ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
11 Mar 2026 09:26 AM IST
| ICICIGI 30-MAR-2026 1940 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 1874.10 | 14.95 | -6.1 | - | 3 | 2 | 299 | |||||||||
| 10 Mar | 1889.30 | 20.55 | -0.75 | 21.25 | 158 | -20 | 298 | |||||||||
| 9 Mar | 1889.70 | 22.55 | 5.7 | 23.12 | 301 | -45 | 318 | |||||||||
| 6 Mar | 1880.30 | 18 | -0.2 | 19.24 | 125 | 24 | 359 | |||||||||
| 5 Mar | 1875.20 | 18.4 | 2.1 | 18.83 | 174 | -3 | 334 | |||||||||
| 4 Mar | 1855.50 | 16.65 | -12.8 | 22.06 | 596 | 191 | 337 | |||||||||
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| 2 Mar | 1895.50 | 29.1 | -3.6 | 20.61 | 412 | -35 | 145 | |||||||||
| 27 Feb | 1901.50 | 32 | -18.05 | 20.63 | 374 | 45 | 181 | |||||||||
| 26 Feb | 1946.50 | 50.4 | 1 | 17.07 | 309 | 11 | 138 | |||||||||
| 25 Feb | 1939.30 | 49.15 | 12.4 | 19.62 | 906 | 23 | 124 | |||||||||
| 24 Feb | 1903.90 | 37.3 | -18.6 | 20.03 | 265 | 88 | 101 | |||||||||
| 23 Feb | 1953.80 | 58.5 | 8.7 | 18.11 | 3 | 0 | 12 | |||||||||
| 20 Feb | 1936.10 | 49.5 | -5 | - | 0 | 0 | 12 | |||||||||
| 19 Feb | 1936.00 | 49.5 | -5 | 15.94 | 19 | 6 | 11 | |||||||||
| 18 Feb | 1959.70 | 54.5 | 9.5 | 10.11 | 1 | 0 | 4 | |||||||||
| 17 Feb | 1928.20 | 45 | 4.25 | 15.55 | 2 | 1 | 3 | |||||||||
| 16 Feb | 1922.00 | 40.75 | 1.45 | - | 0 | 0 | 2 | |||||||||
| 13 Feb | 1916.10 | 40.75 | 1.45 | 16.36 | 4 | 2 | 2 | |||||||||
| 12 Feb | 1919.80 | 39.3 | 0 | 0.1 | 0 | 0 | 0 | |||||||||
| 11 Feb | 1931.70 | 39.3 | 0 | 0.38 | 0 | 0 | 0 | |||||||||
| 10 Feb | 1909.60 | 39.3 | 0 | 0.26 | 0 | 0 | 0 | |||||||||
| 9 Feb | 1888.20 | 39.3 | 0 | 1.24 | 0 | 0 | 0 | |||||||||
| 6 Feb | 1861.60 | 39.3 | 0 | 1.9 | 0 | 0 | 0 | |||||||||
| 5 Feb | 1874.20 | 39.3 | 0 | 1.47 | 0 | 0 | 0 | |||||||||
| 4 Feb | 1854.00 | 39.3 | 0 | 2.2 | 0 | 0 | 0 | |||||||||
| 3 Feb | 1861.50 | 39.3 | 0 | 2.12 | 0 | 0 | 0 | |||||||||
| 2 Feb | 1826.70 | 39.3 | 0 | 2.67 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1829.20 | 39.3 | 0 | 2.87 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1814.10 | 39.3 | 0 | 2.85 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1940 expiring on 30MAR2026
Delta for 1940 CE is -
Historical price for 1940 CE is as follows
On 11 Mar ICICIGI was trading at 1874.10. The strike last trading price was 14.95, which was -6.1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 299
On 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 20.55, which was -0.75 lower than the previous day. The implied volatity was 21.25, the open interest changed by -20 which decreased total open position to 298
On 9 Mar ICICIGI was trading at 1889.70. The strike last trading price was 22.55, which was 5.7 higher than the previous day. The implied volatity was 23.12, the open interest changed by -45 which decreased total open position to 318
On 6 Mar ICICIGI was trading at 1880.30. The strike last trading price was 18, which was -0.2 lower than the previous day. The implied volatity was 19.24, the open interest changed by 24 which increased total open position to 359
On 5 Mar ICICIGI was trading at 1875.20. The strike last trading price was 18.4, which was 2.1 higher than the previous day. The implied volatity was 18.83, the open interest changed by -3 which decreased total open position to 334
On 4 Mar ICICIGI was trading at 1855.50. The strike last trading price was 16.65, which was -12.8 lower than the previous day. The implied volatity was 22.06, the open interest changed by 191 which increased total open position to 337
On 2 Mar ICICIGI was trading at 1895.50. The strike last trading price was 29.1, which was -3.6 lower than the previous day. The implied volatity was 20.61, the open interest changed by -35 which decreased total open position to 145
On 27 Feb ICICIGI was trading at 1901.50. The strike last trading price was 32, which was -18.05 lower than the previous day. The implied volatity was 20.63, the open interest changed by 45 which increased total open position to 181
On 26 Feb ICICIGI was trading at 1946.50. The strike last trading price was 50.4, which was 1 higher than the previous day. The implied volatity was 17.07, the open interest changed by 11 which increased total open position to 138
On 25 Feb ICICIGI was trading at 1939.30. The strike last trading price was 49.15, which was 12.4 higher than the previous day. The implied volatity was 19.62, the open interest changed by 23 which increased total open position to 124
On 24 Feb ICICIGI was trading at 1903.90. The strike last trading price was 37.3, which was -18.6 lower than the previous day. The implied volatity was 20.03, the open interest changed by 88 which increased total open position to 101
