ICICIGI
ICICI LOMBARD GIC LIMITED
Historical option data for ICICIGI
05 Jul 2024 11:12 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 1836.05 | 18.55 | -1.65 | - | 14,000 | -1,000 | 24,500 | |||
| 4 Jul | 1827.65 | 20.2 | - | 90,500 | -14,500 | 25,500 | ||||
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| 3 Jul | 1853.25 | 26.6 | - | 2,95,500 | 29,500 | 40,000 | ||||
| 2 Jul | 1807.80 | 20.25 | - | 36,500 | -2,000 | 10,500 | ||||
| 1 Jul | 1807.10 | 18.3 | - | 38,500 | 2,500 | 12,500 | ||||
| 28 Jun | 1789.55 | 19.35 | - | 1,500 | 500 | 10,000 | ||||
| 27 Jun | 1793.45 | 21 | - | 16,500 | -500 | 9,500 | ||||
| 26 Jun | 1786.90 | 20.35 | - | 28,500 | 2,000 | 10,000 | ||||
| 25 Jun | 1780.30 | 13.1 | - | 4,000 | 3,000 | 8,000 | ||||
| 24 Jun | 1771.50 | 20.45 | - | 3,500 | 500 | 2,500 | ||||
| 21 Jun | 1756.85 | 19.20 | - | 2,000 | 1,000 | 1,500 | ||||
| 20 Jun | 1748.30 | 15.00 | - | 1,500 | 1,000 | 1,000 | ||||
For ICICI LOMBARD GIC LIMITED - strike price 1940 expiring on 25JUL2024
Delta for 1940 CE is -
Historical price for 1940 CE is as follows
On 5 Jul ICICIGI was trading at 1836.05. The strike last trading price was 18.55, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 24500
On 4 Jul ICICIGI was trading at 1827.65. The strike last trading price was 20.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -14500 which decreased total open position to 25500
On 3 Jul ICICIGI was trading at 1853.25. The strike last trading price was 26.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 29500 which increased total open position to 40000
On 2 Jul ICICIGI was trading at 1807.80. The strike last trading price was 20.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -2000 which decreased total open position to 10500
On 1 Jul ICICIGI was trading at 1807.10. The strike last trading price was 18.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 12500
On 28 Jun ICICIGI was trading at 1789.55. The strike last trading price was 19.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 10000
On 27 Jun ICICIGI was trading at 1793.45. The strike last trading price was 21, which was lower than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 9500
On 26 Jun ICICIGI was trading at 1786.90. The strike last trading price was 20.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 10000
On 25 Jun ICICIGI was trading at 1780.30. The strike last trading price was 13.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 8000
On 24 Jun ICICIGI was trading at 1771.50. The strike last trading price was 20.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 2500
On 21 Jun ICICIGI was trading at 1756.85. The strike last trading price was 19.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 1500
On 20 Jun ICICIGI was trading at 1748.30. The strike last trading price was 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 1000
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 1836.05 | 119.3 | 0.00 | - | 0 | -500 | 0 |
| 4 Jul | 1827.65 | 119.3 | - | 0 | -500 | 0 | |
| 3 Jul | 1853.25 | 119.3 | - | 1,000 | -500 | 500 | |
| 2 Jul | 1807.80 | 126 | - | 1,000 | 1,000 | 1,000 | |
| 1 Jul | 1807.10 | 137.9 | - | 500 | 0 | 0 | |
| 28 Jun | 1789.55 | 335.75 | - | 0 | 0 | 0 | |
| 27 Jun | 1793.45 | 335.75 | - | 0 | 0 | 0 | |
| 26 Jun | 1786.90 | 335.75 | - | 0 | 0 | 0 | |
| 25 Jun | 1780.30 | 335.75 | - | 0 | 0 | 0 | |
| 24 Jun | 1771.50 | 335.75 | - | 0 | 0 | 0 | |
| 21 Jun | 1756.85 | 335.75 | - | 0 | 0 | 0 | |
| 20 Jun | 1748.30 | 335.75 | - | 0 | 0 | 0 | |
For ICICI LOMBARD GIC LIMITED - strike price 1940 expiring on 25JUL2024
Delta for 1940 PE is -
Historical price for 1940 PE is as follows
On 5 Jul ICICIGI was trading at 1836.05. The strike last trading price was 119.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 0
On 4 Jul ICICIGI was trading at 1827.65. The strike last trading price was 119.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 0
On 3 Jul ICICIGI was trading at 1853.25. The strike last trading price was 119.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 500
On 2 Jul ICICIGI was trading at 1807.80. The strike last trading price was 126, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 1000
On 1 Jul ICICIGI was trading at 1807.10. The strike last trading price was 137.9, 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 28 Jun ICICIGI was trading at 1789.55. The strike last trading price was 335.75, 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 Jun ICICIGI was trading at 1793.45. The strike last trading price was 335.75, 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 Jun ICICIGI was trading at 1786.90. The strike last trading price was 335.75, 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 25 Jun ICICIGI was trading at 1780.30. The strike last trading price was 335.75, 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 24 Jun ICICIGI was trading at 1771.50. The strike last trading price was 335.75, 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 Jun ICICIGI was trading at 1756.85. The strike last trading price was 335.75, 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 Jun ICICIGI was trading at 1748.30. The strike last trading price was 335.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0