ICICIGI

Icici Lombard Gic Limited

1945.3 -15.80 (-0.81%)

L: 1928.5 H: 1966.8

Back to Option Chain

Historical option data for ICICIGI
09 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

ICICIGI 30-DEC-2025 1940 CE
Delta: 0.56 Vega: 1.84 Theta: -1.19 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1945.30	44.9 ₹ 14,592.5	-87.1 -28307.50	20.69	15 4,875	13 4,225	14 4,550
8 Dec	1961.10	132 ₹ 42,900	-23.1 -7507.50	-	0 0	0 0	1 325
5 Dec	1974.40	132 ₹ 42,900	-23.1 -7507.50	-	0 0	0 0	0 0
4 Dec	1983.00	132 ₹ 42,900	-23.1 -7507.50	-	0 0	0 0	0 0
3 Dec	1972.40	132 ₹ 42,900	-23.1 -7507.50	-	0 0	0 0	0 0
2 Dec	1986.70	132 ₹ 42,900	-23.1 -7507.50	-	0 0	0 0	0 0
1 Dec	1991.40	132 ₹ 42,900	-23.1 -7507.50	-	0 0	0 0	0 0
28 Nov	1970.50	132 ₹ 42,900	-23.1 -7507.50	-	0 0	0 0	0 0
27 Nov	1980.70	132 ₹ 42,900	-23.1 -7507.50	-	0 0	0 0	0 0
26 Nov	2010.30	132 ₹ 42,900	-23.1 -7507.50	-	0 0	0 0	0 0
25 Nov	1999.00	132 ₹ 42,900	-23.1 -7507.50	-	0 0	0 0	0 0
24 Nov	1997.50	132 ₹ 42,900	-23.1 -7507.50	-	0 0	0 0	0 0
21 Nov	2004.10	132 ₹ 42,900	-23.1 -7507.50	-	0 0	0 0	0 0
20 Nov	2037.60	132 ₹ 42,900	-23.1 -7507.50	-	0 0	1 325	0 0
19 Nov	2041.70	132 ₹ 42,900	-23.1 -7507.50	20.68	1 325	0 0	0 0
18 Nov	2025.80	155.1 ₹ 50,407.5	0 0.00	-	0 0	0 0	0 0
17 Nov	2042.90	155.1 ₹ 50,407.5	0 0.00	-	0 0	0 0	0 0
14 Nov	2005.10	155.1 ₹ 50,407.5	0 0.00	-	0 0	0 0	0 0

13 Nov	2033.80	155.1 ₹ 50,407.5	0 0.00	-	0 0	0 0	0 0
12 Nov	2028.60	155.1 ₹ 50,407.5	0 0.00	-	0 0	0 0	0 0
11 Nov	1996.10	155.1 ₹ 50,407.5	0 0.00	-	0 0	0 0	0 0
10 Nov	2025.40	155.1 ₹ 50,407.5	0 0.00	-	0 0	0 0	0 0
7 Nov	2020.20	155.1 ₹ 50,407.5	0 0.00	-	0 0	0 0	0 0
6 Nov	2001.00	155.1 ₹ 50,407.5	0 0.00	-	0 0	0 0	0 0
4 Nov	2040.00	155.1 ₹ 50,407.5	0 0.00	-	0 0	0 0	0 0
3 Nov	2007.60	155.1 ₹ 50,407.5	0 0.00	-	0 0	0 0	0 0
31 Oct	1993.70	155.1 ₹ 50,407.5	0 0.00	-	0 0	0 0	0 0
30 Oct	2014.10	155.1 ₹ 50,407.5	0 0.00	-	0 0	0 0	0 0

For Icici Lombard Gic Limited - strike price 1940 expiring on 30DEC2025

Delta for 1940 CE is 0.56

Historical price for 1940 CE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 44.9, which was -87.1 lower than the previous day. The implied volatity was 20.69, the open interest changed by 13 which increased total open position to 14

On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 132, which was -23.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 132, which was -23.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 132, which was -23.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 132, which was -23.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 132, which was -23.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 132, which was -23.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 132, which was -23.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 132, which was -23.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 132, which was -23.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 132, which was -23.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 132, which was -23.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 132, which was -23.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 132, which was -23.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 132, which was -23.1 lower than the previous day. The implied volatity was 20.68, the open interest changed by 0 which decreased total open position to 0

On 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 13 Nov ICICIGI was trading at 2033.80. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 10 Nov ICICIGI was trading at 2025.40. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 7 Nov ICICIGI was trading at 2020.20. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 6 Nov ICICIGI was trading at 2001.00. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Nov ICICIGI was trading at 2040.00. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Nov ICICIGI was trading at 2007.60. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 31 Oct ICICIGI was trading at 1993.70. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 30 Oct ICICIGI was trading at 2014.10. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

