ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
11 Apr 2025 04:11 PM IST
| ICICIGI 24APR2025 1980 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.35
Theta: -0.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1718.55 | 3.35 | -2.65 | 46.74 | 106 | -20 | 79 | |||
| 9 Apr | 1786.50 | 6 | 1.15 | 37.13 | 85 | 34 | 100 | |||
| 8 Apr | 1775.80 | 4.85 | 1.55 | 35.18 | 35 | -12 | 67 | |||
| 7 Apr | 1744.40 | 3.3 | -5.6 | 35.76 | 71 | -7 | 81 | |||
| 4 Apr | 1829.55 | 8.95 | -1.15 | 28.97 | 56 | 26 | 88 | |||
| 3 Apr | 1831.50 | 9.9 | -0.7 | 28.17 | 69 | -30 | 62 | |||
| 2 Apr | 1829.95 | 10.5 | 4.2 | 29.14 | 159 | 23 | 92 | |||
| 1 Apr | 1791.90 | 6.4 | -1.15 | 28.44 | 70 | 13 | 68 | |||
| 28 Mar | 1792.85 | 7.65 | 1.85 | 29.00 | 247 | 50 | 55 | |||
| 27 Mar | 1794.25 | 5.8 | -1 | 26.48 | 2 | 0 | 3 | |||
| 26 Mar | 1772.45 | 6.8 | -2.8 | 28.34 | 3 | 0 | 0 | |||
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| 25 Mar | 1779.50 | 9.6 | 0 | 8.27 | 0 | 0 | 0 | |||
For Icici Lombard Gic Limited - strike price 1980 expiring on 24APR2025
Delta for 1980 CE is 0.05
Historical price for 1980 CE is as follows
On 11 Apr ICICIGI was trading at 1718.55. The strike last trading price was 3.35, which was -2.65 lower than the previous day. The implied volatity was 46.74, the open interest changed by -20 which decreased total open position to 79
On 9 Apr ICICIGI was trading at 1786.50. The strike last trading price was 6, which was 1.15 higher than the previous day. The implied volatity was 37.13, the open interest changed by 34 which increased total open position to 100
On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 4.85, which was 1.55 higher than the previous day. The implied volatity was 35.18, the open interest changed by -12 which decreased total open position to 67
On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 3.3, which was -5.6 lower than the previous day. The implied volatity was 35.76, the open interest changed by -7 which decreased total open position to 81
On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 8.95, which was -1.15 lower than the previous day. The implied volatity was 28.97, the open interest changed by 26 which increased total open position to 88
On 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 9.9, which was -0.7 lower than the previous day. The implied volatity was 28.17, the open interest changed by -30 which decreased total open position to 62
On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 10.5, which was 4.2 higher than the previous day. The implied volatity was 29.14, the open interest changed by 23 which increased total open position to 92
On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 6.4, which was -1.15 lower than the previous day. The implied volatity was 28.44, the open interest changed by 13 which increased total open position to 68
On 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 7.65, which was 1.85 higher than the previous day. The implied volatity was 29.00, the open interest changed by 50 which increased total open position to 55
On 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 5.8, which was -1 lower than the previous day. The implied volatity was 26.48, the open interest changed by 0 which decreased total open position to 3
On 26 Mar ICICIGI was trading at 1772.45. The strike last trading price was 6.8, which was -2.8 lower than the previous day. The implied volatity was 28.34, the open interest changed by 0 which decreased total open position to 0
On 25 Mar ICICIGI was trading at 1779.50. The strike last trading price was 9.6, which was 0 lower than the previous day. The implied volatity was 8.27, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 24APR2025 1980 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1718.55 | 266.75 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 1786.50 | 266.75 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 1775.80 | 266.75 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1744.40 | 266.75 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 1829.55 | 266.75 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 1831.50 | 266.75 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1829.95 | 266.75 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 1791.90 | 266.75 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 1792.85 | 266.75 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 1794.25 | 266.75 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 1772.45 | 266.75 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1779.50 | 266.75 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1980 expiring on 24APR2025
Delta for 1980 PE is -
Historical price for 1980 PE is as follows
On 11 Apr ICICIGI was trading at 1718.55. The strike last trading price was 266.75, 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 Apr ICICIGI was trading at 1786.50. The strike last trading price was 266.75, 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 Apr ICICIGI was trading at 1775.80. The strike last trading price was 266.75, 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 Apr ICICIGI was trading at 1744.40. The strike last trading price was 266.75, 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 Apr ICICIGI was trading at 1829.55. The strike last trading price was 266.75, 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 Apr ICICIGI was trading at 1831.50. The strike last trading price was 266.75, 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 Apr ICICIGI was trading at 1829.95. The strike last trading price was 266.75, which was 0 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 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 266.75, which was 0 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 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 266.75, 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 Mar ICICIGI was trading at 1794.25. The strike last trading price was 266.75, 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 Mar ICICIGI was trading at 1772.45. The strike last trading price was 266.75, 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 25 Mar ICICIGI was trading at 1779.50. The strike last trading price was 266.75, 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
