ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Nov 2024 04:11 PM IST
| ICICIGI 28NOV2024 1880 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.55
Theta: -1.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1804.70 | 4.5 | -6.60 | 25.76 | 195 | 58.5 | 105.5 | |||
| 20 Nov | 1840.90 | 11.1 | 0.00 | 23.97 | 265.5 | -2 | 48 | |||
| 19 Nov | 1840.90 | 11.1 | -4.10 | 23.97 | 265.5 | -1 | 48 | |||
| 18 Nov | 1839.45 | 15.2 | -13.80 | 23.36 | 73 | 13.5 | 49 | |||
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| 14 Nov | 1863.40 | 29 | -4.80 | 21.78 | 87 | -1 | 35.5 | |||
| 13 Nov | 1868.20 | 33.8 | -12.75 | 24.05 | 49 | 7 | 36.5 | |||
| 12 Nov | 1892.25 | 46.55 | -24.25 | 23.11 | 42.5 | 0.5 | 35 | |||
| 11 Nov | 1921.10 | 70.8 | 10.80 | 22.47 | 9.5 | 1 | 35 | |||
| 8 Nov | 1910.15 | 60 | -25.00 | 22.25 | 1.5 | 0 | 34.5 | |||
| 7 Nov | 1916.50 | 85 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 6 Nov | 1933.70 | 85 | 10.65 | 21.20 | 3.5 | 0.5 | 35.5 | |||
| 5 Nov | 1916.05 | 74.35 | 21.00 | 23.58 | 51.5 | -3 | 35 | |||
| 4 Nov | 1870.85 | 53.35 | -261.75 | 27.61 | 45.5 | 38 | 38 | |||
| 31 Oct | 1917.35 | 315.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1927.90 | 315.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1913.30 | 315.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1896.00 | 315.1 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1880 expiring on 28NOV2024
Delta for 1880 CE is 0.14
Historical price for 1880 CE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 4.5, which was -6.60 lower than the previous day. The implied volatity was 25.76, the open interest changed by 117 which increased total open position to 211
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 11.1, which was 0.00 lower than the previous day. The implied volatity was 23.97, the open interest changed by -4 which decreased total open position to 96
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 11.1, which was -4.10 lower than the previous day. The implied volatity was 23.97, the open interest changed by -2 which decreased total open position to 96
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 15.2, which was -13.80 lower than the previous day. The implied volatity was 23.36, the open interest changed by 27 which increased total open position to 98
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 29, which was -4.80 lower than the previous day. The implied volatity was 21.78, the open interest changed by -2 which decreased total open position to 71
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 33.8, which was -12.75 lower than the previous day. The implied volatity was 24.05, the open interest changed by 14 which increased total open position to 73
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 46.55, which was -24.25 lower than the previous day. The implied volatity was 23.11, the open interest changed by 1 which increased total open position to 70
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 70.8, which was 10.80 higher than the previous day. The implied volatity was 22.47, the open interest changed by 2 which increased total open position to 70
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 60, which was -25.00 lower than the previous day. The implied volatity was 22.25, the open interest changed by 0 which decreased total open position to 69
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 85, which was 10.65 higher than the previous day. The implied volatity was 21.20, the open interest changed by 1 which increased total open position to 71
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 74.35, which was 21.00 higher than the previous day. The implied volatity was 23.58, the open interest changed by -6 which decreased total open position to 70
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 53.35, which was -261.75 lower than the previous day. The implied volatity was 27.61, the open interest changed by 76 which increased total open position to 76
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 315.1, 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 315.1, 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 315.1, 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 315.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIGI 28NOV2024 1880 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1804.70 | 54.6 | 0.00 | 0.00 | 0 | -10 | 0 |
| 20 Nov | 1840.90 | 54.6 | 0.00 | 23.10 | 29.5 | -10 | 32.5 |
| 19 Nov | 1840.90 | 54.6 | 2.50 | 23.10 | 29.5 | -9.5 | 32.5 |
| 18 Nov | 1839.45 | 52.1 | 15.15 | 27.01 | 58.5 | 0.5 | 42 |
| 14 Nov | 1863.40 | 36.95 | -1.80 | 23.25 | 76.5 | -3.5 | 41.5 |
| 13 Nov | 1868.20 | 38.75 | 8.00 | 23.86 | 146.5 | 13 | 45 |
| 12 Nov | 1892.25 | 30.75 | 12.20 | 25.14 | 330.5 | -9 | 37 |
| 11 Nov | 1921.10 | 18.55 | -5.95 | 24.66 | 17 | 8.5 | 46.5 |
| 8 Nov | 1910.15 | 24.5 | -0.35 | 22.72 | 25 | 2 | 38 |
| 7 Nov | 1916.50 | 24.85 | 4.80 | 25.48 | 20 | -1 | 36.5 |
| 6 Nov | 1933.70 | 20.05 | -13.60 | 25.43 | 50.5 | -16 | 37.5 |
| 5 Nov | 1916.05 | 33.65 | -16.05 | 29.14 | 92 | 22.5 | 53.5 |
| 4 Nov | 1870.85 | 49.7 | 24.70 | 26.31 | 66.5 | 28.5 | 30.5 |
| 31 Oct | 1917.35 | 25 | -4.80 | - | 23 | 1 | 2 |
| 30 Oct | 1927.90 | 29.8 | -0.85 | - | 2 | -1 | 1 |
| 29 Oct | 1913.30 | 30.65 | 7.70 | - | 2 | 1 | 1 |
| 28 Oct | 1896.00 | 22.95 | - | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1880 expiring on 28NOV2024
Delta for 1880 PE is 0.00
Historical price for 1880 PE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 54.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -20 which decreased total open position to 0
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 54.6, which was 0.00 lower than the previous day. The implied volatity was 23.10, the open interest changed by -20 which decreased total open position to 65
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 54.6, which was 2.50 higher than the previous day. The implied volatity was 23.10, the open interest changed by -19 which decreased total open position to 65
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 52.1, which was 15.15 higher than the previous day. The implied volatity was 27.01, the open interest changed by 1 which increased total open position to 84
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 36.95, which was -1.80 lower than the previous day. The implied volatity was 23.25, the open interest changed by -7 which decreased total open position to 83
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 38.75, which was 8.00 higher than the previous day. The implied volatity was 23.86, the open interest changed by 26 which increased total open position to 90
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 30.75, which was 12.20 higher than the previous day. The implied volatity was 25.14, the open interest changed by -18 which decreased total open position to 74
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 18.55, which was -5.95 lower than the previous day. The implied volatity was 24.66, the open interest changed by 17 which increased total open position to 93
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 24.5, which was -0.35 lower than the previous day. The implied volatity was 22.72, the open interest changed by 4 which increased total open position to 76
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 24.85, which was 4.80 higher than the previous day. The implied volatity was 25.48, the open interest changed by -2 which decreased total open position to 73
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 20.05, which was -13.60 lower than the previous day. The implied volatity was 25.43, the open interest changed by -32 which decreased total open position to 75
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 33.65, which was -16.05 lower than the previous day. The implied volatity was 29.14, the open interest changed by 45 which increased total open position to 107
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 49.7, which was 24.70 higher than the previous day. The implied volatity was 26.31, the open interest changed by 57 which increased total open position to 61
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 25, which was -4.80 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 29.8, which was -0.85 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 30.65, which was 7.70 higher 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 22.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
