ICICIGI

Icici Lombard Gic Limited

1945.3 -15.80 (-0.81%)

L: 1928.5 H: 1966.8

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Historical option data for ICICIGI
09 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 30-DEC-2025 1980 CE
Delta: 0.40 Vega: 1.80 Theta: -1.08 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1945.30	26.3 ₹ 8,547.5	-4.55 -1478.75	20.52	115 37,375	12 3,900	223 72,475
8 Dec	1961.10	29.15 ₹ 9,473.75	-12.05 -3916.25	19.43	165 53,625	68 22,100	214 69,550
5 Dec	1974.40	42 ₹ 13,650	-4.95 -1608.75	18.27	60 19,500	-4 -1,300	145 47,125
4 Dec	1983.00	46.5 ₹ 15,112.5	4.9 1592.50	17.09	100 32,500	8 2,600	150 48,750

3 Dec	1972.40	41.5 ₹ 13,487.5	-11.15 -3623.75	17.99	289 93,925	11 3,575	141 45,825
2 Dec	1986.70	52.95 ₹ 17,208.75	-2.55 -828.75	18.50	403 1,30,975	6 1,950	129 41,925
1 Dec	1991.40	55.3 ₹ 17,972.5	7.9 2567.50	18.53	338 1,09,850	-5 -1,625	129 41,925
28 Nov	1970.50	46.45 ₹ 15,096.25	-7.55 -2453.75	18.41	534 1,73,550	70 22,750	133 43,225
27 Nov	1980.70	54.05 ₹ 17,566.25	-31 -10075.00	18.85	188 61,100	62 20,150	64 20,800
26 Nov	2010.30	85.05 ₹ 27,641.25	19.8 6435.00	22.11	2 650	0 0	0 0
25 Nov	1999.00	67.9 ₹ 22,067.5	-63.35 -20588.75	-	0 0	0 0	0 0
24 Nov	1997.50	67.9 ₹ 22,067.5	-63.35 -20588.75	22.66	2 650	0 0	0 0
21 Nov	2004.10	131.25 ₹ 42,656.25	0 0.00	-	0 0	0 0	0 0
20 Nov	2037.60	131.25 ₹ 42,656.25	0 0.00	-	0 0	0 0	0 0
19 Nov	2041.70	131.25 ₹ 42,656.25	0 0.00	-	0 0	0 0	0 0
18 Nov	2025.80	131.25 ₹ 42,656.25	0 0.00	-	0 0	0 0	0 0
17 Nov	2042.90	131.25 ₹ 42,656.25	0 0.00	-	0 0	0 0	0 0
14 Nov	2005.10	131.25 ₹ 42,656.25	0 0.00	-	0 0	0 0	0 0
13 Nov	2033.80	131.25 ₹ 42,656.25	0 0.00	-	0 0	0 0	0 0
12 Nov	2028.60	131.25 ₹ 42,656.25	0 0.00	-	0 0	0 0	0 0
11 Nov	1996.10	131.25 ₹ 42,656.25	0 0.00	-	0 0	0 0	0 0
10 Nov	2025.40	131.25 ₹ 42,656.25	0 0.00	-	0 0	0 0	0 0
7 Nov	2020.20	131.25 ₹ 42,656.25	0 0.00	-	0 0	0 0	0 0
6 Nov	2001.00	131.25 ₹ 42,656.25	0 0.00	-	0 0	0 0	0 0
4 Nov	2040.00	131.25 ₹ 42,656.25	0 0.00	-	0 0	0 0	0 0
3 Nov	2007.60	131.25 ₹ 42,656.25	0 0.00	-	0 0	0 0	0 0
31 Oct	1993.70	131.25 ₹ 42,656.25	0 0.00	-	0 0	0 0	0 0
30 Oct	2014.10	131.25 ₹ 42,656.25	0 0.00	-	0 0	0 0	0 0

For Icici Lombard Gic Limited - strike price 1980 expiring on 30DEC2025

Delta for 1980 CE is 0.40

Historical price for 1980 CE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 26.3, which was -4.55 lower than the previous day. The implied volatity was 20.52, the open interest changed by 12 which increased total open position to 223

