI was trading at 1687.75. 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 24 Feb ICICIGI was trading at 1710.85. 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 21 Feb ICICIGI was trading at 1733.10. 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 20 Feb ICICIGI was trading at 1727.30. 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 19 Feb ICICIGI was trading at 1728.95. 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 Feb ICICIGI was trading at 1738.40. 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 17 Feb ICICIGI was trading at 1725.05. 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 14 Feb ICICIGI was trading at 1737.95. 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 13 Feb ICICIGI was trading at 1776.85. 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 12 Feb ICICIGI was trading at 1764.80. 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 11 Feb ICICIGI was trading at 1795.10. 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 10 Feb ICICIGI was trading at 1828.45. 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 Feb ICICIGI was trading at 1826.95. 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 6 Feb ICICIGI was trading at 1827.90. 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 5 Feb ICICIGI was trading at 1854.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
On 4 Feb ICICIGI was trading at 1874.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0
On 3 Feb ICICIGI was trading at 1885.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0
On 1 Feb ICICIGI was trading at 1879.95. The strike last trading price was 0, 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
