[--[65.84.65.76]--]

ICICIGI

Icici Lombard Gic Limited
1773.4 -36.50 (-2.02%)
L: 1769.3 H: 1819.3

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Historical option data for ICICIGI

24 Apr 2026 01:34 PM IST
ICICIGI 28-Apr-2026 (4d) 1900 CE
Delta: 0.01
Vega: 0
Theta: -0.22
Gamma: 0.00064
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 1774.40 0.25 -0.8500000000000001 27.53 235 -73 397
23 Apr 1809.90 1 -2.4 22.9 449 47 471
22 Apr 1829.00 3.3 -3.75 23.63 654 -24 429
21 Apr 1840.00 6.2 -11.75 25.29 891 -49 449
20 Apr 1876.50 15.5 -11.25 24.17 753 -36 505
17 Apr 1891.60 26.7 -0.40000000000000213 22.79 2,131 -174 551
16 Apr 1886.70 26.1 -5.549999999999997 23.38 10,515 -654 727
15 Apr 1858.00 32.9 22.2 32.47 7,402 552 1,378
13 Apr 1782.20 11.4 -1.9499999999999993 30.51 753 225 824
10 Apr 1786.00 14.15 2.3499999999999996 31.07 1,275 80 598
9 Apr 1768.60 11.6 3.6 31.63 1,240 154 505
8 Apr 1750.50 8 0.55 27.72 415 131 346
7 Apr 1726.60 7.85 1.25 31.07 75 32 211
6 Apr 1713.00 6.75 1.3 30.57 141 36 177
2 Apr 1689.10 5.5 -0.95 29.48 88 6 141
1 Apr 1694.90 6.35 -2.25 29.68 216 51 139
30 Mar 1710.60 8.35 -3.8 29.33 172 5 88
27 Mar 1747.00 12.05 -3.35 26.82 73 34 83
25 Mar 1770.30 15 5.2 23.73 84 28 47
24 Mar 1730.10 10.05 -9.9 25.18 43 16 20
23 Mar 1722.20 19.95 -6.65 - 0 0 4
20 Mar 1777.20 19.95 -6.65 24.57 3 -1 3
19 Mar 1792.10 26.6 -71.1 - 4 0 4
18 Mar 1831.20 26.6 -71.1 18.97 4 2 2
17 Mar 1835.80 97.7 0 1.96 0 0 0
16 Mar 1850.50 97.7 0 2.91 0 0 0
13 Mar 1837.10 97.7 0 1.64 0 0 0
12 Mar 1855.30 97.7 0 0.73 0 0 0
11 Mar 1875.20 97.7 0 0.01 0 0 0
10 Mar 1889.30 97.7 0 - 0 0 0
9 Mar 1889.70 97.7 0 0.07 0 0 0
6 Mar 1880.30 97.7 0 0.08 0 0 0
5 Mar 1875.20 97.7 0 0.25 0 0 0
4 Mar 1855.50 97.7 0 0.8 0 0 0
2 Mar 1895.50 97.7 0 - 0 0 0
27 Feb 1901.50 - - - 0 0 0
26 Feb 1946.50 97.7 0 - 0 0 0
25 Feb 1939.30 97.7 0 0 0 0 0


For Icici Lombard Gic Limited - strike price 1900 expiring on 28APR2026

Delta for 1900 CE is 0.01

Historical price for 1900 CE is as follows

On 24 Apr ICICIGI was trading at 1774.40. The strike last trading price was 0.25, which was -0.8500000000000001 lower than the previous day. The implied volatity was 27.53, the open interest changed by -73 which decreased total open position to 397


On 23 Apr ICICIGI was trading at 1809.90. The strike last trading price was 1, which was -2.4 lower than the previous day. The implied volatity was 22.9, the open interest changed by 47 which increased total open position to 471


On 22 Apr ICICIGI was trading at 1829.00. The strike last trading price was 3.3, which was -3.75 lower than the previous day. The implied volatity was 23.63, the open interest changed by -24 which decreased total open position to 429


On 21 Apr ICICIGI was trading at 1840.00. The strike last trading price was 6.2, which was -11.75 lower than the previous day. The implied volatity was 25.29, the open interest changed by -49 which decreased total open position to 449


