ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
02 Mar 2026 04:11 PM IST
| ICICIGI 30-MAR-2026 1900 CE | ||||||||||||||||
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Delta: 0.54
Vega: 2.08
Theta: -1.04
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 2 Mar | 1895.50 | 47 | -3.8 | 20.77 | 327 | 49 | 113 | |||||||||
| 27 Feb | 1901.50 | 51.6 | -17.4 | 21.43 | 29 | 9 | 64 | |||||||||
| 26 Feb | 1946.50 | 69 | -3.5 | 12.89 | 33 | -1 | 55 | |||||||||
| 25 Feb | 1939.30 | 72.5 | 16.75 | 19.72 | 118 | 14 | 56 | |||||||||
| 24 Feb | 1903.90 | 56.55 | -34.35 | 20 | 69 | 35 | 42 | |||||||||
| 23 Feb | 1953.80 | 90.9 | 20.7 | 21.26 | 8 | 1 | 8 | |||||||||
| 20 Feb | 1936.10 | 70.2 | -6.8 | 14.52 | 9 | -3 | 7 | |||||||||
| 19 Feb | 1936.00 | 77 | -13 | 17.04 | 1 | 0 | 10 | |||||||||
| 18 Feb | 1959.70 | 90 | 20 | 11.45 | 5 | -3 | 11 | |||||||||
| 17 Feb | 1928.20 | 70 | 15 | 16.01 | 1 | 0 | 15 | |||||||||
| 16 Feb | 1922.00 | 55 | -7.7 | 11.24 | 1 | 0 | 16 | |||||||||
| 13 Feb | 1916.10 | 62.7 | -3.3 | - | 0 | 0 | 16 | |||||||||
| 12 Feb | 1919.80 | 62.7 | -3.3 | - | 0 | 0 | 16 | |||||||||
| 11 Feb | 1931.70 | 62.7 | -3.3 | 10.06 | 2 | 0 | 16 | |||||||||
| 10 Feb | 1909.60 | 66 | 16.6 | 19.02 | 12 | 3 | 16 | |||||||||
| 9 Feb | 1888.20 | 51.75 | 19.75 | 16.87 | 55 | 6 | 12 | |||||||||
| 6 Feb | 1861.60 | 32 | -15 | 13.54 | 5 | 3 | 4 | |||||||||
| 5 Feb | 1874.20 | 47 | -4.45 | 15.91 | 1 | 0 | 0 | |||||||||
| 4 Feb | 1854.00 | 51.45 | 0 | 0.77 | 0 | 0 | 0 | |||||||||
| 3 Feb | 1861.50 | 51.45 | 0 | 0.39 | 0 | 0 | 0 | |||||||||
| 2 Feb | 1826.70 | 51.45 | 0 | 1.56 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1829.20 | 51.45 | 0 | 1.61 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1814.10 | 51.45 | 0 | 1.61 | 0 | 0 | 0 | |||||||||
| 29 Jan | 1825.60 | 51.45 | 0 | 1.98 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1900 expiring on 30MAR2026
Delta for 1900 CE is 0.54
Historical price for 1900 CE is as follows
On 2 Mar ICICIGI was trading at 1895.50. The strike last trading price was 47, which was -3.8 lower than the previous day. The implied volatity was 20.77, the open interest changed by 49 which increased total open position to 113
On 27 Feb ICICIGI was trading at 1901.50. The strike last trading price was 51.6, which was -17.4 lower than the previous day. The implied volatity was 21.43, the open interest changed by 9 which increased total open position to 64
On 26 Feb ICICIGI was trading at 1946.50. The strike last trading price was 69, which was -3.5 lower than the previous day. The implied volatity was 12.89, the open interest changed by -1 which decreased total open position to 55
On 25 Feb ICICIGI was trading at 1939.30. The strike last trading price was 72.5, which was 16.75 higher than the previous day. The implied volatity was 19.72, the open interest changed by 14 which increased total open position to 56
On 24 Feb ICICIGI was trading at 1903.90. The strike last trading price was 56.55, which was -34.35 lower than the previous day. The implied volatity was 20, the open interest changed by 35 which increased total open position to 42
On 23 Feb ICICIGI was trading at 1953.80. The strike last trading price was 90.9, which was 20.7 higher than the previous day. The implied volatity was 21.26, the open interest changed by 1 which increased total open position to 8
On 20 Feb ICICIGI was trading at 1936.10. The strike last trading price was 70.2, which was -6.8 lower than the previous day. The implied volatity was 14.52, the open interest changed by -3 which decreased total open position to 7
On 19 Feb ICICIGI was trading at 1936.00. The strike last trading price was 77, which was -13 lower than the previous day. The implied volatity was 17.04, the open interest changed by 0 which decreased total open position to 10
On 18 Feb ICICIGI was trading at 1959.70. The strike last trading price was 90, which was 20 higher than the previous day. The implied volatity was 11.45, the open interest changed by -3 which decreased total open position to 11
On 17 Feb ICICIGI was trading at 1928.20. The strike last trading price was 70, which was 15 higher than the previous day. The implied volatity was 16.01, the open interest changed by 0 which decreased total open position to 15
