ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
09 Dec 2025 04:11 PM IST
| ICICIGI 30-DEC-2025 1920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 1.78
Theta: -1.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 1945.30 | 67.2 | -21.2 | 26.77 | 13 | 4 | 8 | |||||||||
| 8 Dec | 1961.10 | 88.4 | -5.8 | - | 0 | 0 | 4 | |||||||||
| 5 Dec | 1974.40 | 88.4 | -5.8 | - | 0 | 3 | 0 | |||||||||
| 4 Dec | 1983.00 | 88.4 | -5.8 | 19.30 | 4 | 3 | 4 | |||||||||
| 3 Dec | 1972.40 | 94.2 | -25.8 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1986.70 | 94.2 | -25.8 | - | 0 | -2 | 0 | |||||||||
| 1 Dec | 1991.40 | 94.2 | -25.8 | 16.90 | 4 | -3 | 0 | |||||||||
| 28 Nov | 1970.50 | 120 | 13.6 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1980.70 | 120 | 13.6 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 2010.30 | 120 | 13.6 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 1999.00 | 120 | 13.6 | - | 0 | 3 | 0 | |||||||||
| 24 Nov | 1997.50 | 120 | 13.6 | 29.51 | 3 | 0 | 0 | |||||||||
| 21 Nov | 2004.10 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 2037.60 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 2041.70 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 2025.80 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 2042.90 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 2005.10 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
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| 13 Nov | 2033.80 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 2028.60 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 1996.10 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 2025.40 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 2020.20 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 2001.00 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 2040.00 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 2007.60 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 1993.70 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 2014.10 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 2019.00 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 1993.90 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 1979.20 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 2007.00 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 2001.00 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 1854.80 | 106.4 | 0 | 0.54 | 0 | 0 | 0 | |||||||||
| 9 Oct | 1882.70 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 1878.10 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 1906.00 | 106.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 1925.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 1911.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1920 expiring on 30DEC2025
Delta for 1920 CE is 0.62
Historical price for 1920 CE is as follows
On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 67.2, which was -21.2 lower than the previous day. The implied volatity was 26.77, the open interest changed by 4 which increased total open position to 8
On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 88.4, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 88.4, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 88.4, which was -5.8 lower than the previous day. The implied volatity was 19.30, the open interest changed by 3 which increased total open position to 4
On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 94.2, which was -25.8 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 94.2, which was -25.8 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 94.2, which was -25.8 lower than the previous day. The implied volatity was 16.90, the open interest changed by -3 which decreased total open position to 0
On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 120, which was 13.6 higher 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 120, which was 13.6 higher than the previous day. The implied volatity was -, 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 120, which was 13.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 120, which was 13.6 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 120, which was 13.6 higher than the previous day. The implied volatity was 29.51, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 106.4, 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 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 106.4, 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 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 106.4, 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 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 106.4, 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 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 106.4, 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 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 106.4, 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 13 Nov ICICIGI was trading at 2033.80. The strike last trading price was 106.4, 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 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 106.4, 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 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 106.4, 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 10 Nov ICICIGI was trading at 2025.40. The strike last trading price was 106.4, 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 Nov ICICIGI was trading at 2020.20. The strike last trading price was 106.4, 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 Nov ICICIGI was trading at 2001.00. The strike last trading price was 106.4, 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 4 Nov ICICIGI was trading at 