ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Nov 2024 04:11 PM IST
| ICICIGI 28NOV2024 1960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.18
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1804.70 | 1 | -0.80 | 31.41 | 25 | -8 | 59 | |||
| 20 Nov | 1840.90 | 1.8 | 0.00 | 26.10 | 46 | -8.5 | 66.5 | |||
| 19 Nov | 1840.90 | 1.8 | -0.25 | 26.10 | 46 | -9 | 66.5 | |||
| 18 Nov | 1839.45 | 2.05 | -3.60 | 23.52 | 85 | 9 | 74.5 | |||
| 14 Nov | 1863.40 | 5.65 | -3.15 | 21.17 | 145.5 | 15.5 | 64.5 | |||
| 13 Nov | 1868.20 | 8.8 | -6.20 | 23.72 | 88.5 | 20 | 48 | |||
| 12 Nov | 1892.25 | 15 | -10.20 | 23.60 | 145.5 | -10.5 | 46 | |||
| 11 Nov | 1921.10 | 25.2 | 3.20 | 21.61 | 27 | 5 | 56 | |||
| 8 Nov | 1910.15 | 22 | -7.90 | 22.21 | 26 | -3 | 51 | |||
| 7 Nov | 1916.50 | 29.9 | -7.35 | 22.87 | 36.5 | -12.5 | 54.5 | |||
| 6 Nov | 1933.70 | 37.25 | 3.70 | 21.66 | 121.5 | 32 | 67 | |||
| 5 Nov | 1916.05 | 33.55 | 12.60 | 24.11 | 65 | 0 | 35 | |||
| 4 Nov | 1870.85 | 20.95 | -19.05 | 26.03 | 36 | 11.5 | 34.5 | |||
| 31 Oct | 1917.35 | 40 | -213.25 | - | 23 | 22 | 22 | |||
| 30 Oct | 1927.90 | 253.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1913.30 | 253.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1896.00 | 253.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1929.15 | 253.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1955.75 | 253.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1958.95 | 253.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1986.25 | 253.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2024.35 | 253.25 | 253.25 | - | 0 | 0 | 0 | |||
| 18 Sept | 2140.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 2103.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 2094.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Sept | 2109.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 2122.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 2129.95 | 0 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1960 expiring on 28NOV2024
Delta for 1960 CE is 0.03
Historical price for 1960 CE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 1, which was -0.80 lower than the previous day. The implied volatity was 31.41, the open interest changed by -16 which decreased total open position to 118
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 26.10, the open interest changed by -17 which decreased total open position to 133
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 26.10, the open interest changed by -18 which decreased total open position to 133
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 2.05, which was -3.60 lower than the previous day. The implied volatity was 23.52, the open interest changed by 18 which increased total open position to 149
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 5.65, which was -3.15 lower than the previous day. The implied volatity was 21.17, the open interest changed by 31 which increased total open position to 129
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 8.8, which was -6.20 lower than the previous day. The implied volatity was 23.72, the open interest changed by 40 which increased total open position to 96
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 15, which was -10.20 lower than the previous day. The implied volatity was 23.60, the open interest changed by -21 which decreased total open position to 92
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 25.2, which was 3.20 higher than the previous day. The implied volatity was 21.61, the open interest changed by 10 which increased total open position to 112
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 22, which was -7.90 lower than the previous day. The implied volatity was 22.21, the open interest changed by -6 which decreased total open position to 102
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 29.9, which was -7.35 lower than the previous day. The implied volatity was 22.87, the open interest changed by -25 which decreased total open position to 109
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 37.25, which was 3.70 higher than the previous day. The implied volatity was 21.66, the open interest changed by 64 which increased total open position to 134
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 33.55, which was 12.60 higher than the previous day. The implied volatity was 24.11, the open interest changed by 0 which decreased total open position to 70
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 20.95, which was -19.05 lower than the previous day. The implied volatity was 26.03, the open interest changed by 23 which increased total open position to 69
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 40, which was -213.25 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 253.25, 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 253.25, 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 253.25, 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 253.25, 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 253.25, 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 253.25, 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 253.25, 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 253.25, which was 253.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept ICICIGI was trading at 2140.45. 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 17 Sept ICICIGI was trading at 2103.00. 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 16 Sept ICICIGI was trading at 2094.90. 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 13 Sept ICICIGI was trading at 2109.25. 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 12 Sept ICICIGI was trading at 2122.45. 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 11 Sept ICICIGI was trading at 2129.95. 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 28NOV2024 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 |
| 21 Nov | 1804.70 | 68.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1840.90 | 68.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1840.90 | 68.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1839.45 | 68.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1863.40 | 68.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1868.20 | 68.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1892.25 | 68.85 | 0.45 | 18.00 | 1.5 | 0 | 25 |
| 11 Nov | 1921.10 | 68.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1910.15 | 68.4 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 7 Nov | 1916.50 | 68.4 | 15.55 | 28.84 | 1 | 0.5 | 25 |
| 6 Nov | 1933.70 | 52.85 | -20.45 | 25.54 | 29 | 16 | 24.5 |
| 5 Nov | 1916.05 | 73.3 | -26.70 | 29.76 | 7 | 4 | 8 |
| 4 Nov | 1870.85 | 100 | 19.90 | 26.49 | 1.5 | 1 | 4 |
| 31 Oct | 1917.35 | 80.1 | 18.10 | - | 2 | 1 | 3 |
| 30 Oct | 1927.90 | 62 | 22.35 | - | 2 | 1 | 1 |
| 29 Oct | 1913.30 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1896.00 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1929.15 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1955.75 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1958.95 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1986.25 | 39.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2024.35 | 39.65 | 39.65 | - | 0 | 0 | 0 |
| 18 Sept | 2140.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 2103.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 2094.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 2109.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 2122.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 2129.95 | 0 | - | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1960 expiring on 28NOV2024
Delta for 1960 PE is 0.00
Historical price for 1960 PE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 68.85, 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 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 68.85, 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 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 68.85, 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 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 68.85, 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 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 68.85, 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 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 68.85, 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 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 68.85, which was 0.45 higher than the previous day. The implied volatity was 18.00, the open interest changed by 0 which decreased total open position to 50
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 68.4, 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 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 68.4, which was 0.00 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 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 68.4, which was 15.55 higher than the previous day. The implied volatity was 28.84, the open interest changed by 1 which increased total open position to 50
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 52.85, which was -20.45 lower than the previous day. The implied volatity was 25.54, the open interest changed by 32 which increased total open position to 49
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 73.3, which was -26.70 lower than the previous day. The implied volatity was 29.76, the open interest changed by 8 which increased total open position to 16
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 100, which was 19.90 higher than the previous day. The implied volatity was 26.49, the open interest changed by 2 which increased total open position to 8
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 80.1, which was 18.10 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 62, which was 22.35 higher 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 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, 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 39.65, which was 39.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept ICICIGI was trading at 2140.45. 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 17 Sept ICICIGI was trading at 2103.00. 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 16 Sept ICICIGI was trading at 2094.90. 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 13 Sept ICICIGI was trading at 2109.25. 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 12 Sept ICICIGI was trading at 2122.45. 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 11 Sept ICICIGI was trading at 2129.95. 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
