ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Nov 2024 04:11 PM IST
| ICICIGI 28NOV2024 1920 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.30
Theta: -0.61
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 1804.70 | 1.75 | -2.50 | 27.64 | 75.5 | -5.5 | 58 | |||
| 20 Nov | 1840.90 | 4.25 | 0.00 | 24.41 | 161.5 | -21 | 63 | |||
| 19 Nov | 1840.90 | 4.25 | -1.10 | 24.41 | 161.5 | -21.5 | 63 | |||
| 18 Nov | 1839.45 | 5.35 | -8.40 | 22.43 | 107 | -13.5 | 88 | |||
| 14 Nov | 1863.40 | 13.75 | -4.00 | 21.30 | 54.5 | -9 | 101.5 | |||
| 13 Nov | 1868.20 | 17.75 | -10.50 | 23.48 | 92.5 | -18 | 111 | |||
| 12 Nov | 1892.25 | 28.25 | -16.95 | 23.80 | 308 | 25 | 130 | |||
| 11 Nov | 1921.10 | 45.2 | 7.35 | 22.37 | 181.5 | 18.5 | 108 | |||
| 8 Nov | 1910.15 | 37.85 | -10.45 | 22.22 | 110.5 | 17 | 89 | |||
| 7 Nov | 1916.50 | 48.3 | -12.20 | 22.93 | 184.5 | 21.5 | 72 | |||
| 6 Nov | 1933.70 | 60.5 | 8.50 | 22.77 | 65 | -10 | 49.5 | |||
| 5 Nov | 1916.05 | 52 | 18.85 | 24.26 | 109 | 6 | 59.5 | |||
| 4 Nov | 1870.85 | 33.15 | -24.35 | 25.94 | 63.5 | 23.5 | 53 | |||
| 31 Oct | 1917.35 | 57.5 | -10.45 | - | 36 | 24 | 29 | |||
| 30 Oct | 1927.90 | 67.95 | 13.75 | - | 6 | 2 | 5 | |||
| 29 Oct | 1913.30 | 54.2 | -0.65 | - | 5 | 1 | 3 | |||
| 28 Oct | 1896.00 | 54.85 | -228.45 | - | 3 | 2 | 2 | |||
| 25 Oct | 1929.15 | 283.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1955.75 | 283.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1958.95 | 283.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1986.25 | 283.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2024.35 | 283.3 | 283.30 | - | 0 | 0 | 0 | |||
| 17 Sept | 2103.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 2094.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 2109.25 | 0 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1920 expiring on 28NOV2024
Delta for 1920 CE is 0.06
Historical price for 1920 CE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 1.75, which was -2.50 lower than the previous day. The implied volatity was 27.64, the open interest changed by -11 which decreased total open position to 116
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 24.41, the open interest changed by -42 which decreased total open position to 126
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 4.25, which was -1.10 lower than the previous day. The implied volatity was 24.41, the open interest changed by -43 which decreased total open position to 126
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 5.35, which was -8.40 lower than the previous day. The implied volatity was 22.43, the open interest changed by -27 which decreased total open position to 176
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 13.75, which was -4.00 lower than the previous day. The implied volatity was 21.30, the open interest changed by -18 which decreased total open position to 203
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 17.75, which was -10.50 lower than the previous day. The implied volatity was 23.48, the open interest changed by -36 which decreased total open position to 222
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 28.25, which was -16.95 lower than the previous day. The implied volatity was 23.80, the open interest changed by 50 which increased total open position to 260
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 45.2, which was 7.35 higher than the previous day. The implied volatity was 22.37, the open interest changed by 37 which increased total open position to 216
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 37.85, which was -10.45 lower than the previous day. The implied volatity was 22.22, the open interest changed by 34 which increased total open position to 178
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 48.3, which was -12.20 lower than the previous day. The implied volatity was 22.93, the open interest changed by 43 which increased total open position to 144
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 60.5, which was 8.50 higher than the previous day. The implied volatity was 22.77, the open interest changed by -20 which decreased total open position to 99
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 52, which was 18.85 higher than the previous day. The implied volatity was 24.26, the open interest changed by 12 which increased total open position to 119
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 33.15, which was -24.35 lower than the previous day. The implied volatity was 25.94, the open interest changed by 47 which increased total open position to 106
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 57.5, which was -10.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIGI was trading at 1927.90. The strike last trading price was 67.95, which was 13.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ICICIGI was trading at 1913.30. The strike last trading price was 54.2, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ICICIGI was trading at 1896.00. The strike last trading price was 54.85, which was -228.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ICICIGI was trading at 1929.15. The strike last trading price was 283.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ICICIGI was trading at 1955.75. The strike last trading price was 283.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ICICIGI was trading at 1958.95. The strike last trading price was 283.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ICICIGI was trading at 1986.25. The strike last trading price was 283.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ICICIGI was trading at 2024.35. The strike last trading price was 283.3, which was 283.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept ICICIGI was trading at 2103.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept ICICIGI was trading at 2094.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept ICICIGI was trading at 2109.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIGI 28NOV2024 1920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1804.70 | 105 | 16.60 | - | 1 | 0 | 45.5 |
