ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
09 Dec 2025 04:11 PM IST
| ICICIGI 30-DEC-2025 1960 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 1.86
Theta: -1.14
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 1945.30 | 34.2 | -6.45 | 20.29 | 147 | 73 | 131 | |||||||||
| 8 Dec | 1961.10 | 36.9 | -15.9 | 18.73 | 123 | -9 | 57 | |||||||||
| 5 Dec | 1974.40 | 52.7 | -5.9 | 19.47 | 39 | -1 | 58 | |||||||||
| 4 Dec | 1983.00 | 58.1 | 5.55 | 18.00 | 41 | -2 | 58 | |||||||||
| 3 Dec | 1972.40 | 52.6 | -11.15 | 18.02 | 106 | 24 | 59 | |||||||||
| 2 Dec | 1986.70 | 63.6 | -2.35 | 17.68 | 140 | 15 | 36 | |||||||||
| 1 Dec | 1991.40 | 65.95 | 6.9 | 17.65 | 41 | 4 | 21 | |||||||||
| 28 Nov | 1970.50 | 59.05 | -29.95 | 19.12 | 62 | 17 | 17 | |||||||||
| 27 Nov | 1980.70 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 2010.30 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 1999.00 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 1997.50 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 2004.10 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 2037.60 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 2041.70 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 2025.80 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 2042.90 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 2005.10 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 2033.80 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 2028.60 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 1996.10 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 2025.40 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 2020.20 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 2001.00 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 2040.00 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 2007.60 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 1993.70 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 2014.10 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 2019.00 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 1993.90 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 1979.20 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 2007.00 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 2001.00 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 1854.80 | 89 | 0 | 1.78 | 0 | 0 | 0 | |||||||||
| 9 Oct | 1882.70 | 89 | 0 | 0.98 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 8 Oct | 1878.10 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 1906.00 | 89 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 1925.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 1911.60 | 0 | 0 | 0.09 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1960 expiring on 30DEC2025
Delta for 1960 CE is 0.48
Historical price for 1960 CE is as follows
On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 34.2, which was -6.45 lower than the previous day. The implied volatity was 20.29, the open interest changed by 73 which increased total open position to 131
On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 36.9, which was -15.9 lower than the previous day. The implied volatity was 18.73, the open interest changed by -9 which decreased total open position to 57
On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 52.7, which was -5.9 lower than the previous day. The implied volatity was 19.47, the open interest changed by -1 which decreased total open position to 58
On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 58.1, which was 5.55 higher than the previous day. The implied volatity was 18.00, the open interest changed by -2 which decreased total open position to 58
On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 52.6, which was -11.15 lower than the previous day. The implied volatity was 18.02, the open interest changed by 24 which increased total open position to 59
On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 63.6, which was -2.35 lower than the previous day. The implied volatity was 17.68, the open interest changed by 15 which increased total open position to 36
On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 65.95, which was 6.9 higher than the previous day. The implied volatity was 17.65, the open interest changed by 4 which increased total open position to 21
On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 59.05, which was -29.95 lower than the previous day. The implied volatity was 19.12, the open interest changed by 17 which increased total open position to 17
On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 89, 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 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 89, 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 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 89, 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 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 89, 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 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 89, 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 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 89, 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 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 89, 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 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 89, 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 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 89, 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 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 89, 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 13 Nov ICICIGI was trading at 2033.80. The strike last trading price was 89, 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 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 