ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
20 Feb 2026 04:11 PM IST
| ICICIGI 24-FEB-2026 1900 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0.5
Theta: -1.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 1936.10 | 41.5 | -1.95 | 19.48 | 34 | -24 | 215 | |||||||||
| 19 Feb | 1936.00 | 40.25 | -24.95 | 11.32 | 117 | -8 | 241 | |||||||||
| 18 Feb | 1959.70 | 66.25 | 29.9 | 18.06 | 1,070 | -81 | 251 | |||||||||
| 17 Feb | 1928.20 | 37.1 | 1.85 | 15.84 | 249 | -35 | 334 | |||||||||
| 16 Feb | 1922.00 | 33.9 | 2.7 | 18.46 | 371 | -8 | 369 | |||||||||
| 13 Feb | 1916.10 | 27.6 | -5.2 | 17.39 | 592 | 33 | 379 | |||||||||
| 12 Feb | 1919.80 | 32.95 | -5.1 | 16.95 | 350 | -6 | 345 | |||||||||
| 11 Feb | 1931.70 | 35.75 | -1.15 | 6.74 | 705 | 2 | 352 | |||||||||
| 10 Feb | 1909.60 | 34 | 8.15 | 19.95 | 2,320 | -80 | 353 | |||||||||
| 9 Feb | 1888.20 | 25.1 | 8.45 | 18.67 | 2,009 | -222 | 418 | |||||||||
| 6 Feb | 1861.60 | 15.95 | -5.15 | 16.14 | 1,135 | -155 | 640 | |||||||||
| 5 Feb | 1874.20 | 21.2 | 2.8 | 15.9 | 2,292 | 572 | 784 | |||||||||
| 4 Feb | 1854.00 | 18 | 1.2 | 18.3 | 182 | 8 | 213 | |||||||||
| 3 Feb | 1861.50 | 16 | 2.45 | 16.76 | 441 | 2 | 204 | |||||||||
| 2 Feb | 1826.70 | 14.65 | -1.05 | 20 | 245 | -33 | 201 | |||||||||
| 1 Feb | 1829.20 | 17.5 | 0.7 | 17.79 | 179 | 16 | 231 | |||||||||
| 30 Jan | 1814.10 | 17 | -1.75 | 23.74 | 91 | -4 | 216 | |||||||||
| 29 Jan | 1825.60 | 19.1 | 0.5 | 21.61 | 146 | 51 | 218 | |||||||||
| 28 Jan | 1822.20 | 18.7 | -1.1 | 21.07 | 134 | 32 | 166 | |||||||||
| 27 Jan | 1805.90 | 20.7 | 4.75 | 23.72 | 107 | 11 | 132 | |||||||||
| 23 Jan | 1795.70 | 15.5 | -8.3 | 21.69 | 104 | 10 | 121 | |||||||||
| 22 Jan | 1824.70 | 23.4 | -4.45 | 21.65 | 86 | -4 | 111 | |||||||||
| 21 Jan | 1834.60 | 28.25 | -3.65 | 20.48 | 131 | 38 | 115 | |||||||||
| 20 Jan | 1861.70 | 31.05 | -9.35 | 19.43 | 24 | 0 | 78 | |||||||||
| 19 Jan | 1884.80 | 39.5 | -3.85 | 15.96 | 65 | 29 | 69 | |||||||||
| 16 Jan | 1870.20 | 43.35 | 3.8 | 17.9 | 33 | 20 | 41 | |||||||||
| 14 Jan | 1857.70 | 39.95 | -23.1 | 19.51 | 60 | -8 | 21 | |||||||||
| 13 Jan | 1885.50 | 65.95 | -0.8 | 23.39 | 30 | 22 | 26 | |||||||||
| 12 Jan | 1910.30 | 66.75 | -57.8 | - | 0 | 0 | 4 | |||||||||
| 9 Jan | 1896.10 | 66.75 | -57.8 | 22.1 | 4 | 3 | 3 | |||||||||
| 8 Jan | 1908.20 | 124.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 1966.20 | 124.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 6 Jan | 2010.00 | 124.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 1979.90 | 124.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 1973.90 | 124.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 1956.90 | 124.55 | - | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 1962.10 | 124.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1900 expiring on 24FEB2026
Delta for 1900 CE is 0.84
Historical price for 1900 CE is as follows
On 20 Feb ICICIGI was trading at 1936.10. The strike last trading price was 41.5, which was -1.95 lower than the previous day. The implied volatity was 19.48, the open interest changed by -24 which decreased total open position to 215
On 19 Feb ICICIGI was trading at 1936.00. The strike last trading price was 40.25, which was -24.95 lower than the previous day. The implied volatity was 11.32, the open interest changed by -8 which decreased total open position to 241
On 18 Feb ICICIGI was trading at 1959.70. The strike last trading price was 66.25, which was 29.9 higher than the previous day. The implied volatity was 18.06, the open interest changed by -81 which decreased total open position to 251
On 17 Feb ICICIGI was trading at 1928.20. The strike last trading price was 37.1, which was 1.85 higher than the previous day. The implied volatity was 15.84, the open interest changed by -35 which decreased total open position to 334
On 16 Feb ICICIGI was trading at 1922.00. The strike last trading price was 33.9, which was 2.7 higher than the previous day. The implied volatity was 18.46, the open interest changed by -8 which decreased total open position to 369
On 13 Feb ICICIGI was trading at 1916.10. The strike last trading price was 27.6, which was -5.2 lower than the previous day. The implied volatity was 17.39, the open interest changed by 33 which increased total open position to 379
