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[--[65.84.65.76]--]
ICICIGI
Icici Lombard Gic Limited

1902.15 4.15 (0.22%)

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Historical option data for ICICIGI

20 Dec 2024 04:11 PM IST
ICICIGI 26DEC2024 1880 CE
Delta: 0.77
Vega: 0.74
Theta: -1.28
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1902.15 30.25 -7.75 14.44 544 -53 159
19 Dec 1898.00 38 7.80 21.90 1,161 19 212
18 Dec 1874.70 30.2 -22.95 27.44 240 2 194
17 Dec 1917.30 53.15 -46.85 22.37 7 -1 192
16 Dec 1963.80 100 0.00 0.00 0 0 0
13 Dec 1983.35 100 2.75 - 1 0 193
12 Dec 1961.35 97.25 13.15 17.26 23 0 193
11 Dec 1948.65 84.1 4.20 24.08 16 0 192
10 Dec 1945.80 79.9 -22.05 20.87 65 51 191
9 Dec 1962.20 101.95 9.50 24.62 9 3 138
6 Dec 1949.90 92.45 10.45 23.61 26 -10 135
5 Dec 1932.70 82 -8.70 24.45 6 -2 145
4 Dec 1950.85 90.7 34.20 20.78 347 -22 148
3 Dec 1896.35 56.5 21.50 21.98 1,684 26 167
2 Dec 1834.10 35 -10.45 25.54 62 4 140
29 Nov 1861.85 45.45 -9.15 23.95 201 20 136
28 Nov 1871.10 54.6 -367.85 22.80 211 116 116
27 Nov 1863.75 422.45 0.00 0.27 0 0 0
26 Nov 1854.45 422.45 0.00 0.51 0 0 0
25 Nov 1836.90 422.45 0.00 1.39 0 0 0
20 Nov 1840.90 422.45 0.00 1.46 0 0 0
19 Nov 1840.90 422.45 0.00 1.46 0 0 0
18 Nov 1839.45 422.45 0.00 0.89 0 0 0
14 Nov 1863.40 422.45 0.00 - 0 0 0
13 Nov 1868.20 422.45 0.00 - 0 0 0
12 Nov 1892.25 422.45 0.00 - 0 0 0
11 Nov 1921.10 422.45 0.00 - 0 0 0
7 Nov 1916.50 422.45 0.00 - 0 0 0
5 Nov 1916.05 422.45 0.00 - 0 0 0
4 Nov 1870.85 422.45 422.45 - 0 0 0
31 Oct 1917.35 0 0.00 - 0 0 0
30 Oct 1927.90 0 0.00 - 0 0 0
29 Oct 1913.30 0 0.00 - 0 0 0
28 Oct 1896.00 0 0.00 - 0 0 0
25 Oct 1929.15 0 0.00 - 0 0 0
24 Oct 1955.75 0 0.00 - 0 0 0
23 Oct 1958.95 0 0.00 - 0 0 0
22 Oct 1986.25 0 0.00 - 0 0 0
21 Oct 2024.35 0 0.00 - 0 0 0
18 Oct 2020.95 0 0.00 - 0 0 0
17 Oct 2040.45 0 0.00 - 0 0 0
16 Oct 2075.60 0 0.00 - 0 0 0
11 Oct 2067.35 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 1880 expiring on 26DEC2024

Delta for 1880 CE is 0.77

Historical price for 1880 CE is as follows

On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 30.25, which was -7.75 lower than the previous day. The implied volatity was 14.44, the open interest changed by -53 which decreased total open position to 159


On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 38, which was 7.80 higher than the previous day. The implied volatity was 21.90, the open interest changed by 19 which increased total open position to 212


On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 30.2, which was -22.95 lower than the previous day. The implied volatity was 27.44, the open interest changed by 2 which increased total open position to 194


On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 53.15, which was -46.85 lower than the previous day. The implied volatity was 22.37, the open interest changed by -1 which decreased total open position to 192


On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 100, 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 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 100, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 193


On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 97.25, which was 13.15 higher than the previous day. The implied volatity was 17.26, the open interest changed by 0 which decreased total open position to 193


On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 84.1, which was 4.20 higher than the previous day. The implied volatity was 24.08, the open interest changed by 0 which decreased total open position to 192


On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 79.9, which was -22.05 lower than the previous day. The implied volatity was 20.87, the open interest changed by 51 which increased total open position to 191


On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 101.95, which was 9.50 higher than the previous day. The implied volatity was 24.62, the open interest changed by 3 which increased total open position to 138


On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 92.45, which was 10.45 higher than the previous day. The implied volatity was 23.61, the open interest changed by -10 which decreased total open position to 135