On 23 Feb ICICIGI was trading at 1953.80. The strike last trading price was 58.5, which was 8.7 higher than the previous day. The implied volatity was 18.11, the open interest changed by 0 which decreased total open position to 12
On 20 Feb ICICIGI was trading at 1936.10. The strike last trading price was 49.5, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 19 Feb ICICIGI was trading at 1936.00. The strike last trading price was 49.5, which was -5 lower than the previous day. The implied volatity was 15.94, the open interest changed by 6 which increased total open position to 11
On 18 Feb ICICIGI was trading at 1959.70. The strike last trading price was 54.5, which was 9.5 higher than the previous day. The implied volatity was 10.11, the open interest changed by 0 which decreased total open position to 4
On 17 Feb ICICIGI was trading at 1928.20. The strike last trading price was 45, which was 4.25 higher than the previous day. The implied volatity was 15.55, the open interest changed by 1 which increased total open position to 3
On 16 Feb ICICIGI was trading at 1922.00. The strike last trading price was 40.75, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb ICICIGI was trading at 1916.10. The strike last trading price was 40.75, which was 1.45 higher than the previous day. The implied volatity was 16.36, the open interest changed by 2 which increased total open position to 2
On 12 Feb ICICIGI was trading at 1919.80. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 0.1, the open interest changed by 0 which decreased total open position to 0
On 11 Feb ICICIGI was trading at 1931.70. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0
On 10 Feb ICICIGI was trading at 1909.60. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
On 9 Feb ICICIGI was trading at 1888.20. The strike last trading price was 39.3, 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 6 Feb ICICIGI was trading at 1861.60. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 1.9, the open interest changed by 0 which decreased total open position to 0
On 5 Feb ICICIGI was trading at 1874.20. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0
On 4 Feb ICICIGI was trading at 1854.00. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 2.2, the open interest changed by 0 which decreased total open position to 0
On 3 Feb ICICIGI was trading at 1861.50. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0
On 2 Feb ICICIGI was trading at 1826.70. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 2.67, the open interest changed by 0 which decreased total open position to 0
On 1 Feb ICICIGI was trading at 1829.20. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0
On 30 Jan ICICIGI was trading at 1814.10. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 30MAR2026 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 1874.10 | 62 | -18.45 | - | 0 | 0 | 74 |
| 10 Mar | 1889.30 | 62 | -18.45 | 20.97 | 4 | 0 | 74 |
| 9 Mar | 1889.70 | 80.45 | -16.7 | 29.26 | 6 | 2 | 74 |
| 6 Mar | 1880.30 | 97.15 | 5.75 | - | 0 | 0 | 72 |
| 5 Mar | 1875.20 | 97.15 | 5.75 | 32.4 | 25 | -14 | 68 |
| 4 Mar | 1855.50 | 91.4 | 29.25 | 22.07 | 8 | -3 | 84 |
| 2 Mar | 1895.50 | 60.7 | -1.8 | 20.12 | 84 | 3 | 85 |
| 27 Feb | 1901.50 | 61.75 | 20.55 | 20.14 | 171 | 31 | 83 |
| 26 Feb | 1946.50 | 43.1 | -1.5 | 23.19 | 97 | 10 | 51 |
| 25 Feb | 1939.30 | 44.85 | -14.15 | 20.99 | 79 | 25 | 39 |
| 24 Feb | 1903.90 | 59 | 20 | 20.77 | 2 | 0 | 12 |
| 23 Feb | 1953.80 | 39 | -4.45 | 21.6 | 14 | 10 | 12 |
| 20 Feb | 1936.10 | 43.45 | -109.65 | 20.59 | 2 | 0 | 0 |
| 19 Feb | 1936.00 | 153.1 | 0 | 0.87 | 0 | 0 | 0 |
| 18 Feb | 1959.70 | 153.1 | 0 | 2.04 | 0 | 0 | 0 |
| 17 Feb | 1928.20 | 153.1 | 0 | 0.47 | 0 | 0 | 0 |
| 16 Feb | 1922.00 | 153.1 | 0 | 0.81 | 0 | 0 | 0 |
| 13 Feb | 1916.10 | 153.1 | 0 | 0.04 | 0 | 0 | 0 |
| 12 Feb | 1919.80 | 153.1 | 0 | 0.43 | 0 | 0 | 0 |
| 11 Feb | 1931.70 | 153.1 | 0 | 0.69 | 0 | 0 | 0 |
| 10 Feb | 1909.60 | 153.1 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 1888.20 | 153.1 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1861.60 | 153.1 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1874.20 | 153.1 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1854.00 | 153.1 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1861.50 | 153.1 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1826.70 | 153.1 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1829.20 | 153.1 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1814.10 | 153.1 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1940 expiring on 30MAR2026
Delta for 1940 PE is -
Historical price for 1940 PE is as follows
On 11 Mar ICICIGI was trading at 1874.10. The strike last trading price was 62, which was -18.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 74
