ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
20 Feb 2026 04:11 PM IST
| ICICIGI 24-FEB-2026 1980 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.31
Theta: -0.6
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 1936.10 | 1.1 | -2.35 | 14.6 | 541 | -37 | 328 | |||||||||
| 19 Feb | 1936.00 | 3.1 | -8.85 | 17.12 | 780 | -113 | 365 | |||||||||
| 18 Feb | 1959.70 | 11.4 | 7.25 | 16.48 | 6,549 | 239 | 486 | |||||||||
| 17 Feb | 1928.20 | 4 | -0.85 | 17.76 | 455 | 44 | 280 | |||||||||
| 16 Feb | 1922.00 | 4.45 | -0.95 | 15.54 | 89 | 10 | 235 | |||||||||
| 13 Feb | 1916.10 | 4.55 | -1.4 | 19.32 | 247 | 70 | 225 | |||||||||
| 12 Feb | 1919.80 | 5.9 | -3.5 | 18.55 | 101 | -3 | 157 | |||||||||
| 11 Feb | 1931.70 | 7.35 | -1.3 | 15.41 | 453 | -99 | 162 | |||||||||
| 10 Feb | 1909.60 | 7.65 | 2.8 | 20.57 | 787 | -170 | 265 | |||||||||
| 9 Feb | 1888.20 | 4.8 | 1.3 | 19.45 | 339 | 195 | 435 | |||||||||
| 6 Feb | 1861.60 | 3.55 | -2.05 | 18.83 | 675 | 123 | 244 | |||||||||
| 5 Feb | 1874.20 | 5.65 | 1 | 19.07 | 200 | 87 | 122 | |||||||||
| 4 Feb | 1854.00 | 4.45 | -0.1 | 20.06 | 36 | 2 | 35 | |||||||||
| 3 Feb | 1861.50 | 4.6 | 1.3 | 19.83 | 31 | -3 | 36 | |||||||||
| 2 Feb | 1826.70 | 3.65 | -2.25 | 21.1 | 222 | -15 | 38 | |||||||||
| 1 Feb | 1829.20 | 5.9 | 0 | 20.95 | 1 | 0 | 52 | |||||||||
| 30 Jan | 1814.10 | 5.9 | -0.15 | - | 0 | 0 | 52 | |||||||||
| 29 Jan | 1825.60 | 5.9 | -0.15 | 22.39 | 4 | 2 | 52 | |||||||||
| 28 Jan | 1822.20 | 5.9 | -0.15 | 22.03 | 41 | 28 | 49 | |||||||||
| 27 Jan | 1805.90 | 6.05 | -0.4 | 23.09 | 4 | 2 | 21 | |||||||||
| 23 Jan | 1795.70 | 6.4 | -75.3 | 23.76 | 35 | 20 | 20 | |||||||||
| 22 Jan | 1824.70 | 81.7 | 0 | 6.52 | 0 | 0 | 0 | |||||||||
| 21 Jan | 1834.60 | 81.7 | 0 | 5.79 | 0 | 0 | 0 | |||||||||
| 20 Jan | 1861.70 | 81.7 | 0 | 4.81 | 0 | 0 | 0 | |||||||||
| 19 Jan | 1884.80 | 81.7 | 0 | 4.12 | 0 | 0 | 0 | |||||||||
| 16 Jan | 1870.20 | 81.7 | 0 | 3.58 | 0 | 0 | 0 | |||||||||
| 14 Jan | 1857.70 | 81.7 | 0 | 3.98 | 0 | 0 | 0 | |||||||||
| 13 Jan | 1885.50 | 81.7 | 0 | 2.89 | 0 | 0 | 0 | |||||||||
| 12 Jan | 1910.30 | 81.7 | 0 | 1.88 | 0 | 0 | 0 | |||||||||
| 9 Jan | 1896.10 | 81.7 | 0 | 2.65 | 0 | 0 | 0 | |||||||||
| 8 Jan | 1908.20 | 81.7 | 0 | 1.88 | 0 | 0 | 0 | |||||||||
| 7 Jan | 1966.20 | 81.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 2010.00 | 81.7 | 0 | - | 0 | 0 | 0 | |||||||||
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| 5 Jan | 1979.90 | 81.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 1973.90 | 81.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 1956.90 | 81.7 | - | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 1962.10 | 81.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1980 expiring on 24FEB2026
Delta for 1980 CE is 0.08
Historical price for 1980 CE is as follows
On 20 Feb ICICIGI was trading at 1936.10. The strike last trading price was 1.1, which was -2.35 lower than the previous day. The implied volatity was 14.6, the open interest changed by -37 which decreased total open position to 328
On 19 Feb ICICIGI was trading at 1936.00. The strike last trading price was 3.1, which was -8.85 lower than the previous day. The implied volatity was 17.12, the open interest changed by -113 which decreased total open position to 365
On 18 Feb ICICIGI was trading at 1959.70. The strike last trading price was 11.4, which was 7.25 higher than the previous day. The implied volatity was 16.48, the open interest changed by 239 which increased total open position to 486
On 17 Feb ICICIGI was trading at 1928.20. The strike last trading price was 4, which was -0.85 lower than the previous day. The implied volatity was 17.76, the open interest changed by 44 which increased total open position to 280
On 16 Feb ICICIGI was trading at 1922.00. The strike last trading price was 4.45, which was -0.95 lower than the previous day. The implied volatity was 15.54, the open interest changed by 10 which increased total open position to 235
On 13 Feb ICICIGI was trading at 1916.10. The strike last trading price was 4.55, which was -1.4 lower than the previous day. The implied volatity was 19.32, the open interest changed by 70 which increased total open position to 225
On 12 Feb ICICIGI was trading at 1919.80. The strike last trading price was 5.9, which was -3.5 lower than the previous day. The implied volatity was 18.55, the open interest changed by -3 which decreased total open position to 157
