[--[65.84.65.76]--]

ICICIGI

Icici Lombard Gic Limited
1945.3 -15.80 (-0.81%)
L: 1928.5 H: 1966.8

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Historical option data for ICICIGI

09 Dec 2025 04:11 PM IST
ICICIGI 30-DEC-2025 1900 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.27
Vega: 1.54
Theta: -0.56
Gamma: 0.00
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