ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
24 Apr 2026 01:35 PM IST
| ICICIGI 28-Apr-2026 (4d) 1940 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0
Theta: -0.23
Gamma: 0.00041
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1773.40 | 0.25 | -0.55 | 35.56 | 90 | 0 | 138 | |||||||||
| 23 Apr | 1809.90 | 0.9 | -0.45000000000000007 | 29.78 | 110 | 3 | 137 | |||||||||
| 22 Apr | 1829.00 | 1.25 | -1.4 | 25 | 93 | -23 | 134 | |||||||||
| 21 Apr | 1840.00 | 2.3 | -5.7 | 26.89 | 364 | -35 | 156 | |||||||||
| 20 Apr | 1876.50 | 6.85 | -6.200000000000001 | 25.41 | 439 | -30 | 190 | |||||||||
| 17 Apr | 1891.60 | 13.25 | -0.9499999999999993 | 23.39 | 605 | -62 | 218 | |||||||||
| 16 Apr | 1886.70 | 13.75 | -6.350000000000001 | 24.51 | 3,126 | -89 | 276 | |||||||||
| 15 Apr | 1858.00 | 20.35 | 14.200000000000001 | 32.77 | 1,923 | 47 | 399 | |||||||||
| 13 Apr | 1782.20 | 6.7 | -0.8999999999999995 | 31.48 | 245 | 117 | 351 | |||||||||
| 10 Apr | 1786.00 | 8.1 | 1.1499999999999995 | 31.08 | 239 | 129 | 236 | |||||||||
| 9 Apr | 1768.60 | 6.95 | 2.65 | 32.08 | 145 | 73 | 100 | |||||||||
| 8 Apr | 1750.50 | 4.3 | -1.2 | 28.02 | 25 | 21 | 27 | |||||||||
| 7 Apr | 1726.60 | 5.5 | -8.3 | - | 0 | 0 | 6 | |||||||||
| 6 Apr | 1713.00 | 5.5 | -8.3 | - | 0 | 0 | 6 | |||||||||
| 2 Apr | 1689.10 | 5.5 | -8.3 | - | 0 | 0 | 6 | |||||||||
| 1 Apr | 1694.90 | 5.5 | -8.3 | - | 0 | 0 | 6 | |||||||||
| 30 Mar | 1710.60 | 5.5 | -8.3 | 30.02 | 5 | 0 | 2 | |||||||||
| 27 Mar | 1747.00 | 13.8 | -2.5 | - | 0 | 0 | 2 | |||||||||
| 25 Mar | 1770.30 | 13.8 | -2.5 | - | 0 | 0 | 2 | |||||||||
| 24 Mar | 1730.10 | 13.8 | -2.5 | - | 0 | 0 | 2 | |||||||||
| 23 Mar | 1722.20 | 13.8 | -2.5 | - | 0 | 0 | 2 | |||||||||
| 20 Mar | 1777.20 | 13.8 | -2.5 | - | 0 | 0 | 2 | |||||||||
| 19 Mar | 1792.10 | 13.8 | -2.5 | 22.39 | 5 | 1 | 3 | |||||||||
| 18 Mar | 1831.20 | 16.3 | -62.1 | - | 0 | 0 | 2 | |||||||||
| 17 Mar | 1835.80 | 16.3 | -62.1 | - | 2 | 0 | 2 | |||||||||
| 16 Mar | 1850.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1837.10 | 78.4 | 0 | 3.1 | 0 | 0 | 0 | |||||||||
| 12 Mar | 1855.30 | 78.4 | 0 | 2.74 | 0 | 0 | 0 | |||||||||
| 11 Mar | 1875.20 | 78.4 | 0 | 1.25 | 0 | 0 | 0 | |||||||||
| 10 Mar | 1889.30 | 78.4 | 0 | 0.73 | 0 | 0 | 0 | |||||||||
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| 9 Mar | 1889.70 | 78.4 | 0 | 1.32 | 0 | 0 | 0 | |||||||||
| 6 Mar | 1880.30 | 78.4 | 0 | 1.31 | 0 | 0 | 0 | |||||||||
| 5 Mar | 1875.20 | 78.4 | 0 | 1.25 | 0 | 0 | 0 | |||||||||
| 4 Mar | 1855.50 | 78.4 | 0 | 2.18 | 0 | 0 | 0 | |||||||||
| 2 Mar | 1895.50 | 78.4 | 0 | 0.52 | 0 | 0 | 0 | |||||||||
| 27 Feb | 1901.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1946.50 | 78.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1939.30 | 78.4 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1940 expiring on 28APR2026
Delta for 1940 CE is 0.01
Historical price for 1940 CE is as follows
On 24 Apr ICICIGI was trading at 1773.40. The strike last trading price was 0.25, which was -0.55 lower than the previous day. The implied volatity was 35.56, the open interest changed by 0 which decreased total open position to 138
On 23 Apr ICICIGI was trading at 1809.90. The strike last trading price was 0.9, which was -0.45000000000000007 lower than the previous day. The implied volatity was 29.78, the open interest changed by 3 which increased total open position to 137
On 22 Apr ICICIGI was trading at 1829.00. The strike last trading price was 1.25, which was -1.4 lower than the previous day. The implied volatity was 25, the open interest changed by -23 which decreased total open position to 134
On 21 Apr ICICIGI was trading at 1840.00. The strike last trading price was 2.3, which was -5.7 lower than the previous day. The implied volatity was 26.89, the open interest changed by -35 which decreased total open position to 156
On 20 Apr ICICIGI was trading at 1876.50. The strike last trading price was 6.85, which was -6.200000000000001 lower than the previous day. The implied volatity was 25.41, the open interest changed by -30 which decreased total open position to 190
On 17 Apr ICICIGI was trading at 1891.60. The strike last trading price was 13.25, which was -0.9499999999999993 lower than the previous day. The implied volatity was 23.39, the open interest changed by -62 which decreased total open position to 218
On 16 Apr ICICIGI was trading at 1886.70. The strike last trading price was 13.75, which was -6.350000000000001 lower than the previous day. The implied volatity was 24.51, the open interest changed by -89 which decreased total open position to 276
On 15 Apr ICICIGI was trading at 1858.00. The strike last trading price was 20.35, which was 14.200000000000001 higher than the previous day. The implied volatity was 32.77, the open interest changed by 47 which increased total open position to 399
On 13 Apr ICICIGI was trading at 1782.20. The strike last trading price was 6.7, which was -0.8999999999999995 lower than the previous day. The implied volatity was 31.48, the open interest changed by 117 which increased total open position to 351
On 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 8.1, which was 1.1499999999999995 higher than the previous day. The implied volatity was 31.08, the open interest changed by 129 which increased total open position to 236
