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[--[65.84.65.76]--]
ICICIGI
Icici Lombard Gic Limited

1867.7 -0.50 (-0.03%)

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Historical option data for ICICIGI

14 Nov 2024 09:22 AM IST
ICICIGI 28NOV2024 1900 CE
Delta: 0.38
Vega: 1.40
Theta: -1.43
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1864.00 24 -0.55 25.15 15 -2 196
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
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 0.38

Historical price for 1900 CE is as follows

On 14 Nov ICICIGI was trading at 1864.00. The strike last trading price was 24, which was -0.55 lower than the previous day. The implied volatity was 25.15, the open interest changed by -4 which decreased total open position to 392


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: -0.64
Vega: 1.38
Theta: -0.69
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1864.00 49.05 -0.90 21.34 2.5 0 125
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 -0.64

Historical price for 1900 PE is as follows

On 14 Nov ICICIGI was trading at 1864.00. The strike last trading price was 49.05, which was -0.90 lower than the previous day. The implied volatity was 21.34, the open interest changed by 0 which decreased total open position to 250


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