On 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 62, which was -18.45 lower than the previous day. The implied volatity was 20.97, the open interest changed by 0 which decreased total open position to 74
On 9 Mar ICICIGI was trading at 1889.70. The strike last trading price was 80.45, which was -16.7 lower than the previous day. The implied volatity was 29.26, the open interest changed by 2 which increased total open position to 74
On 6 Mar ICICIGI was trading at 1880.30. The strike last trading price was 97.15, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 5 Mar ICICIGI was trading at 1875.20. The strike last trading price was 97.15, which was 5.75 higher than the previous day. The implied volatity was 32.4, the open interest changed by -14 which decreased total open position to 68
On 4 Mar ICICIGI was trading at 1855.50. The strike last trading price was 91.4, which was 29.25 higher than the previous day. The implied volatity was 22.07, the open interest changed by -3 which decreased total open position to 84
On 2 Mar ICICIGI was trading at 1895.50. The strike last trading price was 60.7, which was -1.8 lower than the previous day. The implied volatity was 20.12, the open interest changed by 3 which increased total open position to 85
On 27 Feb ICICIGI was trading at 1901.50. The strike last trading price was 61.75, which was 20.55 higher than the previous day. The implied volatity was 20.14, the open interest changed by 31 which increased total open position to 83
On 26 Feb ICICIGI was trading at 1946.50. The strike last trading price was 43.1, which was -1.5 lower than the previous day. The implied volatity was 23.19, the open interest changed by 10 which increased total open position to 51
On 25 Feb ICICIGI was trading at 1939.30. The strike last trading price was 44.85, which was -14.15 lower than the previous day. The implied volatity was 20.99, the open interest changed by 25 which increased total open position to 39
On 24 Feb ICICIGI was trading at 1903.90. The strike last trading price was 59, which was 20 higher than the previous day. The implied volatity was 20.77, the open interest changed by 0 which decreased total open position to 12
On 23 Feb ICICIGI was trading at 1953.80. The strike last trading price was 39, which was -4.45 lower than the previous day. The implied volatity was 21.6, the open interest changed by 10 which increased total open position to 12
On 20 Feb ICICIGI was trading at 1936.10. The strike last trading price was 43.45, which was -109.65 lower than the previous day. The implied volatity was 20.59, the open interest changed by 0 which decreased total open position to 0
On 19 Feb ICICIGI was trading at 1936.00. The strike last trading price was 153.1, which was 0 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
On 18 Feb ICICIGI was trading at 1959.70. The strike last trading price was 153.1, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0
On 17 Feb ICICIGI was trading at 1928.20. The strike last trading price was 153.1, which was 0 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0
On 16 Feb ICICIGI was trading at 1922.00. The strike last trading price was 153.1, which was 0 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0
On 13 Feb ICICIGI was trading at 1916.10. The strike last trading price was 153.1, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
On 12 Feb ICICIGI was trading at 1919.80. The strike last trading price was 153.1, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0
On 11 Feb ICICIGI was trading at 1931.70. The strike last trading price was 153.1, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
On 10 Feb ICICIGI was trading at 1909.60. The strike last trading price was 153.1, 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 9 Feb ICICIGI was trading at 1888.20. The strike last trading price was 153.1, 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 Feb ICICIGI was trading at 1861.60. The strike last trading price was 153.1, 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 5 Feb ICICIGI was trading at 1874.20. The strike last trading price was 153.1, 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 Feb ICICIGI was trading at 1854.00. The strike last trading price was 153.1, 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 Feb ICICIGI was trading at 1861.50. The strike last trading price was 153.1, 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 2 Feb ICICIGI was trading at 1826.70. The strike last trading price was 153.1, 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 1 Feb ICICIGI was trading at 1829.20. The strike last trading price was 153.1, 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 Jan ICICIGI was trading at 1814.10. The strike last trading price was 153.1, 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
