ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
09 Dec 2025 04:11 PM IST
| ICICIGI 30-DEC-2025 1900 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 1945.30 | 74.7 | -20.75 | - | 0 | 7 | 0 | |||||||||
| 8 Dec | 1961.10 | 74.7 | -20.75 | 18.87 | 14 | 6 | 10 | |||||||||
| 5 Dec | 1974.40 | 96.1 | -7.95 | 18.06 | 3 | 2 | 4 | |||||||||
| 4 Dec | 1983.00 | 104.05 | -50.95 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1972.40 | 104.05 | -50.95 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1986.70 | 104.05 | -50.95 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1991.40 | 104.05 | -50.95 | - | 0 | 1 | 0 | |||||||||
| 28 Nov | 1970.50 | 104.05 | -50.95 | 21.57 | 3 | 0 | 1 | |||||||||
| 27 Nov | 1980.70 | 155 | 16.15 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 2010.30 | 155 | 16.15 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 1999.00 | 155 | 16.15 | - | 0 | 0 | 0 | |||||||||
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| 24 Nov | 1997.50 | 155 | 16.15 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 2004.10 | 155 | 16.15 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 2037.60 | 155 | 16.15 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 2041.70 | 155 | 16.15 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 2025.80 | 155 | 16.15 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 2042.90 | 155 | 16.15 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 2005.10 | 155 | 16.15 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 2033.80 | 155 | 16.15 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 2028.60 | 155 | 16.15 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 1996.10 | 155 | 16.15 | - | 0 | -1 | 0 | |||||||||
| 10 Nov | 2025.40 | 155 | 16.15 | 14.69 | 1 | 0 | 2 | |||||||||
| 7 Nov | 2020.20 | 138.85 | -29.15 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 2001.00 | 138.85 | -29.15 | 18.11 | 1 | 0 | 2 | |||||||||
| 4 Nov | 2040.00 | 168 | 27.9 | - | 1 | 0 | 1 | |||||||||
| 3 Nov | 2007.60 | 140.1 | -41.35 | 15.37 | 1 | 0 | 0 | |||||||||
| 31 Oct | 1993.70 | 181.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 2014.10 | 181.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1900 expiring on 30DEC2025
Delta for 1900 CE is -
Historical price for 1900 CE is as follows
On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 74.7, which was -20.75 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 74.7, which was -20.75 lower than the previous day. The implied volatity was 18.87, the open interest changed by 6 which increased total open position to 10
On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 96.1, which was -7.95 lower than the previous day. The implied volatity was 18.06, the open interest changed by 2 which increased total open position to 4
On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 104.05, which was -50.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 104.05, which was -50.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 104.05, which was -50.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 104.05, which was -50.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 104.05, which was -50.95 lower than the previous day. The implied volatity was 21.57, the open interest changed by 0 which decreased total open position to 1
On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 155, which was 16.15 higher 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 2010.30. The strike last trading price was 155, which was 16.15 higher 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 1999.00. The strike last trading price was 155, which was 16.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 155, which was 16.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 155, which was 16.15 higher 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 2037.60. The strike last trading price was 155, which was 16.15 higher 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 2041.70. The strike last trading price was 155, which was 16.15 higher 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 2025.80. The strike last trading price was 155, which was 16.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 155, which was 16.15 higher 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 2005.10. The strike last trading price was 155, which was 16.15 higher 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 2033.80. The strike last trading price was 155, which was 16.15 higher 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 2028.60. The strike last trading price was 155, which was 16.15 higher 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 1996.10. The strike last trading price was 155, which was 16.15 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 10 Nov ICICIGI was trading at 2025.40. The strike last trading price was 155, which was 16.15 higher than the previous day. The implied volatity was 14.69, the open interest changed by 0 which decreased total open position to 2
