ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Nov 2024 04:11 PM IST
| ICICIGI 28NOV2024 2000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.11
Theta: -0.28
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1804.70 | 0.55 | -0.50 | 34.42 | 21.5 | 16.5 | 162.5 | |||
| 20 Nov | 1840.90 | 1.05 | 0.00 | 29.23 | 28.5 | 3.5 | 147 | |||
| 19 Nov | 1840.90 | 1.05 | 0.00 | 29.23 | 28.5 | 4.5 | 147 | |||
| 18 Nov | 1839.45 | 1.05 | -1.25 | 26.03 | 117 | 0 | 142 | |||
| 14 Nov | 1863.40 | 2.3 | -2.30 | 21.81 | 277 | -78 | 143 | |||
| 13 Nov | 1868.20 | 4.6 | -2.90 | 24.89 | 260 | 34.5 | 211 | |||
| 12 Nov | 1892.25 | 7.5 | -6.75 | 23.84 | 340.5 | -2 | 176 | |||
| 11 Nov | 1921.10 | 14.25 | 2.25 | 22.55 | 87.5 | 8 | 178.5 | |||
| 8 Nov | 1910.15 | 12 | -5.35 | 22.42 | 147.5 | 5.5 | 171.5 | |||
| 7 Nov | 1916.50 | 17.35 | -6.50 | 22.95 | 220 | 29.5 | 166 | |||
| 6 Nov | 1933.70 | 23.85 | 2.70 | 22.73 | 223.5 | -2 | 138 | |||
| 5 Nov | 1916.05 | 21.15 | 9.05 | 24.50 | 336.5 | -25.5 | 142 | |||
| 4 Nov | 1870.85 | 12.1 | -11.95 | 25.72 | 305.5 | 57 | 166.5 | |||
| 31 Oct | 1917.35 | 24.05 | -5.45 | - | 115 | 12 | 107 | |||
| 30 Oct | 1927.90 | 29.5 | 4.45 | - | 403 | 42 | 94 | |||
| 29 Oct | 1913.30 | 25.05 | -3.95 | - | 104 | 34 | 53 | |||
| 28 Oct | 1896.00 | 29 | -1.00 | - | 40 | 17 | 18 | |||
| 25 Oct | 1929.15 | 30 | -194.75 | - | 2 | 1 | 1 | |||
| 24 Oct | 1955.75 | 224.75 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1958.95 | 224.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1986.25 | 224.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2024.35 | 224.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 2020.95 | 224.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2040.45 | 224.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2089.35 | 224.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2067.35 | 224.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2080.00 | 224.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2083.75 | 224.75 | 224.75 | - | 0 | 0 | 0 | |||
| 18 Sept | 2140.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 2103.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 2094.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 2109.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Sept | 2122.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 2129.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 2161.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 2185.65 | 0 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 2000 expiring on 28NOV2024
Delta for 2000 CE is 0.02
Historical price for 2000 CE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 0.55, which was -0.50 lower than the previous day. The implied volatity was 34.42, the open interest changed by 33 which increased total open position to 325
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 29.23, the open interest changed by 7 which increased total open position to 294
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 29.23, the open interest changed by 9 which increased total open position to 294
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 1.05, which was -1.25 lower than the previous day. The implied volatity was 26.03, the open interest changed by 0 which decreased total open position to 284
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 2.3, which was -2.30 lower than the previous day. The implied volatity was 21.81, the open interest changed by -156 which decreased total open position to 286
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 4.6, which was -2.90 lower than the previous day. The implied volatity was 24.89, the open interest changed by 69 which increased total open position to 422
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 7.5, which was -6.75 lower than the previous day. The implied volatity was 23.84, the open interest changed by -4 which decreased total open position to 352
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 14.25, which was 2.25 higher than the previous day. The implied volatity was 22.55, the open interest changed by 16 which increased total open position to 357
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 12, which was -5.35 lower than the previous day. The implied volatity was 22.42, the open interest changed by 11 which increased total open position to 343
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 17.35, which was -6.50 lower than the previous day. The implied volatity was 22.95, the open interest changed by 59 which increased total open position to 332
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 23.85, which was 2.70 higher than the previous day. The implied volatity was 22.73, the open interest changed by -4 which decreased total open position to 276
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 21.15, which was 9.05 higher than the previous day. The implied volatity was 24.50, the open interest changed by -51 which decreased total open position to 284
