ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
24 Apr 2026 01:34 PM IST
| ICICIGI 28-Apr-2026 (4d) 1920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0
Theta: -0.19
Gamma: 0.00045
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1774.40 | 0.2 | -0.6499999999999999 | 30.62 | 53 | -22 | 104 | |||||||||
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| 23 Apr | 1809.90 | 0.85 | -1.6 | 26.01 | 238 | -49 | 117 | |||||||||
| 22 Apr | 1829.00 | 1.9 | -2 | 24.46 | 202 | -56 | 168 | |||||||||
| 21 Apr | 1840.00 | 3.5 | -8.8 | 25.28 | 380 | 24 | 160 | |||||||||
| 20 Apr | 1876.50 | 10.15 | -8.65 | 27 | 194 | -12 | 139 | |||||||||
| 17 Apr | 1891.60 | 19.15 | -0.5 | 22.34 | 662 | -106 | 150 | |||||||||
| 16 Apr | 1886.70 | 19.45 | -5.75 | 23.53 | 3,137 | 4 | 259 | |||||||||
| 15 Apr | 1858.00 | 25.9 | 17.65 | 32.96 | 1,707 | 185 | 266 | |||||||||
| 13 Apr | 1782.20 | 8.3 | -2.4499999999999993 | 31.59 | 73 | 25 | 88 | |||||||||
| 10 Apr | 1786.00 | 11.1 | 2.0999999999999996 | 31.39 | 78 | 35 | 68 | |||||||||
| 9 Apr | 1768.60 | 8.8 | -0.2 | 31.62 | 47 | 25 | 31 | |||||||||
| 8 Apr | 1750.50 | 9 | 5.6 | 31.53 | 12 | 2 | 6 | |||||||||
| 7 Apr | 1726.60 | 3.4 | -13.6 | - | 0 | 0 | 4 | |||||||||
| 6 Apr | 1713.00 | 3.4 | -13.6 | - | 0 | 0 | 4 | |||||||||
| 2 Apr | 1689.10 | 3.4 | -13.6 | 28.28 | 1 | 0 | 4 | |||||||||
| 1 Apr | 1694.90 | 17 | -2.7 | - | 0 | 0 | 4 | |||||||||
| 30 Mar | 1710.60 | 17 | -2.7 | - | 0 | 0 | 4 | |||||||||
| 27 Mar | 1747.00 | 17 | -2.7 | - | 0 | 0 | 4 | |||||||||
| 25 Mar | 1770.30 | 17 | -2.7 | - | 0 | 0 | 4 | |||||||||
| 24 Mar | 1730.10 | 17 | -2.7 | - | 0 | 0 | 4 | |||||||||
| 23 Mar | 1722.20 | 17 | -2.7 | - | 0 | 0 | 4 | |||||||||
| 20 Mar | 1777.20 | 17 | -2.7 | - | 0 | 2 | 0 | |||||||||
| 19 Mar | 1792.10 | 17 | -2.7 | 22.05 | 2 | 0 | 2 | |||||||||
| 18 Mar | 1831.20 | 19.7 | -3.85 | 18.81 | 2 | 0 | 2 | |||||||||
| 17 Mar | 1835.80 | 23.55 | -40.95 | 19.46 | 2 | 0 | 0 | |||||||||
| 16 Mar | 1850.50 | 64.5 | 0 | 2.89 | 0 | 0 | 0 | |||||||||
| 13 Mar | 1837.10 | 64.5 | 0 | 2.54 | 0 | 0 | 0 | |||||||||
| 12 Mar | 1855.30 | 64.5 | 0 | 1.5 | 0 | 0 | 0 | |||||||||
| 11 Mar | 1875.20 | 64.5 | 0 | 0.75 | 0 | 0 | 0 | |||||||||
| 10 Mar | 1889.30 | 64.5 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
| 9 Mar | 1889.70 | 64.5 | 0 | 0.56 | 0 | 0 | 0 | |||||||||
| 6 Mar | 1880.30 | 64.5 | 0 | 0.6 | 0 | 0 | 0 | |||||||||
| 5 Mar | 1875.20 | 64.5 | 0 | 0.75 | 0 | 0 | 0 | |||||||||
| 4 Mar | 1855.50 | 64.5 | 0 | 1.57 | 0 | 0 | 0 | |||||||||
| 2 Mar | 1895.50 | 64.5 | 0 | 0.08 | 0 | 0 | 0 | |||||||||
| 27 Feb | 1901.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1946.50 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1939.30 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 1903.90 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 1953.80 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 1936.10 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 1936.00 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 1959.70 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 1928.20 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1922.00 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1916.10 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1919.80 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 1931.70 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1909.60 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1888.20 | 64.5 | 0 | 0.27 | 0 | 0 | 0 | |||||||||
| 6 Feb | 1861.60 | 64.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 1874.20 | 64.5 | 0 | 0.18 | 0 | 0 | 0 | |||||||||
| 4 Feb | 1854.00 | 64.5 | 0 | 0.79 | 0 | 0 | 0 | |||||||||
| 3 Feb | 1861.50 | 64.5 | 0 | 0.69 | 0 | 0 | 0 | |||||||||
| 2 Feb | 1826.70 | 0 | 0 | 1.61 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1829.20 | 0 | 0 | 1.39 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1814.10 | 0 | 0 | 1.86 | 0 | 0 | 0 | |||||||||
| 29 Jan | 1825.60 | 0 | 0 | 1.52 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1920 expiring on 28APR2026
Delta for 1920 CE is 0.01
Historical price for 1920 CE is as follows
On 24 Apr ICICIGI was trading at 1774.40. The strike last trading price was 0.2, which was -0.6499999999999999 lower than the previous day. The implied volatity was 30.62, the open interest changed by -22 which decreased total open position to 104
On 23 Apr ICICIGI was trading at 1809.90. The strike last trading price was 0.85, which was -1.6 lower than the previous day. The implied volatity was 26.01, the open interest changed by -49 which decreased total open position to 117
On 22 Apr ICICIGI was trading at 1829.00. The strike last trading price was 1.9, which was -2 lower than the previous day. The implied volatity was 24.46, the open interest changed by -56 which decreased total open position to 168