On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 6.95, which was 2.65 higher than the previous day. The implied volatity was 32.08, the open interest changed by 73 which increased total open position to 100
On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was 4.3, which was -1.2 lower than the previous day. The implied volatity was 28.02, the open interest changed by 21 which increased total open position to 27
On 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was 5.5, which was -8.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 5.5, which was -8.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 5.5, which was -8.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 5.5, which was -8.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 5.5, which was -8.3 lower than the previous day. The implied volatity was 30.02, the open interest changed by 0 which decreased total open position to 2
On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 13.8, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 13.8, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 13.8, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 13.8, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 13.8, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 13.8, which was -2.5 lower than the previous day. The implied volatity was 22.39, the open interest changed by 1 which increased total open position to 3
On 18 Mar ICICIGI was trading at 1831.20. The strike last trading price was 16.3, which was -62.1 lower than the previous day. The implied volatity was -, 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 16.3, which was -62.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Mar ICICIGI was trading at 1850.50. 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 13 Mar ICICIGI was trading at 1837.10. The strike last trading price was 78.4, which was 0 lower than the previous day. The implied volatity was 3.1, 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 78.4, which was 0 lower than the previous day. The implied volatity was 2.74, 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 78.4, which was 0 lower than the previous day. The implied volatity was 1.25, 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 78.4, which was 0 lower than the previous day. The implied volatity was 0.73, 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 78.4, 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 6 Mar ICICIGI was trading at 1880.30. The strike last trading price was 78.4, which was 0 lower than the previous day. The implied volatity was 1.31, 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 78.4, which was 0 lower than the previous day. The implied volatity was 1.25, 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 78.4, which was 0 lower than the previous day. The implied volatity was 2.18, 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 78.4, which was 0 lower than the previous day. The implied volatity was 0.52, 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 78.4, 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 25 Feb ICICIGI was trading at 1939.30. The strike last trading price was 78.4, 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
| ICICIGI 28-Apr-2026 (4d) 1940 PE | |||||||
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Delta: -0.97
Vega: 0
Theta: -0.45
Gamma: 0.00093
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1773.40 | 127 | 4.849999999999994 | 32.39 | 4 | 0 | 17 |
| 23 Apr | 1809.90 | 122.15 | 14.150000000000006 | 31.16 | 4 | -3 | 17 |
| 22 Apr | 1829.00 | 108 | 21.599999999999994 | 26.1 | 4 | 0 | 19 |
| 21 Apr | 1840.00 | 86.4 | 12.100000000000009 | 26.45 | 3 | -1 | 20 |
| 20 Apr | 1876.50 | 74.3 | 4.1499999999999915 | 31.71 | 12 | -5 | 22 |
| 17 Apr | 1891.60 | 72.6 | 72.6 | 28.86 | 0 | 0 | 27 |
| 16 Apr | 1886.70 | 72.6 | -89.65 | 28.86 | 51 | 26 | 28 |
| 15 Apr | 1858.00 | 162.25 | 162.25 | - | 0 | 0 | 2 |
| 13 Apr | 1782.20 | 162.25 | 162.25 | - | 0 | 0 | 2 |
| 10 Apr | 1786.00 | 162.25 | 162.25 | - | 0 | 0 | 2 |
| 9 Apr | 1768.60 | 162.25 | -29.75 | - | 0 | 0 | 2 |
| 8 Apr | 1750.50 | 162.25 | -29.75 | 28.52 | 2 | 0 | 1 |
| 7 Apr | 1726.60 | 192 | 41 | - | 0 | 0 | 1 |
| 6 Apr | 1713.00 | 192 | 41 | - | 0 | 0 | 1 |
| 2 Apr | 1689.10 | 192 | 41 | - | 0 | 0 | 1 |
| 1 Apr | 1694.90 | 192 | 41 | - | 0 | 0 | 1 |
| 30 Mar | 1710.60 | 192 | 41 | - | 0 | 0 | 1 |
| 27 Mar | 1747.00 | 192 | 41 | 28.6 | 1 | 0 | 1 |
| 25 Mar | 1770.30 | 151 | -1 | - | 0 | 0 | 1 |
| 24 Mar | 1730.10 | 151 | -1 | - | 0 | 0 | 1 |
| 23 Mar | 1722.20 | 151 | -1 | - | 0 | 0 | 1 |
| 20 Mar | 1777.20 | 151 | -1 | 18.17 | 3 | 0 | 2 |
| 19 Mar | 1792.10 | 152 | 59.7 | 30.28 | 2 | 0 | 0 |
| 18 Mar | 1831.20 | 92.3 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1835.80 | 92.3 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 1850.50 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 1837.10 | 92.3 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1855.30 | 92.3 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1875.20 | 92.3 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1889.30 | 92.3 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 1889.70 | 92.3 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1880.30 | 92.3 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1875.20 | 92.3 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1855.50 | 92.3 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 1895.50 | 92.3 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 1901.50 | - | - | - | 0 | 0 | 0 |
