ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
20 Dec 2024 04:11 PM IST
| ICICIGI 26DEC2024 1900 CE | ||||||||||
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Delta: 0.56
Vega: 0.96
Theta: -1.67
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1902.15 | 19.65 | -6.35 | 17.23 | 997 | -16 | 219 | |||
| 19 Dec | 1898.00 | 26 | 4.25 | 21.91 | 1,325 | 19 | 238 | |||
| 18 Dec | 1874.70 | 21.75 | -21.30 | 27.71 | 418 | 8 | 219 | |||
| 17 Dec | 1917.30 | 43.05 | -30.95 | 25.43 | 220 | -35 | 212 | |||
| 16 Dec | 1963.80 | 74 | -21.10 | 24.46 | 37 | -3 | 246 | |||
| 13 Dec | 1983.35 | 95.1 | 14.95 | - | 98 | 5 | 248 | |||
| 12 Dec | 1961.35 | 80.15 | 8.65 | 18.32 | 78 | 10 | 241 | |||
| 11 Dec | 1948.65 | 71.5 | 6.40 | 25.68 | 76 | -1 | 232 | |||
| 10 Dec | 1945.80 | 65.1 | -20.15 | 21.11 | 50 | 7 | 233 | |||
| 9 Dec | 1962.20 | 85.25 | 8.80 | 23.71 | 106 | -23 | 226 | |||
| 6 Dec | 1949.90 | 76.45 | 10.55 | 22.67 | 68 | -6 | 249 | |||
| 5 Dec | 1932.70 | 65.9 | -10.45 | 22.79 | 290 | -26 | 255 | |||
| 4 Dec | 1950.85 | 76.35 | 29.55 | 21.18 | 1,954 | -445 | 281 | |||
| 3 Dec | 1896.35 | 46.8 | 19.95 | 22.69 | 3,098 | -145 | 718 | |||
| 2 Dec | 1834.10 | 26.85 | -10.95 | 24.97 | 765 | 69 | 837 | |||
| 29 Nov | 1861.85 | 37.8 | -7.95 | 24.45 | 970 | 181 | 729 | |||
| 28 Nov | 1871.10 | 45.75 | 5.95 | 23.34 | 3,407 | 425 | 555 | |||
| 27 Nov | 1863.75 | 39.8 | -1.95 | 24.16 | 431 | 35 | 132 | |||
| 26 Nov | 1854.45 | 41.75 | 9.35 | 25.63 | 485 | 68 | 97 | |||
| 25 Nov | 1836.90 | 32.4 | 4.80 | 24.12 | 42 | 30 | 30 | |||
| 22 Nov | 1837.50 | 27.6 | -76.75 | 20.90 | 2 | 1 | 1 | |||
| 20 Nov | 1840.90 | 104.35 | 0.00 | 2.39 | 0 | 0 | 0 | |||
| 19 Nov | 1840.90 | 104.35 | 0.00 | 2.39 | 0 | 0 | 0 | |||
| 18 Nov | 1839.45 | 104.35 | 0.00 | 1.68 | 0 | 0 | 0 | |||
| 14 Nov | 1863.40 | 104.35 | 0.00 | 0.51 | 0 | 0 | 0 | |||
| 13 Nov | 1868.20 | 104.35 | 0.00 | 0.50 | 0 | 0 | 0 | |||
| 12 Nov | 1892.25 | 104.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1921.10 | 104.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1916.50 | 104.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1916.05 | 104.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Nov | 1870.85 | 104.35 | 0.21 | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1900 expiring on 26DEC2024
Delta for 1900 CE is 0.56
Historical price for 1900 CE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 19.65, which was -6.35 lower than the previous day. The implied volatity was 17.23, the open interest changed by -16 which decreased total open position to 219
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 26, which was 4.25 higher than the previous day. The implied volatity was 21.91, the open interest changed by 19 which increased total open position to 238
On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 21.75, which was -21.30 lower than the previous day. The implied volatity was 27.71, the open interest changed by 8 which increased total open position to 219
On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 43.05, which was -30.95 lower than the previous day. The implied volatity was 25.43, the open interest changed by -35 which decreased total open position to 212
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 74, which was -21.10 lower than the previous day. The implied volatity was 24.46, the open interest changed by -3 which decreased total open position to 246
On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 95.1, which was 14.95 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 248
On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 80.15, which was 8.65 higher than the previous day. The implied volatity was 18.32, the open interest changed by 10 which increased total open position to 241
On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 71.5, which was 6.40 higher than the previous day. The implied volatity was 25.68, the open interest changed by -1 which decreased total open position to 232
On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 65.1, which was -20.15 lower than the previous day. The implied volatity was 21.11, the open interest changed by 7 which increased total open position to 233
On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 85.25, which was 8.80 higher than the previous day. The implied volatity was 23.71, the open interest changed by -23 which decreased total open position to 226
On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 76.45, which was 10.55 higher than the previous day. The implied volatity was 22.67, the open interest changed by -6 which decreased total open position to 249
On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 65.9, which was -10.45 lower than the previous day. The implied volatity was 22.79, the open interest changed by -26 which decreased total open position to 255
On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 76.35, which was 29.55 higher than the previous day. The implied volatity was 21.18, the open interest changed by -445 which decreased total open position to 281
