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[--[65.84.65.76]--]
ICICIGI
Icici Lombard Gic Limited

1883.7 70.95 (3.91%)

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Historical option data for ICICIGI

07 Jan 2025 04:11 PM IST
ICICIGI 30JAN2025 1980 CE
Delta: 0.28
Vega: 1.59
Theta: -1.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
Delta: -0.67
Vega: 1.70
Theta: -0.99
Gamma: 0.00
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