89, 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 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 89, 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 10 Nov ICICIGI was trading at 2025.40. The strike last trading price was 89, 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 7 Nov ICICIGI was trading at 2020.20. The strike last trading price was 89, 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 Nov ICICIGI was trading at 2001.00. The strike last trading price was 89, 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 Nov ICICIGI was trading at 2040.00. The strike last trading price was 89, 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 Nov ICICIGI was trading at 2007.60. The strike last trading price was 89, 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 31 Oct ICICIGI was trading at 1993.70. The strike last trading price was 89, 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 Oct ICICIGI was trading at 2014.10. The strike last trading price was 89, 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 28 Oct ICICIGI was trading at 2019.00. The strike last trading price was 89, 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 24 Oct ICICIGI was trading at 1993.90. The strike last trading price was 89, 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 23 Oct ICICIGI was trading at 1979.20. The strike last trading price was 89, 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 21 Oct ICICIGI was trading at 2007.00. The strike last trading price was 89, 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 17 Oct ICICIGI was trading at 2001.00. The strike last trading price was 89, 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 14 Oct ICICIGI was trading at 1854.80. The strike last trading price was 89, which was 0 lower than the previous day. The implied volatity was 1.78, the open interest changed by 0 which decreased total open position to 0
On 9 Oct ICICIGI was trading at 1882.70. The strike last trading price was 89, which was 0 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0
On 8 Oct ICICIGI was trading at 1878.10. The strike last trading price was 89, 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 7 Oct ICICIGI was trading at 1906.00. The strike last trading price was 89, 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 Oct ICICIGI was trading at 1925.80. The strike last trading price was 0, 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 Oct ICICIGI was trading at 1911.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 30DEC2025 1960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 1.85
Theta: -0.54
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 1945.30 | 38.8 | 5.2 | 18.81 | 148 | 42 | 294 |
| 8 Dec | 1961.10 | 36.95 | 11.15 | 19.95 | 100 | 15 | 251 |
| 5 Dec | 1974.40 | 25.9 | -0.2 | 17.84 | 35 | -9 | 238 |
| 4 Dec | 1983.00 | 26.4 | -5.9 | 20.00 | 146 | -20 | 252 |
| 3 Dec | 1972.40 | 32.9 | 3.8 | 21.01 | 482 | -98 | 272 |
| 2 Dec | 1986.70 | 28.1 | 0.6 | 21.37 | 887 | 122 | 372 |
| 1 Dec | 1991.40 | 28.1 | -4.5 | 21.44 | 125 | 6 | 251 |
| 28 Nov | 1970.50 | 32.2 | 2.5 | 19.23 | 462 | 161 | 245 |
| 27 Nov | 1980.70 | 29.65 | 7.7 | 19.58 | 149 | 36 | 85 |
| 26 Nov | 2010.30 | 22.05 | -9.55 | 21.07 | 38 | 22 | 48 |
| 25 Nov | 1999.00 | 31.6 | -3.4 | 21.58 | 12 | 4 | 26 |
| 24 Nov | 1997.50 | 35 | 4 | 21.76 | 11 | 3 | 22 |
| 21 Nov | 2004.10 | 31 | 7.3 | 22.59 | 11 | 5 | 19 |
| 20 Nov | 2037.60 | 23.45 | 0.5 | 23.27 | 24 | 12 | 14 |
| 19 Nov | 2041.70 | 22.95 | -106.55 | 21.92 | 19 | 1 | 1 |
| 18 Nov | 2025.80 | 129.5 | 0 | 3.61 | 0 | 0 | 0 |
| 17 Nov | 2042.90 | 129.5 | 0 | 4.21 | 0 | 0 | 0 |
| 14 Nov | 2005.10 | 129.5 | 0 | 2.80 | 0 | 0 | 0 |
| 13 Nov | 2033.80 | 129.5 | 0 | 3.71 | 0 | 0 | 0 |
| 12 Nov | 2028.60 | 129.5 | 0 | 3.48 | 0 | 0 | 0 |
| 11 Nov | 1996.10 | 129.5 | 0 | 2.42 | 0 | 0 | 0 |
| 10 Nov | 2025.40 | 129.5 | 0 | 3.16 | 0 | 0 | 0 |
| 7 Nov | 2020.20 | 129.5 | 0 | 3.01 | 0 | 0 | 0 |
| 6 Nov | 2001.00 | 129.5 | 0 | 2.51 | 0 | 0 | 0 |
| 4 Nov | 2040.00 | 129.5 | 0 | 3.68 | 0 | 0 | 0 |
| 3 Nov | 2007.60 | 129.5 | 0 | 2.49 | 0 | 0 | 0 |
| 31 Oct | 1993.70 | 129.5 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 2014.10 | 129.5 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 2019.00 | 129.5 | 0 | 3.06 | 0 | 0 | 0 |
| 24 Oct | 1993.90 | 129.5 | 0 | 2.23 | 0 | 0 | 0 |
| 23 Oct | 1979.20 | 129.5 | 0 | 1.95 | 0 | 0 | 0 |
| 21 Oct | 2007.00 | 129.5 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 2001.00 | 129.5 | 0 | 2.44 | 0 | 0 | 0 |
| 14 Oct | 1854.80 | 129.5 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 1882.70 | 129.5 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 1878.10 | 129.5 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 1906.00 | 129.5 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 1925.80 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 1911.60 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1960 expiring on 30DEC2025
Delta for 1960 PE is -0.52
Historical price for 1960 PE is as follows
On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 38.8, which was 5.2 higher than the previous day. The implied volatity was 18.81, the open interest changed by 42 which increased total open position to 294
On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 36.95, which was 11.15 higher than the previous day. The implied volatity was 19.95, the open interest changed by 15 which increased total open position to 251
On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 25.9, which was -0.2 lower than the previous day. The implied volatity was 17.84, the open interest changed by -9 which decreased total open position to 238
