[--[65.84.65.76]--]

ICICIGI

Icici Lombard Gic Limited
1974.4 -8.60 (-0.43%)
L: 1969.7 H: 1991.7

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Historical option data for ICICIGI

05 Dec 2025 04:11 PM IST
ICICIGI 30-DEC-2025 2000 CE
Delta: 0.44
Vega: 2.04
Theta: -1.00
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 1974.40 31.5 -5.4 18.91 329 -24 796
4 Dec 1983.00 36.8 4.05 18.38 464 2 821
3 Dec 1972.40 33.05 -9.1 18.45 525 47 816
2 Dec 1986.70 43 -2.45 18.86 834 -26 769
1 Dec 1991.40 45 6.7 18.81 1,442 371 796
28 Nov 1970.50 38 -6.1 18.85 500 55 423
27 Nov 1980.70 44.5 -16.6 19.15 551 49 371
26 Nov 2010.30 61.15 4.85 18.81 552 88 323
25 Nov 1999.00 58.55 3.3 21.97 263 48 227
24 Nov 1997.50 57 -9.45 22.43 213 64 137
21 Nov 2004.10 65.8 -19.05 19.87 70 23 70
20 Nov 2037.60 86.05 -6.8 18.65 73 -3 44
19 Nov 2041.70 92 12.65 22.85 54 17 47
18 Nov 2025.80 79.35 -12.95 17.71 10 -1 31
17 Nov 2042.90 94 21.45 23.25 19 2 31
14 Nov 2005.10 72.55 -18.65 18.86 8 3 27
13 Nov 2033.80 91.2 4.95 18.88 5 3 25
12 Nov 2028.60 86.25 15.25 18.50 10 -5 23
11 Nov 1996.10 71 -16.4 20.47 10 6 28
10 Nov 2025.40 87.4 2.4 20.33 2 1 22
7 Nov 2020.20 85 -15.2 19.36 2 1 21
6 Nov 2001.00 102.2 21.2 - 0 2 0
4 Nov 2040.00 102.2 21.2 19.34 4 1 19
3 Nov 2007.60 81 -11.6 19.98 3 0 17
31 Oct 1993.70 92.6 -10.05 - 0 0 0
30 Oct 2014.10 92.6 -10.05 - 0 6 0
29 Oct 2029.90 92.6 -10.05 15.53 6 5 16
28 Oct 2019.00 102.65 6.45 - 0 0 0
24 Oct 1993.90 102.65 6.45 - 0 0 0
23 Oct 1979.20 102.65 6.45 - 0 0 0
21 Oct 2007.00 102.65 6.45 - 0 -2 0
20 Oct 2011.10 102.65 6.45 22.03 2 0 13
17 Oct 2001.00 96.2 16.2 - 0 1 0
16 Oct 2010.10 96.2 16.2 19.43 1 0 12
15 Oct 2020.30 80 51 - 12 0 14
14 Oct 1854.80 29 -6 - 0 8 0
13 Oct 1833.40 29 -6 21.43 8 6 12
10 Oct 1862.80 35 -38.8 20.44 6 5 5
9 Oct 1882.70 73.8 0 1.91 0 0 0
8 Oct 1878.10 73.8 0 - 0 0 0
7 Oct 1906.00 73.8 0 1.43 0 0 0
6 Oct 1925.80 0 0 - 0 0 0
3 Oct 1911.60 0 0 1.26 0 0 0


For Icici Lombard Gic Limited - strike price 2000 expiring on 30DEC2025

Delta for 2000 CE is 0.44

Historical price for 2000 CE is as follows

On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 31.5, which was -5.4 lower than the previous day. The implied volatity was 18.91, the open interest changed by -24 which decreased total open position to 796


On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 36.8, which was 4.05 higher than the previous day. The implied volatity was 18.38, the open interest changed by 2 which increased total open position to 821


On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 33.05, which was -9.1 lower than the previous day. The implied volatity was 18.45, the open interest changed by 47 which increased total open position to 816


On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 43, which was -2.45 lower than the previous day. The implied volatity was 18.86, the open interest changed by -26 which decreased total open position to 769


On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 45, which was 6.7 higher than the previous day. The implied volatity was 18.81, the open interest changed by 371 which increased total open position to 796


On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 38, which was -6.1 lower than the previous day. The implied volatity was 18.85, the open interest changed by 55 which increased total open position to 423


On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 44.5, which was -16.6 lower than the previous day. The implied volatity was 19.15, the open interest changed by 49 which increased total open position to 371


On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 61.15, which was 4.85 higher than the previous day. The implied volatity was 18.81, the open interest changed by 88 which increased total open position to 323


On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 58.55, which was 3.3 higher than the previous day. The implied volatity was 21.97, the open interest changed by 48 which increased total open position to 227


On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 57, which was -9.45 lower than the previous day. The implied volatity was 22.43, the open interest changed by 64 which increased total open position to 137


