ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
03 Dec 2024 04:11 PM IST
| ICICIGI 26DEC2024 1880 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 1.82
Theta: -1.17
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.61
Historical price for 1880 CE is as follows
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: -0.40
Vega: 1.83
Theta: -0.78
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.40
Historical price for 1880 PE is as follows
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