On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 29.15, which was -12.05 lower than the previous day. The implied volatity was 19.43, the open interest changed by 68 which increased total open position to 214

On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 42, which was -4.95 lower than the previous day. The implied volatity was 18.27, the open interest changed by -4 which decreased total open position to 145

On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 46.5, which was 4.9 higher than the previous day. The implied volatity was 17.09, the open interest changed by 8 which increased total open position to 150

On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 41.5, which was -11.15 lower than the previous day. The implied volatity was 17.99, the open interest changed by 11 which increased total open position to 141

On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 52.95, which was -2.55 lower than the previous day. The implied volatity was 18.50, the open interest changed by 6 which increased total open position to 129

On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 55.3, which was 7.9 higher than the previous day. The implied volatity was 18.53, the open interest changed by -5 which decreased total open position to 129

On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 46.45, which was -7.55 lower than the previous day. The implied volatity was 18.41, the open interest changed by 70 which increased total open position to 133

On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 54.05, which was -31 lower than the previous day. The implied volatity was 18.85, the open interest changed by 62 which increased total open position to 64

On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 85.05, which was 19.8 higher than the previous day. The implied volatity was 22.11, the open interest changed by 0 which decreased total open position to 0

On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 67.9, which was -63.35 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 67.9, which was -63.35 lower than the previous day. The implied volatity was 22.66, 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 131.25, 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 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 131.25, 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 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 131.25, 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 131.25, 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 131.25, 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 131.25, 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 131.25, 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 131.25, 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 131.25, 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 131.25, 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 131.25, 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 131.25, 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 131.25, 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 131.25, 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 131.25, 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 131.25, 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 30DEC2025 1980 PE
Delta: -0.62 Vega: 1.77 Theta: -0.41 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1945.30	48.75 ₹ 15,843.75	6.55 2128.75	17.84	21 6,825	6 1,950	125 40,625
8 Dec	1961.10	43.55 ₹ 14,153.75	9.65 3136.25	17.73	79 25,675	-1 -325	119 38,675
5 Dec	1974.40	33.35 ₹ 10,838.75	-0.65 -211.25	18.20	35 11,375	10 3,250	120 39,000
4 Dec	1983.00	34.8 ₹ 11,310	-6.95 -2258.75	20.84	72 23,400	-2 -650	108 35,100
3 Dec	1972.40	42.55 ₹ 13,828.75	5.3 1722.50	21.30	41 13,325	0 0	110 35,750
2 Dec	1986.70	36.95 ₹ 12,008.75	1.9 617.50	21.79	278 90,350	2 650	110 35,750
1 Dec	1991.40	34.6 ₹ 11,245	-7.05 -2291.25	20.83	102 33,150	31 10,075	110 35,750
28 Nov	1970.50	42.45 ₹ 13,796.25	4.1 1332.50	19.81	200 65,000	41 13,325	78 25,350
27 Nov	1980.70	39 ₹ 12,675	10.65 3461.25	20.04	63 20,475	18 5,850	36 11,700
26 Nov	2010.30	28.35 ₹ 9,213.75	-7.85 -2551.25	21.06	41 13,325	-2 -650	18 5,850
25 Nov	1999.00	37.85 ₹ 12,301.25	-4.7 -1527.50	20.90	29 9,425	3 975	21 6,825
24 Nov	1997.50	44.95 ₹ 14,608.75	-26.55 -8628.75	22.45	26 8,450	18 5,850	18 5,850
21 Nov	2004.10	71.5 ₹ 23,237.5	0 0.00	2.02	0 0	0 0	0 0
20 Nov	2037.60	71.5 ₹ 23,237.5	0 0.00	3.21	0 0	0 0	0 0
19 Nov	2041.70	71.5 ₹ 23,237.5	0 0.00	3.04	0 0	0 0	0 0
18 Nov	2025.80	71.5 ₹ 23,237.5	0 0.00	3.05	0 0	0 0	0 0
17 Nov	2042.90	71.5 ₹ 23,237.5	0 0.00	3.15	0 0	0 0	0 0
14 Nov	2005.10	71.5 ₹ 23,237.5	0 0.00	2.21	0 0	0 0	0 0
13 Nov	2033.80	71.5 ₹ 23,237.5	0 0.00	3.02	0 0	0 0	0 0
12 Nov	2028.60	71.5 ₹ 23,237.5	0 0.00	2.77	0 0	0 0	0 0
11 Nov	1996.10	71.5 ₹ 23,237.5	0 0.00	1.65	0 0	0 0	0 0
10 Nov	2025.40	71.5 ₹ 23,237.5	0 0.00	2.63	0 0	0 0	0 0
7 Nov	2020.20	71.5 ₹ 23,237.5	0 0.00	2.49	0 0	0 0	0 0
6 Nov	2001.00	71.5 ₹ 23,237.5	0 0.00	1.78	0 0	0 0	0 0
4 Nov	2040.00	71.5 ₹ 23,237.5	0 0.00	3.03	0 0	0 0	0 0
3 Nov	2007.60	71.5 ₹ 23,237.5	0 0.00	1.96	0 0	0 0	0 0
31 Oct	1993.70	71.5 ₹ 23,237.5	0 0.00	-	0 0	0 0	0 0
30 Oct	2014.10	71.5 ₹ 23,237.5	0 0.00	-	0 0	0 0	0 0

