ICICIGI

Icici Lombard Gic Limited

1896.1 -12.10 (-0.63%)

L: 1875.1 H: 1930.9

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Historical option data for ICICIGI
09 Jan 2026 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 27-JAN-2026 1980 CE
Delta: 0.25 Vega: 1.34 Theta: -1.11 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	1896.10	16.35 ₹ 5,313.75	-4.8 -1560.00	26.51	290 94,250	75 24,375	406 1,31,950
8 Jan	1908.20	22 ₹ 7,150	-22.45 -7296.25	26.15	419 1,36,175	10 3,250	330 1,07,250
7 Jan	1966.20	45 ₹ 14,625	-23.85 -7751.25	26.19	180 58,500	9 2,925	320 1,04,000
6 Jan	2010.00	71 ₹ 23,075	21.9 7117.50	24.91	285 92,625	-23 -7,475	310 1,00,750

5 Jan	1979.90	49 ₹ 15,925	2.15 698.75	20.78	300 97,500	13 4,225	332 1,07,900
2 Jan	1973.90	46.85 ₹ 15,226.25	11.1 3607.50	21.42	616 2,00,200	279 90,675	319 1,03,675
1 Jan	1956.90	34.65 ₹ 11,261.25	-7.4 -2405.00	19.33	49 15,925	4 1,300	39 12,675
31 Dec	1962.10	42.15 ₹ 13,698.75	0.55 178.75	20.81	127 41,275	22 7,150	34 11,050
30 Dec	1955.00	44.15 ₹ 14,348.75	-0.6 -195.00	22.60	9 2,925	5 1,625	11 3,575
29 Dec	1943.20	44.75 ₹ 14,543.75	-4.6 -1495.00	-	0 0	0 0	6 1,950
26 Dec	1950.00	44.75 ₹ 14,543.75	-4.6 -1495.00	-	0 0	0 0	6 1,950
24 Dec	1959.30	44.75 ₹ 14,543.75	-4.6 -1495.00	-	0 0	0 0	6 1,950
23 Dec	1960.10	44.75 ₹ 14,543.75	-4.6 -1495.00	19.43	1 325	0 0	7 2,275
22 Dec	1950.60	49.35 ₹ 16,038.75	-30.65 -9961.25	-	0 0	0 0	7 2,275
19 Dec	1954.30	49.35 ₹ 16,038.75	-30.65 -9961.25	20.50	10 3,250	5 1,625	6 1,950
18 Dec	1949.80	80 ₹ 26,000	10 3250.00	-	0 0	0 0	1 325
17 Dec	1947.00	80 ₹ 26,000	10 3250.00	-	0 0	0 0	1 325
16 Dec	1951.20	80 ₹ 26,000	10 3250.00	-	0 0	0 0	1 325
15 Dec	1951.80	80 ₹ 26,000	10 3250.00	-	0 0	0 0	0 0
12 Dec	1937.90	80 ₹ 26,000	10 3250.00	-	0 0	0 0	1 325
11 Dec	1939.70	80 ₹ 26,000	10 3250.00	-	0 0	0 0	1 325
10 Dec	1934.80	80 ₹ 26,000	10 3250.00	-	0 0	0 0	1 325
9 Dec	1945.30	80 ₹ 26,000	10 3250.00	-	0 0	0 0	0 0
8 Dec	1961.10	80 ₹ 26,000	10 3250.00	-	0 0	0 0	1 325
4 Dec	1983.00	80 ₹ 26,000	10 3250.00	-	0 0	0 0	0 0
2 Dec	1986.70	80 ₹ 26,000	10 3250.00	-	0 0	0 0	0 0
1 Dec	1991.40	80 ₹ 26,000	10 3250.00	18.48	1 325	0 0	1 325
27 Nov	1980.70	117 ₹ 38,025	0 0.00	-	0 0	0 0	0 0
26 Nov	2010.30	117 ₹ 38,025	0 0.00	-	0 0	0 0	0 0

For Icici Lombard Gic Limited - strike price 1980 expiring on 27JAN2026

Delta for 1980 CE is 0.25

Historical price for 1980 CE is as follows

On 9 Jan ICICIGI was trading at 1896.10. The strike last trading price was 16.35, which was -4.8 lower than the previous day. The implied volatity was 26.51, the open interest changed by 75 which increased total open position to 406

On 8 Jan ICICIGI was trading at 1908.20. The strike last trading price was 22, which was -22.45 lower than the previous day. The implied volatity was 26.15, the open interest changed by 10 which increased total open position to 330

On 7 Jan ICICIGI was trading at 1966.20. The strike last trading price was 45, which was -23.85 lower than the previous day. The implied volatity was 26.19, the open interest changed by 9 which increased total open position to 320

On 6 Jan ICICIGI was trading at 2010.00. The strike last trading price was 71, which was 21.9 higher than the previous day. The implied volatity was 24.91, the open interest changed by -23 which decreased total open position to 310

