ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Nov 2024 04:11 PM IST
| ICICIGI 28NOV2024 1900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.39
Theta: -0.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1804.70 | 2.55 | -4.10 | 26.06 | 156 | 35 | 238.5 | |||
| 20 Nov | 1840.90 | 6.65 | 0.00 | 23.73 | 756 | 2.5 | 203 | |||
| 19 Nov | 1840.90 | 6.65 | -2.40 | 23.73 | 756 | 2 | 203 | |||
| 18 Nov | 1839.45 | 9.05 | -11.35 | 22.56 | 218.5 | 17.5 | 201 | |||
| 14 Nov | 1863.40 | 20.4 | -4.15 | 21.52 | 359 | -14.5 | 183.5 | |||
| 13 Nov | 1868.20 | 24.55 | -12.95 | 23.51 | 193.5 | 29 | 197.5 | |||
| 12 Nov | 1892.25 | 37.5 | -20.50 | 24.05 | 532.5 | 59 | 168 | |||
| 11 Nov | 1921.10 | 58 | 10.75 | 22.94 | 78 | -0.5 | 107 | |||
| 8 Nov | 1910.15 | 47.25 | -11.40 | 21.73 | 196 | -3 | 106.5 | |||
| 7 Nov | 1916.50 | 58.65 | -13.60 | 22.34 | 25.5 | -2 | 109.5 | |||
| 6 Nov | 1933.70 | 72.25 | 9.90 | 22.18 | 74.5 | -16 | 112 | |||
| 5 Nov | 1916.05 | 62.35 | 19.25 | 23.85 | 319 | -4.5 | 128.5 | |||
| 4 Nov | 1870.85 | 43.1 | -27.15 | 27.03 | 202 | 58 | 132 | |||
| 31 Oct | 1917.35 | 70.25 | -5.80 | - | 47 | 27 | 45 | |||
| 30 Oct | 1927.90 | 76.05 | 9.05 | - | 32 | -4 | 17 | |||
| 29 Oct | 1913.30 | 67 | -0.15 | - | 106 | 19 | 20 | |||
| 28 Oct | 1896.00 | 67.15 | -320.80 | - | 1 | 0 | 0 | |||
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| 25 Oct | 1929.15 | 387.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1955.75 | 387.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1958.95 | 387.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1986.25 | 387.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2024.35 | 387.95 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1900 expiring on 28NOV2024
Delta for 1900 CE is 0.09
Historical price for 1900 CE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 2.55, which was -4.10 lower than the previous day. The implied volatity was 26.06, the open interest changed by 70 which increased total open position to 477
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 6.65, which was 0.00 lower than the previous day. The implied volatity was 23.73, the open interest changed by 5 which increased total open position to 406
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 6.65, which was -2.40 lower than the previous day. The implied volatity was 23.73, the open interest changed by 4 which increased total open position to 406
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 9.05, which was -11.35 lower than the previous day. The implied volatity was 22.56, the open interest changed by 35 which increased total open position to 402
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 20.4, which was -4.15 lower than the previous day. The implied volatity was 21.52, the open interest changed by -29 which decreased total open position to 367
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 24.55, which was -12.95 lower than the previous day. The implied volatity was 23.51, the open interest changed by 58 which increased total open position to 395
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 37.5, which was -20.50 lower than the previous day. The implied volatity was 24.05, the open interest changed by 118 which increased total open position to 336
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 58, which was 10.75 higher than the previous day. The implied volatity was 22.94, the open interest changed by -1 which decreased total open position to 214
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 47.25, which was -11.40 lower than the previous day. The implied volatity was 21.73, the open interest changed by -6 which decreased total open position to 213
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 58.65, which was -13.60 lower than the previous day. The implied volatity was 22.34, the open interest changed by -4 which decreased total open position to 219
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 72.25, which was 9.90 higher than the previous day. The implied volatity was 22.18, the open interest changed by -32 which decreased total open position to 224
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 62.35, which was 19.25 higher than the previous day. The implied volatity was 23.85, the open interest changed by -9 which decreased total open position to 257
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 43.1, which was -27.15 lower than the previous day. The implied volatity was 27.03, the open interest changed by 116 which increased total open position to 264
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 70.25, which was -5.80 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 76.05, which was 9.05 higher 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 67, which was -0.15 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 67.15, which was -320.80 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 387.95, 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 387.95, 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 387.95, 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 387.95, 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 387.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIGI 28NOV2024 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.54
