ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
14 Jan 2026 04:11 PM IST
| ICICIGI 27-JAN-2026 1900 CE | ||||||||||||||||
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Delta: 0.3
Vega: 1.23
Theta: -0.99
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 Jan | 1857.70 | 11.8 | -24.1 | 17.68 | 6,351 | -60 | 924 | |||||||||
| 13 Jan | 1885.50 | 36 | -14.25 | 25.11 | 3,369 | 767 | 1,002 | |||||||||
| 12 Jan | 1910.30 | 51 | 6.85 | 25.83 | 1,091 | 102 | 233 | |||||||||
| 9 Jan | 1896.10 | 43.7 | -11.45 | 25.93 | 355 | 89 | 128 | |||||||||
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| 8 Jan | 1908.20 | 53.4 | -40.55 | 25.06 | 90 | 23 | 40 | |||||||||
| 7 Jan | 1966.20 | 92.75 | -37.35 | 24.08 | 28 | 4 | 18 | |||||||||
| 6 Jan | 2010.00 | 130.1 | 31.9 | 25 | 4 | 0 | 14 | |||||||||
| 5 Jan | 1979.90 | 98.2 | 0.55 | 13.95 | 2 | 1 | 15 | |||||||||
| 2 Jan | 1973.90 | 97.65 | 6.75 | 20.98 | 11 | 0 | 13 | |||||||||
| 1 Jan | 1956.90 | 90.9 | 0.9 | - | 0 | 0 | 13 | |||||||||
| 31 Dec | 1962.10 | 90.9 | 0.9 | 20.85 | 14 | 7 | 13 | |||||||||
| 30 Dec | 1955.00 | 90 | 10 | 22.32 | 1 | 0 | 6 | |||||||||
| 29 Dec | 1943.20 | 80 | -9.2 | - | 0 | 0 | 6 | |||||||||
| 26 Dec | 1950.00 | 80 | -9.2 | 16.66 | 1 | 0 | 5 | |||||||||
| 24 Dec | 1959.30 | 89.2 | 2.15 | - | 0 | 0 | 5 | |||||||||
| 23 Dec | 1960.10 | 89.2 | 2.15 | 17.58 | 2 | -1 | 6 | |||||||||
| 22 Dec | 1950.60 | 87.05 | -41.75 | 17.42 | 6 | 5 | 8 | |||||||||
| 19 Dec | 1954.30 | 128.8 | -27.05 | - | 0 | 0 | 3 | |||||||||
| 18 Dec | 1949.80 | 128.8 | -27.05 | - | 0 | 0 | 3 | |||||||||
| 17 Dec | 1947.00 | 128.8 | -27.05 | - | 0 | 0 | 3 | |||||||||
| 16 Dec | 1951.20 | 128.8 | -27.05 | - | 0 | 0 | 3 | |||||||||
| 15 Dec | 1951.80 | 128.8 | -27.05 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 1937.90 | 128.8 | -27.05 | - | 0 | 0 | 3 | |||||||||
| 11 Dec | 1939.70 | 128.8 | -27.05 | - | 0 | 0 | 3 | |||||||||
| 10 Dec | 1934.80 | 128.8 | -27.05 | - | 0 | 0 | 3 | |||||||||
| 9 Dec | 1945.30 | 128.8 | -27.05 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1961.10 | 128.8 | -27.05 | - | 0 | 0 | 3 | |||||||||
| 5 Dec | 1974.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1983.00 | 128.8 | -27.05 | 19.63 | 3 | 0 | 3 | |||||||||
| 3 Dec | 1972.40 | 155.85 | -9.2 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1986.70 | 155.85 | -9.2 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1991.40 | 155.85 | -9.2 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1970.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1980.70 | 155.85 | -9.2 | - | 0 | 3 | 0 | |||||||||
| 26 Nov | 2010.30 | 155.85 | -9.2 | 16 | 3 | 1 | 1 | |||||||||
For Icici Lombard Gic Limited - strike price 1900 expiring on 27JAN2026
Delta for 1900 CE is 0.3
Historical price for 1900 CE is as follows
On 14 Jan ICICIGI was trading at 1857.70. The strike last trading price was 11.8, which was -24.1 lower than the previous day. The implied volatity was 17.68, the open interest changed by -60 which decreased total open position to 924
On 13 Jan ICICIGI was trading at 1885.50. The strike last trading price was 36, which was -14.25 lower than the previous day. The implied volatity was 25.11, the open interest changed by 767 which increased total open position to 1002
On 12 Jan ICICIGI was trading at 1910.30. The strike last trading price was 51, which was 6.85 higher than the previous day. The implied volatity was 25.83, the open interest changed by 102 which increased total open position to 233
On 9 Jan ICICIGI was trading at 1896.10. The strike last trading price was 43.7, which was -11.45 lower than the previous day. The implied volatity was 25.93, the open interest changed by 89 which increased total open position to 128
On 8 Jan ICICIGI was trading at 1908.20. The strike last trading price was 53.4, which was -40.55 lower than the previous day. The implied volatity was 25.06, the open interest changed by 23 which increased total open position to 40
On 7 Jan ICICIGI was trading at 1966.20. The strike last trading price was 92.75, which was -37.35 lower than the previous day. The implied volatity was 24.08, the open interest changed by 4 which increased total open position to 18
On 6 Jan ICICIGI was trading at 2010.00. The strike last trading price was 130.1, which was 31.9 higher than the previous day. The implied volatity was 25, the open interest changed by 0 which decreased total open position to 14
On 5 Jan ICICIGI was trading at 1979.90. The strike last trading price was 98.2, which was 0.55 higher than the previous day. The implied volatity was 13.95, the open interest changed by 1 which increased total open position to 15