On 21 Apr ICICIGI was trading at 1840.00. The strike last trading price was 3.5, which was -8.8 lower than the previous day. The implied volatity was 25.28, the open interest changed by 24 which increased total open position to 160
On 20 Apr ICICIGI was trading at 1876.50. The strike last trading price was 10.15, which was -8.65 lower than the previous day. The implied volatity was 27, the open interest changed by -12 which decreased total open position to 139
On 17 Apr ICICIGI was trading at 1891.60. The strike last trading price was 19.15, which was -0.5 lower than the previous day. The implied volatity was 22.34, the open interest changed by -106 which decreased total open position to 150
On 16 Apr ICICIGI was trading at 1886.70. The strike last trading price was 19.45, which was -5.75 lower than the previous day. The implied volatity was 23.53, the open interest changed by 4 which increased total open position to 259
On 15 Apr ICICIGI was trading at 1858.00. The strike last trading price was 25.9, which was 17.65 higher than the previous day. The implied volatity was 32.96, the open interest changed by 185 which increased total open position to 266
On 13 Apr ICICIGI was trading at 1782.20. The strike last trading price was 8.3, which was -2.4499999999999993 lower than the previous day. The implied volatity was 31.59, the open interest changed by 25 which increased total open position to 88
On 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 11.1, which was 2.0999999999999996 higher than the previous day. The implied volatity was 31.39, the open interest changed by 35 which increased total open position to 68
On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 8.8, which was -0.2 lower than the previous day. The implied volatity was 31.62, the open interest changed by 25 which increased total open position to 31
On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was 9, which was 5.6 higher than the previous day. The implied volatity was 31.53, the open interest changed by 2 which increased total open position to 6
On 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was 3.4, which was -13.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 3.4, which was -13.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 3.4, which was -13.6 lower than the previous day. The implied volatity was 28.28, the open interest changed by 0 which decreased total open position to 4
On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 17, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 17, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 17, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 17, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 17, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 17, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 17, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 17, which was -2.7 lower than the previous day. The implied volatity was 22.05, the open interest changed by 0 which decreased total open position to 2
On 18 Mar ICICIGI was trading at 1831.20. The strike last trading price was 19.7, which was -3.85 lower than the previous day. The implied volatity was 18.81, the open interest changed by 0 which decreased total open position to 2
On 17 Mar ICICIGI was trading at 1835.80. The strike last trading price was 23.55, which was -40.95 lower than the previous day. The implied volatity was 19.46, the open interest changed by 0 which decreased total open position to 0
On 16 Mar ICICIGI was trading at 1850.50. The strike last trading price was 64.5, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0
On 13 Mar ICICIGI was trading at 1837.10. The strike last trading price was 64.5, which was 0 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0
On 12 Mar ICICIGI was trading at 1855.30. The strike last trading price was 64.5, which was 0 lower than the previous day. The implied volatity was 1.5, the open interest changed by 0 which decreased total open position to 0
On 11 Mar ICICIGI was trading at 1875.20. The strike last trading price was 64.5, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
On 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 64.5, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 9 Mar ICICIGI was trading at 1889.70. The strike last trading price was 64.5, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
On 6 Mar ICICIGI was trading at 1880.30. The strike last trading price was 64.5, which was 0 lower than the previous day. The implied volatity was 0.6, the open interest changed by 0 which decreased total open position to 0
On 5 Mar ICICIGI was trading at 1875.20. The strike last trading price was 64.5, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