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1804.70 | 97.5 | 25.50 | 31.88 | 11.5 | -4.5 | 120.5 |
| 20 Nov | 1840.90 | 72 | 0.00 | 25.12 | 30 | -5 | 125.5 |
| 19 Nov | 1840.90 | 72 | 4.55 | 25.12 | 30 | -4.5 | 125.5 |
| 18 Nov | 1839.45 | 67.45 | 18.50 | 28.31 | 26 | -3.5 | 129.5 |
| 14 Nov | 1863.40 | 48.95 | -1.00 | 23.54 | 54.5 | 8.5 | 133.5 |
| 13 Nov | 1868.20 | 49.95 | 10.10 | 23.67 | 95 | -8 | 128 |
| 12 Nov | 1892.25 | 39.85 | 15.85 | 24.92 | 377.5 | 16 | 144.5 |
| 11 Nov | 1921.10 | 24 | -10.20 | 23.84 | 69 | 8 | 128.5 |
| 8 Nov | 1910.15 | 34.2 | 2.20 | 23.64 | 70 | -8.5 | 120 |
| 7 Nov | 1916.50 | 32 | 6.90 | 25.35 | 55 | -2.5 | 131 |
| 6 Nov | 1933.70 | 25.1 | -15.85 | 24.72 | 81 | -12.5 | 135 |
| 5 Nov | 1916.05 | 40.95 | -19.00 | 28.79 | 140 | -21 | 147.5 |
| 4 Nov | 1870.85 | 59.95 | 28.40 | 26.05 | 465 | 65 | 168.5 |
| 31 Oct | 1917.35 | 31.55 | -1.00 | - | 119 | 23 | 71 |
| 30 Oct | 1927.90 | 32.55 | -7.25 | - | 36 | 14 | 44 |
| 29 Oct | 1913.30 | 39.8 | -23.20 | - | 35 | 12 | 29 |
| 28 Oct | 1896.00 | 63 | 18.00 | - | 12 | 11 | 17 |
| 25 Oct | 1929.15 | 45 | 9.85 | - | 4 | 2 | 6 |
| 24 Oct | 1955.75 | 35.15 | -4.85 | - | 2 | 1 | 4 |
| 23 Oct | 1958.95 | 40 | 7.00 | - | 6 | -3 | 2 |
| 22 Oct | 1986.25 | 33 | 8.50 | - | 7 | 3 | 5 |
| 21 Oct | 2024.35 | 24.5 | - | 3 | 1 | 2 | |
For Icici Lombard Gic Limited - strike price 1900 expiring on 28NOV2024
Delta for 1900 PE is -0.87
Historical price for 1900 PE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 97.5, which was 25.50 higher than the previous day. The implied volatity was 31.88, the open interest changed by -9 which decreased total open position to 241
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 72, which was 0.00 lower than the previous day. The implied volatity was 25.12, the open interest changed by -10 which decreased total open position to 251
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 72, which was 4.55 higher than the previous day. The implied volatity was 25.12, the open interest changed by -9 which decreased total open position to 251
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 67.45, which was 18.50 higher than the previous day. The implied volatity was 28.31, the open interest changed by -7 which decreased total open position to 259
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 48.95, which was -1.00 lower than the previous day. The implied volatity was 23.54, the open interest changed by 17 which increased total open position to 267
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 49.95, which was 10.10 higher than the previous day. The implied volatity was 23.67, the open interest changed by -16 which decreased total open position to 256
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 39.85, which was 15.85 higher than the previous day. The implied volatity was 24.92, the open interest changed by 32 which increased total open position to 289
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 24, which was -10.20 lower than the previous day. The implied volatity was 23.84, the open interest changed by 16 which increased total open position to 257
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 34.2, which was 2.20 higher than the previous day. The implied volatity was 23.64, the open interest changed by -17 which decreased total open position to 240
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 32, which was 6.90 higher than the previous day. The implied volatity was 25.35, the open interest changed by -5 which decreased total open position to 262
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 25.1, which was -15.85 lower than the previous day. The implied volatity was 24.72, the open interest changed by -25 which decreased total open position to 270
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 40.95, which was -19.00 lower than the previous day. The implied volatity was 28.79, the open interest changed by -42 which decreased total open position to 295
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 59.95, which was 28.40 higher than the previous day. The implied volatity was 26.05, the open interest changed by 130 which increased total open position to 337
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 31.55, which was -1.00 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 32.55, which was -7.25 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 39.8, which was -23.20 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 63, which was 18.00 higher 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 45, which was 9.85 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 35.15, which was -4.85 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 40, which was 7.00 higher 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 33, which was 8.50 higher 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 24.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