On 5 Jan ICICIGI was trading at 1979.90. The strike last trading price was 49, which was 2.15 higher than the previous day. The implied volatity was 20.78, the open interest changed by 13 which increased total open position to 332

On 2 Jan ICICIGI was trading at 1973.90. The strike last trading price was 46.85, which was 11.1 higher than the previous day. The implied volatity was 21.42, the open interest changed by 279 which increased total open position to 319

On 1 Jan ICICIGI was trading at 1956.90. The strike last trading price was 34.65, which was -7.4 lower than the previous day. The implied volatity was 19.33, the open interest changed by 4 which increased total open position to 39

On 31 Dec ICICIGI was trading at 1962.10. The strike last trading price was 42.15, which was 0.55 higher than the previous day. The implied volatity was 20.81, the open interest changed by 22 which increased total open position to 34

On 30 Dec ICICIGI was trading at 1955.00. The strike last trading price was 44.15, which was -0.6 lower than the previous day. The implied volatity was 22.60, the open interest changed by 5 which increased total open position to 11

On 29 Dec ICICIGI was trading at 1943.20. The strike last trading price was 44.75, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 26 Dec ICICIGI was trading at 1950.00. The strike last trading price was 44.75, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 24 Dec ICICIGI was trading at 1959.30. The strike last trading price was 44.75, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 23 Dec ICICIGI was trading at 1960.10. The strike last trading price was 44.75, which was -4.6 lower than the previous day. The implied volatity was 19.43, the open interest changed by 0 which decreased total open position to 7

On 22 Dec ICICIGI was trading at 1950.60. The strike last trading price was 49.35, which was -30.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7

On 19 Dec ICICIGI was trading at 1954.30. The strike last trading price was 49.35, which was -30.65 lower than the previous day. The implied volatity was 20.50, the open interest changed by 5 which increased total open position to 6

On 18 Dec ICICIGI was trading at 1949.80. The strike last trading price was 80, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 17 Dec ICICIGI was trading at 1947.00. The strike last trading price was 80, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 16 Dec ICICIGI was trading at 1951.20. The strike last trading price was 80, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 15 Dec ICICIGI was trading at 1951.80. The strike last trading price was 80, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Dec ICICIGI was trading at 1937.90. The strike last trading price was 80, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 11 Dec ICICIGI was trading at 1939.70. The strike last trading price was 80, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 10 Dec ICICIGI was trading at 1934.80. The strike last trading price was 80, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 80, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 80, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 80, which was 10 higher 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 1986.70. The strike last trading price was 80, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 80, which was 10 higher than the previous day. The implied volatity was 18.48, the open interest changed by 0 which decreased total open position to 1

On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 117, 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 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 117, 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 27JAN2026 1980 PE
Delta: -0.72 Vega: 1.41 Theta: -0.78 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	1896.10	100.15 ₹ 32,548.75	14.75 4793.75	29.94	12 3,900	-1 -325	89 28,925
8 Jan	1908.20	86.55 ₹ 28,128.75	36.35 11813.75	28.61	107 34,775	-42 -13,650	90 29,250
7 Jan	1966.20	49.6 ₹ 16,120	19.05 6191.25	26.45	246 79,950	9 2,925	137 44,525
6 Jan	2010.00	29.6 ₹ 9,620	-10.55 -3428.75	24.94	179 58,175	57 18,525	130 42,250
5 Jan	1979.90	40.2 ₹ 13,065	-1.75 -568.75	24.80	86 27,950	34 11,050	75 24,375
2 Jan	1973.90	42.6 ₹ 13,845	-11.7 -3802.50	22.04	65 21,125	9 2,925	40 13,000
1 Jan	1956.90	55.05 ₹ 17,891.25	6.75 2193.75	23.41	21 6,825	12 3,900	28 9,100
31 Dec	1962.10	48.25 ₹ 15,681.25	-11.75 -3818.75	21.60	40 13,000	15 4,875	16 5,200
30 Dec	1955.00	60 ₹ 19,500	-17.3 -5622.50	28.16	1 325	0 0	0 0
29 Dec	1943.20	77.3 ₹ 25,122.5	0 0.00	-	0 0	0 0	0 0
26 Dec	1950.00	77.3 ₹ 25,122.5	0 0.00	-	0 0	0 0	0 0
24 Dec	1959.30	77.3 ₹ 25,122.5	0 0.00	-	0 0	0 0	0 0
23 Dec	1960.10	77.3 ₹ 25,122.5	0 0.00	-	0 0	0 0	0 0
22 Dec	1950.60	77.3 ₹ 25,122.5	0 0.00	-	0 0	0 0	0 0
19 Dec	1954.30	77.3 ₹ 25,122.5	0 0.00	-	0 0	0 0	0 0
18 Dec	1949.80	77.3 ₹ 25,122.5	0 0.00	-	0 0	0 0	0 0
17 Dec	1947.00	77.3 ₹ 25,122.5	0 0.00	-	0 0	0 0	0 0
16 Dec	1951.20	77.3 ₹ 25,122.5	0 0.00	-	0 0	0 0	0 0
15 Dec	1951.80	77.3 ₹ 25,122.5	0 0.00	-	0 0	0 0	0 0
12 Dec	1937.90	77.3 ₹ 25,122.5	0 0.00	-	0 0	0 0	0 0
11 Dec	1939.70	77.3 ₹ 25,122.5	0 0.00	-	0 0	0 0	0 0
10 Dec	1934.80	77.3 ₹ 25,122.5	0 0.00	-	0 0	0 0	0 0
9 Dec	1945.30	77.3 ₹ 25,122.5	0 0.00	-	0 0	0 0	0 0
8 Dec	1961.10	77.3 ₹ 25,122.5	0 0.00	0.25	0 0	0 0	0 0
4 Dec	1983.00	77.3 ₹ 25,122.5	0 0.00	-	0 0	0 0	0 0
2 Dec	1986.70	77.3 ₹ 25,122.5	0 0.00	1.41	0 0	0 0	0 0
1 Dec	1991.40	77.3 ₹ 25,122.5	0 0.00	1.53	0 0	0 0	0 0
27 Nov	1980.70	77.3 ₹ 25,122.5	0 0.00	1.17	0 0	0 0	0 0
26 Nov	2010.30	77.3 ₹ 25,122.5	0 0.00	2.25	0 0	0 0	0 0