2040.00. The strike last trading price was 106.4, 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 Nov ICICIGI was trading at 2007.60. The strike last trading price was 106.4, 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 31 Oct ICICIGI was trading at 1993.70. The strike last trading price was 106.4, 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 Oct ICICIGI was trading at 2014.10. The strike last trading price was 106.4, 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 28 Oct ICICIGI was trading at 2019.00. The strike last trading price was 106.4, 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 24 Oct ICICIGI was trading at 1993.90. The strike last trading price was 106.4, 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 23 Oct ICICIGI was trading at 1979.20. The strike last trading price was 106.4, 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 21 Oct ICICIGI was trading at 2007.00. The strike last trading price was 106.4, 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 17 Oct ICICIGI was trading at 2001.00. The strike last trading price was 106.4, 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 14 Oct ICICIGI was trading at 1854.80. The strike last trading price was 106.4, which was 0 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0
On 9 Oct ICICIGI was trading at 1882.70. The strike last trading price was 106.4, 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 8 Oct ICICIGI was trading at 1878.10. The strike last trading price was 106.4, 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 Oct ICICIGI was trading at 1906.00. The strike last trading price was 106.4, 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 Oct ICICIGI was trading at 1925.80. The strike last trading price was 0, 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 Oct ICICIGI was trading at 1911.60. The strike last trading price was 0, 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 30DEC2025 1920 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 1.72
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 1945.30 | 20.8 | 1.95 | 18.79 | 59 | -11 | 183 |
| 8 Dec | 1961.10 | 20.25 | 7 | 19.89 | 25 | -4 | 194 |
| 5 Dec | 1974.40 | 13.3 | -0.7 | 18.07 | 18 | -4 | 189 |
| 4 Dec | 1983.00 | 13.65 | -4.9 | 19.67 | 19 | -6 | 192 |
| 3 Dec | 1972.40 | 18.75 | 1.7 | 20.91 | 59 | 4 | 197 |
| 2 Dec | 1986.70 | 17.05 | 1.2 | 22.00 | 94 | 10 | 195 |
| 1 Dec | 1991.40 | 16.25 | -2.9 | 21.51 | 75 | -2 | 184 |
| 28 Nov | 1970.50 | 19 | 1.65 | 19.53 | 61 | -1 | 186 |
| 27 Nov | 1980.70 | 17.55 | 4.25 | 19.88 | 27 | 4 | 187 |
| 26 Nov | 2010.30 | 12.8 | -5.65 | 21.22 | 122 | 23 | 181 |
| 25 Nov | 1999.00 | 18.45 | -2.85 | 21.17 | 28 | -4 | 158 |
| 24 Nov | 1997.50 | 20.9 | 0.2 | 21.33 | 187 | 110 | 161 |
| 21 Nov | 2004.10 | 20.2 | 6.45 | 22.94 | 32 | 13 | 51 |
| 20 Nov | 2037.60 | 13.75 | -1.7 | 22.82 | 11 | 6 | 37 |
| 19 Nov | 2041.70 | 15.45 | -2.2 | 22.81 | 34 | -2 | 31 |
| 18 Nov | 2025.80 | 17.65 | -0.35 | 23.68 | 39 | 25 | 28 |
| 17 Nov | 2042.90 | 18 | 1.15 | - | 0 | 0 | 0 |
| 14 Nov | 2005.10 | 18 | 1.15 | 21.00 | 1 | 0 | 3 |
| 13 Nov | 2033.80 | 16.85 | -3.55 | 22.87 | 1 | 0 | 2 |
| 12 Nov | 2028.60 | 20.4 | -15.6 | - | 0 | 0 | 0 |
| 11 Nov | 1996.10 | 20.4 | -15.6 | - | 0 | 0 | 0 |
| 10 Nov | 2025.40 | 20.4 | -15.6 | - | 0 | 0 | 0 |
| 7 Nov | 2020.20 | 20.4 | -15.6 | - | 0 | 0 | 0 |
| 6 Nov | 2001.00 | 20.4 | -15.6 | - | 0 | 1 | 0 |
| 4 Nov | 2040.00 | 20.4 | -15.6 | 23.33 | 2 | 0 | 1 |
| 3 Nov | 2007.60 | 36 | -71.5 | - | 0 | 0 | 0 |
| 31 Oct | 1993.70 | 36 | -71.5 | - | 0 | 0 | 0 |
| 30 Oct | 2014.10 | 36 | -71.5 | - | 0 | 0 | 0 |
| 28 Oct | 2019.00 | 36 | -71.5 | - | 0 | 0 | 0 |
| 24 Oct | 1993.90 | 36 | -71.5 | - | 0 | 1 | 0 |
| 23 Oct | 1979.20 | 36 | -71.5 | 22.32 | 1 | 0 | 0 |
| 21 Oct | 2007.00 | 107.5 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 2001.00 | 107.5 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 1854.80 | 107.5 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 1882.70 | 107.5 | 0 | 0.36 | 0 | 0 | 0 |
| 8 Oct | 1878.10 | 107.5 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 1906.00 | 107.5 | 0 | 0.97 | 0 | 0 | 0 |
| 6 Oct | 1925.80 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 1911.60 | 0 | 0 | 1.12 | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1920 expiring on 30DEC2025
Delta for 1920 PE is -0.35
Historical price for 1920 PE is as follows
On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 20.8, which was 1.95 higher than the previous day. The implied volatity was 18.79, the open interest changed by -11 which decreased total open position to 183
On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 20.25, which was 7 higher than the previous day. The implied volatity was 19.89, the open interest changed by -4 which decreased total open position to 194
On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 13.3, which was -0.7 lower than the previous day. The implied volatity was 18.07, the open interest changed by -4 which decreased total open position to 189
On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 13.65, which was -4.9 lower than the previous day. The implied volatity was 19.67, the open interest changed by -6 which decreased total open position to 192
On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 18.75, which was 1.7 higher than the previous day. The implied volatity was 20.91, the open interest changed by 4 which increased total open position to 197
On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 17.05, which was 1.2 higher than the previous day. The implied volatity was 22.00, the open interest changed by 10 which increased total open position to 195
