ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
07 Jan 2025 04:11 PM IST
ICICIGI 30JAN2025 1980 CE | ||||||||||
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Delta: 0.28
Vega: 1.59
Theta: -1.17
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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7 Jan | 1883.70 | 23.6 | 15.55 | 29.91 | 364 | -22 | 118 | |||
6 Jan | 1812.75 | 8.05 | -5.10 | 27.99 | 99 | 5 | 142 | |||
3 Jan | 1838.20 | 13.15 | -0.40 | 27.02 | 69 | 3 | 138 | |||
2 Jan | 1832.90 | 13.55 | 5.20 | 26.96 | 144 | -4 | 135 | |||
1 Jan | 1809.45 | 8.35 | 1.15 | 25.63 | 59 | 14 | 140 | |||
31 Dec | 1787.75 | 7.2 | -4.25 | 25.92 | 288 | -13 | 127 | |||
30 Dec | 1806.80 | 11.45 | 0.50 | 25.01 | 396 | 16 | 140 | |||
27 Dec | 1832.45 | 10.95 | -7.35 | 23.11 | 192 | 121 | 123 | |||
26 Dec | 1861.15 | 18.3 | -34.10 | 23.54 | 3 | 2 | 2 | |||
24 Dec | 1868.95 | 52.4 | 0.00 | 3.97 | 0 | 0 | 0 | |||
23 Dec | 1862.05 | 52.4 | 0.00 | 3.69 | 0 | 0 | 0 | |||
20 Dec | 1902.15 | 52.4 | 0.00 | 2.43 | 0 | 0 | 0 | |||
19 Dec | 1898.00 | 52.4 | 0.00 | 2.62 | 0 | 0 | 0 | |||
16 Dec | 1963.80 | 52.4 | 0.00 | - | 0 | 0 | 0 | |||
13 Dec | 1983.35 | 52.4 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 1948.65 | 52.4 | 0.00 | 0.35 | 0 | 0 | 0 | |||
10 Dec | 1945.80 | 52.4 | 0.00 | 0.38 | 0 | 0 | 0 | |||
9 Dec | 1962.20 | 52.4 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 1932.70 | 52.4 | 0.00 | 0.77 | 0 | 0 | 0 | |||
4 Dec | 1950.85 | 52.4 | 0.00 | 0.06 | 0 | 0 | 0 | |||
3 Dec | 1896.35 | 52.4 | 2.07 | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1980 expiring on 30JAN2025
Delta for 1980 CE is 0.28
Historical price for 1980 CE is as follows
On 7 Jan ICICIGI was trading at 1883.70. The strike last trading price was 23.6, which was 15.55 higher than the previous day. The implied volatity was 29.91, the open interest changed by -22 which decreased total open position to 118
On 6 Jan ICICIGI was trading at 1812.75. The strike last trading price was 8.05, which was -5.10 lower than the previous day. The implied volatity was 27.99, the open interest changed by 5 which increased total open position to 142
On 3 Jan ICICIGI was trading at 1838.20. The strike last trading price was 13.15, which was -0.40 lower than the previous day. The implied volatity was 27.02, the open interest changed by 3 which increased total open position to 138
On 2 Jan ICICIGI was trading at 1832.90. The strike last trading price was 13.55, which was 5.20 higher than the previous day. The implied volatity was 26.96, the open interest changed by -4 which decreased total open position to 135
On 1 Jan ICICIGI was trading at 1809.45. The strike last trading price was 8.35, which was 1.15 higher than the previous day. The implied volatity was 25.63, the open interest changed by 14 which increased total open position to 140
On 31 Dec ICICIGI was trading at 1787.75. The strike last trading price was 7.2, which was -4.25 lower than the previous day. The implied volatity was 25.92, the open interest changed by -13 which decreased total open position to 127
On 30 Dec ICICIGI was trading at 1806.80. The strike last trading price was 11.45, which was 0.50 higher than the previous day. The implied volatity was 25.01, the open interest changed by 16 which increased total open position to 140
On 27 Dec ICICIGI was trading at 1832.45. The strike last trading price was 10.95, which was -7.35 lower than the previous day. The implied volatity was 23.11, the open interest changed by 121 which increased total open position to 123
On 26 Dec ICICIGI was trading at 1861.15. The strike last trading price was 18.3, which was -34.10 lower than the previous day. The implied volatity was 23.54, the open interest changed by 2 which increased total open position to 2
On 24 Dec ICICIGI was trading at 1868.95. The strike last trading price was 52.4, which was 0.00 lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 0
On 23 Dec ICICIGI was trading at 1862.05. The strike last trading price was 52.4, which was 0.00 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 52.4, which was 0.00 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 52.4, which was 0.00 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 52.4, 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 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 52.4, 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 Dec ICICIGI was trading at 1948.65. The strike last trading price was 52.4, which was 0.00 lower than the previous day. The implied volatity was 0.35, 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 52.4, which was 0.00 lower than the previous day. The implied volatity was 0.38, 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 52.4, 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 Dec ICICIGI was trading at 1932.70. The strike last trading price was 52.4, which was 0.00 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 52.4, which was 0.00 lower than the previous day. The implied volatity was 0.06, 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 52.4, which was lower than the previous day. The implied volatity was 2.07, the open interest changed by 0 which decreased total open position to 0
