ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
20 Dec 2024 04:11 PM IST
| ICICIGI 26DEC2024 1940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.27
Vega: 0.80
Theta: -1.62
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1902.15 | 8.75 | -3.30 | 22.17 | 1,766 | -4 | 279 | |||
| 19 Dec | 1898.00 | 12.05 | 2.00 | 24.12 | 909 | -79 | 284 | |||
| 18 Dec | 1874.70 | 10.05 | -12.45 | 27.90 | 574 | 29 | 363 | |||
| 17 Dec | 1917.30 | 22.5 | -22.95 | 25.14 | 640 | 51 | 338 | |||
| 16 Dec | 1963.80 | 45.45 | -14.65 | 24.25 | 255 | -19 | 286 | |||
| 13 Dec | 1983.35 | 60.1 | 9.05 | 13.48 | 491 | 13 | 307 | |||
| 12 Dec | 1961.35 | 51.05 | 6.85 | 19.74 | 392 | -27 | 298 | |||
| 11 Dec | 1948.65 | 44.2 | 2.45 | 23.93 | 302 | 7 | 326 | |||
| 10 Dec | 1945.80 | 41.75 | -15.35 | 22.25 | 302 | 13 | 319 | |||
| 9 Dec | 1962.20 | 57.1 | 7.60 | 23.28 | 385 | -34 | 306 | |||
| 6 Dec | 1949.90 | 49.5 | 7.30 | 21.76 | 703 | -69 | 339 | |||
| 5 Dec | 1932.70 | 42.2 | -9.80 | 22.27 | 686 | 137 | 408 | |||
| 4 Dec | 1950.85 | 52 | 23.05 | 21.83 | 2,507 | 70 | 270 | |||
| 3 Dec | 1896.35 | 28.95 | 12.35 | 22.57 | 346 | 160 | 202 | |||
| 2 Dec | 1834.10 | 16.6 | -6.05 | 25.34 | 30 | 3 | 42 | |||
|
|
||||||||||
| 29 Nov | 1861.85 | 22.65 | -6.60 | 23.65 | 56 | 26 | 39 | |||
| 28 Nov | 1871.10 | 29.25 | 3.65 | 23.13 | 20 | 1 | 13 | |||
| 27 Nov | 1863.75 | 25.6 | -58.45 | 24.08 | 340 | 14 | 14 | |||
| 26 Nov | 1854.45 | 84.05 | 0.00 | 3.52 | 0 | 0 | 0 | |||
| 25 Nov | 1836.90 | 84.05 | 0.00 | 4.37 | 0 | 0 | 0 | |||
| 20 Nov | 1840.90 | 84.05 | 0.00 | 4.34 | 0 | 0 | 0 | |||
| 19 Nov | 1840.90 | 84.05 | 0.00 | 4.34 | 0 | 0 | 0 | |||
| 14 Nov | 1863.40 | 84.05 | 0.00 | 2.21 | 0 | 0 | 0 | |||
| 13 Nov | 1868.20 | 84.05 | 0.00 | 1.93 | 0 | 0 | 0 | |||
| 12 Nov | 1892.25 | 84.05 | 0.00 | 0.92 | 0 | 0 | 0 | |||
| 11 Nov | 1921.10 | 84.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1916.50 | 84.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1916.05 | 84.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1870.85 | 84.05 | 1.60 | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1940 expiring on 26DEC2024
Delta for 1940 CE is 0.27
Historical price for 1940 CE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 8.75, which was -3.30 lower than the previous day. The implied volatity was 22.17, the open interest changed by -4 which decreased total open position to 279
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 12.05, which was 2.00 higher than the previous day. The implied volatity was 24.12, the open interest changed by -79 which decreased total open position to 284
On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 10.05, which was -12.45 lower than the previous day. The implied volatity was 27.90, the open interest changed by 29 which increased total open position to 363
On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 22.5, which was -22.95 lower than the previous day. The implied volatity was 25.14, the open interest changed by 51 which increased total open position to 338
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 45.45, which was -14.65 lower than the previous day. The implied volatity was 24.25, the open interest changed by -19 which decreased total open position to 286
On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 60.1, which was 9.05 higher than the previous day. The implied volatity was 13.48, the open interest changed by 13 which increased total open position to 307
On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 51.05, which was 6.85 higher than the previous day. The implied volatity was 19.74, the open interest changed by -27 which decreased total open position to 298
On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 44.2, which was 2.45 higher than the previous day. The implied volatity was 23.93, the open interest changed by 7 which increased total open position to 326
On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 41.75, which was -15.35 lower than the previous day. The implied volatity was 22.25, the open interest changed by 13 which increased total open position to 319
On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 57.1, which was 7.60 higher than the previous day. The implied volatity was 23.28, the open interest changed by -34 which decreased total open position to 306
On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 49.5, which was 7.30 higher than the previous day. The implied volatity was 21.76, the open interest changed by -69 which decreased total open position to 339
On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 42.2, which was -9.80 lower than the previous day. The implied volatity was 22.27, the open interest changed by 137 which increased total open position to 408
On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 52, which was 23.05 higher than the previous day. The implied volatity was 21.83, the open interest changed by 70 which increased total open position to 270
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 28.95, which was 12.35 higher than the previous day. The implied volatity was 22.57, the open interest changed by 160 which increased total open position to 202
On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 16.6, which was -6.05 lower than the previous day. The implied volatity was 25.34, the open interest changed by 3 which increased total open position to 42
On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 22.65, which was -6.60 lower than the previous day. The implied volatity was 23.65, the open interest changed by 26 which increased total open position to 39
On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 29.25, which was 3.65 higher than the previous day. The implied volatity was 23.13, the open interest changed by 1 which increased total open position to 13
On 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 25.6, which was -58.45 lower than the previous day. The implied volatity was 24.08, the open interest changed by 14 which increased total open position to 14
On 26 Nov ICICIGI was trading at 1854.45. The strike last trading price was 84.05, which was 0.00 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ICICIGI was trading at 1836.90. The strike last trading price was 84.05, which was 0.00 lower than the previous day. The implied volatity was 4.37, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 84.05, which was 0.00 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 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 84.05, which was 0.00 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 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 84.05, which was 0.00 lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 84.05, which was 0.00 lower than the previous day. The implied volatity was 1.93, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 84.05, which was 0.00 lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 84.05, which was 0.00 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 1916.50. The strike last trading price was 84.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 84.05, which was 0.00 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 1870.85. The strike last trading price was 84.05, which was lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 26DEC2024 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0.90