On 2 Jan ICICIGI was trading at 1973.90. The strike last trading price was 97.65, which was 6.75 higher than the previous day. The implied volatity was 20.98, the open interest changed by 0 which decreased total open position to 13
On 1 Jan ICICIGI was trading at 1956.90. The strike last trading price was 90.9, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 31 Dec ICICIGI was trading at 1962.10. The strike last trading price was 90.9, which was 0.9 higher than the previous day. The implied volatity was 20.85, the open interest changed by 7 which increased total open position to 13
On 30 Dec ICICIGI was trading at 1955.00. The strike last trading price was 90, which was 10 higher than the previous day. The implied volatity was 22.32, the open interest changed by 0 which decreased total open position to 6
On 29 Dec ICICIGI was trading at 1943.20. The strike last trading price was 80, which was -9.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 26 Dec ICICIGI was trading at 1950.00. The strike last trading price was 80, which was -9.2 lower than the previous day. The implied volatity was 16.66, the open interest changed by 0 which decreased total open position to 5
On 24 Dec ICICIGI was trading at 1959.30. The strike last trading price was 89.2, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 23 Dec ICICIGI was trading at 1960.10. The strike last trading price was 89.2, which was 2.15 higher than the previous day. The implied volatity was 17.58, the open interest changed by -1 which decreased total open position to 6
On 22 Dec ICICIGI was trading at 1950.60. The strike last trading price was 87.05, which was -41.75 lower than the previous day. The implied volatity was 17.42, the open interest changed by 5 which increased total open position to 8
On 19 Dec ICICIGI was trading at 1954.30. The strike last trading price was 128.8, which was -27.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Dec ICICIGI was trading at 1949.80. The strike last trading price was 128.8, which was -27.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Dec ICICIGI was trading at 1947.00. The strike last trading price was 128.8, which was -27.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Dec ICICIGI was trading at 1951.20. The strike last trading price was 128.8, which was -27.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 Dec ICICIGI was trading at 1951.80. The strike last trading price was 128.8, which was -27.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ICICIGI was trading at 1937.90. The strike last trading price was 128.8, which was -27.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Dec ICICIGI was trading at 1939.70. The strike last trading price was 128.8, which was -27.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Dec ICICIGI was trading at 1934.80. The strike last trading price was 128.8, which was -27.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 128.8, which was -27.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 128.8, which was -27.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was -, 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 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 128.8, which was -27.05 lower than the previous day. The implied volatity was 19.63, the open interest changed by 0 which decreased total open position to 3
On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 155.85, which was -9.2 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 155.85, which was -9.2 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 155.85, which was -9.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was -, 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 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 155.85, which was -9.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 155.85, which was -9.2 lower than the previous day. The implied volatity was 16, the open interest changed by 1 which increased total open position to 1
| ICICIGI 27JAN2026 1900 PE | |||||||
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Delta: -0.64
Vega: 1.31
Theta: -0.91
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 Jan | 1857.70 | 54.05 | 5.5 | 24.73 | 1,724 | -118 | 332 |
| 13 Jan | 1885.50 | 48 | 9.85 | 31.72 | 1,112 | 110 | 441 |
| 12 Jan | 1910.30 | 37.35 | -7.15 | 30.56 | 405 | -14 | 335 |
| 9 Jan | 1896.10 | 45.55 | 6.85 | 27.36 | 514 | -72 | 348 |