On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 82, which was -8.70 lower than the previous day. The implied volatity was 24.45, the open interest changed by -2 which decreased total open position to 145


On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 90.7, which was 34.20 higher than the previous day. The implied volatity was 20.78, the open interest changed by -22 which decreased total open position to 148


On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 56.5, which was 21.50 higher than the previous day. The implied volatity was 21.98, the open interest changed by 26 which increased total open position to 167


On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 35, which was -10.45 lower than the previous day. The implied volatity was 25.54, the open interest changed by 4 which increased total open position to 140


On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 45.45, which was -9.15 lower than the previous day. The implied volatity was 23.95, the open interest changed by 20 which increased total open position to 136


On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 54.6, which was -367.85 lower than the previous day. The implied volatity was 22.80, the open interest changed by 116 which increased total open position to 116


On 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 422.45, which was 0.00 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0


On 26 Nov ICICIGI was trading at 1854.45. The strike last trading price was 422.45, which was 0.00 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0


On 25 Nov ICICIGI was trading at 1836.90. The strike last trading price was 422.45, which was 0.00 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0


On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 422.45, which was 0.00 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0


On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 422.45, which was 0.00 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0


On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 422.45, which was 0.00 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0


On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 422.45, 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 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 422.45, 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 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 422.45, 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 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 422.45, 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 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 422.45, 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 Nov ICICIGI was trading at 1916.05. The strike last trading price was 422.45, 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 Nov ICICIGI was trading at 1870.85. The strike last trading price was 422.45, which was 422.45 higher 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 0, 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 0, 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 0, 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 0, 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 25 Oct ICICIGI was trading at 1929.15. The strike last trading price was 0, 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 24 Oct ICICIGI was trading at 1955.75. The strike last trading price was 0, 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 23 Oct ICICIGI was trading at 1958.95. The strike last trading price was 0, 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 22 Oct ICICIGI was trading at 1986.25. The strike last trading price was 0, 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 21 Oct ICICIGI was trading at 2024.35. The strike last trading price was 0, 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 18 Oct ICICIGI was trading at 2020.95. The strike last trading price was 0, 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 17 Oct ICICIGI was trading at 2040.45. The strike last trading price was 0, 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 16 Oct ICICIGI was trading at 2075.60. The strike last trading price was 0, 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 11 Oct ICICIGI was trading at 2067.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ICICIGI 26DEC2024 1880 PE
Delta: -0.33
Vega: 0.88
Theta: -1.67
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1902.15 13.55 -2.50 25.03 612 -21 192
19 Dec 1898.00 16.05 -10.90 25.86 551 -17 215
18 Dec 1874.70 26.95 14.40 24.15 690 78 232
17 Dec 1917.30 12.55 7.15 24.43 340 9 154
16 Dec 1963.80 5.4 1.70 24.52 319 -32 158
13 Dec 1983.35 3.7 -4.20 24.01 246 6 192
12 Dec 1961.35 7.9 -4.25 25.28 206 -19 186
11 Dec 1948.65 12.15 -1.80 24.53 79 18 205
10 Dec 1945.80 13.95 4.60 24.92 112 36 188
9 Dec 1962.20 9.35 -5.00 23.83 113 36 151
6 Dec 1949.90 14.35 -5.80 23.88 221 -14 116
5 Dec 1932.70 20.15 2.70 24.41 129 -10 129
4 Dec 1950.85 17.45 -17.30 25.04 370 -1 141
3 Dec 1896.35 34.75 -32.15 25.02 195 -10 146
2 Dec 1834.10 66.9 11.20 26.75 29 -12 155
29 Nov 1861.85 55.7 5.60 26.04 132 40 166
28 Nov 1871.10 50.1 39.05 27.51 205 128 128
27 Nov 1863.75 11.05 0.00 - 0 0 0
26 Nov 1854.45 11.05 0.00 - 0 0 0
25 Nov 1836.90 11.05 0.00 - 0 0 0
20 Nov 1840.90 11.05 0.00 - 0 0 0
19 Nov 1840.90 11.05 0.00 - 0 0 0
18 Nov 1839.45 11.05 0.00 - 0 0 0
14 Nov 1863.40 11.05 0.00 0.42 0 0 0
13 Nov 1868.20 11.05 0.00 0.44 0 0 0
12 Nov 1892.25 11.05 0.00 1.46 0 0 0
11 Nov 1921.10 11.05 0.00 3.09 0 0 0
7 Nov 1916.50 11.05 0.00 2.70 0 0 0
5 Nov 1916.05 11.05 0.00 2.60 0 0 0
4 Nov 1870.85 11.05 0.00 0.69 0 0 0
31 Oct 1917.35 11.05 0.00 - 0 0 0
30 Oct 1927.90 11.05 0.00 - 0 0 0
29 Oct 1913.30 11.05 0.00 - 0 0 0
28 Oct 1896.00 11.05 0.00 - 0 0 0
25 Oct 1929.15 11.05 11.05 - 0 0 0
24 Oct 1955.75 0 0.00 - 0 0 0
23 Oct 1958.95 0 0.00 - 0 0 0
22 Oct 1986.25 0 0.00 - 0 0 0
21 Oct 2024.35 0 0.00 - 0 0 0
18 Oct 2020.95 0 0.00 - 0 0 0
17 Oct 2040.45 0 0.00 - 0 0 0
16 Oct 2075.60 0 0.00 - 0 0 0
11 Oct 2067.35 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 1880 expiring on 26DEC2024