On 20 Apr ICICIGI was trading at 1876.50. The strike last trading price was 15.5, which was -11.25 lower than the previous day. The implied volatity was 24.17, the open interest changed by -36 which decreased total open position to 505


On 17 Apr ICICIGI was trading at 1891.60. The strike last trading price was 26.7, which was -0.40000000000000213 lower than the previous day. The implied volatity was 22.79, the open interest changed by -174 which decreased total open position to 551


On 16 Apr ICICIGI was trading at 1886.70. The strike last trading price was 26.1, which was -5.549999999999997 lower than the previous day. The implied volatity was 23.38, the open interest changed by -654 which decreased total open position to 727


On 15 Apr ICICIGI was trading at 1858.00. The strike last trading price was 32.9, which was 22.2 higher than the previous day. The implied volatity was 32.47, the open interest changed by 552 which increased total open position to 1378


On 13 Apr ICICIGI was trading at 1782.20. The strike last trading price was 11.4, which was -1.9499999999999993 lower than the previous day. The implied volatity was 30.51, the open interest changed by 225 which increased total open position to 824


On 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 14.15, which was 2.3499999999999996 higher than the previous day. The implied volatity was 31.07, the open interest changed by 80 which increased total open position to 598


On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 11.6, which was 3.6 higher than the previous day. The implied volatity was 31.63, the open interest changed by 154 which increased total open position to 505


On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was 8, which was 0.55 higher than the previous day. The implied volatity was 27.72, the open interest changed by 131 which increased total open position to 346


On 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was 7.85, which was 1.25 higher than the previous day. The implied volatity was 31.07, the open interest changed by 32 which increased total open position to 211


On 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 6.75, which was 1.3 higher than the previous day. The implied volatity was 30.57, the open interest changed by 36 which increased total open position to 177


On 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 5.5, which was -0.95 lower than the previous day. The implied volatity was 29.48, the open interest changed by 6 which increased total open position to 141


On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 6.35, which was -2.25 lower than the previous day. The implied volatity was 29.68, the open interest changed by 51 which increased total open position to 139


On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 8.35, which was -3.8 lower than the previous day. The implied volatity was 29.33, the open interest changed by 5 which increased total open position to 88


On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 12.05, which was -3.35 lower than the previous day. The implied volatity was 26.82, the open interest changed by 34 which increased total open position to 83


On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 15, which was 5.2 higher than the previous day. The implied volatity was 23.73, the open interest changed by 28 which increased total open position to 47


On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 10.05, which was -9.9 lower than the previous day. The implied volatity was 25.18, the open interest changed by 16 which increased total open position to 20


On 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 19.95, which was -6.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 19.95, which was -6.65 lower than the previous day. The implied volatity was 24.57, the open interest changed by -1 which decreased total open position to 3


On 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 26.6, which was -71.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 18 Mar ICICIGI was trading at 1831.20. The strike last trading price was 26.6, which was -71.1 lower than the previous day. The implied volatity was 18.97, the open interest changed by 2 which increased total open position to 2


On 17 Mar ICICIGI was trading at 1835.80. The strike last trading price was 97.7, which was 0 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0


On 16 Mar ICICIGI was trading at 1850.50. The strike last trading price was 97.7, which was 0 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0


On 13 Mar ICICIGI was trading at 1837.10. The strike last trading price was 97.7, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0


On 12 Mar ICICIGI was trading at 1855.30. The strike last trading price was 97.7, which was 0 lower than the previous day. The implied volatity was 0.73, the open interest changed by 0 which decreased total open position to 0


On 11 Mar ICICIGI was trading at 1875.20. The strike last trading price was 97.7, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0


On 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 97.7, 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 Mar ICICIGI was trading at 1889.70. The strike last trading price was 97.7, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0


On 6 Mar ICICIGI was trading at 1880.30. The strike last trading price was 97.7, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0


On 5 Mar ICICIGI was trading at 1875.20. The strike last trading price was 97.7, which was 0 lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0