| 20 Nov | 1840.90 | 88.4 | 0.00 | 24.28 | 14.5 | -8 | 46 |
| 19 Nov | 1840.90 | 88.4 | 10.30 | 24.28 | 14.5 | -7.5 | 46 |
| 18 Nov | 1839.45 | 78.1 | 13.20 | 22.50 | 10 | -3.5 | 54 |
| 14 Nov | 1863.40 | 64.9 | 2.20 | 25.58 | 5.5 | 0.5 | 58 |
| 13 Nov | 1868.20 | 62.7 | 12.70 | 23.38 | 42 | 3 | 57 |
| 12 Nov | 1892.25 | 50 | 18.15 | 24.34 | 205 | 25 | 57 |
| 11 Nov | 1921.10 | 31.85 | -13.55 | 23.67 | 12 | 2 | 31.5 |
| 8 Nov | 1910.15 | 45.4 | 3.70 | 24.49 | 12 | 5 | 32 |
| 7 Nov | 1916.50 | 41.7 | 9.45 | 25.91 | 44 | 1.5 | 26 |
| 6 Nov | 1933.70 | 32.25 | -18.80 | 24.58 | 24.5 | 2.5 | 24 |
| 5 Nov | 1916.05 | 51.05 | -18.45 | 29.35 | 46.5 | 12.5 | 20.5 |
| 4 Nov | 1870.85 | 69.5 | 16.50 | 24.73 | 13 | 3 | 8 |
| 31 Oct | 1917.35 | 53 | 22.55 | - | 11 | 7 | 7 |
| 30 Oct | 1927.90 | 30.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1913.30 | 30.45 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1896.00 | 30.45 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1929.15 | 30.45 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1955.75 | 30.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1958.95 | 30.45 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1986.25 | 30.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2024.35 | 30.45 | 30.45 | - | 0 | 0 | 0 |
| 17 Sept | 2103.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 2094.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 2109.25 | 0 | - | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1920 expiring on 28NOV2024
Delta for 1920 PE is -
Historical price for 1920 PE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 105, which was 16.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 91
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 88.4, which was 0.00 lower than the previous day. The implied volatity was 24.28, the open interest changed by -16 which decreased total open position to 92
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 88.4, which was 10.30 higher than the previous day. The implied volatity was 24.28, the open interest changed by -15 which decreased total open position to 92
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 78.1, which was 13.20 higher than the previous day. The implied volatity was 22.50, the open interest changed by -7 which decreased total open position to 108
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 64.9, which was 2.20 higher than the previous day. The implied volatity was 25.58, the open interest changed by 1 which increased total open position to 116
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 62.7, which was 12.70 higher than the previous day. The implied volatity was 23.38, the open interest changed by 6 which increased total open position to 114
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 50, which was 18.15 higher than the previous day. The implied volatity was 24.34, the open interest changed by 50 which increased total open position to 114
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 31.85, which was -13.55 lower than the previous day. The implied volatity was 23.67, the open interest changed by 4 which increased total open position to 63
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 45.4, which was 3.70 higher than the previous day. The implied volatity was 24.49, the open interest changed by 10 which increased total open position to 64
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 41.7, which was 9.45 higher than the previous day. The implied volatity was 25.91, the open interest changed by 3 which increased total open position to 52
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 32.25, which was -18.80 lower than the previous day. The implied volatity was 24.58, the open interest changed by 5 which increased total open position to 48
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 51.05, which was -18.45 lower than the previous day. The implied volatity was 29.35, the open interest changed by 25 which increased total open position to 41
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 69.5, which was 16.50 higher than the previous day. The implied volatity was 24.73, the open interest changed by 6 which increased total open position to 16
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 53, which was 22.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIGI was trading at 1927.90. The strike last trading price was 30.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ICICIGI was trading at 1913.30. The strike last trading price was 30.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ICICIGI was trading at 1896.00. The strike last trading price was 30.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ICICIGI was trading at 1929.15. The strike last trading price was 30.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ICICIGI was trading at 1955.75. The strike last trading price was 30.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ICICIGI was trading at 1958.95. The strike last trading price was 30.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ICICIGI was trading at 1986.25. The strike last trading price was 30.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ICICIGI was trading at 2024.35. The strike last trading price was 30.45, which was 30.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept ICICIGI was trading at 2103.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept ICICIGI was trading at 2094.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept ICICIGI was trading at 2109.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