On 4 Mar ICICIGI was trading at 1855.50. The strike last trading price was 64.5, 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 2 Mar ICICIGI was trading at 1895.50. The strike last trading price was 64.5, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 27 Feb ICICIGI was trading at 1901.50. 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 26 Feb ICICIGI was trading at 1946.50. The strike last trading price was 64.5, 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 25 Feb ICICIGI was trading at 1939.30. The strike last trading price was 64.5, 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 24 Feb ICICIGI was trading at 1903.90. The strike last trading price was 64.5, 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 23 Feb ICICIGI was trading at 1953.80. The strike last trading price was 64.5, 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 20 Feb ICICIGI was trading at 1936.10. The strike last trading price was 64.5, 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 19 Feb ICICIGI was trading at 1936.00. The strike last trading price was 64.5, 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 18 Feb ICICIGI was trading at 1959.70. The strike last trading price was 64.5, 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 Feb ICICIGI was trading at 1928.20. The strike last trading price was 64.5, 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 16 Feb ICICIGI was trading at 1922.00. The strike last trading price was 64.5, 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 13 Feb ICICIGI was trading at 1916.10. The strike last trading price was 64.5, 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 12 Feb ICICIGI was trading at 1919.80. The strike last trading price was 64.5, 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 11 Feb ICICIGI was trading at 1931.70. The strike last trading price was 64.5, 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 10 Feb ICICIGI was trading at 1909.60. The strike last trading price was 64.5, 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 Feb ICICIGI was trading at 1888.20. The strike last trading price was 64.5, which was 0 lower than the previous day. The implied volatity was 0.27, 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 64.5, 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 5 Feb ICICIGI was trading at 1874.20. The strike last trading price was 64.5, which was 0 lower than the previous day. The implied volatity was 0.18, 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 64.5, which was 0 lower than the previous day. The implied volatity was 0.79, 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 64.5, which was 0 lower than the previous day. The implied volatity was 0.69, 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 0, 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 1 Feb ICICIGI was trading at 1829.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.39, 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 0, which was 0 lower than the previous day. The implied volatity was 1.86, 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 0, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 28-Apr-2026 (4d) 1920 PE | |||||||
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Delta: -0.97
Vega: 0
Theta: -0.45
Gamma: 0.00125
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1774.40 | 113.85 | 113.85 | 27.58 | 0 | 0 | 12 |
| 23 Apr | 1809.90 | 113.85 | 49.05 | 27.58 | 3 | 0 | 15 |
| 22 Apr | 1829.00 | 64.8 | 64.8 | 20.02 | 0 | 0 | 15 |
| 21 Apr | 1840.00 | 64.8 | 3.6999999999999957 | 20.02 | 3 | 0 | 16 |
| 20 Apr | 1876.50 | 61.15 | 13.399999999999999 | 26.36 | 38 | -14 | 16 |
| 17 Apr | 1891.60 | 47.75 | -7.450000000000003 | 24.79 | 28 | -4 | 30 |
| 16 Apr | 1886.70 | 56.15 | -22.699999999999996 | 26.65 | 84 | 28 | 37 |
| 15 Apr | 1858.00 | 78.05 | -71.14999999999999 | 32.96 | 20 | 7 | 7 |
| 13 Apr | 1782.20 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 1786.00 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 1768.60 | 149.2 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 1750.50 | 149.2 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1726.60 | 149.2 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 1713.00 | 149.2 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1689.10 | 149.2 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 1694.90 | 149.2 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 1710.60 | 149.2 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 1747.00 | 149.2 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1770.30 | 149.2 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1730.10 | 149.2 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 1722.20 | 149.2 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1777.20 | 149.2 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1792.10 | 149.2 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1831.20 | 149.2 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1835.80 | 149.2 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 1850.50 | 149.2 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1837.10 | 149.2 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1855.30 | 149.2 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1875.20 | 149.2 | 0 | 0.06 | 0 | 0 | 0 |