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 12.1, which was -11.95 lower than the previous day. The implied volatity was 25.72, the open interest changed by 114 which increased total open position to 333
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 24.05, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIGI was trading at 1927.90. The strike last trading price was 29.5, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ICICIGI was trading at 1913.30. The strike last trading price was 25.05, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ICICIGI was trading at 1896.00. The strike last trading price was 29, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ICICIGI was trading at 1929.15. The strike last trading price was 30, which was -194.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ICICIGI was trading at 1955.75. The strike last trading price was 224.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ICICIGI was trading at 1958.95. The strike last trading price was 224.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ICICIGI was trading at 1986.25. The strike last trading price was 224.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ICICIGI was trading at 2024.35. The strike last trading price was 224.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct ICICIGI was trading at 2020.95. The strike last trading price was 224.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct ICICIGI was trading at 2040.45. The strike last trading price was 224.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct ICICIGI was trading at 2089.35. The strike last trading price was 224.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct ICICIGI was trading at 2067.35. The strike last trading price was 224.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct ICICIGI was trading at 2080.00. The strike last trading price was 224.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct ICICIGI was trading at 2083.75. The strike last trading price was 224.75, which was 224.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept ICICIGI was trading at 2140.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept ICICIGI was trading at 2103.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept ICICIGI was trading at 2094.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept ICICIGI was trading at 2109.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept ICICIGI was trading at 2122.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept ICICIGI was trading at 2129.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept ICICIGI was trading at 2161.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept ICICIGI was trading at 2185.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIGI 28NOV2024 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1804.70 | 174 | -26.00 | - | 1 | -0.5 | 76.5 |
| 20 Nov | 1840.90 | 200 | 0.00 | 84.00 | 0.5 | -0.5 | 77.5 |
| 19 Nov | 1840.90 | 200 | 91.00 | 84.00 | 0.5 | 0 | 77.5 |
| 18 Nov | 1839.45 | 109 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1863.40 | 109 | -5.80 | - | 3 | 0 | 77.5 |
| 13 Nov | 1868.20 | 114.8 | 0.00 | 0.00 | 0 | -1 | 0 |
| 12 Nov | 1892.25 | 114.8 | 32.10 | 30.20 | 5 | 0 | 78.5 |
| 11 Nov | 1921.10 | 82.7 | -16.05 | 25.66 | 2.5 | -2 | 78.5 |
| 8 Nov | 1910.15 | 98.75 | 7.75 | 25.13 | 1 | 0 | 80.5 |
| 7 Nov | 1916.50 | 91 | 15.00 | 26.83 | 2.5 | -0.5 | 80.5 |
| 6 Nov | 1933.70 | 76 | -24.00 | 25.09 | 1.5 | 1 | 81 |
| 5 Nov | 1916.05 | 100 | -31.95 | 30.35 | 10.5 | -1 | 79.5 |
| 4 Nov | 1870.85 | 131.95 | 34.95 | 27.10 | 10.5 | -1 | 80 |
| 31 Oct | 1917.35 | 97 | 13.60 | - | 9 | 7 | 80 |
| 30 Oct | 1927.90 | 83.4 | -14.55 | - | 34 | 24 | 71 |
| 29 Oct | 1913.30 | 97.95 | -24.95 | - | 35 | 32 | 46 |
| 28 Oct | 1896.00 | 122.9 | 29.90 | - | 4 | 2 | 14 |
| 25 Oct | 1929.15 | 93 | 13.00 | - | 6 | 5 | 12 |
| 24 Oct | 1955.75 | 80 | 15.00 | - | 2 | 0 | 5 |
| 23 Oct | 1958.95 | 65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1986.25 | 65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2024.35 | 65 | 0.00 | - | 0 | 2 | 0 |
| 18 Oct | 2020.95 | 65 | 16.00 | - | 6 | 2 | 5 |
| 17 Oct | 2040.45 | 49 | 3.00 | - | 3 | 0 | 3 |
| 14 Oct | 2089.35 | 46 | 0.00 | - | 0 | 3 | 0 |
| 11 Oct | 2067.35 | 46 | -4.45 | - | 3 | 2 | 2 |
| 10 Oct | 2080.00 | 50.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2083.75 | 50.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 2140.45 | 50.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 2103.00 | 50.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 2094.90 | 50.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 2109.25 | 50.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 2122.45 | 50.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 2129.95 | 50.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 2161.10 | 50.45 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 2185.65 | 50.45 | - | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 2000 expiring on 28NOV2024
Delta for 2000 PE is -
Historical price for 2000 PE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 174, which was -26.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 153
