ICICIGI

Icici Lombard Gic Limited

1959.3 -0.80 (-0.04%)

L: 1952.1 H: 1966.9

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Historical option data for ICICIGI
24 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

ICICIGI 27-JAN-2026 1960 CE
Delta: 0.58 Vega: 2.34 Theta: -0.91 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	1959.30	52 ₹ 16,900	-2.5 -812.50	17.81	16 5,200	6 1,950	15 4,875
23 Dec	1960.10	54.5 ₹ 17,712.5	13.85 4501.25	19.32	14 4,550	6 1,950	10 3,250
22 Dec	1950.60	40.65 ₹ 13,211.25	-4.5 -1462.50	-	0 0	0 0	4 1,300
19 Dec	1954.30	40.65 ₹ 13,211.25	-4.5 -1462.50	13.11	2 650	0 0	6 1,950
18 Dec	1949.80	45.15 ₹ 14,673.75	-12 -3900.00	14.85	1 325	0 0	7 2,275
17 Dec	1947.00	57.15 ₹ 18,573.75	-2.2 -715.00	22.28	2 650	1 325	6 1,950
16 Dec	1951.20	59.35 ₹ 19,288.75	3.35 1088.75	21.15	1 325	0 0	4 1,300
15 Dec	1951.80	60 ₹ 19,500	-27 -8775.00	-	0 0	0 0	0 0

12 Dec	1937.90	60 ₹ 19,500	-27 -8775.00	-	0 0	0 0	4 1,300
11 Dec	1939.70	60 ₹ 19,500	-27 -8775.00	-	0 0	0 0	4 1,300
10 Dec	1934.80	60 ₹ 19,500	-27 -8775.00	19.94	5 1,625	2 650	4 1,300
9 Dec	1945.30	87 ₹ 28,275	-80.05 -26016.25	-	0 0	2 650	0 0
8 Dec	1961.10	87 ₹ 28,275	-80.05 -26016.25	27.26	2 650	0 0	0 0
4 Dec	1983.00	167.05 ₹ 54,291.25	0 0.00	-	0 0	0 0	0 0
2 Dec	1986.70	167.05 ₹ 54,291.25	0 0.00	-	0 0	0 0	0 0
1 Dec	1991.40	167.05 ₹ 54,291.25	0 0.00	-	0 0	0 0	0 0
27 Nov	1980.70	167.05 ₹ 54,291.25	0 0.00	-	0 0	0 0	0 0
26 Nov	2010.30	167.05 ₹ 54,291.25	0 0.00	-	0 0	0 0	0 0
24 Nov	1997.50	167.05 ₹ 54,291.25	0 0.00	-	0 0	0 0	0 0
21 Nov	2004.10	167.05 ₹ 54,291.25	0 0.00	-	0 0	0 0	0 0
18 Nov	2025.80	167.05 ₹ 54,291.25	0 0.00	-	0 0	0 0	0 0
17 Nov	2042.90	167.05 ₹ 54,291.25	0 0.00	-	0 0	0 0	0 0
14 Nov	2005.10	167.05 ₹ 54,291.25	0 0.00	-	0 0	0 0	0 0
13 Nov	2033.80	167.05 ₹ 54,291.25	0 0.00	-	0 0	0 0	0 0
12 Nov	2028.60	167.05 ₹ 54,291.25	0 0.00	-	0 0	0 0	0 0
11 Nov	1996.10	167.05 ₹ 54,291.25	0 0.00	-	0 0	0 0	0 0
10 Nov	2025.40	167.05 ₹ 54,291.25	0 0.00	-	0 0	0 0	0 0
7 Nov	2020.20	167.05 ₹ 54,291.25	0 0.00	-	0 0	0 0	0 0
6 Nov	2001.00	167.05 ₹ 54,291.25	0 0.00	-	0 0	0 0	0 0
4 Nov	2040.00	167.05 ₹ 54,291.25	0 0.00	-	0 0	0 0	0 0
3 Nov	2007.60	167.05 ₹ 54,291.25	0 0.00	-	0 0	0 0	0 0
31 Oct	1993.70	167.05 ₹ 54,291.25	0 0.00	-	0 0	0 0	0 0
30 Oct	2014.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Icici Lombard Gic Limited - strike price 1960 expiring on 27JAN2026

Delta for 1960 CE is 0.58

Historical price for 1960 CE is as follows

On 24 Dec ICICIGI was trading at 1959.30. The strike last trading price was 52, which was -2.5 lower than the previous day. The implied volatity was 17.81, the open interest changed by 6 which increased total open position to 15