On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 65.8, which was -19.05 lower than the previous day. The implied volatity was 19.87, the open interest changed by 23 which increased total open position to 70


On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 86.05, which was -6.8 lower than the previous day. The implied volatity was 18.65, the open interest changed by -3 which decreased total open position to 44


On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 92, which was 12.65 higher than the previous day. The implied volatity was 22.85, the open interest changed by 17 which increased total open position to 47


On 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 79.35, which was -12.95 lower than the previous day. The implied volatity was 17.71, the open interest changed by -1 which decreased total open position to 31


On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 94, which was 21.45 higher than the previous day. The implied volatity was 23.25, the open interest changed by 2 which increased total open position to 31


On 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 72.55, which was -18.65 lower than the previous day. The implied volatity was 18.86, the open interest changed by 3 which increased total open position to 27


On 13 Nov ICICIGI was trading at 2033.80. The strike last trading price was 91.2, which was 4.95 higher than the previous day. The implied volatity was 18.88, the open interest changed by 3 which increased total open position to 25


On 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 86.25, which was 15.25 higher than the previous day. The implied volatity was 18.50, the open interest changed by -5 which decreased total open position to 23


On 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 71, which was -16.4 lower than the previous day. The implied volatity was 20.47, the open interest changed by 6 which increased total open position to 28


On 10 Nov ICICIGI was trading at 2025.40. The strike last trading price was 87.4, which was 2.4 higher than the previous day. The implied volatity was 20.33, the open interest changed by 1 which increased total open position to 22


On 7 Nov ICICIGI was trading at 2020.20. The strike last trading price was 85, which was -15.2 lower than the previous day. The implied volatity was 19.36, the open interest changed by 1 which increased total open position to 21


On 6 Nov ICICIGI was trading at 2001.00. The strike last trading price was 102.2, which was 21.2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 4 Nov ICICIGI was trading at 2040.00. The strike last trading price was 102.2, which was 21.2 higher than the previous day. The implied volatity was 19.34, the open interest changed by 1 which increased total open position to 19


On 3 Nov ICICIGI was trading at 2007.60. The strike last trading price was 81, which was -11.6 lower than the previous day. The implied volatity was 19.98, the open interest changed by 0 which decreased total open position to 17


On 31 Oct ICICIGI was trading at 1993.70. The strike last trading price was 92.6, which was -10.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct ICICIGI was trading at 2014.10. The strike last trading price was 92.6, which was -10.05 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 29 Oct ICICIGI was trading at 2029.90. The strike last trading price was 92.6, which was -10.05 lower than the previous day. The implied volatity was 15.53, the open interest changed by 5 which increased total open position to 16


On 28 Oct ICICIGI was trading at 2019.00. The strike last trading price was 102.65, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Oct ICICIGI was trading at 1993.90. The strike last trading price was 102.65, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Oct ICICIGI was trading at 1979.20. The strike last trading price was 102.65, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Oct ICICIGI was trading at 2007.00. The strike last trading price was 102.65, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 20 Oct ICICIGI was trading at 2011.10. The strike last trading price was 102.65, which was 6.45 higher than the previous day. The implied volatity was 22.03, the open interest changed by 0 which decreased total open position to 13


On 17 Oct ICICIGI was trading at 2001.00. The strike last trading price was 96.2, which was 16.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 16 Oct ICICIGI was trading at 2010.10. The strike last trading price was 96.2, which was 16.2 higher than the previous day. The implied volatity was 19.43, the open interest changed by 0 which decreased total open position to 12


On 15 Oct ICICIGI was trading at 2020.30. The strike last trading price was 80, which was 51 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 14 Oct ICICIGI was trading at 1854.80. The strike last trading price was 29, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0


On 13 Oct ICICIGI was trading at 1833.40. The strike last trading price was 29, which was -6 lower than the previous day. The implied volatity was 21.43, the open interest changed by 6 which increased total open position to 12


On 10 Oct ICICIGI was trading at 1862.80. The strike last trading price was 35, which was -38.8 lower than the previous day. The implied volatity was 20.44, the open interest changed by 5 which increased total open position to 5


On 9 Oct ICICIGI was trading at 1882.70. The strike last trading price was 73.8, which was 0 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0


On 8 Oct ICICIGI was trading at 1878.10. The strike last trading price was 73.8, 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 Oct ICICIGI was trading at 1906.00. The strike last trading price was 73.8, which was 0 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 6 Oct ICICIGI was trading at 1925.80. The strike last trading price was 0, 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 Oct ICICIGI was trading at 1911.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0