On 12 Feb ICICIGI was trading at 1919.80. The strike last trading price was 32.95, which was -5.1 lower than the previous day. The implied volatity was 16.95, the open interest changed by -6 which decreased total open position to 345
On 11 Feb ICICIGI was trading at 1931.70. The strike last trading price was 35.75, which was -1.15 lower than the previous day. The implied volatity was 6.74, the open interest changed by 2 which increased total open position to 352
On 10 Feb ICICIGI was trading at 1909.60. The strike last trading price was 34, which was 8.15 higher than the previous day. The implied volatity was 19.95, the open interest changed by -80 which decreased total open position to 353
On 9 Feb ICICIGI was trading at 1888.20. The strike last trading price was 25.1, which was 8.45 higher than the previous day. The implied volatity was 18.67, the open interest changed by -222 which decreased total open position to 418
On 6 Feb ICICIGI was trading at 1861.60. The strike last trading price was 15.95, which was -5.15 lower than the previous day. The implied volatity was 16.14, the open interest changed by -155 which decreased total open position to 640
On 5 Feb ICICIGI was trading at 1874.20. The strike last trading price was 21.2, which was 2.8 higher than the previous day. The implied volatity was 15.9, the open interest changed by 572 which increased total open position to 784
On 4 Feb ICICIGI was trading at 1854.00. The strike last trading price was 18, which was 1.2 higher than the previous day. The implied volatity was 18.3, the open interest changed by 8 which increased total open position to 213
On 3 Feb ICICIGI was trading at 1861.50. The strike last trading price was 16, which was 2.45 higher than the previous day. The implied volatity was 16.76, the open interest changed by 2 which increased total open position to 204
On 2 Feb ICICIGI was trading at 1826.70. The strike last trading price was 14.65, which was -1.05 lower than the previous day. The implied volatity was 20, the open interest changed by -33 which decreased total open position to 201
On 1 Feb ICICIGI was trading at 1829.20. The strike last trading price was 17.5, which was 0.7 higher than the previous day. The implied volatity was 17.79, the open interest changed by 16 which increased total open position to 231
On 30 Jan ICICIGI was trading at 1814.10. The strike last trading price was 17, which was -1.75 lower than the previous day. The implied volatity was 23.74, the open interest changed by -4 which decreased total open position to 216
On 29 Jan ICICIGI was trading at 1825.60. The strike last trading price was 19.1, which was 0.5 higher than the previous day. The implied volatity was 21.61, the open interest changed by 51 which increased total open position to 218
On 28 Jan ICICIGI was trading at 1822.20. The strike last trading price was 18.7, which was -1.1 lower than the previous day. The implied volatity was 21.07, the open interest changed by 32 which increased total open position to 166
On 27 Jan ICICIGI was trading at 1805.90. The strike last trading price was 20.7, which was 4.75 higher than the previous day. The implied volatity was 23.72, the open interest changed by 11 which increased total open position to 132
On 23 Jan ICICIGI was trading at 1795.70. The strike last trading price was 15.5, which was -8.3 lower than the previous day. The implied volatity was 21.69, the open interest changed by 10 which increased total open position to 121
On 22 Jan ICICIGI was trading at 1824.70. The strike last trading price was 23.4, which was -4.45 lower than the previous day. The implied volatity was 21.65, the open interest changed by -4 which decreased total open position to 111
On 21 Jan ICICIGI was trading at 1834.60. The strike last trading price was 28.25, which was -3.65 lower than the previous day. The implied volatity was 20.48, the open interest changed by 38 which increased total open position to 115
On 20 Jan ICICIGI was trading at 1861.70. The strike last trading price was 31.05, which was -9.35 lower than the previous day. The implied volatity was 19.43, the open interest changed by 0 which decreased total open position to 78