On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 26.4, which was -5.9 lower than the previous day. The implied volatity was 20.00, the open interest changed by -20 which decreased total open position to 252
On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 32.9, which was 3.8 higher than the previous day. The implied volatity was 21.01, the open interest changed by -98 which decreased total open position to 272
On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 28.1, which was 0.6 higher than the previous day. The implied volatity was 21.37, the open interest changed by 122 which increased total open position to 372
On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 28.1, which was -4.5 lower than the previous day. The implied volatity was 21.44, the open interest changed by 6 which increased total open position to 251
On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 32.2, which was 2.5 higher than the previous day. The implied volatity was 19.23, the open interest changed by 161 which increased total open position to 245
On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 29.65, which was 7.7 higher than the previous day. The implied volatity was 19.58, the open interest changed by 36 which increased total open position to 85
On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 22.05, which was -9.55 lower than the previous day. The implied volatity was 21.07, the open interest changed by 22 which increased total open position to 48
On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 31.6, which was -3.4 lower than the previous day. The implied volatity was 21.58, the open interest changed by 4 which increased total open position to 26
On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 35, which was 4 higher than the previous day. The implied volatity was 21.76, the open interest changed by 3 which increased total open position to 22
On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 31, which was 7.3 higher than the previous day. The implied volatity was 22.59, the open interest changed by 5 which increased total open position to 19
On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 23.45, which was 0.5 higher than the previous day. The implied volatity was 23.27, the open interest changed by 12 which increased total open position to 14
On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 22.95, which was -106.55 lower than the previous day. The implied volatity was 21.92, the open interest changed by 1 which increased total open position to 1
On 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 129.5, which was 0 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0
On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 129.5, which was 0 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 129.5, which was 0 lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ICICIGI was trading at 2033.80. The strike last trading price was 129.5, which was 0 lower than the previous day. The implied volatity was 3.71, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 129.5, which was 0 lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 129.5, which was 0 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0
On 10 Nov ICICIGI was trading at 2025.40. The strike last trading price was 129.5, which was 0 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ICICIGI was trading at 2020.20. The strike last trading price was 129.5, which was 0 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ICICIGI was trading at 2001.00. The strike last trading price was 129.5, which was 0 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ICICIGI was trading at 2040.00. The strike last trading price was 129.5, which was 0 lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0
On 3 Nov ICICIGI was trading at 2007.60. The strike last trading price was 129.5, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ICICIGI was trading at 1993.70. The strike last trading price was 129.5, 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 Oct ICICIGI was trading at 2014.10. The strike last trading price was 129.5, 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 28 Oct ICICIGI was trading at 2019.00. The strike last trading price was 129.5, which was 0 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0
On 24 Oct ICICIGI was trading at 1993.90. The strike last trading price was 129.5, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
On 23 Oct ICICIGI was trading at 1979.20. The strike last trading price was 129.5, which was 0 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0
On 21 Oct ICICIGI was trading at 2007.00. The strike last trading price was 129.5, 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 17 Oct ICICIGI was trading at 2001.00. The strike last trading price was 129.5, which was 0 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0
On 14 Oct ICICIGI was trading at 1854.80. The strike last trading price was 129.5, 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 Oct ICICIGI was trading at 1882.70. The strike last trading price was 129.5, 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 8 Oct ICICIGI was trading at 1878.10. The strike last trading price was 129.5, 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 7 Oct ICICIGI was trading at 1906.00. The strike last trading price was 129.5, 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 Oct ICICIGI was trading at 1925.80. The strike last trading price was 0, 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 Oct ICICIGI was trading at 1911.60. The strike last trading price was 0, 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































































































































































































































