ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
27 Dec 2024 04:11 PM IST
| ICICIGI 30JAN2025 1940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 1.75
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1832.45 | 17.7 | -17.30 | 22.78 | 243 | 77 | 80 | |||
| 26 Dec | 1861.15 | 35 | -5.00 | 26.57 | 2 | 1 | 2 | |||
| 24 Dec | 1868.95 | 40 | -8.00 | 26.26 | 1 | 0 | 1 | |||
| 23 Dec | 1862.05 | 48 | -18.75 | 30.32 | 2 | 1 | 1 | |||
| 20 Dec | 1902.15 | 66.75 | 0.00 | 0.78 | 0 | 0 | 0 | |||
| 19 Dec | 1898.00 | 66.75 | 0.00 | 1.01 | 0 | 0 | 0 | |||
| 16 Dec | 1963.80 | 66.75 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1983.35 | 66.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1948.65 | 66.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1945.80 | 66.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1962.20 | 66.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1932.70 | 66.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Dec | 1950.85 | 66.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1896.35 | 66.75 | 0.00 | 0.51 | 0 | 0 | 0 | |||
| 29 Nov | 1861.85 | 66.75 | 1.85 | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1940 expiring on 30JAN2025
Delta for 1940 CE is 0.24
Historical price for 1940 CE is as follows
On 27 Dec ICICIGI was trading at 1832.45. The strike last trading price was 17.7, which was -17.30 lower than the previous day. The implied volatity was 22.78, the open interest changed by 77 which increased total open position to 80
On 26 Dec ICICIGI was trading at 1861.15. The strike last trading price was 35, which was -5.00 lower than the previous day. The implied volatity was 26.57, the open interest changed by 1 which increased total open position to 2
On 24 Dec ICICIGI was trading at 1868.95. The strike last trading price was 40, which was -8.00 lower than the previous day. The implied volatity was 26.26, the open interest changed by 0 which decreased total open position to 1
On 23 Dec ICICIGI was trading at 1862.05. The strike last trading price was 48, which was -18.75 lower than the previous day. The implied volatity was 30.32, the open interest changed by 1 which increased total open position to 1
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 66.75, which was 0.00 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 66.75, which was 0.00 lower than the previous day. The implied volatity was 1.01, the open interest changed by 0 which decreased total open position to 0
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 66.75, 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 Dec ICICIGI was trading at 1983.35. The strike last trading price was 66.75, 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 Dec ICICIGI was trading at 1948.65. The strike last trading price was 66.75, 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 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 66.75, 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 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 66.75, 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 Dec ICICIGI was trading at 1932.70. The strike last trading price was 66.75, 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 Dec ICICIGI was trading at 1950.85. The strike last trading price was 66.75, 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 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 66.75, which was 0.00 lower than the previous day. The implied volatity was 0.51, 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 66.75, which was lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 30JAN2025 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1832.45 | 51 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 1861.15 | 51 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 1868.95 | 51 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 1862.05 | 51 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Dec | 1902.15 | 51 | -60.35 | 16.66 | 1 | 0 | 0 |
| 19 Dec | 1898.00 | 111.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1963.80 | 111.35 | 0.00 | 1.84 | 0 | 0 | 0 |
| 13 Dec | 1983.35 | 111.35 | 0.00 | 2.57 | 0 | 0 | 0 |
| 11 Dec | 1948.65 | 111.35 | 0.00 | 1.25 | 0 | 0 | 0 |
| 10 Dec | 1945.80 | 111.35 | 0.00 | 1.17 | 0 | 0 | 0 |
| 9 Dec | 1962.20 | 111.35 | 0.00 | 1.96 | 0 | 0 | 0 |
| 5 Dec | 1932.70 | 111.35 | 0.00 | 0.79 | 0 | 0 | 0 |
| 4 Dec | 1950.85 | 111.35 | 0.00 | 1.44 | 0 | 0 | 0 |
| 3 Dec | 1896.35 | 111.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1861.85 | 111.35 | - | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1940 expiring on 30JAN2025
Delta for 1940 PE is 0.00
Historical price for 1940 PE is as follows
On 27 Dec ICICIGI was trading at 1832.45. The strike last trading price was 51, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Dec ICICIGI was trading at 1861.15. The strike last trading price was 51, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Dec ICICIGI was trading at 1868.95. The strike last trading price was 51, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 23 Dec ICICIGI was trading at 1862.05. The strike last trading price was 51, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 51, which was -60.35 lower than the previous day. The implied volatity was 16.66, the open interest changed by 0 which decreased total open position to 0
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 111.35, 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 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 111.35, which was 0.00 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0
On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 111.35, which was 0.00 lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0
On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 111.35, which was 0.00 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 111.35, which was 0.00 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0
On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 111.35, which was 0.00 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 111.35, which was 0.00 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 111.35, which was 0.00 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 111.35, 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 111.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