On 19 Jan ICICIGI was trading at 1884.80. The strike last trading price was 39.5, which was -3.85 lower than the previous day. The implied volatity was 15.96, the open interest changed by 29 which increased total open position to 69
On 16 Jan ICICIGI was trading at 1870.20. The strike last trading price was 43.35, which was 3.8 higher than the previous day. The implied volatity was 17.9, the open interest changed by 20 which increased total open position to 41
On 14 Jan ICICIGI was trading at 1857.70. The strike last trading price was 39.95, which was -23.1 lower than the previous day. The implied volatity was 19.51, the open interest changed by -8 which decreased total open position to 21
On 13 Jan ICICIGI was trading at 1885.50. The strike last trading price was 65.95, which was -0.8 lower than the previous day. The implied volatity was 23.39, the open interest changed by 22 which increased total open position to 26
On 12 Jan ICICIGI was trading at 1910.30. The strike last trading price was 66.75, which was -57.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Jan ICICIGI was trading at 1896.10. The strike last trading price was 66.75, which was -57.8 lower than the previous day. The implied volatity was 22.1, the open interest changed by 3 which increased total open position to 3
On 8 Jan ICICIGI was trading at 1908.20. The strike last trading price was 124.55, 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 7 Jan ICICIGI was trading at 1966.20. The strike last trading price was 124.55, 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 6 Jan ICICIGI was trading at 2010.00. The strike last trading price was 124.55, 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 5 Jan ICICIGI was trading at 1979.90. The strike last trading price was 124.55, 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 2 Jan ICICIGI was trading at 1973.90. The strike last trading price was 124.55, 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 1 Jan ICICIGI was trading at 1956.90. The strike last trading price was 124.55, 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 31 Dec ICICIGI was trading at 1962.10. The strike last trading price was 124.55, 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 24FEB2026 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.5
Theta: -1.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 1936.10 | 3.5 | -1.4 | 19.64 | 444 | 25 | 648 |
| 19 Feb | 1936.00 | 4.75 | 1.65 | 20.16 | 1,518 | -147 | 624 |
| 18 Feb | 1959.70 | 2.8 | -6.75 | 22.11 | 2,899 | 108 | 762 |
| 17 Feb | 1928.20 | 9.8 | -2.8 | 20.93 | 586 | 0 | 655 |
| 16 Feb | 1922.00 | 12.4 | -7.55 | 24.42 | 2,560 | -58 | 663 |
| 13 Feb | 1916.10 | 19.9 | -0.45 | 18.33 | 4,006 | 558 | 772 |
| 12 Feb | 1919.80 | 20 | 0.4 | 20.18 | 157 | 5 | 211 |
| 11 Feb | 1931.70 | 21.55 | -1.4 | 25.76 | 235 | 38 | 205 |
| 10 Feb | 1909.60 | 25 | -6.2 | 19.59 | 414 | 61 | 163 |
| 9 Feb | 1888.20 | 32.65 | -18.75 | 18.96 | 41 | 6 | 101 |
| 6 Feb | 1861.60 | 52 | -3.85 | 22.72 | 39 | -1 | 96 |
| 5 Feb | 1874.20 | 55.05 | -2.95 | 28.12 | 4 | -1 | 97 |
| 4 Feb | 1854.00 | 58 | -19.95 | - | 0 | 0 | 98 |
| 3 Feb | 1861.50 | 58 | -19.95 | 21.54 | 2 | -1 | 99 |
| 2 Feb | 1826.70 | 77.95 | -17.25 | - | 0 | 0 | 100 |
| 1 Feb | 1829.20 | 77.95 | -17.25 | 30.25 | 8 | -3 | 102 |
| 30 Jan | 1814.10 | 95.3 | 4.3 | 23.99 | 11 | 0 | 106 |
| 29 Jan | 1825.60 | 91 | -2.9 | 28.13 | 1 | 0 | 0 |
| 28 Jan | 1822.20 | 93.9 | -6.1 | 29.02 | 32 | 10 | 106 |
| 27 Jan | 1805.90 | 100 | -1 | 27.82 | 21 | 1 | 96 |
| 23 Jan | 1795.70 | 101 | 10.7 | 19.8 | 49 | 9 | 95 |
| 22 Jan | 1824.70 | 90.3 | -0.7 | 24.28 | 54 | 5 | 87 |
| 21 Jan | 1834.60 | 91 | 13 | 29.89 | 68 | 17 | 82 |
| 20 Jan | 1861.70 | 78 | 2.2 | 26.61 | 5 | 0 | 65 |
| 19 Jan | 1884.80 | 75.8 | 5.25 | 32.91 | 33 | 15 | 64 |
| 16 Jan | 1870.20 | 70.55 | -4.55 | 28.59 | 37 | 25 | 48 |
| 14 Jan | 1857.70 | 73 | 9.1 | 25.28 | 28 | 3 | 24 |
| 13 Jan | 1885.50 | 63.9 | 4.05 | 27.4 | 17 | 7 | 22 |
| 12 Jan | 1910.30 | 59.85 | 3.1 | 29.37 | 15 | 2 | 12 |
| 9 Jan | 1896.10 | 56.75 | 2.15 | 23.99 | 1 | 0 | 10 |
| 8 Jan | 1908.20 | 55 | 22 | 26 | 13 | 4 | 9 |
| 7 Jan | 1966.20 | 33 | -18.95 | 25.03 | 11 | 6 | 6 |
