[--[65.84.65.76]--]

ICICIGI

Icici Lombard Gic Limited
1945.3 -15.80 (-0.81%)
L: 1928.5 H: 1966.8

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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