On 16 Feb ICICIGI was trading at 1922.00. The strike last trading price was 55, which was -7.7 lower than the previous day. The implied volatity was 11.24, the open interest changed by 0 which decreased total open position to 16
On 13 Feb ICICIGI was trading at 1916.10. The strike last trading price was 62.7, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 12 Feb ICICIGI was trading at 1919.80. The strike last trading price was 62.7, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 11 Feb ICICIGI was trading at 1931.70. The strike last trading price was 62.7, which was -3.3 lower than the previous day. The implied volatity was 10.06, the open interest changed by 0 which decreased total open position to 16
On 10 Feb ICICIGI was trading at 1909.60. The strike last trading price was 66, which was 16.6 higher than the previous day. The implied volatity was 19.02, the open interest changed by 3 which increased total open position to 16
On 9 Feb ICICIGI was trading at 1888.20. The strike last trading price was 51.75, which was 19.75 higher than the previous day. The implied volatity was 16.87, the open interest changed by 6 which increased total open position to 12
On 6 Feb ICICIGI was trading at 1861.60. The strike last trading price was 32, which was -15 lower than the previous day. The implied volatity was 13.54, the open interest changed by 3 which increased total open position to 4
On 5 Feb ICICIGI was trading at 1874.20. The strike last trading price was 47, which was -4.45 lower than the previous day. The implied volatity was 15.91, the open interest changed by 0 which decreased total open position to 0
On 4 Feb ICICIGI was trading at 1854.00. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0
On 3 Feb ICICIGI was trading at 1861.50. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0
On 2 Feb ICICIGI was trading at 1826.70. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0
On 1 Feb ICICIGI was trading at 1829.20. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0
On 30 Jan ICICIGI was trading at 1814.10. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0
On 29 Jan ICICIGI was trading at 1825.60. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 30MAR2026 1900 PE | |||||||
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Delta: -0.46
Vega: 2.08
Theta: -0.52
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 1895.50 | 39.8 | -0.85 | 20.73 | 664 | 313 | 477 |
| 27 Feb | 1901.50 | 41.2 | 15.35 | 20.73 | 432 | 2 | 165 |
| 26 Feb | 1946.50 | 27.15 | -1.05 | 22.99 | 148 | -5 | 162 |
| 25 Feb | 1939.30 | 28.5 | -10.55 | 21.19 | 173 | 15 | 165 |
| 24 Feb | 1903.90 | 38.2 | 14.25 | 20.56 | 187 | 37 | 150 |
| 23 Feb | 1953.80 | 24 | -3 | 21.42 | 70 | 27 | 113 |
| 20 Feb | 1936.10 | 27 | 0.5 | 20.35 | 31 | 5 | 78 |
| 19 Feb | 1936.00 | 26.5 | 2.35 | 20.09 | 19 | 6 | 73 |
| 18 Feb | 1959.70 | 23 | -10.95 | 21.94 | 77 | 47 | 66 |
| 17 Feb | 1928.20 | 33.95 | -6.05 | 21.64 | 19 | 12 | 18 |
| 16 Feb | 1922.00 | 40 | 0.55 | 24.95 | 5 | 3 | 6 |
| 13 Feb | 1916.10 | 39.45 | 0.45 | 19.5 | 1 | 0 | 2 |
| 12 Feb | 1919.80 | 39 | -86.7 | - | 0 | 0 | 2 |
| 11 Feb | 1931.70 | 39 | -86.7 | 22.93 | 2 | 0 | 0 |
| 10 Feb | 1909.60 | 125.7 | 0 | 1.57 | 0 | 0 | 0 |
| 9 Feb | 1888.20 | 125.7 | 0 | 0.47 | 0 | 0 | 0 |
| 6 Feb | 1861.60 | 125.7 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1874.20 | 125.7 | 0 | 0.11 | 0 | 0 | 0 |
| 4 Feb | 1854.00 | 125.7 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1861.50 | 125.7 | 0 | 0.24 | 0 | 0 | 0 |
| 2 Feb | 1826.70 | 125.7 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1829.20 | 125.7 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1814.10 | 125.7 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1825.60 | 125.7 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1900 expiring on 30MAR2026
Delta for 1900 PE is -0.46
Historical price for 1900 PE is as follows
On 2 Mar ICICIGI was trading at 1895.50. The strike last trading price was 39.8, which was -0.85 lower than the previous day. The implied volatity was 20.73, the open interest changed by 313 which increased total open position to 477