| 6 Jan | 2010.00 | 51.95 | 0 | 4.9 | 0 | 0 | 0 |
| 5 Jan | 1979.90 | 51.95 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 1973.90 | 51.95 | 0 | 3.55 | 0 | 0 | 0 |
| 1 Jan | 1956.90 | 51.95 | - | - | 0 | 0 | 0 |
| 31 Dec | 1962.10 | 51.95 | 0 | 3.28 | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1900 expiring on 24FEB2026
Delta for 1900 PE is -0.16
Historical price for 1900 PE is as follows
On 20 Feb ICICIGI was trading at 1936.10. The strike last trading price was 3.5, which was -1.4 lower than the previous day. The implied volatity was 19.64, the open interest changed by 25 which increased total open position to 648
On 19 Feb ICICIGI was trading at 1936.00. The strike last trading price was 4.75, which was 1.65 higher than the previous day. The implied volatity was 20.16, the open interest changed by -147 which decreased total open position to 624
On 18 Feb ICICIGI was trading at 1959.70. The strike last trading price was 2.8, which was -6.75 lower than the previous day. The implied volatity was 22.11, the open interest changed by 108 which increased total open position to 762
On 17 Feb ICICIGI was trading at 1928.20. The strike last trading price was 9.8, which was -2.8 lower than the previous day. The implied volatity was 20.93, the open interest changed by 0 which decreased total open position to 655
On 16 Feb ICICIGI was trading at 1922.00. The strike last trading price was 12.4, which was -7.55 lower than the previous day. The implied volatity was 24.42, the open interest changed by -58 which decreased total open position to 663
On 13 Feb ICICIGI was trading at 1916.10. The strike last trading price was 19.9, which was -0.45 lower than the previous day. The implied volatity was 18.33, the open interest changed by 558 which increased total open position to 772
On 12 Feb ICICIGI was trading at 1919.80. The strike last trading price was 20, which was 0.4 higher than the previous day. The implied volatity was 20.18, the open interest changed by 5 which increased total open position to 211
On 11 Feb ICICIGI was trading at 1931.70. The strike last trading price was 21.55, which was -1.4 lower than the previous day. The implied volatity was 25.76, the open interest changed by 38 which increased total open position to 205
On 10 Feb ICICIGI was trading at 1909.60. The strike last trading price was 25, which was -6.2 lower than the previous day. The implied volatity was 19.59, the open interest changed by 61 which increased total open position to 163
On 9 Feb ICICIGI was trading at 1888.20. The strike last trading price was 32.65, which was -18.75 lower than the previous day. The implied volatity was 18.96, the open interest changed by 6 which increased total open position to 101
On 6 Feb ICICIGI was trading at 1861.60. The strike last trading price was 52, which was -3.85 lower than the previous day. The implied volatity was 22.72, the open interest changed by -1 which decreased total open position to 96
On 5 Feb ICICIGI was trading at 1874.20. The strike last trading price was 55.05, which was -2.95 lower than the previous day. The implied volatity was 28.12, the open interest changed by -1 which decreased total open position to 97
On 4 Feb ICICIGI was trading at 1854.00. The strike last trading price was 58, which was -19.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 98
On 3 Feb ICICIGI was trading at 1861.50. The strike last trading price was 58, which was -19.95 lower than the previous day. The implied volatity was 21.54, the open interest changed by -1 which decreased total open position to 99
On 2 Feb ICICIGI was trading at 1826.70. The strike last trading price was 77.95, which was -17.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 1 Feb ICICIGI was trading at 1829.20. The strike last trading price was 77.95, which was -17.25 lower than the previous day. The implied volatity was 30.25, the open interest changed by -3 which decreased total open position to 102
On 30 Jan ICICIGI was trading at 1814.10. The strike last trading price was 95.3, which was 4.3 higher than the previous day. The implied volatity was 23.99, the open interest changed by 0 which decreased total open position to 106