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 46.8, which was 19.95 higher than the previous day. The implied volatity was 22.69, the open interest changed by -145 which decreased total open position to 718
On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 26.85, which was -10.95 lower than the previous day. The implied volatity was 24.97, the open interest changed by 69 which increased total open position to 837
On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 37.8, which was -7.95 lower than the previous day. The implied volatity was 24.45, the open interest changed by 181 which increased total open position to 729
On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 45.75, which was 5.95 higher than the previous day. The implied volatity was 23.34, the open interest changed by 425 which increased total open position to 555
On 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 39.8, which was -1.95 lower than the previous day. The implied volatity was 24.16, the open interest changed by 35 which increased total open position to 132
On 26 Nov ICICIGI was trading at 1854.45. The strike last trading price was 41.75, which was 9.35 higher than the previous day. The implied volatity was 25.63, the open interest changed by 68 which increased total open position to 97
On 25 Nov ICICIGI was trading at 1836.90. The strike last trading price was 32.4, which was 4.80 higher than the previous day. The implied volatity was 24.12, the open interest changed by 30 which increased total open position to 30
On 22 Nov ICICIGI was trading at 1837.50. The strike last trading price was 27.6, which was -76.75 lower than the previous day. The implied volatity was 20.90, the open interest changed by 1 which increased total open position to 1
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 104.35, which was 0.00 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 104.35, which was 0.00 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 104.35, which was 0.00 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 104.35, which was 0.00 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 104.35, which was 0.00 lower than the previous day. The implied volatity was 0.50, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 104.35, which was 0.00 lower 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 1921.10. The strike last trading price was 104.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 104.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 104.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 104.35, which was lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 26DEC2024 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 0.97
Theta: -1.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1902.15 | 17.05 | -7.40 | 20.26 | 976 | 19 | 166 |
| 19 Dec | 1898.00 | 24.45 | -13.10 | 25.97 | 567 | -79 | 146 |
| 18 Dec | 1874.70 | 37.55 | 21.45 | 23.46 | 1,027 | 18 | 226 |
| 17 Dec | 1917.30 | 16.1 | 7.70 | 21.66 | 847 | -107 | 217 |
| 16 Dec | 1963.80 | 8.4 | 1.95 | 24.01 | 443 | -10 | 336 |
| 13 Dec | 1983.35 | 6.45 | -4.70 | 24.53 | 430 | 42 | 347 |
| 12 Dec | 1961.35 | 11.15 | -5.75 | 24.75 | 355 | 47 | 297 |
| 11 Dec | 1948.65 | 16.9 | -3.15 | 24.14 | 385 | -68 | 252 |
| 10 Dec | 1945.80 | 20.05 | 6.85 | 25.29 | 342 | 9 | 325 |
| 9 Dec | 1962.20 | 13.2 | -5.30 | 23.54 | 445 | 99 | 318 |
| 6 Dec | 1949.90 | 18.5 | -7.95 | 23.08 | 508 | 6 | 220 |
| 5 Dec | 1932.70 | 26.45 | 3.45 | 24.23 | 596 | -48 | 213 |
| 4 Dec | 1950.85 | 23 | -21.00 | 24.93 | 601 | -11 | 275 |
| 3 Dec | 1896.35 | 44 | -35.40 | 25.14 | 247 | 15 | 290 |
| 2 Dec | 1834.10 | 79.4 | 13.60 | 26.68 | 36 | 3 | 274 |
| 29 Nov | 1861.85 | 65.8 | 5.55 | 25.51 | 180 | 62 | 270 |
| 28 Nov | 1871.10 | 60.25 | -11.75 | 27.58 | 337 | 186 | 208 |
| 27 Nov | 1863.75 | 72 | -5.80 | 28.15 | 4 | 1 | 22 |
| 26 Nov | 1854.45 | 77.8 | 11.90 | 29.25 | 26 | 21 | 21 |
| 25 Nov | 1836.90 | 65.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1837.50 | 65.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1840.90 | 65.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1840.90 | 65.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1839.45 | 65.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1863.40 | 65.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1868.20 | 65.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1892.25 | 65.9 | 0.00 | 0.76 | 0 | 0 | 0 |
| 11 Nov | 1921.10 | 65.9 | 0.00 | 2.12 | 0 | 0 | 0 |
| 7 Nov | 1916.50 | 65.9 | 0.00 | 1.94 | 0 | 0 | 0 |
| 5 Nov | 1916.05 | 65.9 | 65.90 | 1.68 | 0 | 0 | 0 |
| 4 Nov | 1870.85 | 0 | - | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1900 expiring on 26DEC2024
Delta for 1900 PE is -0.45
Historical price for 1900 PE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 17.05, which was -7.40 lower than the previous day. The implied volatity was 20.26, the open interest changed by 19 which increased total open position to 166
