ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
20 Dec 2024 04:11 PM IST
| ICICIGI 26DEC2024 1980 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.55
Theta: -1.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1902.15 | 4.75 | -1.25 | 27.39 | 488 | -31 | 239 | |||
| 19 Dec | 1898.00 | 6 | 1.25 | 27.32 | 670 | 69 | 270 | |||
| 18 Dec | 1874.70 | 4.75 | -6.20 | 29.41 | 497 | -12 | 201 | |||
| 17 Dec | 1917.30 | 10.95 | -13.55 | 25.95 | 550 | -50 | 224 | |||
| 16 Dec | 1963.80 | 24.5 | -10.65 | 24.06 | 777 | 9 | 277 | |||
| 13 Dec | 1983.35 | 35.15 | 4.95 | 17.23 | 1,613 | 84 | 270 | |||
| 12 Dec | 1961.35 | 30.2 | 5.50 | 21.02 | 449 | 47 | 170 | |||
| 11 Dec | 1948.65 | 24.7 | 0.05 | 23.16 | 400 | -13 | 124 | |||
| 10 Dec | 1945.80 | 24.65 | -10.85 | 22.83 | 228 | -3 | 139 | |||
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| 9 Dec | 1962.20 | 35.5 | 6.00 | 23.20 | 578 | 67 | 143 | |||
| 6 Dec | 1949.90 | 29.5 | 3.55 | 21.38 | 145 | 13 | 75 | |||
| 5 Dec | 1932.70 | 25.95 | -6.60 | 22.58 | 212 | 3 | 62 | |||
| 4 Dec | 1950.85 | 32.55 | 15.65 | 21.82 | 500 | 45 | 57 | |||
| 3 Dec | 1896.35 | 16.9 | 0.80 | 22.66 | 25 | 11 | 12 | |||
| 2 Dec | 1834.10 | 16.1 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 29 Nov | 1861.85 | 16.1 | -50.60 | 25.50 | 1 | 0 | 0 | |||
| 28 Nov | 1871.10 | 66.7 | 0.00 | 4.43 | 0 | 0 | 0 | |||
| 27 Nov | 1863.75 | 66.7 | 0.00 | 5.26 | 0 | 0 | 0 | |||
| 26 Nov | 1854.45 | 66.7 | 0.00 | 5.49 | 0 | 0 | 0 | |||
| 25 Nov | 1836.90 | 66.7 | 0.00 | 6.14 | 0 | 0 | 0 | |||
| 20 Nov | 1840.90 | 66.7 | 0.00 | 5.46 | 0 | 0 | 0 | |||
| 19 Nov | 1840.90 | 66.7 | 0.00 | 5.46 | 0 | 0 | 0 | |||
| 12 Nov | 1892.25 | 66.7 | 0.00 | 2.59 | 0 | 0 | 0 | |||
| 11 Nov | 1921.10 | 66.7 | 0.00 | 1.46 | 0 | 0 | 0 | |||
| 7 Nov | 1916.50 | 66.7 | 0.00 | 1.28 | 0 | 0 | 0 | |||
| 5 Nov | 1916.05 | 66.7 | 1.57 | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 1980 expiring on 26DEC2024
Delta for 1980 CE is 0.14
Historical price for 1980 CE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 4.75, which was -1.25 lower than the previous day. The implied volatity was 27.39, the open interest changed by -31 which decreased total open position to 239
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 6, which was 1.25 higher than the previous day. The implied volatity was 27.32, the open interest changed by 69 which increased total open position to 270
On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 4.75, which was -6.20 lower than the previous day. The implied volatity was 29.41, the open interest changed by -12 which decreased total open position to 201
On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 10.95, which was -13.55 lower than the previous day. The implied volatity was 25.95, the open interest changed by -50 which decreased total open position to 224
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 24.5, which was -10.65 lower than the previous day. The implied volatity was 24.06, the open interest changed by 9 which increased total open position to 277
On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 35.15, which was 4.95 higher than the previous day. The implied volatity was 17.23, the open interest changed by 84 which increased total open position to 270
On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 30.2, which was 5.50 higher than the previous day. The implied volatity was 21.02, the open interest changed by 47 which increased total open position to 170
On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 24.7, which was 0.05 higher than the previous day. The implied volatity was 23.16, the open interest changed by -13 which decreased total open position to 124
On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 24.65, which was -10.85 lower than the previous day. The implied volatity was 22.83, the open interest changed by -3 which decreased total open position to 139
On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 35.5, which was 6.00 higher than the previous day. The implied volatity was 23.20, the open interest changed by 67 which increased total open position to 143
On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 29.5, which was 3.55 higher than the previous day. The implied volatity was 21.38, the open interest changed by 13 which increased total open position to 75
On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 25.95, which was -6.60 lower than the previous day. The implied volatity was 22.58, the open interest changed by 3 which increased total open position to 62
On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 32.55, which was 15.65 higher than the previous day. The implied volatity was 21.82, the open interest changed by 45 which increased total open position to 57
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 16.9, which was 0.80 higher than the previous day. The implied volatity was 22.66, the open interest changed by 11 which increased total open position to 12
