ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
24 Feb 2026 04:11 PM IST
| ICICIGI 30-MAR-2026 1920 CE | ||||||||||||||||
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Delta: 0.51
Vega: 2.32
Theta: -0.9
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Feb | 1903.90 | 43.95 | -32.95 | 19.02 | 35 | 4 | 28 | |||||||||
| 23 Feb | 1953.80 | 76.9 | 15.7 | 20.87 | 37 | 15 | 25 | |||||||||
| 20 Feb | 1936.10 | 61.2 | -7.05 | 16.35 | 9 | 2 | 5 | |||||||||
| 19 Feb | 1936.00 | 68.25 | -2.7 | 18.88 | 2 | 1 | 2 | |||||||||
| 18 Feb | 1959.70 | 70.95 | -69.55 | 11.43 | 1 | 0 | 0 | |||||||||
| 17 Feb | 1928.20 | 140.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1922.00 | 140.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1916.10 | 140.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1919.80 | 140.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 1931.70 | 140.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1909.60 | 140.5 | 0 | 0.17 | 0 | 0 | 0 | |||||||||
| 9 Feb | 1888.20 | 140.5 | 0 | 0.42 | 0 | 0 | 0 | |||||||||
| 6 Feb | 1861.60 | 140.5 | 0 | 1.13 | 0 | 0 | 0 | |||||||||
| 5 Feb | 1874.20 | 140.5 | 0 | 0.74 | 0 | 0 | 0 | |||||||||
| 4 Feb | 1854.00 | 140.5 | 0 | 1.4 | 0 | 0 | 0 | |||||||||
| 3 Feb | 1861.50 | 140.5 | 0 | 1.43 | 0 | 0 | 0 | |||||||||
| 2 Feb | 1826.70 | 140.5 | 0 | 2.11 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1829.20 | 140.5 | 0 | 1.58 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1814.10 | 140.5 | 0 | 2.72 | 0 | 0 | 0 | |||||||||
| 29 Jan | 1825.60 | 140.5 | 0 | 2.5 | 0 | 0 | 0 | |||||||||
| 28 Jan | 1822.20 | - | - | - | 0 | 0 | 0 | |||||||||
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| 27 Jan | 1805.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Jan | 1795.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 1824.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 1834.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 1861.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 1884.80 | 140.5 | 0 | 0.51 | 0 | 0 | 0 | |||||||||
| 16 Jan | 1870.20 | 140.5 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
| 14 Jan | 1857.70 | 140.5 | 0 | 0.71 | 0 | 0 | 0 | |||||||||
| 13 Jan | 1885.50 | 140.5 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 12 Jan | 1910.30 | 140.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 1896.10 | 140.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 1908.20 | 140.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 1966.20 | 140.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 2010.00 | 140.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 1979.90 | 140.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 1973.90 | 140.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 1956.90 | 140.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 1962.10 | 140.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1920 expiring on 30MAR2026
Delta for 1920 CE is 0.51
Historical price for 1920 CE is as follows
On 24 Feb ICICIGI was trading at 1903.90. The strike last trading price was 43.95, which was -32.95 lower than the previous day. The implied volatity was 19.02, the open interest changed by 4 which increased total open position to 28
On 23 Feb ICICIGI was trading at 1953.80. The strike last trading price was 76.9, which was 15.7 higher than the previous day. The implied volatity was 20.87, the open interest changed by 15 which increased total open position to 25
On 20 Feb ICICIGI was trading at 1936.10. The strike last trading price was 61.2, which was -7.05 lower than the previous day. The implied volatity was 16.35, the open interest changed by 2 which increased total open position to 5
On 19 Feb ICICIGI was trading at 1936.00. The strike last trading price was 68.25, which was -2.7 lower than the previous day. The implied volatity was 18.88, the open interest changed by 1 which increased total open position to 2
On 18 Feb ICICIGI was trading at 1959.70. The strike last trading price was 70.95, which was -69.55 lower than the previous day. The implied volatity was 11.43, 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 140.5, 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 140.5, 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 140.5, 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 140.5, 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 140.5, 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 140.5, which was 0 lower than the previous day. The implied volatity was 0.17, 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 140.5, which was 0 lower than the previous day. The implied volatity was 0.42, 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 140.5, which was 0 lower than the previous day. The implied volatity was 1.13, 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 140.5, which was 0 lower than the previous day. The implied volatity was 0.74, 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 140.5, which was 0 lower than the previous day. The implied volatity was 1.4, 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 140.5, which was 0 lower than the previous day. The implied volatity was 1.43, 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 140.5, which was 0 lower than the previous day. The implied volatity was 2.11, 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 140.5, which was 0 lower than the previous day. The implied volatity was 1.58, 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 140.5, which was 0 lower than the previous day. The implied volatity was 2.72, 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 140.5, which was 0 lower than the previous day. The implied volatity was 2.5, the open interest changed by 0 which decreased total open position to 0