| 10 Mar | 1889.30 | 149.2 | 0 | 0.2 | 0 | 0 | 0 |
| 9 Mar | 1889.70 | 149.2 | 0 | 0.14 | 0 | 0 | 0 |
| 6 Mar | 1880.30 | 149.2 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1875.20 | 149.2 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1855.50 | 149.2 | 0 | 0.2 | 0 | 0 | 0 |
| 2 Mar | 1895.50 | 149.2 | 0 | 0.35 | 0 | 0 | 0 |
| 27 Feb | 1901.50 | - | - | - | 0 | 0 | 0 |
| 26 Feb | 1946.50 | 149.2 | 0 | 1.95 | 0 | 0 | 0 |
| 25 Feb | 1939.30 | 149.2 | 0 | 1.89 | 0 | 0 | 0 |
| 24 Feb | 1903.90 | 0 | 0 | 0.69 | 0 | 0 | 0 |
| 23 Feb | 1953.80 | 0 | 0 | 2.23 | 0 | 0 | 0 |
| 20 Feb | 1936.10 | 0 | 0 | 1.76 | 0 | 0 | 0 |
| 19 Feb | 1936.00 | 0 | 0 | 1.93 | 0 | 0 | 0 |
| 18 Feb | 1959.70 | 0 | 0 | 2.3 | 0 | 0 | 0 |
| 17 Feb | 1928.20 | 0 | 0 | 1.52 | 0 | 0 | 0 |
| 16 Feb | 1922.00 | 0 | 0 | 1.29 | 0 | 0 | 0 |
| 13 Feb | 1916.10 | 0 | 0 | 1.36 | 0 | 0 | 0 |
| 12 Feb | 1919.80 | 0 | 0 | 1.3 | 0 | 0 | 0 |
| 11 Feb | 1931.70 | 0 | 0 | 1.79 | 0 | 0 | 0 |
| 10 Feb | 1909.60 | 0 | 0 | 0.3 | 0 | 0 | 0 |
| 9 Feb | 1888.20 | 0 | 0 | 0.37 | 0 | 0 | 0 |
| 6 Feb | 1861.60 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1874.20 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1854.00 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1861.50 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1826.70 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1829.20 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1814.10 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1825.60 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1920 expiring on 28APR2026
Delta for 1920 PE is -0.97
Historical price for 1920 PE is as follows
On 24 Apr ICICIGI was trading at 1774.40. The strike last trading price was 113.85, which was 113.85 higher than the previous day. The implied volatity was 27.58, the open interest changed by 0 which decreased total open position to 12
On 23 Apr ICICIGI was trading at 1809.90. The strike last trading price was 113.85, which was 49.05 higher than the previous day. The implied volatity was 27.58, the open interest changed by 0 which decreased total open position to 15
On 22 Apr ICICIGI was trading at 1829.00. The strike last trading price was 64.8, which was 64.8 higher than the previous day. The implied volatity was 20.02, the open interest changed by 0 which decreased total open position to 15
On 21 Apr ICICIGI was trading at 1840.00. The strike last trading price was 64.8, which was 3.6999999999999957 higher than the previous day. The implied volatity was 20.02, the open interest changed by 0 which decreased total open position to 16
On 20 Apr ICICIGI was trading at 1876.50. The strike last trading price was 61.15, which was 13.399999999999999 higher than the previous day. The implied volatity was 26.36, the open interest changed by -14 which decreased total open position to 16
On 17 Apr ICICIGI was trading at 1891.60. The strike last trading price was 47.75, which was -7.450000000000003 lower than the previous day. The implied volatity was 24.79, the open interest changed by -4 which decreased total open position to 30
On 16 Apr ICICIGI was trading at 1886.70. The strike last trading price was 56.15, which was -22.699999999999996 lower than the previous day. The implied volatity was 26.65, the open interest changed by 28 which increased total open position to 37
On 15 Apr ICICIGI was trading at 1858.00. The strike last trading price was 78.05, which was -71.14999999999999 lower than the previous day. The implied volatity was 32.96, the open interest changed by 7 which increased total open position to 7
On 13 Apr ICICIGI was trading at 1782.20. 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 10 Apr ICICIGI was trading at 1786.00. 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 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 149.2, 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 Apr ICICIGI was trading at 1750.50. The strike last trading price was 149.2, 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 Apr ICICIGI was trading at 1726.60. The strike last trading price was 149.2, 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 Apr ICICIGI was trading at 1713.00. The strike last trading price was 149.2, 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 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 149.2, 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 Apr ICICIGI was trading at 1694.90. The strike last trading price was 149.2, 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 Mar ICICIGI was trading at 1710.60. The strike last trading price was 149.2, 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 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 149.2, 