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[--[65.84.65.76]--]
ICICIGI
Icici Lombard Gic Limited

1883.7 70.95 (3.91%)

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Historical option data for ICICIGI

07 Jan 2025 04:11 PM IST
ICICIGI 30JAN2025 1960 CE
Delta: 0.33
Vega: 1.70
Theta: -1.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 1883.70 28.55 16.50 29.57 181 -36 97
6 Jan 1812.75 12.05 -3.95 29.25 100 1 132
3 Jan 1838.20 16 -1.20 26.48 63 -1 132
2 Jan 1832.90 17.2 6.20 26.95 148 -11 134
1 Jan 1809.45 11 1.35 25.66 153 38 145
31 Dec 1787.75 9.65 -4.85 26.09 231 19 106
30 Dec 1806.80 14.5 0.50 24.84 312 8 87
27 Dec 1832.45 14 -12.00 22.96 162 34 77
26 Dec 1861.15 26 -78.35 25.07 49 43 43
24 Dec 1868.95 104.35 0.00 3.39 0 0 0
23 Dec 1862.05 104.35 0.00 3.69 0 0 0
20 Dec 1902.15 104.35 0.00 1.59 0 0 0
19 Dec 1898.00 104.35 0.00 1.82 0 0 0
16 Dec 1963.80 104.35 0.00 - 0 0 0
13 Dec 1983.35 104.35 0.00 - 0 0 0
11 Dec 1948.65 104.35 0.00 - 0 0 0
10 Dec 1945.80 104.35 0.00 - 0 0 0
9 Dec 1962.20 104.35 0.00 - 0 0 0
5 Dec 1932.70 104.35 0.00 - 0 0 0
4 Dec 1950.85 104.35 0.00 - 0 0 0
3 Dec 1896.35 104.35 0.00 1.24 0 0 0
29 Nov 1861.85 104.35 0.00 2.44 0 0 0
28 Nov 1871.10 104.35 0.00 2.02 0 0 0
27 Nov 1863.75 104.35 104.35 2.27 0 0 0
26 Nov 1854.45 0 0.00 2.37 0 0 0
25 Nov 1836.90 0 0.00 2.88 0 0 0
22 Nov 1837.50 0 0.00 2.75 0 0 0
21 Nov 1804.70 0 0.00 3.75 0 0 0
20 Nov 1840.90 0 0.00 2.64 0 0 0
19 Nov 1840.90 0 0.00 2.64 0 0 0
18 Nov 1839.45 0 0.00 2.43 0 0 0
14 Nov 1863.40 0 0.00 1.91 0 0 0
13 Nov 1868.20 0 0.00 1.68 0 0 0
12 Nov 1892.25 0 0.00 0.80 0 0 0
11 Nov 1921.10 0 0.00 - 0 0 0
8 Nov 1910.15 0 0.00 0.22 0 0 0
7 Nov 1916.50 0 0.00 - 0 0 0
6 Nov 1933.70 0 0.00 - 0 0 0
5 Nov 1916.05 0 0.00 - 0 0 0
4 Nov 1870.85 0 1.35 0 0 0


For Icici Lombard Gic Limited - strike price 1960 expiring on 30JAN2025

Delta for 1960 CE is 0.33

Historical price for 1960 CE is as follows

On 7 Jan ICICIGI was trading at 1883.70. The strike last trading price was 28.55, which was 16.50 higher than the previous day. The implied volatity was 29.57, the open interest changed by -36 which decreased total open position to 97


On 6 Jan ICICIGI was trading at 1812.75. The strike last trading price was 12.05, which was -3.95 lower than the previous day. The implied volatity was 29.25, the open interest changed by 1 which increased total open position to 132


On 3 Jan ICICIGI was trading at 1838.20. The strike last trading price was 16, which was -1.20 lower than the previous day. The implied volatity was 26.48, the open interest changed by -1 which decreased total open position to 132