On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 16.1, 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 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 16.1, which was -50.60 lower than the previous day. The implied volatity was 25.50, 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 66.7, which was 0.00 lower than the previous day. The implied volatity was 4.43, 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 66.7, which was 0.00 lower than the previous day. The implied volatity was 5.26, 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 66.7, which was 0.00 lower than the previous day. The implied volatity was 5.49, 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 66.7, which was 0.00 lower than the previous day. The implied volatity was 6.14, 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 66.7, which was 0.00 lower than the previous day. The implied volatity was 5.46, 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 66.7, which was 0.00 lower than the previous day. The implied volatity was 5.46, 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 66.7, which was 0.00 lower than the previous day. The implied volatity was 2.59, 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 66.7, which was 0.00 lower than the previous day. The implied volatity was 1.46, 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 66.7, which was 0.00 lower than the previous day. The implied volatity was 1.28, 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 66.7, which was lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 26DEC2024 1980 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 |
| 20 Dec | 1902.15 | 111.1 | 0.00 | 0.00 | 0 | -5 | 0 |
| 19 Dec | 1898.00 | 111.1 | 46.15 | 63.25 | 9 | -3 | 29 |
| 18 Dec | 1874.70 | 64.95 | -4.30 | - | 2 | 1 | 32 |
| 17 Dec | 1917.30 | 69.25 | 31.30 | 27.19 | 30 | -9 | 31 |
| 16 Dec | 1963.80 | 37.95 | 8.40 | 23.17 | 284 | -11 | 40 |
| 13 Dec | 1983.35 | 29.55 | -11.35 | 25.12 | 233 | 36 | 51 |
| 12 Dec | 1961.35 | 40.9 | -3.75 | 25.11 | 49 | 12 | 14 |
| 11 Dec | 1948.65 | 44.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1945.80 | 44.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1962.20 | 44.65 | -11.70 | 24.83 | 1 | 0 | 2 |
| 6 Dec | 1949.90 | 56.35 | -15.65 | 24.64 | 1 | 0 | 1 |
| 5 Dec | 1932.70 | 72 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 1950.85 | 72 | -35.35 | 32.04 | 1 | 0 | 0 |
| 3 Dec | 1896.35 | 107.35 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1834.10 | 107.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1861.85 | 107.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1871.10 | 107.35 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1863.75 | 107.35 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1854.45 | 107.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1836.90 | 107.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1840.90 | 107.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1840.90 | 107.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1892.25 | 107.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1921.10 | 107.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1916.50 | 107.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1916.05 | 107.35 | - | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 1980 expiring on 26DEC2024
Delta for 1980 PE is 0.00
Historical price for 1980 PE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 111.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 111.1, which was 46.15 higher than the previous day. The implied volatity was 63.25, the open interest changed by -3 which decreased total open position to 29
On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 64.95, which was -4.30 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 32
On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 69.25, which was 31.30 higher than the previous day. The implied volatity was 27.19, the open interest changed by -9 which decreased total open position to 31
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 37.95, which was 8.40 higher than the previous day. The implied volatity was 23.17, the open interest changed by -11 which decreased total open position to 40
On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 29.55, which was -11.35 lower than the previous day. The implied volatity was 25.12, the open interest changed by 36 which increased total open position to 51
On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 40.9, which was -3.75 lower than the previous day. The implied volatity was 25.11, the open interest changed by 12 which increased total open position to 14
On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 44.65, 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 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 44.65, 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 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 44.65, which was -11.70 lower than the previous day. The implied volatity was 24.83, the open interest changed by 0 which decreased total open position to 2
On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 56.35, which was -15.65 lower than the previous day. The implied volatity was 24.64, the open interest changed by 0 which decreased total open position to 1
On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 72, 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 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 72, which was -35.35 lower than the previous day. The implied volatity was 32.04, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 107.35, 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 107.35, 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 107.35, 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 107.35, 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 107.35, 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 107.35, 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 107.35, 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 107.35, 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 107.35, 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 107.35, 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 107.35, 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 107.35, 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 107.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