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 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 149.2, 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 Mar ICICIGI was trading at 1730.10. The strike last trading price was 149.2, 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 Mar ICICIGI was trading at 1722.20. The strike last trading price was 149.2, 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 Mar ICICIGI was trading at 1777.20. The strike last trading price was 149.2, 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 Mar ICICIGI was trading at 1792.10. The strike last trading price was 149.2, 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 Mar ICICIGI was trading at 1831.20. The strike last trading price was 149.2, 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 Mar ICICIGI was trading at 1835.80. The strike last trading price was 149.2, 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 16 Mar ICICIGI was trading at 1850.50. The strike last trading price was 149.2, 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 Mar ICICIGI was trading at 1837.10. The strike last trading price was 149.2, 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 Mar ICICIGI was trading at 1855.30. The strike last trading price was 149.2, 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 Mar ICICIGI was trading at 1875.20. The strike last trading price was 149.2, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 149.2, which was 0 lower than the previous day. The implied volatity was 0.2, the open interest changed by 0 which decreased total open position to 0
On 9 Mar ICICIGI was trading at 1889.70. The strike last trading price was 149.2, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 6 Mar ICICIGI was trading at 1880.30. The strike last trading price was 149.2, 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 Mar ICICIGI was trading at 1875.20. The strike last trading price was 149.2, 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 Mar ICICIGI was trading at 1855.50. The strike last trading price was 149.2, which was 0 lower than the previous day. The implied volatity was 0.2, the open interest changed by 0 which decreased total open position to 0
On 2 Mar ICICIGI was trading at 1895.50. The strike last trading price was 149.2, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 27 Feb ICICIGI was trading at 1901.50. 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 26 Feb ICICIGI was trading at 1946.50. The strike last trading price was 149.2, which was 0 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0
On 25 Feb ICICIGI was trading at 1939.30. The strike last trading price was 149.2, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
On 24 Feb ICICIGI was trading at 1903.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
On 23 Feb ICICIGI was trading at 1953.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
On 20 Feb ICICIGI was trading at 1936.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0
On 19 Feb ICICIGI was trading at 1936.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.93, the open interest changed by 0 which decreased total open position to 0
On 18 Feb ICICIGI was trading at 1959.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.3, the open interest changed by 0 which decreased total open position to 0
On 17 Feb ICICIGI was trading at 1928.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
On 16 Feb ICICIGI was trading at 1922.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0
On 13 Feb ICICIGI was trading at 1916.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0
On 12 Feb ICICIGI was trading at 1919.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.3, the open interest changed by 0 which decreased total open position to 0
On 11 Feb ICICIGI was trading at 1931.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.79, 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 0, which was 0 lower than the previous day. The implied volatity was 0.3, 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 0, which was 0 lower than the previous day. The implied volatity was 0.37, 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 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 5 Feb ICICIGI was trading at 1874.20. 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 4 Feb ICICIGI was trading at 1854.00. 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 Feb ICICIGI was trading at 1861.50. 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 2 Feb ICICIGI was trading at 1826.70. 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 1 Feb ICICIGI was trading at 1829.20. 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 30 Jan ICICIGI was trading at 1814.10. 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 29 Jan ICICIGI was trading at 1825.60. 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