On 4 Mar ICICIGI was trading at 1855.50. The strike last trading price was 97.7, which was 0 lower than the previous day. The implied volatity was 0.8, the open interest changed by 0 which decreased total open position to 0


On 2 Mar ICICIGI was trading at 1895.50. The strike last trading price was 97.7, 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 1901.50. The strike last trading price was -, which was - 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 1946.50. The strike last trading price was 97.7, 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 1939.30. The strike last trading price was 97.7, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


ICICIGI 28-Apr-2026 (4d) 1900 PE
Delta: -0.98
Vega: 0
Theta: -0.28
Gamma: 0.00078
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 1774.40 120.4 29.10000000000001 28.34 18 -11 240
23 Apr 1809.90 92.7 23.950000000000003 37.53 15 -6 254
22 Apr 1829.00 68.9 9.800000000000004 23.98 75 -10 260
21 Apr 1840.00 59.1 18.15 20.37 37 -16 271
20 Apr 1876.50 40.95 5 28.89 196 -4 288
17 Apr 1891.60 35.5 -5.950000000000003 23.73 444 -43 293
16 Apr 1886.70 42.7 -22.89999999999999 25.26 1,708 129 346
15 Apr 1858.00 63.2 -51.3 32.34 301 110 217
13 Apr 1782.20 114.4 114.4 28.38 0 0 107
10 Apr 1786.00 114.4 -19.400000000000006 22.87 11 2 105
9 Apr 1768.60 133.8 -19.8 25.57 34 9 104
8 Apr 1750.50 153.6 -47.15 40.69 12 1 95
7 Apr 1726.60 200.75 -33.8 - 0 0 94
6 Apr 1713.00 200.75 -33.8 52.09 1 0 95
2 Apr 1689.10 234.55 38.05 59.36 6 2 95
1 Apr 1694.90 196.5 6.4 29.75 37 17 92
30 Mar 1710.60 190.1 35.1 33.07 14 6 75
27 Mar 1747.00 155 26 26.54 7 6 68
25 Mar 1770.30 129 -34 26.09 12 11 61
24 Mar 1730.10 163 81 26.03 50 47 49
23 Mar 1722.20 82 9.9 - 0 0 2
20 Mar 1777.20 82 9.9 - 0 0 2
19 Mar 1792.10 82 9.9 - 0 0 2
18 Mar 1831.20 82 9.9 21.85 2 1 1
17 Mar 1835.80 72.1 0 - 0 0 0
16 Mar 1850.50 72.1 0 - 0 0 0
13 Mar 1837.10 72.1 0 - 0 0 0
12 Mar 1855.30 72.1 0 - 0 0 0
11 Mar 1875.20 72.1 0 0.46 0 0 0
10 Mar 1889.30 72.1 0 0.65 0 0 0
9 Mar 1889.70 72.1 0 0.32 0 0 0
6 Mar 1880.30 72.1 0 0.28 0 0 0
5 Mar 1875.20 72.1 0 0.14 0 0 0
4 Mar 1855.50 72.1 0 0.29 0 0 0
2 Mar 1895.50 72.1 0 1.09 0 0 0
27 Feb 1901.50 - - - 0 0 0
26 Feb 1946.50 72.1 0 2.49 0 0 0
25 Feb 1939.30 72.1 0 2.41 0 0 0


For Icici Lombard Gic Limited - strike price 1900 expiring on 28APR2026

Delta for 1900 PE is -0.98

Historical price for 1900 PE is as follows

On 24 Apr ICICIGI was trading at 1774.40. The strike last trading price was 120.4, which was 29.10000000000001 higher than the previous day. The implied volatity was 28.34, the open interest changed by -11 which decreased total open position to 240


On 23 Apr ICICIGI was trading at 1809.90. The strike last trading price was 92.7, which was 23.950000000000003 higher than the previous day. The implied volatity was 37.53, the open interest changed by -6 which decreased total open position to 254


On 22 Apr ICICIGI was trading at 1829.00. The strike last trading price was 68.9, which was 9.800000000000004 higher than the previous day. The implied volatity was 23.98, the open interest changed by -10 which decreased total open position to 260