Delta for 1880 PE is -0.33

Historical price for 1880 PE is as follows

On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 13.55, which was -2.50 lower than the previous day. The implied volatity was 25.03, the open interest changed by -21 which decreased total open position to 192


On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 16.05, which was -10.90 lower than the previous day. The implied volatity was 25.86, the open interest changed by -17 which decreased total open position to 215


On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 26.95, which was 14.40 higher than the previous day. The implied volatity was 24.15, the open interest changed by 78 which increased total open position to 232


On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 12.55, which was 7.15 higher than the previous day. The implied volatity was 24.43, the open interest changed by 9 which increased total open position to 154


On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 5.4, which was 1.70 higher than the previous day. The implied volatity was 24.52, the open interest changed by -32 which decreased total open position to 158


On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 3.7, which was -4.20 lower than the previous day. The implied volatity was 24.01, the open interest changed by 6 which increased total open position to 192


On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 7.9, which was -4.25 lower than the previous day. The implied volatity was 25.28, the open interest changed by -19 which decreased total open position to 186


On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 12.15, which was -1.80 lower than the previous day. The implied volatity was 24.53, the open interest changed by 18 which increased total open position to 205


On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 13.95, which was 4.60 higher than the previous day. The implied volatity was 24.92, the open interest changed by 36 which increased total open position to 188


On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 9.35, which was -5.00 lower than the previous day. The implied volatity was 23.83, the open interest changed by 36 which increased total open position to 151


On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 14.35, which was -5.80 lower than the previous day. The implied volatity was 23.88, the open interest changed by -14 which decreased total open position to 116


On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 20.15, which was 2.70 higher than the previous day. The implied volatity was 24.41, the open interest changed by -10 which decreased total open position to 129


On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 17.45, which was -17.30 lower than the previous day. The implied volatity was 25.04, the open interest changed by -1 which decreased total open position to 141


On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 34.75, which was -32.15 lower than the previous day. The implied volatity was 25.02, the open interest changed by -10 which decreased total open position to 146


On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 66.9, which was 11.20 higher than the previous day. The implied volatity was 26.75, the open interest changed by -12 which decreased total open position to 155


On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 55.7, which was 5.60 higher than the previous day. The implied volatity was 26.04, the open interest changed by 40 which increased total open position to 166


On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 50.1, which was 39.05 higher than the previous day. The implied volatity was 27.51, the open interest changed by 128 which increased total open position to 128


On 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 11.05, 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 26 Nov ICICIGI was trading at 1854.45. The strike last trading price was 11.05, 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 25 Nov ICICIGI was trading at 1836.90. The strike last trading price was 11.05, 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 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 11.05, 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 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 11.05, 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 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 11.05, 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 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 11.05, which was 0.00 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0


On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 11.05, which was 0.00 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0


On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 11.05, which was 0.00 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0


On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 11.05, which was 0.00 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0


On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 11.05, which was 0.00 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0


On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 11.05, which was 0.00 lower than the previous day. The implied volatity was 2.60, the open interest changed by 0 which decreased total open position to 0


On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 11.05, which was 0.00 lower than the previous day. The implied volatity was 0.69, 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 11.05, 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 11.05, 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 11.05, 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 11.05, 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 25 Oct ICICIGI was trading at 1929.15. The strike last trading price was 11.05, which was 11.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct ICICIGI was trading at 1955.75. The strike last trading price was 0, 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 23 Oct ICICIGI was trading at 1958.95. The strike last trading price was 0, 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 22 Oct ICICIGI was trading at 1986.25. The strike last trading price was 0, 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 21 Oct ICICIGI was trading at 2024.35. The strike last trading price was 0, 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 18 Oct ICICIGI was trading at 2020.95. The strike last trading price was 0, 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 17 Oct ICICIGI was trading at 2040.45. The strike last trading price was 0, 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 16 Oct ICICIGI was trading at 2075.60. The strike last trading price was 0, 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 11 Oct ICICIGI was trading at 2067.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to