ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
03 Dec 2024 04:11 PM IST
| ICICIGI 26DEC2024 1960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 1.71
Theta: -1.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1896.35 | 22 | 9.60 | 22.44 | 210 | 29 | 199 | |||
| 2 Dec | 1834.10 | 12.4 | -5.10 | 25.17 | 252 | 54 | 170 | |||
| 29 Nov | 1861.85 | 17.5 | -5.75 | 23.63 | 147 | 45 | 115 | |||
| 28 Nov | 1871.10 | 23.25 | 2.50 | 23.26 | 140 | 29 | 72 | |||
| 27 Nov | 1863.75 | 20.75 | -2.05 | 24.41 | 102 | 25 | 42 | |||
| 26 Nov | 1854.45 | 22.8 | -330.60 | 25.85 | 395 | 18 | 18 | |||
| 25 Nov | 1836.90 | 353.4 | 0.00 | 5.29 | 0 | 0 | 0 | |||
| 20 Nov | 1840.90 | 353.4 | 0.00 | 4.69 | 0 | 0 | 0 | |||
| 19 Nov | 1840.90 | 353.4 | 0.00 | 4.69 | 0 | 0 | 0 | |||
| 14 Nov | 1863.40 | 353.4 | 0.00 | 3.08 | 0 | 0 | 0 | |||
| 13 Nov | 1868.20 | 353.4 | 0.00 | 2.92 | 0 | 0 | 0 | |||
| 12 Nov | 1892.25 | 353.4 | 0.00 | 1.86 | 0 | 0 | 0 | |||
| 11 Nov | 1921.10 | 353.4 | 0.00 | 0.60 | 0 | 0 | 0 | |||
| 7 Nov | 1916.50 | 353.4 | 0.00 | 0.61 | 0 | 0 | 0 | |||
| 5 Nov | 1916.05 | 353.4 | 0.00 | 0.56 | 0 | 0 | 0 | |||
| 4 Nov | 1870.85 | 353.4 | 0.00 | 0.98 | 0 | 0 | 0 | |||
| 31 Oct | 1917.35 | 353.4 | 353.40 | - | 0 | 0 | 0 | |||
| 30 Oct | 1927.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1913.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 28 Oct | 1896.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1929.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1955.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1958.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1986.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2024.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 2020.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2040.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2075.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2103.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2089.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2067.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2080.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2083.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2100.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2100.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2126.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 2135.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 2153.90 | 0 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1960 expiring on 26DEC2024
Delta for 1960 CE is 0.32
Historical price for 1960 CE is as follows
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 22, which was 9.60 higher than the previous day. The implied volatity was 22.44, the open interest changed by 29 which increased total open position to 199
On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 12.4, which was -5.10 lower than the previous day. The implied volatity was 25.17, the open interest changed by 54 which increased total open position to 170
On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 17.5, which was -5.75 lower than the previous day. The implied volatity was 23.63, the open interest changed by 45 which increased total open position to 115
On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 23.25, which was 2.50 higher than the previous day. The implied volatity was 23.26, the open interest changed by 29 which increased total open position to 72
On 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 20.75, which was -2.05 lower than the previous day. The implied volatity was 24.41, the open interest changed by 25 which increased total open position to 42
On 26 Nov ICICIGI was trading at 1854.45. The strike last trading price was 22.8, which was -330.60 lower than the previous day. The implied volatity was 25.85, the open interest changed by 18 which increased total open position to 18
On 25 Nov ICICIGI was trading at 1836.90. The strike last trading price was 353.4, which was 0.00 lower than the previous day. The implied volatity was 5.29, 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 353.4, which was 0.00 lower than the previous day. The implied volatity was 4.69, 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 353.4, which was 0.00 lower than the previous day. The implied volatity was 4.69, 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 353.4, which was 0.00 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 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 353.4, which was 0.00 lower than the previous day. The implied volatity was 2.92, 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 353.4, which was 0.00 lower than the previous day. The implied volatity was 1.86, 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 353.4, which was 0.00 lower than the previous day. The implied volatity was 0.60, 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 353.4, which was 0.00 lower than the previous day. The implied volatity was 0.61, 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 353.4, which was 0.00 lower than the previous day. The implied volatity was 0.56, 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 353.4, which was 0.00 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 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 353.4, which was 353.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIGI was trading at 1927.90. 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 which decreased total open position to
On 29 Oct ICICIGI was trading at 1913.30. 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 which decreased total open position to
On 28 Oct ICICIGI was trading at 1896.00. 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 which decreased total open position to
On 25 Oct ICICIGI was trading at 1929.15. 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 which decreased total open position to
On 24 Oct ICICIGI was trading at 1955.75. 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 which decreased total open position to
On 23 Oct ICICIGI was trading at 1958.95. 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 which decreased total open position to
On 22 Oct ICICIGI was trading at 1986.25. 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 which decreased total open position to
On 21 Oct ICICIGI was trading at 2024.35. 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 which decreased total open position to
On 18 Oct ICICIGI was trading at 2020.95. 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 which decreased total open position to
On 17 Oct ICICIGI was trading at 2040.45. 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 which decreased total open position to
On 16 Oct ICICIGI was trading at 2075.60. 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 which decreased total open position to
On 15 Oct ICICIGI was trading at 2103.20. 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 which decreased total open position to
On 14 Oct ICICIGI was trading at 2089.35. 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 which decreased total open position to
On 11 Oct ICICIGI was trading at 2067.35. 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 which decreased total open position to
On 10 Oct ICICIGI was trading at 2080.00. 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 which decreased total open position to