On 11 Feb ICICIGI was trading at 1931.70. The strike last trading price was 7.35, which was -1.3 lower than the previous day. The implied volatity was 15.41, the open interest changed by -99 which decreased total open position to 162
On 10 Feb ICICIGI was trading at 1909.60. The strike last trading price was 7.65, which was 2.8 higher than the previous day. The implied volatity was 20.57, the open interest changed by -170 which decreased total open position to 265
On 9 Feb ICICIGI was trading at 1888.20. The strike last trading price was 4.8, which was 1.3 higher than the previous day. The implied volatity was 19.45, the open interest changed by 195 which increased total open position to 435
On 6 Feb ICICIGI was trading at 1861.60. The strike last trading price was 3.55, which was -2.05 lower than the previous day. The implied volatity was 18.83, the open interest changed by 123 which increased total open position to 244
On 5 Feb ICICIGI was trading at 1874.20. The strike last trading price was 5.65, which was 1 higher than the previous day. The implied volatity was 19.07, the open interest changed by 87 which increased total open position to 122
On 4 Feb ICICIGI was trading at 1854.00. The strike last trading price was 4.45, which was -0.1 lower than the previous day. The implied volatity was 20.06, the open interest changed by 2 which increased total open position to 35
On 3 Feb ICICIGI was trading at 1861.50. The strike last trading price was 4.6, which was 1.3 higher than the previous day. The implied volatity was 19.83, the open interest changed by -3 which decreased total open position to 36
On 2 Feb ICICIGI was trading at 1826.70. The strike last trading price was 3.65, which was -2.25 lower than the previous day. The implied volatity was 21.1, the open interest changed by -15 which decreased total open position to 38
On 1 Feb ICICIGI was trading at 1829.20. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was 20.95, the open interest changed by 0 which decreased total open position to 52
On 30 Jan ICICIGI was trading at 1814.10. The strike last trading price was 5.9, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 29 Jan ICICIGI was trading at 1825.60. The strike last trading price was 5.9, which was -0.15 lower than the previous day. The implied volatity was 22.39, the open interest changed by 2 which increased total open position to 52
On 28 Jan ICICIGI was trading at 1822.20. The strike last trading price was 5.9, which was -0.15 lower than the previous day. The implied volatity was 22.03, the open interest changed by 28 which increased total open position to 49
On 27 Jan ICICIGI was trading at 1805.90. The strike last trading price was 6.05, which was -0.4 lower than the previous day. The implied volatity was 23.09, the open interest changed by 2 which increased total open position to 21
On 23 Jan ICICIGI was trading at 1795.70. The strike last trading price was 6.4, which was -75.3 lower than the previous day. The implied volatity was 23.76, the open interest changed by 20 which increased total open position to 20
On 22 Jan ICICIGI was trading at 1824.70. The strike last trading price was 81.7, which was 0 lower than the previous day. The implied volatity was 6.52, the open interest changed by 0 which decreased total open position to 0
On 21 Jan ICICIGI was trading at 1834.60. The strike last trading price was 81.7, which was 0 lower than the previous day. The implied volatity was 5.79, the open interest changed by 0 which decreased total open position to 0
On 20 Jan ICICIGI was trading at 1861.70. The strike last trading price was 81.7, which was 0 lower than the previous day. The implied volatity was 4.81, the open interest changed by 0 which decreased total open position to 0
On 19 Jan ICICIGI was trading at 1884.80. The strike last trading price was 81.7, which was 0 lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0
On 16 Jan ICICIGI was trading at 1870.20. The strike last trading price was 81.7, which was 0 lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0
On 14 Jan ICICIGI was trading at 1857.70. The strike last trading price was 81.7, which was 0 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0
On 13 Jan ICICIGI was trading at 1885.50. The strike last trading price was 81.7, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0
On 12 Jan ICICIGI was trading at 1910.30. The strike last trading price was 81.7, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
On 9 Jan ICICIGI was trading at 1896.10. The strike last trading price was 81.7, which was 0 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0