ICICIGI 30DEC2025 1940 PE
Delta: -0.43 Vega: 1.83 Theta: -0.58 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1945.30	29 ₹ 9,425	3.35 1088.75	18.85	446 1,44,950	100 32,500	222 72,150
8 Dec	1961.10	27.2 ₹ 8,840	6.95 2258.75	19.60	131 42,575	15 4,875	123 39,975
5 Dec	1974.40	20.25 ₹ 6,581.25	0.4 130.00	19.55	51 16,575	-12 -3,900	107 34,775
4 Dec	1983.00	18.9 ₹ 6,142.5	-6 -1950.00	20.18	42 13,650	3 975	116 37,700
3 Dec	1972.40	24.9 ₹ 8,092.5	2.95 958.75	20.83	55 17,875	2 650	113 36,725
2 Dec	1986.70	21.95 ₹ 7,133.75	1.2 390.00	21.64	107 34,775	15 4,875	111 36,075
1 Dec	1991.40	21.55 ₹ 7,003.75	-3.95 -1283.75	21.45	104 33,800	27 8,775	96 31,200
28 Nov	1970.50	25.15 ₹ 8,173.75	1.45 471.25	19.47	131 42,575	39 12,675	69 22,425
27 Nov	1980.70	23.15 ₹ 7,523.75	-32.6 -10595.00	19.79	59 19,175	29 9,425	29 9,425
26 Nov	2010.30	55.75 ₹ 18,118.75	0 0.00	3.94	0 0	0 0	0 0
25 Nov	1999.00	55.75 ₹ 18,118.75	0 0.00	3.11	0 0	0 0	0 0
24 Nov	1997.50	55.75 ₹ 18,118.75	0 0.00	2.86	0 0	0 0	0 0
21 Nov	2004.10	55.75 ₹ 18,118.75	0 0.00	3.49	0 0	0 0	0 0
20 Nov	2037.60	55.75 ₹ 18,118.75	0 0.00	4.75	0 0	0 0	0 0
19 Nov	2041.70	55.75 ₹ 18,118.75	0 0.00	4.57	0 0	0 0	0 0
18 Nov	2025.80	55.75 ₹ 18,118.75	0 0.00	4.36	0 0	0 0	0 0
17 Nov	2042.90	55.75 ₹ 18,118.75	0 0.00	4.63	0 0	0 0	0 0
14 Nov	2005.10	55.75 ₹ 18,118.75	0 0.00	3.54	0 0	0 0	0 0
13 Nov	2033.80	55.75 ₹ 18,118.75	0 0.00	4.45	0 0	0 0	0 0
12 Nov	2028.60	55.75 ₹ 18,118.75	0 0.00	4.19	0 0	0 0	0 0
11 Nov	1996.10	55.75 ₹ 18,118.75	0 0.00	2.98	0 0	0 0	0 0
10 Nov	2025.40	55.75 ₹ 18,118.75	0 0.00	3.99	0 0	0 0	0 0
7 Nov	2020.20	55.75 ₹ 18,118.75	0 0.00	3.69	0 0	0 0	0 0
6 Nov	2001.00	55.75 ₹ 18,118.75	0 0.00	3.03	0 0	0 0	0 0
4 Nov	2040.00	55.75 ₹ 18,118.75	0 0.00	4.34	0 0	0 0	0 0
3 Nov	2007.60	55.75 ₹ 18,118.75	0 0.00	3.16	0 0	0 0	0 0
31 Oct	1993.70	55.75 ₹ 18,118.75	0 0.00	-	0 0	0 0	0 0
30 Oct	2014.10	55.75 ₹ 18,118.75	0 0.00	-	0 0	0 0	0 0

For Icici Lombard Gic Limited - strike price 1940 expiring on 30DEC2025

Delta for 1940 PE is -0.43

Historical price for 1940 PE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 29, which was 3.35 higher than the previous day. The implied volatity was 18.85, the open interest changed by 100 which increased total open position to 222

On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 27.2, which was 6.95 higher than the previous day. The implied volatity was 19.60, the open interest changed by 15 which increased total open position to 123

On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 20.25, which was 0.4 higher than the previous day. The implied volatity was 19.55, the open interest changed by -12 which decreased total open position to 107

On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 18.9, which was -6 lower than the previous day. The implied volatity was 20.18, the open interest changed by 3 which increased total open position to 116

On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 24.9, which was 2.95 higher than the previous day. The implied volatity was 20.83, the open interest changed by 2 which increased total open position to 113

On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 21.95, which was 1.2 higher than the previous day. The implied volatity was 21.64, the open interest changed by 15 which increased total open position to 111

On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 21.55, which was -3.95 lower than the previous day. The implied volatity was 21.45, the open interest changed by 27 which increased total open position to 96

On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 25.15, which was 1.45 higher than the previous day. The implied volatity was 19.47, the open interest changed by 39 which increased total open position to 69

On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 23.15, which was -32.6 lower than the previous day. The implied volatity was 19.79, the open interest changed by 29 which increased total open position to 29

On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0

On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0

On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0

On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0

On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was 4.75, the open interest changed by 0 which decreased total open position to 0

On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0

On 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was 4.36, the open interest changed by 0 which decreased total open position to 0

On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was 4.63, the open interest changed by 0 which decreased total open position to 0

On 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0

On 13 Nov ICICIGI was trading at 2033.80. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0

On 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0

On 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was 2.98, the open interest changed by 0 which decreased total open position to 0

On 10 Nov ICICIGI was trading at 2025.40. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was 3.99, the open interest changed by 0 which decreased total open position to 0

On 7 Nov ICICIGI was trading at 2020.20. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0

On 6 Nov ICICIGI was trading at 2001.00. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0

On 4 Nov ICICIGI was trading at 2040.00. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0

On 3 Nov ICICIGI was trading at 2007.60. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0

On 31 Oct ICICIGI was trading at 1993.70. The strike last trading price was 55.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 30 Oct ICICIGI was trading at 2014.10. The strike last trading price was 55.75, 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

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