On 9 Oct ICICIGI was trading at 2083.75. 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 which decreased total open position to
On 8 Oct ICICIGI was trading at 2100.15. 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 which decreased total open position to
On 7 Oct ICICIGI was trading at 2100.80. 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 which decreased total open position to
On 4 Oct ICICIGI was trading at 2126.60. 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 which decreased total open position to
On 3 Oct ICICIGI was trading at 2135.20. 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 which decreased total open position to
On 1 Oct ICICIGI was trading at 2153.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIGI 26DEC2024 1960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1896.35 | 20.55 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1834.10 | 20.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1861.85 | 20.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1871.10 | 20.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1863.75 | 20.55 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1854.45 | 20.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1836.90 | 20.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1840.90 | 20.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1840.90 | 20.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1863.40 | 20.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1868.20 | 20.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1892.25 | 20.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1921.10 | 20.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1916.50 | 20.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1916.05 | 20.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1870.85 | 20.55 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1917.35 | 20.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1927.90 | 20.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1913.30 | 20.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1896.00 | 20.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1929.15 | 20.55 | 20.55 | - | 0 | 0 | 0 |
| 24 Oct | 1955.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1958.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1986.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2024.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2020.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2040.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 2075.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 2103.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2089.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2067.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2080.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2083.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 2100.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2100.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 2126.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 2135.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 2153.90 | 0 | - | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1960 expiring on 26DEC2024
Delta for 1960 PE is -
Historical price for 1960 PE is as follows
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 20.55, 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 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 20.55, 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 20.55, 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 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 20.55, 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 20.55, 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 20.55, 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 20.55, 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 20.55, 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 20.55, 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 20.55, 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 20.55, 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 20.55, 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 20.55, 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 20.55, 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 20.55, 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 20.55, 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 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 20.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIGI was trading at 1927.90. The strike last trading price was 20.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ICICIGI was trading at 1913.30. The strike last trading price was 20.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ICICIGI was trading at 1896.00. The strike last trading price was 20.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ICICIGI was trading at 1929.15. The strike last trading price was 20.55, which was 20.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ICICIGI was trading at 1955.75. 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 which decreased total open position to
On 23 Oct ICICIGI was trading at 1958.95. 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 which decreased total open position to
On 22 Oct ICICIGI was trading at 1986.25. 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 which decreased total open position to
On 21 Oct ICICIGI was trading at 2024.35. 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 which decreased total open position to
On 18 Oct ICICIGI was trading at 2020.95. 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 which decreased total open position to
On 17 Oct ICICIGI was trading at 2040.45. 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 which decreased total open position to
On 16 Oct ICICIGI was trading at 2075.60. 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 which decreased total open position to
On 15 Oct ICICIGI was trading at 2103.20. 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 which decreased total open position to
On 14 Oct ICICIGI was trading at 2089.35. 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 which decreased total open position to
On 11 Oct ICICIGI was trading at 2067.35. 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 which decreased total open position to
On 10 Oct ICICIGI was trading at 2080.00. 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 which decreased total open position to
On 9 Oct ICICIGI was trading at 2083.75. 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 which decreased total open position to
On 8 Oct ICICIGI was trading at 2100.15. 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 which decreased total open position to
On 7 Oct ICICIGI was trading at 2100.80. 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 which decreased total open position to
On 4 Oct ICICIGI was trading at 2126.60. 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 which decreased total open position to
On 3 Oct ICICIGI was trading at 2135.20. 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 which decreased total open position to
On 1 Oct ICICIGI was trading at 2153.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