On 7 Nov ICICIGI was trading at 2020.20. The strike last trading price was 138.85, which was -29.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ICICIGI was trading at 2001.00. The strike last trading price was 138.85, which was -29.15 lower than the previous day. The implied volatity was 18.11, the open interest changed by 0 which decreased total open position to 2
On 4 Nov ICICIGI was trading at 2040.00. The strike last trading price was 168, which was 27.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Nov ICICIGI was trading at 2007.60. The strike last trading price was 140.1, which was -41.35 lower than the previous day. The implied volatity was 15.37, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ICICIGI was trading at 1993.70. The strike last trading price was 181.45, 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 30 Oct ICICIGI was trading at 2014.10. The strike last trading price was 181.45, 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 30DEC2025 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 1.54
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 1945.30 | 15.15 | 1.65 | 19.27 | 206 | -24 | 617 |
| 8 Dec | 1961.10 | 14.45 | 5.4 | 19.99 | 98 | -4 | 641 |
| 5 Dec | 1974.40 | 9.45 | -0.4 | 19.07 | 152 | 25 | 646 |
| 4 Dec | 1983.00 | 9.55 | -4 | 20.17 | 59 | 2 | 621 |
| 3 Dec | 1972.40 | 13.55 | 1.1 | 20.83 | 102 | 5 | 619 |
| 2 Dec | 1986.70 | 12.55 | 0.75 | 22.00 | 657 | 28 | 614 |
| 1 Dec | 1991.40 | 11.7 | -2.75 | 21.36 | 120 | 13 | 587 |
| 28 Nov | 1970.50 | 14.3 | 1.2 | 19.75 | 175 | 45 | 574 |
| 27 Nov | 1980.70 | 12.95 | 3.25 | 19.92 | 168 | 50 | 529 |
| 26 Nov | 2010.30 | 9.55 | -4.8 | 21.34 | 548 | 322 | 479 |
| 25 Nov | 1999.00 | 14.35 | -2.95 | 21.26 | 59 | -7 | 158 |
| 24 Nov | 1997.50 | 18.8 | 2.7 | 22.90 | 79 | 47 | 165 |
| 21 Nov | 2004.10 | 16.1 | 4.05 | 23.16 | 45 | 24 | 117 |
| 20 Nov | 2037.60 | 12.05 | 0.2 | 23.88 | 78 | 35 | 91 |
| 19 Nov | 2041.70 | 12.3 | -1.7 | 23.07 | 86 | 22 | 71 |
| 18 Nov | 2025.80 | 14 | -5 | - | 0 | 0 | 0 |
| 17 Nov | 2042.90 | 14 | -5 | 23.52 | 2 | 0 | 49 |
| 14 Nov | 2005.10 | 19 | 5.45 | 23.70 | 3 | 2 | 50 |
| 13 Nov | 2033.80 | 13.9 | 1.5 | 23.28 | 18 | 0 | 40 |
| 12 Nov | 2028.60 | 12.4 | -6.85 | 21.59 | 7 | 4 | 40 |
| 11 Nov | 1996.10 | 18.9 | 5.65 | 21.66 | 24 | 7 | 35 |
| 10 Nov | 2025.40 | 13.25 | -7.25 | 21.00 | 8 | -1 | 29 |
| 7 Nov | 2020.20 | 20.5 | 0.5 | 23.89 | 1 | 0 | 29 |
| 6 Nov | 2001.00 | 20 | 6.7 | 21.69 | 14 | 9 | 25 |
| 4 Nov | 2040.00 | 13.3 | -7.7 | 21.65 | 7 | 6 | 15 |
| 3 Nov | 2007.60 | 21 | -0.95 | 22.14 | 1 | 0 | 9 |
| 31 Oct | 1993.70 | 22.1 | 2.2 | - | 2 | 0 | 10 |
| 30 Oct | 2014.10 | 19.9 | -5.1 | 22.16 | 7 | 1 | 7 |
For Icici Lombard Gic Limited - strike price 1900 expiring on 30DEC2025
Delta for 1900 PE is -0.27
Historical price for 1900 PE is as follows
On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 15.15, which was 1.65 higher than the previous day. The implied volatity was 19.27, the open interest changed by -24 which decreased total open position to 617
On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 14.45, which was 5.4 higher than the previous day. The implied volatity was 19.99, the open interest changed by -4 which decreased total open position to 641
On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 9.45, which was -0.4 lower than the previous day. The implied volatity was 19.07, the open interest changed by 25 which increased total open position to 646
On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 9.55, which was -4 lower than the previous day. The implied volatity was 20.17, the open interest changed by 2 which increased total open position to 621
On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 13.55, which was 1.1 higher than the previous day. The implied volatity was 20.83, the open interest changed by 5 which increased total open position to 619
On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 12.55, which was 0.75 higher than the previous day. The implied volatity was 22.00, the open interest changed by 28 which increased total open position to 614
On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 11.7, which was -2.75 lower than the previous day. The implied volatity was 21.36, the open interest changed by 13 which increased total open position to 587