On 28 Jan ICICIGI was trading at 1822.20. 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 27 Jan ICICIGI was trading at 1805.90. 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 23 Jan ICICIGI was trading at 1795.70. 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 22 Jan ICICIGI was trading at 1824.70. 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 21 Jan ICICIGI was trading at 1834.60. 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 20 Jan ICICIGI was trading at 1861.70. 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 19 Jan ICICIGI was trading at 1884.80. The strike last trading price was 140.5, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
On 16 Jan ICICIGI was trading at 1870.20. The strike last trading price was 140.5, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 14 Jan ICICIGI was trading at 1857.70. The strike last trading price was 140.5, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0
On 13 Jan ICICIGI was trading at 1885.50. The strike last trading price was 140.5, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 12 Jan ICICIGI was trading at 1910.30. The strike last trading price was 140.5, 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 Jan ICICIGI was trading at 1896.10. The strike last trading price was 140.5, 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 8 Jan ICICIGI was trading at 1908.20. The strike last trading price was 140.5, 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 Jan ICICIGI was trading at 1966.20. The strike last trading price was 140.5, 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 6 Jan ICICIGI was trading at 2010.00. The strike last trading price was 140.5, 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 Jan ICICIGI was trading at 1979.90. The strike last trading price was 140.5, 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 2 Jan ICICIGI was trading at 1973.90. The strike last trading price was 140.5, 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 1 Jan ICICIGI was trading at 1956.90. The strike last trading price was 140.5, 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 31 Dec ICICIGI was trading at 1962.10. The strike last trading price was 140.5, 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
| ICICIGI 30MAR2026 1920 PE | |||||||
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Delta: -0.49
Vega: 2.31
Theta: -0.45
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Feb | 1903.90 | 49 | 15.4 | 21.12 | 79 | 5 | 34 |
| 23 Feb | 1953.80 | 33.6 | -2.2 | 22.72 | 61 | 28 | 29 |
| 20 Feb | 1936.10 | 35.8 | -41.25 | 20.98 | 1 | 0 | 0 |
| 19 Feb | 1936.00 | 77.05 | 0 | 1.7 | 0 | 0 | 0 |
| 18 Feb | 1959.70 | 77.05 | 0 | 2.9 | 0 | 0 | 0 |
| 17 Feb | 1928.20 | 77.05 | 0 | 1.32 | 0 | 0 | 0 |
| 16 Feb | 1922.00 | 77.05 | 0 | 1.62 | 0 | 0 | 0 |
| 13 Feb | 1916.10 | 77.05 | 0 | 0.63 | 0 | 0 | 0 |
| 12 Feb | 1919.80 | 77.05 | 0 | 0.96 | 0 | 0 | 0 |
| 11 Feb | 1931.70 | 77.05 | 0 | 1.49 | 0 | 0 | 0 |
| 10 Feb | 1909.60 | 77.05 | 0 | 0.55 | 0 | 0 | 0 |
| 9 Feb | 1888.20 | 77.05 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1861.60 | 77.05 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1874.20 | 77.05 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1854.00 | 77.05 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1861.50 | 77.05 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1826.70 | 77.05 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1829.20 | 77.05 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1814.10 | 77.05 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1825.60 | 77.05 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 1822.20 | - | - | - | 0 | 0 | 0 |
| 27 Jan | 1805.90 | - | - | - | 0 | 0 | 0 |
| 23 Jan | 1795.70 | - | - | - | 0 | 0 | 0 |
| 22 Jan | 1824.70 | - | - | - | 0 | 0 | 0 |
| 21 Jan | 1834.60 | - | - | - | 0 | 0 | 0 |
| 20 Jan | 1861.70 | - | - | - | 0 | 0 | 0 |
| 19 Jan | 1884.80 | 77.05 | 0 | 0.18 | 0 | 0 | 0 |
| 16 Jan | 1870.20 | 77.05 | 0 | 0.13 | 0 | 0 | 0 |
| 14 Jan | 1857.70 | 77.05 | 0 | 0.05 | 0 | 0 | 0 |
| 13 Jan | 1885.50 | 77.05 | 0 | 0.37 | 0 | 0 | 0 |
| 12 Jan | 1910.30 | 77.05 | 0 | 1.09 | 0 | 0 | 0 |
| 9 Jan | 1896.10 | 77.05 | 0 | 0.61 | 0 | 0 | 0 |
| 8 Jan | 1908.20 | 77.05 | 0 | 1 | 0 | 0 | 0 |
| 7 Jan | 1966.20 | 77.05 | 0 | 2.54 | 0 | 0 | 0 |
| 6 Jan | 2010.00 | 77.05 | 0 | 3.75 | 0 | 0 | 0 |