For Icici Lombard Gic Limited - strike price 1980 expiring on 30DEC2025

Delta for 1980 PE is -0.62

Historical price for 1980 PE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 48.75, which was 6.55 higher than the previous day. The implied volatity was 17.84, the open interest changed by 6 which increased total open position to 125

On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 43.55, which was 9.65 higher than the previous day. The implied volatity was 17.73, the open interest changed by -1 which decreased total open position to 119

On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 33.35, which was -0.65 lower than the previous day. The implied volatity was 18.20, the open interest changed by 10 which increased total open position to 120

On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 34.8, which was -6.95 lower than the previous day. The implied volatity was 20.84, the open interest changed by -2 which decreased total open position to 108

On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 42.55, which was 5.3 higher than the previous day. The implied volatity was 21.30, the open interest changed by 0 which decreased total open position to 110

On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 36.95, which was 1.9 higher than the previous day. The implied volatity was 21.79, the open interest changed by 2 which increased total open position to 110

On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 34.6, which was -7.05 lower than the previous day. The implied volatity was 20.83, the open interest changed by 31 which increased total open position to 110

On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 42.45, which was 4.1 higher than the previous day. The implied volatity was 19.81, the open interest changed by 41 which increased total open position to 78

On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 39, which was 10.65 higher than the previous day. The implied volatity was 20.04, the open interest changed by 18 which increased total open position to 36

On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 28.35, which was -7.85 lower than the previous day. The implied volatity was 21.06, the open interest changed by -2 which decreased total open position to 18

On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 37.85, which was -4.7 lower than the previous day. The implied volatity was 20.90, the open interest changed by 3 which increased total open position to 21

On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 44.95, which was -26.55 lower than the previous day. The implied volatity was 22.45, the open interest changed by 18 which increased total open position to 18

On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 71.5, 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 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 71.5, which was 0 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0

On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 71.5, which was 0 lower than the previous day. The implied volatity was 3.04, 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 71.5, which was 0 lower than the previous day. The implied volatity was 3.05, 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 71.5, which was 0 lower than the previous day. The implied volatity was 3.15, 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 71.5, which was 0 lower than the previous day. The implied volatity was 2.21, 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 71.5, which was 0 lower than the previous day. The implied volatity was 3.02, 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 71.5, which was 0 lower than the previous day. The implied volatity was 2.77, 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 71.5, which was 0 lower than the previous day. The implied volatity was 1.65, 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 71.5, which was 0 lower than the previous day. The implied volatity was 2.63, 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 71.5, which was 0 lower than the previous day. The implied volatity was 2.49, 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 71.5, which was 0 lower than the previous day. The implied volatity was 1.78, 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 71.5, 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 3 Nov ICICIGI was trading at 2007.60. The strike last trading price was 71.5, which was 0 lower than the previous day. The implied volatity was 1.96, 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 71.5, 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 71.5, 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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