On 2 Jan ICICIGI was trading at 1832.90. The strike last trading price was 17.2, which was 6.20 higher than the previous day. The implied volatity was 26.95, the open interest changed by -11 which decreased total open position to 134


On 1 Jan ICICIGI was trading at 1809.45. The strike last trading price was 11, which was 1.35 higher than the previous day. The implied volatity was 25.66, the open interest changed by 38 which increased total open position to 145


On 31 Dec ICICIGI was trading at 1787.75. The strike last trading price was 9.65, which was -4.85 lower than the previous day. The implied volatity was 26.09, the open interest changed by 19 which increased total open position to 106


On 30 Dec ICICIGI was trading at 1806.80. The strike last trading price was 14.5, which was 0.50 higher than the previous day. The implied volatity was 24.84, the open interest changed by 8 which increased total open position to 87


On 27 Dec ICICIGI was trading at 1832.45. The strike last trading price was 14, which was -12.00 lower than the previous day. The implied volatity was 22.96, the open interest changed by 34 which increased total open position to 77


On 26 Dec ICICIGI was trading at 1861.15. The strike last trading price was 26, which was -78.35 lower than the previous day. The implied volatity was 25.07, the open interest changed by 43 which increased total open position to 43


On 24 Dec ICICIGI was trading at 1868.95. The strike last trading price was 104.35, which was 0.00 lower than the previous day. The implied volatity was 3.39, 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 104.35, which was 0.00 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0


On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 104.35, which was 0.00 lower than the previous day. The implied volatity was 1.59, 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 104.35, which was 0.00 lower than the previous day. The implied volatity was 1.82, 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 104.35, 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 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 104.35, 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 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 104.35, 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 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 104.35, 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 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 104.35, 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 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 104.35, 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 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 104.35, 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 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 104.35, which was 0.00 lower than the previous day. The implied volatity was 1.24, 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 104.35, which was 0.00 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 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 104.35, which was 0.00 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0


On 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 104.35, which was 104.35 higher than the previous day. The implied volatity was 2.27, the open interest changed by 0 which decreased total open position to 0


On 26 Nov ICICIGI was trading at 1854.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0


On 25 Nov ICICIGI was trading at 1836.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0


On 22 Nov ICICIGI was trading at 1837.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0


On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0


On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0


On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0


On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0


On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0


On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0


On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.80, the open interest changed by 0 which decreased total open position to 0


On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 0, 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 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0


On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 0, 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 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 0, 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 Nov ICICIGI was trading at 1916.05. The strike last trading price was 0, 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 Nov ICICIGI was trading at 1870.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0


ICICIGI 30JAN2025 1960 PE
Delta: -0.64
Vega: 1.76
Theta: -1.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 1883.70 108.4 -47.15 35.58 8 0 7
6 Jan 1812.75 155.55 11.00 33.05 4 0 6
3 Jan 1838.20 144.55 0.00 0.00 0 3 0
2 Jan 1832.90 144.55 38.95 36.50 3 0 3
1 Jan 1809.45 105.6 0.00 0.00 0 0 0
31 Dec 1787.75 105.6 0.00 0.00 0 0 0
30 Dec 1806.80 105.6 0.00 0.00 0 3 0
27 Dec 1832.45 105.6 -6.15 - 6 2 2
26 Dec 1861.15 111.75 0.00 - 0 0 0
24 Dec 1868.95 111.75 0.00 - 0 0 0
23 Dec 1862.05 111.75 0.00 - 0 0 0
20 Dec 1902.15 111.75 0.00 - 0 0 0
19 Dec 1898.00 111.75 0.00 - 0 0 0
16 Dec 1963.80 111.75 0.00 1.25 0 0 0
13 Dec 1983.35 111.75 0.00 1.95 0 0 0
11 Dec 1948.65 111.75 0.00 0.73 0 0 0
10 Dec 1945.80 111.75 0.00 0.42 0 0 0
9 Dec 1962.20 111.75 0.00 1.20 0 0 0
5 Dec 1932.70 111.75 0.00 0.09 0 0 0
4 Dec 1950.85 111.75 0.00 0.73 0 0 0
3 Dec 1896.35 111.75 0.00 - 0 0 0
29 Nov 1861.85 111.75 111.75 - 0 0 0
28 Nov 1871.10 0 0.00 - 0 0 0
27 Nov 1863.75 0 0.00 - 0 0 0
26 Nov 1854.45 0 0.00 - 0 0 0
25 Nov 1836.90 0 0.00 - 0 0 0
22 Nov 1837.50 0 0.00 - 0 0 0
21 Nov 1804.70 0 0.00 - 0 0 0
20 Nov 1840.90 0 0.00 - 0 0 0
19 Nov 1840.90 0 0.00 - 0 0 0
18 Nov 1839.45 0 0.00 - 0 0 0
14 Nov 1863.40 0 0.00 - 0 0 0
13 Nov 1868.20 0 0.00 - 0 0 0
12 Nov 1892.25 0 0.00 - 0 0 0
11 Nov 1921.10 0 0.00 0.07 0 0 0
8 Nov 1910.15 0 0.00 - 0 0 0
7 Nov 1916.50 0 0.00 0.04 0 0 0
6 Nov 1933.70 0 0.00 0.55 0 0 0
5 Nov 1916.05 0 0.00 0.22 0 0 0
4 Nov 1870.85 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 1960 expiring on 30JAN2025

