ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Nov 2024 04:11 PM IST
| ICICIGI 28NOV2024 1940 CE | ||||||||||
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Delta: 0.04
Vega: 0.23
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1804.70 | 1.25 | -1.35 | 29.30 | 46.5 | -2.5 | 84 | |||
| 20 Nov | 1840.90 | 2.6 | 0.00 | 24.88 | 119 | -14 | 86.5 | |||
| 19 Nov | 1840.90 | 2.6 | -0.55 | 24.88 | 119 | -14 | 86.5 | |||
| 18 Nov | 1839.45 | 3.15 | -5.65 | 22.63 | 122.5 | 18.5 | 100 | |||
| 14 Nov | 1863.40 | 8.8 | -3.75 | 21.04 | 93.5 | 4.5 | 82.5 | |||
| 13 Nov | 1868.20 | 12.55 | -8.85 | 23.52 | 142.5 | -8.5 | 77.5 | |||
| 12 Nov | 1892.25 | 21.4 | -14.50 | 24.06 | 412.5 | -1.5 | 91.5 | |||
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| 11 Nov | 1921.10 | 35.9 | 6.60 | 22.93 | 63 | 6 | 90.5 | |||
| 8 Nov | 1910.15 | 29.3 | -9.05 | 23.17 | 40 | 2.5 | 84.5 | |||
| 7 Nov | 1916.50 | 38.35 | -9.75 | 22.90 | 84.5 | 23.5 | 82 | |||
| 6 Nov | 1933.70 | 48.1 | 5.00 | 22.18 | 162 | 3.5 | 58.5 | |||
| 5 Nov | 1916.05 | 43.1 | 15.80 | 24.70 | 183.5 | 16 | 54.5 | |||
| 4 Nov | 1870.85 | 27.3 | -20.25 | 26.43 | 74.5 | 10 | 38 | |||
| 31 Oct | 1917.35 | 47.55 | -6.60 | - | 18 | 5 | 29 | |||
| 30 Oct | 1927.90 | 54.15 | 14.15 | - | 44 | 22 | 23 | |||
| 29 Oct | 1913.30 | 40 | -311.75 | - | 1 | 0 | 0 | |||
| 28 Oct | 1896.00 | 351.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1929.15 | 351.75 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1955.75 | 351.75 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1958.95 | 351.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1986.25 | 351.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2024.35 | 351.75 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1940 expiring on 28NOV2024
Delta for 1940 CE is 0.04
Historical price for 1940 CE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 1.25, which was -1.35 lower than the previous day. The implied volatity was 29.30, the open interest changed by -5 which decreased total open position to 168
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 2.6, which was 0.00 lower than the previous day. The implied volatity was 24.88, the open interest changed by -28 which decreased total open position to 173
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 2.6, which was -0.55 lower than the previous day. The implied volatity was 24.88, the open interest changed by -28 which decreased total open position to 173
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 3.15, which was -5.65 lower than the previous day. The implied volatity was 22.63, the open interest changed by 37 which increased total open position to 200
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 8.8, which was -3.75 lower than the previous day. The implied volatity was 21.04, the open interest changed by 9 which increased total open position to 165
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 12.55, which was -8.85 lower than the previous day. The implied volatity was 23.52, the open interest changed by -17 which decreased total open position to 155
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 21.4, which was -14.50 lower than the previous day. The implied volatity was 24.06, the open interest changed by -3 which decreased total open position to 183
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 35.9, which was 6.60 higher than the previous day. The implied volatity was 22.93, the open interest changed by 12 which increased total open position to 181
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 29.3, which was -9.05 lower than the previous day. The implied volatity was 23.17, the open interest changed by 5 which increased total open position to 169
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 38.35, which was -9.75 lower than the previous day. The implied volatity was 22.90, the open interest changed by 47 which increased total open position to 164
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 48.1, which was 5.00 higher than the previous day. The implied volatity was 22.18, the open interest changed by 7 which increased total open position to 117
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 43.1, which was 15.80 higher than the previous day. The implied volatity was 24.70, the open interest changed by 32 which increased total open position to 109
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 27.3, which was -20.25 lower than the previous day. The implied volatity was 26.43, the open interest changed by 20 which increased total open position to 76
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 47.55, which was -6.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIGI was trading at 1927.90. The strike last trading price was 54.15, which was 14.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ICICIGI was trading at 1913.30. The strike last trading price was 40, which was -311.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ICICIGI was trading at 1896.00. The strike last trading price was 351.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ICICIGI was trading at 1929.15. The strike last trading price was 351.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ICICIGI was trading at 1955.75. The strike last trading price was 351.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ICICIGI was trading at 1958.95. The strike last trading price was 351.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ICICIGI was trading at 1986.25. The strike last trading price was 351.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ICICIGI was trading at 2024.35. The strike last trading price was 351.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIGI 28NOV2024 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1804.70 | 114.7 | 10.90 | - | 0.5 | 0 | 24 |