ICICIGI 30JAN2025 1980 PE | |||||||
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Delta: -0.67
Vega: 1.70
Theta: -0.99
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Jan | 1883.70 | 124.75 | -43.40 | 37.09 | 5 | 1 | 2 |
6 Jan | 1812.75 | 168.15 | 31.65 | 29.46 | 1 | 0 | 0 |
3 Jan | 1838.20 | 136.5 | 0.00 | - | 0 | 0 | 0 |
2 Jan | 1832.90 | 136.5 | 0.00 | - | 0 | 0 | 0 |
1 Jan | 1809.45 | 136.5 | 0.00 | - | 0 | 0 | 0 |
31 Dec | 1787.75 | 136.5 | 0.00 | - | 0 | 0 | 0 |
30 Dec | 1806.80 | 136.5 | 0.00 | - | 0 | 0 | 0 |
27 Dec | 1832.45 | 136.5 | 0.00 | - | 0 | 0 | 0 |
26 Dec | 1861.15 | 136.5 | 0.00 | - | 0 | 0 | 0 |
24 Dec | 1868.95 | 136.5 | 0.00 | - | 0 | 0 | 0 |
23 Dec | 1862.05 | 136.5 | 0.00 | - | 0 | 0 | 0 |
20 Dec | 1902.15 | 136.5 | 0.00 | - | 0 | 0 | 0 |
19 Dec | 1898.00 | 136.5 | 0.00 | - | 0 | 0 | 0 |
16 Dec | 1963.80 | 136.5 | 0.00 | 0.46 | 0 | 0 | 0 |
13 Dec | 1983.35 | 136.5 | 0.00 | 1.43 | 0 | 0 | 0 |
11 Dec | 1948.65 | 136.5 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 1945.80 | 136.5 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 1962.20 | 136.5 | 0.00 | 0.55 | 0 | 0 | 0 |
5 Dec | 1932.70 | 136.5 | 0.00 | - | 0 | 0 | 0 |
4 Dec | 1950.85 | 136.5 | 0.00 | 0.02 | 0 | 0 | 0 |
3 Dec | 1896.35 | 136.5 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1980 expiring on 30JAN2025
Delta for 1980 PE is -0.67
Historical price for 1980 PE is as follows
On 7 Jan ICICIGI was trading at 1883.70. The strike last trading price was 124.75, which was -43.40 lower than the previous day. The implied volatity was 37.09, the open interest changed by 1 which increased total open position to 2
On 6 Jan ICICIGI was trading at 1812.75. The strike last trading price was 168.15, which was 31.65 higher than the previous day. The implied volatity was 29.46, the open interest changed by 0 which decreased total open position to 0
On 3 Jan ICICIGI was trading at 1838.20. The strike last trading price was 136.5, 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 Jan ICICIGI was trading at 1832.90. The strike last trading price was 136.5, 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 1 Jan ICICIGI was trading at 1809.45. The strike last trading price was 136.5, 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 31 Dec ICICIGI was trading at 1787.75. The strike last trading price was 136.5, 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 30 Dec ICICIGI was trading at 1806.80. The strike last trading price was 136.5, 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 Dec ICICIGI was trading at 1832.45. The strike last trading price was 136.5, 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 Dec ICICIGI was trading at 1861.15. The strike last trading price was 136.5, 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 24 Dec ICICIGI was trading at 1868.95. The strike last trading price was 136.5, 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 23 Dec ICICIGI was trading at 1862.05. The strike last trading price was 136.5, 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 Dec ICICIGI was trading at 1902.15. The strike last trading price was 136.5, 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 Dec ICICIGI was trading at 1898.00. The strike last trading price was 136.5, 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 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 136.5, which was 0.00 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0
On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 136.5, which was 0.00 lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0
On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 136.5, 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 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 136.5, 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 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 136.5, which was 0.00 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 136.5, 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 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 136.5, which was 0.00 lower than the previous day. The implied volatity was 0.02, 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 136.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0