On 8 Jan ICICIGI was trading at 1908.20. The strike last trading price was 81.7, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
On 7 Jan ICICIGI was trading at 1966.20. The strike last trading price was 81.7, 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 Jan ICICIGI was trading at 2010.00. The strike last trading price was 81.7, 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 5 Jan ICICIGI was trading at 1979.90. The strike last trading price was 81.7, 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 Jan ICICIGI was trading at 1973.90. The strike last trading price was 81.7, 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 Jan ICICIGI was trading at 1956.90. The strike last trading price was 81.7, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec ICICIGI was trading at 1962.10. The strike last trading price was 81.7, 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 24FEB2026 1980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.5
Theta: -0.82
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 1936.10 | 45.35 | -2.1 | 20.49 | 70 | -28 | 92 |
| 19 Feb | 1936.00 | 48.2 | 20.45 | 24.69 | 65 | -30 | 121 |
| 18 Feb | 1959.70 | 28 | -29.1 | 21.45 | 386 | 144 | 151 |
| 17 Feb | 1928.20 | 57.05 | -31.35 | 24.28 | 17 | 6 | 6 |
| 16 Feb | 1922.00 | 88.4 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1916.10 | 88.4 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1919.80 | 88.4 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1931.70 | 88.4 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1909.60 | 88.4 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 1888.20 | 88.4 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1861.60 | 88.4 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1874.20 | 88.4 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1854.00 | 88.4 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1861.50 | 88.4 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1826.70 | 88.4 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1829.20 | 88.4 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1814.10 | 88.4 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1825.60 | 88.4 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 1822.20 | 88.4 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 1805.90 | 88.4 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 1795.70 | 88.4 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 1824.70 | 88.4 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 1834.60 | 88.4 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 1861.70 | 88.4 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 1884.80 | 88.4 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 1870.20 | 88.4 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 1857.70 | 88.4 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 1885.50 | 88.4 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 1910.30 | 88.4 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 1896.10 | 88.4 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 1908.20 | 88.4 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 1966.20 | 88.4 | 0 | 0.57 | 0 | 0 | 0 |
| 6 Jan | 2010.00 | 88.4 | 0 | 2.21 | 0 | 0 | 0 |
| 5 Jan | 1979.90 | 88.4 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 1973.90 | 88.4 | 0 | 0.88 | 0 | 0 | 0 |
| 1 Jan | 1956.90 | 88.4 | - | - | 0 | 0 | 0 |
| 31 Dec | 1962.10 | 88.4 | 0 | 0.6 | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1980 expiring on 24FEB2026
Delta for 1980 PE is -0.84
Historical price for 1980 PE is as follows
On 20 Feb ICICIGI was trading at 1936.10. The strike last trading price was 45.35, which was -2.1 lower than the previous day. The implied volatity was 20.49, the open interest changed by -28 which decreased total open position to 92
On 19 Feb ICICIGI was trading at 1936.00. The strike last trading price was 48.2, which was 20.45 higher than the previous day. The implied volatity was 24.69, the open interest changed by -30 which decreased total open position to 121
On 18 Feb ICICIGI was trading at 1959.70. The strike last trading price was 28, which was -29.1 lower than the previous day. The implied volatity was 21.45, the open interest changed by 144 which increased total open position to 151
On 17 Feb ICICIGI was trading at 1928.20. The strike last trading price was 57.05, which was -31.35 lower than the previous day. The implied volatity was 24.28, the open interest changed by 6 which increased total open position to 6
