ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
09 Apr 2025 04:11 PM IST
| ICICIGI 24APR2025 1940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.83
Theta: -1.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 1786.50 | 9.65 | 1.7 | 36.30 | 94 | 15 | 50 | |||
| 8 Apr | 1775.80 | 8.35 | 2.5 | 34.84 | 62 | -12 | 35 | |||
| 7 Apr | 1744.40 | 5.7 | -9.1 | 35.40 | 204 | -29 | 49 | |||
| 4 Apr | 1829.55 | 14.75 | -1.75 | 28.36 | 61 | 20 | 78 | |||
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| 3 Apr | 1831.50 | 16.4 | -0.85 | 27.73 | 56 | 12 | 55 | |||
| 2 Apr | 1829.95 | 17 | 6.4 | 28.77 | 100 | 8 | 40 | |||
| 1 Apr | 1791.90 | 10.3 | -1.65 | 27.61 | 124 | -8 | 32 | |||
| 28 Mar | 1792.85 | 11.65 | -2.2 | 28.19 | 93 | 40 | 40 | |||
| 27 Mar | 1794.25 | 13.85 | 0 | 6.92 | 0 | 0 | 0 | |||
| 26 Mar | 1772.45 | 13.85 | 0 | 7.77 | 0 | 0 | 0 | |||
| 25 Mar | 1779.50 | 13.85 | 0 | 7.45 | 0 | 0 | 0 | |||
For Icici Lombard Gic Limited - strike price 1940 expiring on 24APR2025
Delta for 1940 CE is 0.15
Historical price for 1940 CE is as follows
On 9 Apr ICICIGI was trading at 1786.50. The strike last trading price was 9.65, which was 1.7 higher than the previous day. The implied volatity was 36.30, the open interest changed by 15 which increased total open position to 50
On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 8.35, which was 2.5 higher than the previous day. The implied volatity was 34.84, the open interest changed by -12 which decreased total open position to 35
On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 5.7, which was -9.1 lower than the previous day. The implied volatity was 35.40, the open interest changed by -29 which decreased total open position to 49
On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 14.75, which was -1.75 lower than the previous day. The implied volatity was 28.36, the open interest changed by 20 which increased total open position to 78
On 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 16.4, which was -0.85 lower than the previous day. The implied volatity was 27.73, the open interest changed by 12 which increased total open position to 55
On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 17, which was 6.4 higher than the previous day. The implied volatity was 28.77, the open interest changed by 8 which increased total open position to 40
On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 10.3, which was -1.65 lower than the previous day. The implied volatity was 27.61, the open interest changed by -8 which decreased total open position to 32
On 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 11.65, which was -2.2 lower than the previous day. The implied volatity was 28.19, the open interest changed by 40 which increased total open position to 40
On 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was 6.92, the open interest changed by 0 which decreased total open position to 0
On 26 Mar ICICIGI was trading at 1772.45. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was 7.77, the open interest changed by 0 which decreased total open position to 0
On 25 Mar ICICIGI was trading at 1779.50. The strike last trading price was 13.85, which was 0 lower than the previous day. The implied volatity was 7.45, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 24APR2025 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.77
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 1786.50 | 156.05 | -7.4 | 33.99 | 8 | 2 | 10 |
| 8 Apr | 1775.80 | 162.65 | -17.7 | 33.00 | 4 | -2 | 8 |
| 7 Apr | 1744.40 | 180.35 | 50.2 | - | 1 | 0 | 11 |
| 4 Apr | 1829.55 | 130.15 | 6.75 | 38.86 | 2 | 1 | 10 |
| 3 Apr | 1831.50 | 123.4 | -9.7 | 36.75 | 7 | 3 | 10 |
| 2 Apr | 1829.95 | 133.1 | -15.85 | 38.86 | 1 | 0 | 8 |
| 1 Apr | 1791.90 | 148.95 | -2.6 | 33.27 | 2 | 4 | 8 |
| 28 Mar | 1792.85 | 151.55 | -79.9 | 25.29 | 9 | 4 | 4 |
| 27 Mar | 1794.25 | 231.45 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 1772.45 | 231.45 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1779.50 | 231.45 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1940 expiring on 24APR2025
Delta for 1940 PE is -0.87
Historical price for 1940 PE is as follows
On 9 Apr ICICIGI was trading at 1786.50. The strike last trading price was 156.05, which was -7.4 lower than the previous day. The implied volatity was 33.99, the open interest changed by 2 which increased total open position to 10
On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 162.65, which was -17.7 lower than the previous day. The implied volatity was 33.00, the open interest changed by -2 which decreased total open position to 8
On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 180.35, which was 50.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 130.15, which was 6.75 higher than the previous day. The implied volatity was 38.86, the open interest changed by 1 which increased total open position to 10
On 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 123.4, which was -9.7 lower than the previous day. The implied volatity was 36.75, the open interest changed by 3 which increased total open position to 10
On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 133.1, which was -15.85 lower than the previous day. The implied volatity was 38.86, the open interest changed by 0 which decreased total open position to 8
On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 148.95, which was -2.6 lower than the previous day. The implied volatity was 33.27, the open interest changed by 4 which increased total open position to 8
On 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 151.55, which was -79.9 lower than the previous day. The implied volatity was 25.29, the open interest changed by 4 which increased total open position to 4
On 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 231.45, 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 26 Mar ICICIGI was trading at 1772.45. The strike last trading price was 231.45, 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 1779.50. The strike last trading price was 231.45, 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