Delta for 1960 PE is -0.64

Historical price for 1960 PE is as follows

On 7 Jan ICICIGI was trading at 1883.70. The strike last trading price was 108.4, which was -47.15 lower than the previous day. The implied volatity was 35.58, the open interest changed by 0 which decreased total open position to 7


On 6 Jan ICICIGI was trading at 1812.75. The strike last trading price was 155.55, which was 11.00 higher than the previous day. The implied volatity was 33.05, the open interest changed by 0 which decreased total open position to 6


On 3 Jan ICICIGI was trading at 1838.20. The strike last trading price was 144.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 2 Jan ICICIGI was trading at 1832.90. The strike last trading price was 144.55, which was 38.95 higher than the previous day. The implied volatity was 36.50, the open interest changed by 0 which decreased total open position to 3


On 1 Jan ICICIGI was trading at 1809.45. The strike last trading price was 105.6, 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 31 Dec ICICIGI was trading at 1787.75. The strike last trading price was 105.6, 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 30 Dec ICICIGI was trading at 1806.80. The strike last trading price was 105.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 27 Dec ICICIGI was trading at 1832.45. The strike last trading price was 105.6, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 26 Dec ICICIGI was trading at 1861.15. The strike last trading price was 111.75, 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 24 Dec ICICIGI was trading at 1868.95. The strike last trading price was 111.75, 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 23 Dec ICICIGI was trading at 1862.05. The strike last trading price was 111.75, 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 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 111.75, 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 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 111.75, 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 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 111.75, 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 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 111.75, which was 0.00 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 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 111.75, which was 0.00 lower than the previous day. The implied volatity was 0.73, 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 111.75, which was 0.00 lower than the previous day. The implied volatity was 0.42, 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 111.75, which was 0.00 lower than the previous day. The implied volatity was 1.20, 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 111.75, which was 0.00 lower than the previous day. The implied volatity was 0.09, 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 111.75, which was 0.00 lower than the previous day. The implied volatity was 0.73, 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 111.75, 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 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 111.75, which was 111.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 0, 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 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 0, 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 26 Nov ICICIGI was trading at 1854.45. The strike last trading price was 0, 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 25 Nov ICICIGI was trading at 1836.90. The strike last trading price was 0, 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 22 Nov ICICIGI was trading at 1837.50. The strike last trading price was 0, 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 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 0, 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 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 0, 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 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 0, 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 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 0, 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 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 0, 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 Nov ICICIGI was trading at 1868.20. The strike last trading price was 0, 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 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 0, 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 Nov ICICIGI was trading at 1921.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0


On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 0, 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 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0


On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0


On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0


On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0