Theta: -2.10
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1902.15 | 52.35 | -1.15 | 32.86 | 249 | 25 | 129 |
| 19 Dec | 1898.00 | 53.5 | -14.50 | 31.81 | 3 | 0 | 104 |
| 18 Dec | 1874.70 | 68 | 28.90 | 25.07 | 47 | -12 | 105 |
| 17 Dec | 1917.30 | 39.1 | 19.85 | 24.61 | 470 | -17 | 118 |
| 16 Dec | 1963.80 | 19.25 | 6.25 | 23.51 | 481 | -35 | 136 |
| 13 Dec | 1983.35 | 13 | -9.10 | 23.16 | 433 | -31 | 171 |
| 12 Dec | 1961.35 | 22.1 | -8.45 | 24.39 | 343 | -35 | 204 |
| 11 Dec | 1948.65 | 30.55 | -5.30 | 23.32 | 375 | 35 | 239 |
| 10 Dec | 1945.80 | 35.85 | 11.50 | 25.41 | 326 | 30 | 201 |
| 9 Dec | 1962.20 | 24.35 | -9.10 | 22.82 | 467 | -42 | 172 |
| 6 Dec | 1949.90 | 33.45 | -10.45 | 23.30 | 470 | 4 | 218 |
| 5 Dec | 1932.70 | 43.9 | 4.85 | 24.35 | 352 | 69 | 214 |
| 4 Dec | 1950.85 | 39.05 | -46.10 | 25.42 | 466 | 141 | 141 |
| 3 Dec | 1896.35 | 85.15 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1834.10 | 85.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1861.85 | 85.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1871.10 | 85.15 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1863.75 | 85.15 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1854.45 | 85.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1836.90 | 85.15 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1840.90 | 85.15 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1840.90 | 85.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1863.40 | 85.15 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1868.20 | 85.15 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1892.25 | 85.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1921.10 | 85.15 | 0.00 | 0.27 | 0 | 0 | 0 |
| 7 Nov | 1916.50 | 85.15 | 0.00 | 0.35 | 0 | 0 | 0 |
| 5 Nov | 1916.05 | 85.15 | 85.15 | 0.03 | 0 | 0 | 0 |
| 4 Nov | 1870.85 | 0 | - | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1940 expiring on 26DEC2024
Delta for 1940 PE is -0.66
Historical price for 1940 PE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 52.35, which was -1.15 lower than the previous day. The implied volatity was 32.86, the open interest changed by 25 which increased total open position to 129
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 53.5, which was -14.50 lower than the previous day. The implied volatity was 31.81, the open interest changed by 0 which decreased total open position to 104
On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 68, which was 28.90 higher than the previous day. The implied volatity was 25.07, the open interest changed by -12 which decreased total open position to 105
On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 39.1, which was 19.85 higher than the previous day. The implied volatity was 24.61, the open interest changed by -17 which decreased total open position to 118
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 19.25, which was 6.25 higher than the previous day. The implied volatity was 23.51, the open interest changed by -35 which decreased total open position to 136
On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 13, which was -9.10 lower than the previous day. The implied volatity was 23.16, the open interest changed by -31 which decreased total open position to 171
On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 22.1, which was -8.45 lower than the previous day. The implied volatity was 24.39, the open interest changed by -35 which decreased total open position to 204
On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 30.55, which was -5.30 lower than the previous day. The implied volatity was 23.32, the open interest changed by 35 which increased total open position to 239
On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 35.85, which was 11.50 higher than the previous day. The implied volatity was 25.41, the open interest changed by 30 which increased total open position to 201
On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 24.35, which was -9.10 lower than the previous day. The implied volatity was 22.82, the open interest changed by -42 which decreased total open position to 172
On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 33.45, which was -10.45 lower than the previous day. The implied volatity was 23.30, the open interest changed by 4 which increased total open position to 218
On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 43.9, which was 4.85 higher than the previous day. The implied volatity was 24.35, the open interest changed by 69 which increased total open position to 214
On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 39.05, which was -46.10 lower than the previous day. The implied volatity was 25.42, the open interest changed by 141 which increased total open position to 141
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 85.15, which was 0.00 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 1834.10. The strike last trading price was 85.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 85.15, which was 0.00 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 1871.10. The strike last trading price was 85.15, which was 0.00 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 1863.75. The strike last trading price was 85.15, which was 0.00 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 1854.45. The strike last trading price was 85.15, which was 0.00 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 1836.90. The strike last trading price was 85.15, which was 0.00 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 1840.90. The strike last trading price was 85.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 85.15, which was 0.00 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 1863.40. The strike last trading price was 85.15, which was 0.00 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 1868.20. The strike last trading price was 85.15, which was 0.00 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 1892.25. The strike last trading price was 85.15, which was 0.00 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 1921.10. The strike last trading price was 85.15, which was 0.00 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 85.15, which was 0.00 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 85.15, which was 85.15 higher than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