On 23 Dec ICICIGI was trading at 1960.10. The strike last trading price was 54.5, which was 13.85 higher than the previous day. The implied volatity was 19.32, the open interest changed by 6 which increased total open position to 10

On 22 Dec ICICIGI was trading at 1950.60. The strike last trading price was 40.65, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 19 Dec ICICIGI was trading at 1954.30. The strike last trading price was 40.65, which was -4.5 lower than the previous day. The implied volatity was 13.11, the open interest changed by 0 which decreased total open position to 6

On 18 Dec ICICIGI was trading at 1949.80. The strike last trading price was 45.15, which was -12 lower than the previous day. The implied volatity was 14.85, the open interest changed by 0 which decreased total open position to 7

On 17 Dec ICICIGI was trading at 1947.00. The strike last trading price was 57.15, which was -2.2 lower than the previous day. The implied volatity was 22.28, the open interest changed by 1 which increased total open position to 6

On 16 Dec ICICIGI was trading at 1951.20. The strike last trading price was 59.35, which was 3.35 higher than the previous day. The implied volatity was 21.15, the open interest changed by 0 which decreased total open position to 4

On 15 Dec ICICIGI was trading at 1951.80. The strike last trading price was 60, which was -27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Dec ICICIGI was trading at 1937.90. The strike last trading price was 60, which was -27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 11 Dec ICICIGI was trading at 1939.70. The strike last trading price was 60, which was -27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 10 Dec ICICIGI was trading at 1934.80. The strike last trading price was 60, which was -27 lower than the previous day. The implied volatity was 19.94, the open interest changed by 2 which increased total open position to 4

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 87, which was -80.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 87, which was -80.05 lower than the previous day. The implied volatity was 27.26, the open interest changed by 0 which decreased total open position to 0

On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 167.05, 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 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 167.05, 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 Dec ICICIGI was trading at 1991.40. The strike last trading price was 167.05, 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 Nov ICICIGI was trading at 1980.70. The strike last trading price was 167.05, 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 167.05, 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 167.05, 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 167.05, 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 167.05, 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 167.05, 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 167.05, 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 167.05, 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 167.05, 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 167.05, 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 167.05, 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 167.05, 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 167.05, 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 167.05, 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 167.05, 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 167.05, 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 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

ICICIGI 27JAN2026 1960 PE
Delta: -0.43 Vega: 2.35 Theta: -0.52 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	1959.30	43.8 ₹ 14,235	0.7 227.50	22.06	25 8,125	13 4,225	60 19,500
23 Dec	1960.10	42.05 ₹ 13,666.25	-10.85 -3526.25	20.47	49 15,925	31 10,075	47 15,275
22 Dec	1950.60	52.9 ₹ 17,192.5	-9.35 -3038.75	23.93	16 5,200	10 3,250	11 3,575
19 Dec	1954.30	62.25 ₹ 20,231.25	-16.2 -5265.00	-	0 0	0 0	1 325
18 Dec	1949.80	62.25 ₹ 20,231.25	-16.2 -5265.00	-	0 0	0 0	1 325
17 Dec	1947.00	62.25 ₹ 20,231.25	-16.2 -5265.00	-	0 0	0 0	1 325
16 Dec	1951.20	62.25 ₹ 20,231.25	-16.2 -5265.00	-	0 0	0 0	1 325
15 Dec	1951.80	62.25 ₹ 20,231.25	-16.2 -5265.00	-	0 0	0 0	0 0
12 Dec	1937.90	62.25 ₹ 20,231.25	-16.2 -5265.00	-	0 0	0 0	1 325
11 Dec	1939.70	62.25 ₹ 20,231.25	-16.2 -5265.00	-	0 0	0 0	1 325
10 Dec	1934.80	62.25 ₹ 20,231.25	-16.2 -5265.00	-	0 0	0 0	1 325
9 Dec	1945.30	62.25 ₹ 20,231.25	-16.2 -5265.00	-	0 0	1 325	0 0
8 Dec	1961.10	62.25 ₹ 20,231.25	-16.2 -5265.00	25.83	1 325	0 0	0 0
4 Dec	1983.00	78.45 ₹ 25,496.25	0 0.00	-	0 0	0 0	0 0
2 Dec	1986.70	78.45 ₹ 25,496.25	0 0.00	2.14	0 0	0 0	0 0
1 Dec	1991.40	78.45 ₹ 25,496.25	0 0.00	2.18	0 0	0 0	0 0
27 Nov	1980.70	78.45 ₹ 25,496.25	0 0.00	1.87	0 0	0 0	0 0
26 Nov	2010.30	78.45 ₹ 25,496.25	0 0.00	2.88	0 0	0 0	0 0
24 Nov	1997.50	78.45 ₹ 25,496.25	0 0.00	2.02	0 0	0 0	0 0
21 Nov	2004.10	78.45 ₹ 25,496.25	0 0.00	2.51	0 0	0 0	0 0
18 Nov	2025.80	78.45 ₹ 25,496.25	0 0.00	-	0 0	0 0	0 0
17 Nov	2042.90	78.45 ₹ 25,496.25	0 0.00	3.50	0 0	0 0	0 0
14 Nov	2005.10	78.45 ₹ 25,496.25	0 0.00	2.66	0 0	0 0	0 0
13 Nov	2033.80	78.45 ₹ 25,496.25	0 0.00	3.25	0 0	0 0	0 0
12 Nov	2028.60	78.45 ₹ 25,496.25	0 0.00	3.03	0 0	0 0	0 0
11 Nov	1996.10	78.45 ₹ 25,496.25	0 0.00	2.35	0 0	0 0	0 0
10 Nov	2025.40	78.45 ₹ 25,496.25	0 0.00	3.08	0 0	0 0	0 0
7 Nov	2020.20	78.45 ₹ 25,496.25	0 0.00	2.86	0 0	0 0	0 0
6 Nov	2001.00	78.45 ₹ 25,496.25	0 0.00	-	0 0	0 0	0 0
4 Nov	2040.00	78.45 ₹ 25,496.25	0 0.00	3.44	0 0	0 0	0 0
3 Nov	2007.60	78.45 ₹ 25,496.25	0 0.00	2.46	0 0	0 0	0 0
31 Oct	1993.70	78.45 ₹ 25,496.25	0 0.00	-	0 0	0 0	0 0
30 Oct	2014.10	78.45 ₹ 25,496.25	0 0.00	-	0 0	0 0	0 0