| 26 Feb | 1946.50 | 92.3 | 0 | 1.24 | 0 | 0 | 0 |
| 25 Feb | 1939.30 | 92.3 | 0 | 1.17 | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1940 expiring on 28APR2026
Delta for 1940 PE is -0.97
Historical price for 1940 PE is as follows
On 24 Apr ICICIGI was trading at 1773.40. The strike last trading price was 127, which was 4.849999999999994 higher than the previous day. The implied volatity was 32.39, the open interest changed by 0 which decreased total open position to 17
On 23 Apr ICICIGI was trading at 1809.90. The strike last trading price was 122.15, which was 14.150000000000006 higher than the previous day. The implied volatity was 31.16, the open interest changed by -3 which decreased total open position to 17
On 22 Apr ICICIGI was trading at 1829.00. The strike last trading price was 108, which was 21.599999999999994 higher than the previous day. The implied volatity was 26.1, the open interest changed by 0 which decreased total open position to 19
On 21 Apr ICICIGI was trading at 1840.00. The strike last trading price was 86.4, which was 12.100000000000009 higher than the previous day. The implied volatity was 26.45, the open interest changed by -1 which decreased total open position to 20
On 20 Apr ICICIGI was trading at 1876.50. The strike last trading price was 74.3, which was 4.1499999999999915 higher than the previous day. The implied volatity was 31.71, the open interest changed by -5 which decreased total open position to 22
On 17 Apr ICICIGI was trading at 1891.60. The strike last trading price was 72.6, which was 72.6 higher than the previous day. The implied volatity was 28.86, the open interest changed by 0 which decreased total open position to 27
On 16 Apr ICICIGI was trading at 1886.70. The strike last trading price was 72.6, which was -89.65 lower than the previous day. The implied volatity was 28.86, the open interest changed by 26 which increased total open position to 28
On 15 Apr ICICIGI was trading at 1858.00. The strike last trading price was 162.25, which was 162.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Apr ICICIGI was trading at 1782.20. The strike last trading price was 162.25, which was 162.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 162.25, which was 162.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 162.25, which was -29.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was 162.25, which was -29.75 lower than the previous day. The implied volatity was 28.52, the open interest changed by 0 which decreased total open position to 1
On 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was 192, which was 41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 192, which was 41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 192, which was 41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 192, which was 41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 192, which was 41 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 192, which was 41 higher than the previous day. The implied volatity was 28.6, the open interest changed by 0 which decreased total open position to 1
On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 151, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 151, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 151, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 151, which was -1 lower than the previous day. The implied volatity was 18.17, the open interest changed by 0 which decreased total open position to 2
On 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 152, which was 59.7 higher than the previous day. The implied volatity was 30.28, 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 92.3, 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 92.3, 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 -, 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 13 Mar ICICIGI was trading at 1837.10. The strike last trading price was 92.3, 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 92.3, 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 92.3, 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 Mar ICICIGI was trading at 1889.30. The strike last trading price was 92.3, 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 Mar ICICIGI was trading at 1889.70. The strike last trading price was 92.3, 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 Mar ICICIGI was trading at 1880.30. The strike last trading price was 92.3, 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 92.3, 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 92.3, 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 Mar ICICIGI was trading at 1895.50. The strike last trading price was 92.3, 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 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 92.3, which was 0 lower than the previous day. The implied volatity was 1.24, 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 92.3, which was 0 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0