For Icici Lombard Gic Limited - strike price 1980 expiring on 27JAN2026

Delta for 1980 PE is -0.72

Historical price for 1980 PE is as follows

On 9 Jan ICICIGI was trading at 1896.10. The strike last trading price was 100.15, which was 14.75 higher than the previous day. The implied volatity was 29.94, the open interest changed by -1 which decreased total open position to 89

On 8 Jan ICICIGI was trading at 1908.20. The strike last trading price was 86.55, which was 36.35 higher than the previous day. The implied volatity was 28.61, the open interest changed by -42 which decreased total open position to 90

On 7 Jan ICICIGI was trading at 1966.20. The strike last trading price was 49.6, which was 19.05 higher than the previous day. The implied volatity was 26.45, the open interest changed by 9 which increased total open position to 137

On 6 Jan ICICIGI was trading at 2010.00. The strike last trading price was 29.6, which was -10.55 lower than the previous day. The implied volatity was 24.94, the open interest changed by 57 which increased total open position to 130

On 5 Jan ICICIGI was trading at 1979.90. The strike last trading price was 40.2, which was -1.75 lower than the previous day. The implied volatity was 24.80, the open interest changed by 34 which increased total open position to 75

On 2 Jan ICICIGI was trading at 1973.90. The strike last trading price was 42.6, which was -11.7 lower than the previous day. The implied volatity was 22.04, the open interest changed by 9 which increased total open position to 40

On 1 Jan ICICIGI was trading at 1956.90. The strike last trading price was 55.05, which was 6.75 higher than the previous day. The implied volatity was 23.41, the open interest changed by 12 which increased total open position to 28

On 31 Dec ICICIGI was trading at 1962.10. The strike last trading price was 48.25, which was -11.75 lower than the previous day. The implied volatity was 21.60, the open interest changed by 15 which increased total open position to 16

On 30 Dec ICICIGI was trading at 1955.00. The strike last trading price was 60, which was -17.3 lower than the previous day. The implied volatity was 28.16, the open interest changed by 0 which decreased total open position to 0

On 29 Dec ICICIGI was trading at 1943.20. The strike last trading price was 77.3, 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 26 Dec ICICIGI was trading at 1950.00. The strike last trading price was 77.3, 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 24 Dec ICICIGI was trading at 1959.30. The strike last trading price was 77.3, 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 Dec ICICIGI was trading at 1960.10. The strike last trading price was 77.3, 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 Dec ICICIGI was trading at 1950.60. The strike last trading price was 77.3, 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 Dec ICICIGI was trading at 1954.30. The strike last trading price was 77.3, 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 Dec ICICIGI was trading at 1949.80. The strike last trading price was 77.3, 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 Dec ICICIGI was trading at 1947.00. The strike last trading price was 77.3, 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 Dec ICICIGI was trading at 1951.20. The strike last trading price was 77.3, 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 15 Dec ICICIGI was trading at 1951.80. The strike last trading price was 77.3, 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 Dec ICICIGI was trading at 1937.90. The strike last trading price was 77.3, 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 Dec ICICIGI was trading at 1939.70. The strike last trading price was 77.3, 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 Dec ICICIGI was trading at 1934.80. The strike last trading price was 77.3, 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 Dec ICICIGI was trading at 1945.30. The strike last trading price was 77.3, 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 Dec ICICIGI was trading at 1961.10. The strike last trading price was 77.3, which was 0 lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0

On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 77.3, 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 Dec ICICIGI was trading at 1986.70. The strike last trading price was 77.3, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0

On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 77.3, which was 0 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0

On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 77.3, which was 0 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0

On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 77.3, which was 0 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0

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