On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 14.3, which was 1.2 higher than the previous day. The implied volatity was 19.75, the open interest changed by 45 which increased total open position to 574
On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 12.95, which was 3.25 higher than the previous day. The implied volatity was 19.92, the open interest changed by 50 which increased total open position to 529
On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 9.55, which was -4.8 lower than the previous day. The implied volatity was 21.34, the open interest changed by 322 which increased total open position to 479
On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 14.35, which was -2.95 lower than the previous day. The implied volatity was 21.26, the open interest changed by -7 which decreased total open position to 158
On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 18.8, which was 2.7 higher than the previous day. The implied volatity was 22.90, the open interest changed by 47 which increased total open position to 165
On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 16.1, which was 4.05 higher than the previous day. The implied volatity was 23.16, the open interest changed by 24 which increased total open position to 117
On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 12.05, which was 0.2 higher than the previous day. The implied volatity was 23.88, the open interest changed by 35 which increased total open position to 91
On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 12.3, which was -1.7 lower than the previous day. The implied volatity was 23.07, the open interest changed by 22 which increased total open position to 71
On 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 14, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 14, which was -5 lower than the previous day. The implied volatity was 23.52, the open interest changed by 0 which decreased total open position to 49
On 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 19, which was 5.45 higher than the previous day. The implied volatity was 23.70, the open interest changed by 2 which increased total open position to 50
On 13 Nov ICICIGI was trading at 2033.80. The strike last trading price was 13.9, which was 1.5 higher than the previous day. The implied volatity was 23.28, the open interest changed by 0 which decreased total open position to 40
On 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 12.4, which was -6.85 lower than the previous day. The implied volatity was 21.59, the open interest changed by 4 which increased total open position to 40
On 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 18.9, which was 5.65 higher than the previous day. The implied volatity was 21.66, the open interest changed by 7 which increased total open position to 35
On 10 Nov ICICIGI was trading at 2025.40. The strike last trading price was 13.25, which was -7.25 lower than the previous day. The implied volatity was 21.00, the open interest changed by -1 which decreased total open position to 29
On 7 Nov ICICIGI was trading at 2020.20. The strike last trading price was 20.5, which was 0.5 higher than the previous day. The implied volatity was 23.89, the open interest changed by 0 which decreased total open position to 29
On 6 Nov ICICIGI was trading at 2001.00. The strike last trading price was 20, which was 6.7 higher than the previous day. The implied volatity was 21.69, the open interest changed by 9 which increased total open position to 25
On 4 Nov ICICIGI was trading at 2040.00. The strike last trading price was 13.3, which was -7.7 lower than the previous day. The implied volatity was 21.65, the open interest changed by 6 which increased total open position to 15
On 3 Nov ICICIGI was trading at 2007.60. The strike last trading price was 21, which was -0.95 lower than the previous day. The implied volatity was 22.14, the open interest changed by 0 which decreased total open position to 9
On 31 Oct ICICIGI was trading at 1993.70. The strike last trading price was 22.1, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 30 Oct ICICIGI was trading at 2014.10. The strike last trading price was 19.9, which was -5.1 lower than the previous day. The implied volatity was 22.16, the open interest changed by 1 which increased total open position to 7































































































































































































