On 16 Feb ICICIGI was trading at 1922.00. The strike last trading price was 88.4, 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 Feb ICICIGI was trading at 1916.10. The strike last trading price was 88.4, 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 Feb ICICIGI was trading at 1919.80. The strike last trading price was 88.4, 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 Feb ICICIGI was trading at 1931.70. The strike last trading price was 88.4, 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 Feb ICICIGI was trading at 1909.60. The strike last trading price was 88.4, 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 9 Feb ICICIGI was trading at 1888.20. The strike last trading price was 88.4, 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 Feb ICICIGI was trading at 1861.60. The strike last trading price was 88.4, 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 5 Feb ICICIGI was trading at 1874.20. The strike last trading price was 88.4, 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 Feb ICICIGI was trading at 1854.00. The strike last trading price was 88.4, 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 Feb ICICIGI was trading at 1861.50. The strike last trading price was 88.4, 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 Feb ICICIGI was trading at 1826.70. The strike last trading price was 88.4, 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 Feb ICICIGI was trading at 1829.20. The strike last trading price was 88.4, 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 Jan ICICIGI was trading at 1814.10. The strike last trading price was 88.4, 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 29 Jan ICICIGI was trading at 1825.60. The strike last trading price was 88.4, 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 28 Jan ICICIGI was trading at 1822.20. The strike last trading price was 88.4, 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 Jan ICICIGI was trading at 1805.90. The strike last trading price was 88.4, 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 23 Jan ICICIGI was trading at 1795.70. The strike last trading price was 88.4, 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 22 Jan ICICIGI was trading at 1824.70. The strike last trading price was 88.4, 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 Jan ICICIGI was trading at 1834.60. The strike last trading price was 88.4, 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 Jan ICICIGI was trading at 1861.70. The strike last trading price was 88.4, 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 Jan ICICIGI was trading at 1884.80. The strike last trading price was 88.4, 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 16 Jan ICICIGI was trading at 1870.20. The strike last trading price was 88.4, 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 Jan ICICIGI was trading at 1857.70. The strike last trading price was 88.4, 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 Jan ICICIGI was trading at 1885.50. The strike last trading price was 88.4, 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 Jan ICICIGI was trading at 1910.30. The strike last trading price was 88.4, 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 9 Jan ICICIGI was trading at 1896.10. The strike last trading price was 88.4, 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 8 Jan ICICIGI was trading at 1908.20. The strike last trading price was 88.4, 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 Jan ICICIGI was trading at 1966.20. The strike last trading price was 88.4, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0
On 6 Jan ICICIGI was trading at 2010.00. The strike last trading price was 88.4, 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 5 Jan ICICIGI was trading at 1979.90. The strike last trading price was 88.4, 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 Jan ICICIGI was trading at 1973.90. The strike last trading price was 88.4, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
On 1 Jan ICICIGI was trading at 1956.90. The strike last trading price was 88.4, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec ICICIGI was trading at 1962.10. The strike last trading price was 88.4, which was 0 lower than the previous day. The implied volatity was 0.6, the open interest changed by 0 which decreased total open position to 0