| 8 Jan | 1908.20 | 38 | 18.9 | 27.09 | 2,025 | 140 | 422 |
| 7 Jan | 1966.20 | 19 | 8.7 | 26.76 | 384 | -47 | 284 |
| 6 Jan | 2010.00 | 10.25 | -3.45 | 26.04 | 223 | 44 | 339 |
| 5 Jan | 1979.90 | 13.85 | -1.2 | 24.83 | 230 | 89 | 295 |
| 2 Jan | 1973.90 | 14.9 | -4.95 | 22.47 | 140 | -4 | 210 |
| 1 Jan | 1956.90 | 20 | 2.15 | 22.55 | 116 | 34 | 214 |
| 31 Dec | 1962.10 | 17.85 | -1.65 | 22.02 | 67 | 12 | 180 |
| 30 Dec | 1955.00 | 19.15 | -6.5 | 21.57 | 67 | 4 | 168 |
| 29 Dec | 1943.20 | 23.8 | 0.2 | 22.28 | 77 | 20 | 164 |
| 26 Dec | 1950.00 | 23.6 | 1.2 | 22.52 | 81 | 52 | 144 |
| 24 Dec | 1959.30 | 22 | 0.5 | 22.16 | 91 | 58 | 92 |
| 23 Dec | 1960.10 | 21.3 | -3.95 | 21.1 | 16 | 5 | 34 |
| 22 Dec | 1950.60 | 25.25 | 1.25 | 22.34 | 5 | 2 | 29 |
| 19 Dec | 1954.30 | 24 | -2 | 21.1 | 2 | 1 | 26 |
| 18 Dec | 1949.80 | 26 | -7 | 21.27 | 4 | 1 | 24 |
| 17 Dec | 1947.00 | 33 | 4.5 | 22.54 | 8 | 5 | 22 |
| 16 Dec | 1951.20 | 28.5 | -7.65 | 21.51 | 4 | 2 | 17 |
| 15 Dec | 1951.80 | 36.15 | -2.85 | 25.7 | 15 | 7 | 14 |
| 12 Dec | 1937.90 | 39 | 9.1 | - | 0 | 0 | 7 |
| 11 Dec | 1939.70 | 39 | 9.1 | - | 0 | 0 | 7 |
| 10 Dec | 1934.80 | 39 | 9.1 | 24.4 | 2 | 0 | 7 |
| 9 Dec | 1945.30 | 29.9 | -0.25 | - | 0 | 4 | 0 |
| 8 Dec | 1961.10 | 29.9 | -0.25 | 22.43 | 4 | 2 | 5 |
| 5 Dec | 1974.40 | - | - | - | 0 | 0 | 0 |
| 4 Dec | 1983.00 | 30.15 | -4.55 | 24.39 | 3 | -2 | 2 |
| 3 Dec | 1972.40 | 34.7 | -11.5 | 24.95 | 4 | 3 | 3 |
| 2 Dec | 1986.70 | 46.2 | 0 | 4.02 | 0 | 0 | 0 |
| 1 Dec | 1991.40 | 46.2 | 0 | 4.07 | 0 | 0 | 0 |
| 28 Nov | 1970.50 | - | - | - | 0 | 0 | 0 |
| 27 Nov | 1980.70 | 46.2 | 0 | 3.7 | 0 | 0 | 0 |
| 26 Nov | 2010.30 | 46.2 | 0 | 4.77 | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1900 expiring on 27JAN2026
Delta for 1900 PE is -0.64
Historical price for 1900 PE is as follows
On 14 Jan ICICIGI was trading at 1857.70. The strike last trading price was 54.05, which was 5.5 higher than the previous day. The implied volatity was 24.73, the open interest changed by -118 which decreased total open position to 332
On 13 Jan ICICIGI was trading at 1885.50. The strike last trading price was 48, which was 9.85 higher than the previous day. The implied volatity was 31.72, the open interest changed by 110 which increased total open position to 441
On 12 Jan ICICIGI was trading at 1910.30. The strike last trading price was 37.35, which was -7.15 lower than the previous day. The implied volatity was 30.56, the open interest changed by -14 which decreased total open position to 335
On 9 Jan ICICIGI was trading at 1896.10. The strike last trading price was 45.55, which was 6.85 higher than the previous day. The implied volatity was 27.36, the open interest changed by -72 which decreased total open position to 348
On 8 Jan ICICIGI was trading at 1908.20. The strike last trading price was 38, which was 18.9 higher than the previous day. The implied volatity was 27.09, the open interest changed by 140 which increased total open position to 422
On 7 Jan ICICIGI was trading at 1966.20. The strike last trading price was 19, which was 8.7 higher than the previous day. The implied volatity was 26.76, the open interest changed by -47 which decreased total open position to 284
On 6 Jan ICICIGI was trading at 2010.00. The strike last trading price was 10.25, which was -3.45 lower than the previous day. The implied volatity was 26.04, the open interest changed by 44 which increased total open position to 339
On 5 Jan ICICIGI was trading at 1979.90. The strike last trading price was 13.85, which was -1.2 lower than the previous day. The implied volatity was 24.83, the open interest changed by 89 which increased total open position to 295
On 2 Jan ICICIGI was trading at 1973.90. The strike last trading price was 14.9, which was -4.95 lower than the previous day. The implied volatity was 22.47, the open interest changed by -4 which decreased total open position to 210
On 1 Jan ICICIGI was trading at 1956.90. The strike last trading price was 20, which was 2.15 higher than the previous day. The implied volatity was 22.55, the open interest changed by 34 which increased total open position to 214
On 31 Dec ICICIGI was trading at 1962.10. The strike last trading price was 17.85, which was -1.65 lower than the previous day. The implied volatity was 22.02, the open interest changed by 12 which increased total open position to 180
On 30 Dec ICICIGI was trading at 1955.00. The strike last trading price was 19.15, which was -6.5 lower than the previous day. The implied volatity was 21.57, the open interest changed by 4 which increased total open position to 168
