ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
08 Apr 2025 05:51 PM IST
| ICICIGI 24APR2025 1960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.69
Theta: -0.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 1775.80 | 6.55 | 2.1 | 35.25 | 51 | -7 | 145 | |||
| 7 Apr | 1744.40 | 4.6 | -6.65 | 36.04 | 90 | -2 | 152 | |||
| 4 Apr | 1829.55 | 11.5 | -1.3 | 28.65 | 60 | -4 | 155 | |||
| 3 Apr | 1831.50 | 12.95 | -0.8 | 28.08 | 180 | 44 | 68 | |||
| 2 Apr | 1829.95 | 13.2 | 5 | 28.78 | 43 | 7 | 23 | |||
| 1 Apr | 1791.90 | 8.2 | -1.75 | 28.10 | 77 | 8 | 16 | |||
| 28 Mar | 1792.85 | 9.6 | -58.4 | 28.74 | 23 | 8 | 8 | |||
| 27 Mar | 1794.25 | 68 | 0 | 8.05 | 0 | 0 | 0 | |||
| 26 Mar | 1772.45 | 68 | 0 | 8.66 | 0 | 0 | 0 | |||
| 25 Mar | 1779.50 | 68 | 0 | 7.44 | 0 | 0 | 0 | |||
| 13 Feb | 1776.85 | 0 | 0 | 4.64 | 0 | 0 | 0 | |||
| 12 Feb | 1764.80 | 0 | 0 | 5.06 | 0 | 0 | 0 | |||
| 11 Feb | 1795.10 | 0 | 0 | 3.97 | 0 | 0 | 0 | |||
| 10 Feb | 1828.45 | 0 | 0 | 2.80 | 0 | 0 | 0 | |||
| 7 Feb | 1826.95 | 0 | 0 | 3.00 | 0 | 0 | 0 | |||
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| 6 Feb | 1827.90 | 0 | 0 | 2.67 | 0 | 0 | 0 | |||
| 5 Feb | 1854.65 | 0 | 0 | 2.08 | 0 | 0 | 0 | |||
| 4 Feb | 1874.40 | 0 | 0 | 1.40 | 0 | 0 | 0 | |||
| 3 Feb | 1885.35 | 0 | 0 | 1.22 | 0 | 0 | 0 | |||
| 1 Feb | 1879.95 | 0 | 0 | 1.56 | 0 | 0 | 0 | |||
For Icici Lombard Gic Limited - strike price 1960 expiring on 24APR2025
Delta for 1960 CE is 0.11
Historical price for 1960 CE is as follows
On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 6.55, which was 2.1 higher than the previous day. The implied volatity was 35.25, the open interest changed by -7 which decreased total open position to 145
On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 4.6, which was -6.65 lower than the previous day. The implied volatity was 36.04, the open interest changed by -2 which decreased total open position to 152
On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 11.5, which was -1.3 lower than the previous day. The implied volatity was 28.65, the open interest changed by -4 which decreased total open position to 155
On 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 12.95, which was -0.8 lower than the previous day. The implied volatity was 28.08, the open interest changed by 44 which increased total open position to 68
On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 13.2, which was 5 higher than the previous day. The implied volatity was 28.78, the open interest changed by 7 which increased total open position to 23
On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 8.2, which was -1.75 lower than the previous day. The implied volatity was 28.10, the open interest changed by 8 which increased total open position to 16
On 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 9.6, which was -58.4 lower than the previous day. The implied volatity was 28.74, the open interest changed by 8 which increased total open position to 8
On 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 68, which was 0 lower than the previous day. The implied volatity was 8.05, the open interest changed by 0 which decreased total open position to 0
On 26 Mar ICICIGI was trading at 1772.45. The strike last trading price was 68, which was 0 lower than the previous day. The implied volatity was 8.66, the open interest changed by 0 which decreased total open position to 0
On 25 Mar ICICIGI was trading at 1779.50. The strike last trading price was 68, which was 0 lower than the previous day. The implied volatity was 7.44, the open interest changed by 0 which decreased total open position to 0
On 13 Feb ICICIGI was trading at 1776.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.64, the open interest changed by 0 which decreased total open position to 0
On 12 Feb ICICIGI was trading at 1764.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.06, the open interest changed by 0 which decreased total open position to 0
On 11 Feb ICICIGI was trading at 1795.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 0
On 10 Feb ICICIGI was trading at 1828.45. The strike last trading price was 0, 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 7 Feb ICICIGI was trading at 1826.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.00, the open interest changed by 0 which decreased total open position to 0
On 6 Feb ICICIGI was trading at 1827.90. The strike last trading price was 0, 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 5 Feb ICICIGI was trading at 1854.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0
On 4 Feb ICICIGI was trading at 1874.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.40, the open interest changed by 0 which decreased total open position to 0
On 3 Feb ICICIGI was trading at 1885.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0
On 1 Feb ICICIGI was trading at 1879.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 24APR2025 1960 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 |
| 8 Apr | 1775.80 | 143.7 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 1744.40 | 143.7 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 1829.55 | 143.7 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Apr | 1831.50 | 143.7 | 5.2 | 40.45 | 1 | 0 | 1 |
| 2 Apr | 1829.95 | 138.5 | -11.4 | 32.13 | 3 | 2 | 2 |
| 1 Apr | 1791.90 | 149.9 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 1792.85 | 149.9 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 1794.25 | 149.9 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 1772.45 | 149.9 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1779.50 | 149.9 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1776.85 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1764.80 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1795.10 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1828.45 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1826.95 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1827.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1854.65 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1874.40 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1885.35 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1879.95 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1960 expiring on 24APR2025
Delta for 1960 PE is 0.00
Historical price for 1960 PE is as follows
On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 143.7, which was 0 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 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 143.7, which was 0 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 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 143.7, which was 0 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 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 143.7, which was 5.2 higher than the previous day. The implied volatity was 40.45, the open interest changed by 0 which decreased total open position to 1
On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 138.5, which was -11.4 lower than the previous day. The implied volatity was 32.13, the open interest changed by 2 which increased total open position to 2
On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 149.9, 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 Mar ICICIGI was trading at 1792.85. The strike last trading price was 149.9, 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 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 149.9, 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 Mar ICICIGI was trading at 1772.45. The strike last trading price was 149.9, 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 Mar ICICIGI was trading at 1779.50. The strike last trading price was 149.9, 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 Feb ICICIGI was trading at 1776.85. 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 12 Feb ICICIGI was trading at 1764.80. 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 11 Feb ICICIGI was trading at 1795.10. 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 10 Feb ICICIGI was trading at 1828.45. 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 7 Feb ICICIGI was trading at 1826.95. 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 6 Feb ICICIGI was trading at 1827.90. 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 5 Feb ICICIGI was trading at 1854.65. 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 4 Feb ICICIGI was trading at 1874.40. 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 Feb ICICIGI was trading at 1885.35. 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 1 Feb ICICIGI was trading at 1879.95. 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