On 21 Apr ICICIGI was trading at 1840.00. The strike last trading price was 59.1, which was 18.15 higher than the previous day. The implied volatity was 20.37, the open interest changed by -16 which decreased total open position to 271


On 20 Apr ICICIGI was trading at 1876.50. The strike last trading price was 40.95, which was 5 higher than the previous day. The implied volatity was 28.89, the open interest changed by -4 which decreased total open position to 288


On 17 Apr ICICIGI was trading at 1891.60. The strike last trading price was 35.5, which was -5.950000000000003 lower than the previous day. The implied volatity was 23.73, the open interest changed by -43 which decreased total open position to 293


On 16 Apr ICICIGI was trading at 1886.70. The strike last trading price was 42.7, which was -22.89999999999999 lower than the previous day. The implied volatity was 25.26, the open interest changed by 129 which increased total open position to 346


On 15 Apr ICICIGI was trading at 1858.00. The strike last trading price was 63.2, which was -51.3 lower than the previous day. The implied volatity was 32.34, the open interest changed by 110 which increased total open position to 217


On 13 Apr ICICIGI was trading at 1782.20. The strike last trading price was 114.4, which was 114.4 higher than the previous day. The implied volatity was 28.38, the open interest changed by 0 which decreased total open position to 107


On 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 114.4, which was -19.400000000000006 lower than the previous day. The implied volatity was 22.87, the open interest changed by 2 which increased total open position to 105


On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 133.8, which was -19.8 lower than the previous day. The implied volatity was 25.57, the open interest changed by 9 which increased total open position to 104


On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was 153.6, which was -47.15 lower than the previous day. The implied volatity was 40.69, the open interest changed by 1 which increased total open position to 95


On 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was 200.75, which was -33.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 94


On 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 200.75, which was -33.8 lower than the previous day. The implied volatity was 52.09, the open interest changed by 0 which decreased total open position to 95


On 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 234.55, which was 38.05 higher than the previous day. The implied volatity was 59.36, the open interest changed by 2 which increased total open position to 95


On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 196.5, which was 6.4 higher than the previous day. The implied volatity was 29.75, the open interest changed by 17 which increased total open position to 92


On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 190.1, which was 35.1 higher than the previous day. The implied volatity was 33.07, the open interest changed by 6 which increased total open position to 75


On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 155, which was 26 higher than the previous day. The implied volatity was 26.54, the open interest changed by 6 which increased total open position to 68


On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 129, which was -34 lower than the previous day. The implied volatity was 26.09, the open interest changed by 11 which increased total open position to 61


On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 163, which was 81 higher than the previous day. The implied volatity was 26.03, the open interest changed by 47 which increased total open position to 49


On 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 82, which was 9.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 82, which was 9.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 82, which was 9.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 18 Mar ICICIGI was trading at 1831.20. The strike last trading price was 82, which was 9.9 higher than the previous day. The implied volatity was 21.85, the open interest changed by 1 which increased total open position to 1


On 17 Mar ICICIGI was trading at 1835.80. The strike last trading price was 72.1, 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 Mar ICICIGI was trading at 1850.50. The strike last trading price was 72.1, 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 Mar ICICIGI was trading at 1837.10. The strike last trading price was 72.1, 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 Mar ICICIGI was trading at 1855.30. The strike last trading price was 72.1, 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 Mar ICICIGI was trading at 1875.20. The strike last trading price was 72.1, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0


On 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 72.1, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0


On 9 Mar ICICIGI was trading at 1889.70. The strike last trading price was 72.1, which was 0 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0


On 6 Mar ICICIGI was trading at 1880.30. The strike last trading price was 72.1, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0


On 5 Mar ICICIGI was trading at 1875.20. The strike last trading price was 72.1, 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 4 Mar ICICIGI was trading at 1855.50. The strike last trading price was 72.1, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0


On 2 Mar ICICIGI was trading at 1895.50. The strike last trading price was 72.1, which was 0 lower than the previous day. The implied volatity was 1.09, 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 -, which was - 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 1946.50. The strike last trading price was 72.1, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0


On 25 Feb ICICIGI was trading at 1939.30. The strike last trading price was 72.1, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0