[--[65.84.65.76]--]

ICICIGI

Icici Lombard Gic Limited
1945.3 -15.80 (-0.81%)
L: 1928.5 H: 1966.8

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Historical option data for ICICIGI

09 Dec 2025 04:11 PM IST
ICICIGI 30-DEC-2025 1920 CE
Delta: 0.62
Vega: 1.78
Theta: -1.44
Gamma: 0.00
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
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
Delta: -0.35
Vega: 1.72
Theta: -0.58
Gamma: 0.00
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