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 200, which was 0.00 lower than the previous day. The implied volatity was 84.00, the open interest changed by -1 which decreased total open position to 155
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 200, which was 91.00 higher than the previous day. The implied volatity was 84.00, the open interest changed by 0 which decreased total open position to 155
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 109, 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 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 109, which was -5.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 155
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 114.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 114.8, which was 32.10 higher than the previous day. The implied volatity was 30.20, the open interest changed by 0 which decreased total open position to 157
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 82.7, which was -16.05 lower than the previous day. The implied volatity was 25.66, the open interest changed by -4 which decreased total open position to 157
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 98.75, which was 7.75 higher than the previous day. The implied volatity was 25.13, the open interest changed by 0 which decreased total open position to 161
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 91, which was 15.00 higher than the previous day. The implied volatity was 26.83, the open interest changed by -1 which decreased total open position to 161
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 76, which was -24.00 lower than the previous day. The implied volatity was 25.09, the open interest changed by 2 which increased total open position to 162
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 100, which was -31.95 lower than the previous day. The implied volatity was 30.35, the open interest changed by -2 which decreased total open position to 159
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 131.95, which was 34.95 higher than the previous day. The implied volatity was 27.10, the open interest changed by -2 which decreased total open position to 160
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 97, which was 13.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIGI was trading at 1927.90. The strike last trading price was 83.4, which was -14.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ICICIGI was trading at 1913.30. The strike last trading price was 97.95, which was -24.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ICICIGI was trading at 1896.00. The strike last trading price was 122.9, which was 29.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ICICIGI was trading at 1929.15. The strike last trading price was 93, which was 13.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ICICIGI was trading at 1955.75. The strike last trading price was 80, which was 15.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ICICIGI was trading at 1958.95. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ICICIGI was trading at 1986.25. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ICICIGI was trading at 2024.35. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct ICICIGI was trading at 2020.95. The strike last trading price was 65, which was 16.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct ICICIGI was trading at 2040.45. The strike last trading price was 49, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct ICICIGI was trading at 2089.35. The strike last trading price was 46, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct ICICIGI was trading at 2067.35. The strike last trading price was 46, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct ICICIGI was trading at 2080.00. The strike last trading price was 50.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct ICICIGI was trading at 2083.75. The strike last trading price was 50.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept ICICIGI was trading at 2140.45. The strike last trading price was 50.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept ICICIGI was trading at 2103.00. The strike last trading price was 50.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept ICICIGI was trading at 2094.90. The strike last trading price was 50.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept ICICIGI was trading at 2109.25. The strike last trading price was 50.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept ICICIGI was trading at 2122.45. The strike last trading price was 50.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept ICICIGI was trading at 2129.95. The strike last trading price was 50.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept ICICIGI was trading at 2161.10. The strike last trading price was 50.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept ICICIGI was trading at 2185.65. The strike last trading price was 50.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