For Icici Lombard Gic Limited - strike price 1960 expiring on 27JAN2026

Delta for 1960 PE is -0.43

Historical price for 1960 PE is as follows

On 24 Dec ICICIGI was trading at 1959.30. The strike last trading price was 43.8, which was 0.7 higher than the previous day. The implied volatity was 22.06, the open interest changed by 13 which increased total open position to 60

On 23 Dec ICICIGI was trading at 1960.10. The strike last trading price was 42.05, which was -10.85 lower than the previous day. The implied volatity was 20.47, the open interest changed by 31 which increased total open position to 47

On 22 Dec ICICIGI was trading at 1950.60. The strike last trading price was 52.9, which was -9.35 lower than the previous day. The implied volatity was 23.93, the open interest changed by 10 which increased total open position to 11

On 19 Dec ICICIGI was trading at 1954.30. The strike last trading price was 62.25, which was -16.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 18 Dec ICICIGI was trading at 1949.80. The strike last trading price was 62.25, which was -16.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 17 Dec ICICIGI was trading at 1947.00. The strike last trading price was 62.25, which was -16.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 16 Dec ICICIGI was trading at 1951.20. The strike last trading price was 62.25, which was -16.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 15 Dec ICICIGI was trading at 1951.80. The strike last trading price was 62.25, which was -16.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Dec ICICIGI was trading at 1937.90. The strike last trading price was 62.25, which was -16.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 11 Dec ICICIGI was trading at 1939.70. The strike last trading price was 62.25, which was -16.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 10 Dec ICICIGI was trading at 1934.80. The strike last trading price was 62.25, which was -16.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 62.25, which was -16.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 62.25, which was -16.2 lower than the previous day. The implied volatity was 25.83, the open interest changed by 0 which decreased total open position to 0

On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 78.45, 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 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 78.45, which was 0 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0

On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 78.45, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0

On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 78.45, which was 0 lower than the previous day. The implied volatity was 1.87, 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 78.45, which was 0 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 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 78.45, which was 0 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 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 78.45, 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 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 78.45, 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 78.45, which was 0 lower than the previous day. The implied volatity was 3.50, 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 78.45, which was 0 lower than the previous day. The implied volatity was 2.66, 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 78.45, which was 0 lower than the previous day. The implied volatity was 3.25, 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 78.45, which was 0 lower than the previous day. The implied volatity was 3.03, 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 78.45, which was 0 lower than the previous day. The implied volatity was 2.35, 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 78.45, which was 0 lower than the previous day. The implied volatity was 3.08, 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 78.45, which was 0 lower than the previous day. The implied volatity was 2.86, 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 78.45, 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 78.45, which was 0 lower than the previous day. The implied volatity was 3.44, 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 78.45, which was 0 lower than the previous day. The implied volatity was 2.46, 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 78.45, 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 78.45, 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

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