On 29 Dec ICICIGI was trading at 1943.20. The strike last trading price was 23.8, which was 0.2 higher than the previous day. The implied volatity was 22.28, the open interest changed by 20 which increased total open position to 164
On 26 Dec ICICIGI was trading at 1950.00. The strike last trading price was 23.6, which was 1.2 higher than the previous day. The implied volatity was 22.52, the open interest changed by 52 which increased total open position to 144
On 24 Dec ICICIGI was trading at 1959.30. The strike last trading price was 22, which was 0.5 higher than the previous day. The implied volatity was 22.16, the open interest changed by 58 which increased total open position to 92
On 23 Dec ICICIGI was trading at 1960.10. The strike last trading price was 21.3, which was -3.95 lower than the previous day. The implied volatity was 21.1, the open interest changed by 5 which increased total open position to 34
On 22 Dec ICICIGI was trading at 1950.60. The strike last trading price was 25.25, which was 1.25 higher than the previous day. The implied volatity was 22.34, the open interest changed by 2 which increased total open position to 29
On 19 Dec ICICIGI was trading at 1954.30. The strike last trading price was 24, which was -2 lower than the previous day. The implied volatity was 21.1, the open interest changed by 1 which increased total open position to 26
On 18 Dec ICICIGI was trading at 1949.80. The strike last trading price was 26, which was -7 lower than the previous day. The implied volatity was 21.27, the open interest changed by 1 which increased total open position to 24
On 17 Dec ICICIGI was trading at 1947.00. The strike last trading price was 33, which was 4.5 higher than the previous day. The implied volatity was 22.54, the open interest changed by 5 which increased total open position to 22
On 16 Dec ICICIGI was trading at 1951.20. The strike last trading price was 28.5, which was -7.65 lower than the previous day. The implied volatity was 21.51, the open interest changed by 2 which increased total open position to 17
On 15 Dec ICICIGI was trading at 1951.80. The strike last trading price was 36.15, which was -2.85 lower than the previous day. The implied volatity was 25.7, the open interest changed by 7 which increased total open position to 14
On 12 Dec ICICIGI was trading at 1937.90. The strike last trading price was 39, which was 9.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 11 Dec ICICIGI was trading at 1939.70. The strike last trading price was 39, which was 9.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Dec ICICIGI was trading at 1934.80. The strike last trading price was 39, which was 9.1 higher than the previous day. The implied volatity was 24.4, the open interest changed by 0 which decreased total open position to 7
On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 29.9, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 29.9, which was -0.25 lower than the previous day. The implied volatity was 22.43, the open interest changed by 2 which increased total open position to 5
On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was -, 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 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 30.15, which was -4.55 lower than the previous day. The implied volatity was 24.39, the open interest changed by -2 which decreased total open position to 2
On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 34.7, which was -11.5 lower than the previous day. The implied volatity was 24.95, the open interest changed by 3 which increased total open position to 3
On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 46.2, which was 0 lower than the previous day. The implied volatity was 4.02, 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 46.2, which was 0 lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was -, 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 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 46.2, which was 0 lower than the previous day. The implied volatity was 3.7, 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 46.2, which was 0 lower than the previous day. The implied volatity was 4.77, the open interest changed by 0 which decreased total open position to 0































































































































































































