On 29 Jan ICICIGI was trading at 1825.60. The strike last trading price was 91, which was -2.9 lower than the previous day. The implied volatity was 28.13, the open interest changed by 0 which decreased total open position to 0
On 28 Jan ICICIGI was trading at 1822.20. The strike last trading price was 93.9, which was -6.1 lower than the previous day. The implied volatity was 29.02, the open interest changed by 10 which increased total open position to 106
On 27 Jan ICICIGI was trading at 1805.90. The strike last trading price was 100, which was -1 lower than the previous day. The implied volatity was 27.82, the open interest changed by 1 which increased total open position to 96
On 23 Jan ICICIGI was trading at 1795.70. The strike last trading price was 101, which was 10.7 higher than the previous day. The implied volatity was 19.8, the open interest changed by 9 which increased total open position to 95
On 22 Jan ICICIGI was trading at 1824.70. The strike last trading price was 90.3, which was -0.7 lower than the previous day. The implied volatity was 24.28, the open interest changed by 5 which increased total open position to 87
On 21 Jan ICICIGI was trading at 1834.60. The strike last trading price was 91, which was 13 higher than the previous day. The implied volatity was 29.89, the open interest changed by 17 which increased total open position to 82
On 20 Jan ICICIGI was trading at 1861.70. The strike last trading price was 78, which was 2.2 higher than the previous day. The implied volatity was 26.61, the open interest changed by 0 which decreased total open position to 65
On 19 Jan ICICIGI was trading at 1884.80. The strike last trading price was 75.8, which was 5.25 higher than the previous day. The implied volatity was 32.91, the open interest changed by 15 which increased total open position to 64
On 16 Jan ICICIGI was trading at 1870.20. The strike last trading price was 70.55, which was -4.55 lower than the previous day. The implied volatity was 28.59, the open interest changed by 25 which increased total open position to 48
On 14 Jan ICICIGI was trading at 1857.70. The strike last trading price was 73, which was 9.1 higher than the previous day. The implied volatity was 25.28, the open interest changed by 3 which increased total open position to 24
On 13 Jan ICICIGI was trading at 1885.50. The strike last trading price was 63.9, which was 4.05 higher than the previous day. The implied volatity was 27.4, the open interest changed by 7 which increased total open position to 22
On 12 Jan ICICIGI was trading at 1910.30. The strike last trading price was 59.85, which was 3.1 higher than the previous day. The implied volatity was 29.37, the open interest changed by 2 which increased total open position to 12
On 9 Jan ICICIGI was trading at 1896.10. The strike last trading price was 56.75, which was 2.15 higher than the previous day. The implied volatity was 23.99, the open interest changed by 0 which decreased total open position to 10
On 8 Jan ICICIGI was trading at 1908.20. The strike last trading price was 55, which was 22 higher than the previous day. The implied volatity was 26, the open interest changed by 4 which increased total open position to 9
On 7 Jan ICICIGI was trading at 1966.20. The strike last trading price was 33, which was -18.95 lower than the previous day. The implied volatity was 25.03, the open interest changed by 6 which increased total open position to 6
On 6 Jan ICICIGI was trading at 2010.00. The strike last trading price was 51.95, which was 0 lower than the previous day. The implied volatity was 4.9, the open interest changed by 0 which decreased total open position to 0
On 5 Jan ICICIGI was trading at 1979.90. The strike last trading price was 51.95, 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 2 Jan ICICIGI was trading at 1973.90. The strike last trading price was 51.95, which was 0 lower than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0
On 1 Jan ICICIGI was trading at 1956.90. The strike last trading price was 51.95, 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 31 Dec ICICIGI was trading at 1962.10. The strike last trading price was 51.95, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0