| 20 Nov | 1840.90 | 103.8 | 0.00 | - | 2 | -1 | 24.5 |
| 19 Nov | 1840.90 | 103.8 | 11.45 | - | 2 | -0.5 | 24.5 |
| 18 Nov | 1839.45 | 92.35 | 14.40 | - | 1.5 | 0 | 24.5 |
| 14 Nov | 1863.40 | 77.95 | -5.30 | 24.31 | 39.5 | -1 | 24.5 |
| 13 Nov | 1868.20 | 83.25 | 18.15 | 28.13 | 4.5 | -1 | 26 |
| 12 Nov | 1892.25 | 65.1 | 11.65 | 26.03 | 16 | 4 | 27 |
| 11 Nov | 1921.10 | 53.45 | 0.00 | 0.00 | 0 | -11.5 | 0 |
| 8 Nov | 1910.15 | 53.45 | 0.90 | 22.72 | 19.5 | -11 | 23.5 |
| 7 Nov | 1916.50 | 52.55 | 7.10 | 26.34 | 19.5 | 4 | 33 |
| 6 Nov | 1933.70 | 45.45 | -16.75 | 26.96 | 43.5 | 24.5 | 28.5 |
| 5 Nov | 1916.05 | 62.2 | -27.30 | 29.85 | 1.5 | 0 | 3.5 |
| 4 Nov | 1870.85 | 89.5 | 38.35 | 28.57 | 2.5 | 1 | 3.5 |
| 31 Oct | 1917.35 | 51.15 | 0.00 | - | 0 | 1 | 0 |
| 30 Oct | 1927.90 | 51.15 | 41.20 | - | 5 | 1 | 1 |
| 29 Oct | 1913.30 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1896.00 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1929.15 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1955.75 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1958.95 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1986.25 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2024.35 | 9.95 | - | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1940 expiring on 28NOV2024
Delta for 1940 PE is -
Historical price for 1940 PE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 114.7, which was 10.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 103.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 49
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 103.8, which was 11.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 49
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 92.35, which was 14.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 77.95, which was -5.30 lower than the previous day. The implied volatity was 24.31, the open interest changed by -2 which decreased total open position to 49
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 83.25, which was 18.15 higher than the previous day. The implied volatity was 28.13, the open interest changed by -2 which decreased total open position to 52
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 65.1, which was 11.65 higher than the previous day. The implied volatity was 26.03, the open interest changed by 8 which increased total open position to 54
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 53.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -23 which decreased total open position to 0
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 53.45, which was 0.90 higher than the previous day. The implied volatity was 22.72, the open interest changed by -22 which decreased total open position to 47
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 52.55, which was 7.10 higher than the previous day. The implied volatity was 26.34, the open interest changed by 8 which increased total open position to 66
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 45.45, which was -16.75 lower than the previous day. The implied volatity was 26.96, the open interest changed by 49 which increased total open position to 57
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 62.2, which was -27.30 lower than the previous day. The implied volatity was 29.85, the open interest changed by 0 which decreased total open position to 7
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 89.5, which was 38.35 higher than the previous day. The implied volatity was 28.57, the open interest changed by 2 which increased total open position to 7
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 51.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIGI was trading at 1927.90. The strike last trading price was 51.15, which was 41.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ICICIGI was trading at 1913.30. The strike last trading price was 9.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ICICIGI was trading at 1896.00. The strike last trading price was 9.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ICICIGI was trading at 1929.15. The strike last trading price was 9.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ICICIGI was trading at 1955.75. The strike last trading price was 9.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ICICIGI was trading at 1958.95. The strike last trading price was 9.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ICICIGI was trading at 1986.25. The strike last trading price was 9.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ICICIGI was trading at 2024.35. The strike last trading price was 9.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