| 5 Jan | 1979.90 | 77.05 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 1973.90 | 77.05 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 1956.90 | 77.05 | 0 | 2.27 | 0 | 0 | 0 |
| 31 Dec | 1962.10 | 77.05 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1920 expiring on 30MAR2026
Delta for 1920 PE is -0.49
Historical price for 1920 PE is as follows
On 24 Feb ICICIGI was trading at 1903.90. The strike last trading price was 49, which was 15.4 higher than the previous day. The implied volatity was 21.12, the open interest changed by 5 which increased total open position to 34
On 23 Feb ICICIGI was trading at 1953.80. The strike last trading price was 33.6, which was -2.2 lower than the previous day. The implied volatity was 22.72, the open interest changed by 28 which increased total open position to 29
On 20 Feb ICICIGI was trading at 1936.10. The strike last trading price was 35.8, which was -41.25 lower than the previous day. The implied volatity was 20.98, 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 77.05, which was 0 lower than the previous day. The implied volatity was 1.7, 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 77.05, which was 0 lower than the previous day. The implied volatity was 2.9, 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 77.05, which was 0 lower than the previous day. The implied volatity was 1.32, 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 77.05, which was 0 lower than the previous day. The implied volatity was 1.62, 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 77.05, which was 0 lower than the previous day. The implied volatity was 0.63, 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 77.05, which was 0 lower than the previous day. The implied volatity was 0.96, 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 77.05, which was 0 lower than the previous day. The implied volatity was 1.49, 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 77.05, which was 0 lower than the previous day. The implied volatity was 0.55, 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 77.05, 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 Feb ICICIGI was trading at 1861.60. The strike last trading price was 77.05, 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 77.05, 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 77.05, 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 77.05, 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 77.05, 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 77.05, 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 77.05, 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 77.05, 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 Jan ICICIGI was trading at 1822.20. 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 27 Jan ICICIGI was trading at 1805.90. 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 23 Jan ICICIGI was trading at 1795.70. 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 22 Jan ICICIGI was trading at 1824.70. 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 21 Jan ICICIGI was trading at 1834.60. 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 20 Jan ICICIGI was trading at 1861.70. 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 19 Jan ICICIGI was trading at 1884.80. The strike last trading price was 77.05, 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 16 Jan ICICIGI was trading at 1870.20. The strike last trading price was 77.05, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 14 Jan ICICIGI was trading at 1857.70. The strike last trading price was 77.05, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 13 Jan ICICIGI was trading at 1885.50. The strike last trading price was 77.05, 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 12 Jan ICICIGI was trading at 1910.30. The strike last trading price was 77.05, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
On 9 Jan ICICIGI was trading at 1896.10. The strike last trading price was 77.05, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0
On 8 Jan ICICIGI was trading at 1908.20. The strike last trading price was 77.05, which was 0 lower than the previous day. The implied volatity was 1, the open interest changed by 0 which decreased total open position to 0
On 7 Jan ICICIGI was trading at 1966.20. The strike last trading price was 77.05, 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 6 Jan ICICIGI was trading at 2010.00. The strike last trading price was 77.05, which was 0 lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0
On 5 Jan ICICIGI was trading at 1979.90. The strike last trading price was 77.05, 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 Jan ICICIGI was trading at 1973.90. The strike last trading price was 77.05, 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 Jan ICICIGI was trading at 1956.90. The strike last trading price was 77.05, which was 0 lower than the previous day. The implied volatity was 2.27, the open interest changed by 0 which decreased total open position to 0
On 31 Dec ICICIGI was trading at 1962.10. The strike last trading price was 77.05, 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