On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 16.25, which was -2.9 lower than the previous day. The implied volatity was 21.51, the open interest changed by -2 which decreased total open position to 184
On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 19, which was 1.65 higher than the previous day. The implied volatity was 19.53, the open interest changed by -1 which decreased total open position to 186
On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 17.55, which was 4.25 higher than the previous day. The implied volatity was 19.88, the open interest changed by 4 which increased total open position to 187
On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 12.8, which was -5.65 lower than the previous day. The implied volatity was 21.22, the open interest changed by 23 which increased total open position to 181
On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 18.45, which was -2.85 lower than the previous day. The implied volatity was 21.17, the open interest changed by -4 which decreased total open position to 158
On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 20.9, which was 0.2 higher than the previous day. The implied volatity was 21.33, the open interest changed by 110 which increased total open position to 161
On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 20.2, which was 6.45 higher than the previous day. The implied volatity was 22.94, the open interest changed by 13 which increased total open position to 51
On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 13.75, which was -1.7 lower than the previous day. The implied volatity was 22.82, the open interest changed by 6 which increased total open position to 37
On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 15.45, which was -2.2 lower than the previous day. The implied volatity was 22.81, the open interest changed by -2 which decreased total open position to 31
On 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 17.65, which was -0.35 lower than the previous day. The implied volatity was 23.68, the open interest changed by 25 which increased total open position to 28
On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 18, which was 1.15 higher 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 2005.10. The strike last trading price was 18, which was 1.15 higher than the previous day. The implied volatity was 21.00, the open interest changed by 0 which decreased total open position to 3
On 13 Nov ICICIGI was trading at 2033.80. The strike last trading price was 16.85, which was -3.55 lower than the previous day. The implied volatity was 22.87, the open interest changed by 0 which decreased total open position to 2
On 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 20.4, which was -15.6 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 1996.10. The strike last trading price was 20.4, which was -15.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov ICICIGI was trading at 2025.40. The strike last trading price was 20.4, which was -15.6 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 2020.20. The strike last trading price was 20.4, which was -15.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ICICIGI was trading at 2001.00. The strike last trading price was 20.4, which was -15.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Nov ICICIGI was trading at 2040.00. The strike last trading price was 20.4, which was -15.6 lower than the previous day. The implied volatity was 23.33, the open interest changed by 0 which decreased total open position to 1
On 3 Nov ICICIGI was trading at 2007.60. The strike last trading price was 36, which was -71.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ICICIGI was trading at 1993.70. The strike last trading price was 36, which was -71.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct ICICIGI was trading at 2014.10. The strike last trading price was 36, which was -71.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Oct ICICIGI was trading at 2019.00. The strike last trading price was 36, which was -71.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Oct ICICIGI was trading at 1993.90. The strike last trading price was 36, which was -71.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 23 Oct ICICIGI was trading at 1979.20. The strike last trading price was 36, which was -71.5 lower than the previous day. The implied volatity was 22.32, the open interest changed by 0 which decreased total open position to 0
On 21 Oct ICICIGI was trading at 2007.00. The strike last trading price was 107.5, 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 17 Oct ICICIGI was trading at 2001.00. The strike last trading price was 107.5, 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 14 Oct ICICIGI was trading at 1854.80. The strike last trading price was 107.5, 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 9 Oct ICICIGI was trading at 1882.70. The strike last trading price was 107.5, which was 0 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0
On 8 Oct ICICIGI was trading at 1878.10. The strike last trading price was 107.5, 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 Oct ICICIGI was trading at 1906.00. The strike last trading price was 107.5, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0
On 6 Oct ICICIGI was trading at 1925.80. The strike last trading price was 0, 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 Oct ICICIGI was trading at 1911.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0































































































































































































