On 27 Feb ICICIGI was trading at 1901.50. The strike last trading price was 41.2, which was 15.35 higher than the previous day. The implied volatity was 20.73, the open interest changed by 2 which increased total open position to 165
On 26 Feb ICICIGI was trading at 1946.50. The strike last trading price was 27.15, which was -1.05 lower than the previous day. The implied volatity was 22.99, the open interest changed by -5 which decreased total open position to 162
On 25 Feb ICICIGI was trading at 1939.30. The strike last trading price was 28.5, which was -10.55 lower than the previous day. The implied volatity was 21.19, the open interest changed by 15 which increased total open position to 165
On 24 Feb ICICIGI was trading at 1903.90. The strike last trading price was 38.2, which was 14.25 higher than the previous day. The implied volatity was 20.56, the open interest changed by 37 which increased total open position to 150
On 23 Feb ICICIGI was trading at 1953.80. The strike last trading price was 24, which was -3 lower than the previous day. The implied volatity was 21.42, the open interest changed by 27 which increased total open position to 113
On 20 Feb ICICIGI was trading at 1936.10. The strike last trading price was 27, which was 0.5 higher than the previous day. The implied volatity was 20.35, the open interest changed by 5 which increased total open position to 78
On 19 Feb ICICIGI was trading at 1936.00. The strike last trading price was 26.5, which was 2.35 higher than the previous day. The implied volatity was 20.09, the open interest changed by 6 which increased total open position to 73
On 18 Feb ICICIGI was trading at 1959.70. The strike last trading price was 23, which was -10.95 lower than the previous day. The implied volatity was 21.94, the open interest changed by 47 which increased total open position to 66
On 17 Feb ICICIGI was trading at 1928.20. The strike last trading price was 33.95, which was -6.05 lower than the previous day. The implied volatity was 21.64, the open interest changed by 12 which increased total open position to 18
On 16 Feb ICICIGI was trading at 1922.00. The strike last trading price was 40, which was 0.55 higher than the previous day. The implied volatity was 24.95, the open interest changed by 3 which increased total open position to 6
On 13 Feb ICICIGI was trading at 1916.10. The strike last trading price was 39.45, which was 0.45 higher than the previous day. The implied volatity was 19.5, the open interest changed by 0 which decreased total open position to 2
On 12 Feb ICICIGI was trading at 1919.80. The strike last trading price was 39, which was -86.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb ICICIGI was trading at 1931.70. The strike last trading price was 39, which was -86.7 lower than the previous day. The implied volatity was 22.93, the open interest changed by 0 which decreased total open position to 0
On 10 Feb ICICIGI was trading at 1909.60. The strike last trading price was 125.7, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
On 9 Feb ICICIGI was trading at 1888.20. The strike last trading price was 125.7, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0
On 6 Feb ICICIGI was trading at 1861.60. The strike last trading price was 125.7, 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 Feb ICICIGI was trading at 1874.20. The strike last trading price was 125.7, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 4 Feb ICICIGI was trading at 1854.00. The strike last trading price was 125.7, 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 3 Feb ICICIGI was trading at 1861.50. The strike last trading price was 125.7, which was 0 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0
On 2 Feb ICICIGI was trading at 1826.70. The strike last trading price was 125.7, 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 Feb ICICIGI was trading at 1829.20. The strike last trading price was 125.7, 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 30 Jan ICICIGI was trading at 1814.10. The strike last trading price was 125.7, 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 29 Jan ICICIGI was trading at 1825.60. The strike last trading price was 125.7, 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