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 24.45, which was -13.10 lower than the previous day. The implied volatity was 25.97, the open interest changed by -79 which decreased total open position to 146
On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 37.55, which was 21.45 higher than the previous day. The implied volatity was 23.46, the open interest changed by 18 which increased total open position to 226
On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 16.1, which was 7.70 higher than the previous day. The implied volatity was 21.66, the open interest changed by -107 which decreased total open position to 217
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 8.4, which was 1.95 higher than the previous day. The implied volatity was 24.01, the open interest changed by -10 which decreased total open position to 336
On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 6.45, which was -4.70 lower than the previous day. The implied volatity was 24.53, the open interest changed by 42 which increased total open position to 347
On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 11.15, which was -5.75 lower than the previous day. The implied volatity was 24.75, the open interest changed by 47 which increased total open position to 297
On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 16.9, which was -3.15 lower than the previous day. The implied volatity was 24.14, the open interest changed by -68 which decreased total open position to 252
On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 20.05, which was 6.85 higher than the previous day. The implied volatity was 25.29, the open interest changed by 9 which increased total open position to 325
On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 13.2, which was -5.30 lower than the previous day. The implied volatity was 23.54, the open interest changed by 99 which increased total open position to 318
On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 18.5, which was -7.95 lower than the previous day. The implied volatity was 23.08, the open interest changed by 6 which increased total open position to 220
On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 26.45, which was 3.45 higher than the previous day. The implied volatity was 24.23, the open interest changed by -48 which decreased total open position to 213
On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 23, which was -21.00 lower than the previous day. The implied volatity was 24.93, the open interest changed by -11 which decreased total open position to 275
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 44, which was -35.40 lower than the previous day. The implied volatity was 25.14, the open interest changed by 15 which increased total open position to 290
On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 79.4, which was 13.60 higher than the previous day. The implied volatity was 26.68, the open interest changed by 3 which increased total open position to 274
On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 65.8, which was 5.55 higher than the previous day. The implied volatity was 25.51, the open interest changed by 62 which increased total open position to 270
On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 60.25, which was -11.75 lower than the previous day. The implied volatity was 27.58, the open interest changed by 186 which increased total open position to 208
On 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 72, which was -5.80 lower than the previous day. The implied volatity was 28.15, the open interest changed by 1 which increased total open position to 22
On 26 Nov ICICIGI was trading at 1854.45. The strike last trading price was 77.8, which was 11.90 higher than the previous day. The implied volatity was 29.25, the open interest changed by 21 which increased total open position to 21
On 25 Nov ICICIGI was trading at 1836.90. The strike last trading price was 65.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ICICIGI was trading at 1837.50. The strike last trading price was 65.9, which was 0.00 lower 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 1840.90. The strike last trading price was 65.9, which was 0.00 lower 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 1840.90. The strike last trading price was 65.9, which was 0.00 lower 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 1839.45. The strike last trading price was 65.9, which was 0.00 lower 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 1863.40. The strike last trading price was 65.9, which was 0.00 lower 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 1868.20. The strike last trading price was 65.9, which was 0.00 lower 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 1892.25. The strike last trading price was 65.9, which was 0.00 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 65.9, which was 0.00 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 65.9, which was 0.00 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 65.9, which was 65.90 higher than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