ICICIGI 30DEC2025 2000 PE
Delta: -0.56
Vega: 2.03
Theta: -0.41
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 1974.40 45.35 0.9 17.78 23 4 454
4 Dec 1983.00 45.1 -8.35 20.37 50 22 451
3 Dec 1972.40 54.1 6.8 21.83 31 -10 428
2 Dec 1986.70 46.35 1.65 21.84 139 -4 439
1 Dec 1991.40 45.3 -6.95 21.56 72 13 439
28 Nov 1970.50 52.85 4.9 19.84 221 -28 426
27 Nov 1980.70 47.8 11.85 19.69 247 -17 454
26 Nov 2010.30 36.05 -11.15 20.10 557 191 471
25 Nov 1999.00 48.2 -3.25 21.46 117 59 278
24 Nov 1997.50 50 3.05 20.67 657 111 215
21 Nov 2004.10 46.25 10.35 22.50 70 15 104
20 Nov 2037.60 35.7 -0.4 23.21 90 13 89
19 Nov 2041.70 36.55 -3.45 22.29 89 24 74
18 Nov 2025.80 40 3.2 23.29 111 -51 49
17 Nov 2042.90 35.5 -14.5 21.28 106 74 99
14 Nov 2005.10 50 10.45 23.41 11 3 25
13 Nov 2033.80 39.45 0.4 23.04 13 1 23
12 Nov 2028.60 39.05 -12.45 21.82 6 5 22
11 Nov 1996.10 51.5 11.05 21.33 3 0 14
10 Nov 2025.40 40.45 -5.45 20.95 1 0 14
7 Nov 2020.20 45.9 2.9 22.00 5 0 14
6 Nov 2001.00 43 -10.55 - 0 -3 0
4 Nov 2040.00 43 -10.55 23.27 6 1 18
3 Nov 2007.60 53.55 5.65 - 0 0 0
31 Oct 1993.70 53.55 5.65 - 0 2 0
30 Oct 2014.10 53.55 5.65 23.16 3 1 16
29 Oct 2029.90 47.9 -105.85 23.55 15 13 13
28 Oct 2019.00 153.75 0 1.94 0 0 0
24 Oct 1993.90 153.75 0 1.06 0 0 0
23 Oct 1979.20 153.75 0 0.74 0 0 0
21 Oct 2007.00 153.75 0 - 0 0 0
20 Oct 2011.10 153.75 0 1.68 0 0 0
17 Oct 2001.00 153.75 0 - 0 0 0
16 Oct 2010.10 153.75 0 1.60 0 0 0
15 Oct 2020.30 153.75 0 - 0 0 0
14 Oct 1854.80 153.75 0 - 0 0 0
13 Oct 1833.40 153.75 0 - 0 0 0
10 Oct 1862.80 153.75 0 - 0 0 0
9 Oct 1882.70 153.75 0 - 0 0 0
8 Oct 1878.10 153.75 0 - 0 0 0
7 Oct 1906.00 153.75 0 - 0 0 0
6 Oct 1925.80 0 0 - 0 0 0
3 Oct 1911.60 0 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 2000 expiring on 30DEC2025

Delta for 2000 PE is -0.56

Historical price for 2000 PE is as follows

On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 45.35, which was 0.9 higher than the previous day. The implied volatity was 17.78, the open interest changed by 4 which increased total open position to 454


On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 45.1, which was -8.35 lower than the previous day. The implied volatity was 20.37, the open interest changed by 22 which increased total open position to 451


On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 54.1, which was 6.8 higher than the previous day. The implied volatity was 21.83, the open interest changed by -10 which decreased total open position to 428


On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 46.35, which was 1.65 higher than the previous day. The implied volatity was 21.84, the open interest changed by -4 which decreased total open position to 439


On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 45.3, which was -6.95 lower than the previous day. The implied volatity was 21.56, the open interest changed by 13 which increased total open position to 439


On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 52.85, which was 4.9 higher than the previous day. The implied volatity was 19.84, the open interest changed by -28 which decreased total open position to 426


On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 47.8, which was 11.85 higher than the previous day. The implied volatity was 19.69, the open interest changed by -17 which decreased total open position to 454


On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 36.05, which was -11.15 lower than the previous day. The implied volatity was 20.10, the open interest changed by 191 which increased total open position to 471


On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 48.2, which was -3.25 lower than the previous day. The implied volatity was 21.46, the open interest changed by 59 which increased total open position to 278


On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 50, which was 3.05 higher than the previous day. The implied volatity was 20.67, the open interest changed by 111 which increased total open position to 215


On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 46.25, which was 10.35 higher than the previous day. The implied volatity was 22.50, the open interest changed by 15 which increased total open position to 104


On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 35.7, which was -0.4 lower than the previous day. The implied volatity was 23.21, the open interest changed by 13 which increased total open position to 89


On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 36.55, which was -3.45 lower than the previous day. The implied volatity was 22.29, the open interest changed by 24 which increased total open position to 74


On 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 40, which was 3.2 higher than the previous day. The implied volatity was 23.29, the open interest changed by -51 which decreased total open position to 49


On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 35.5, which was -14.5 lower than the previous day. The implied volatity was 21.28, the open interest changed by 74 which increased total open position to 99


On 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 50, which was 10.45 higher than the previous day. The implied volatity was 23.41, the open interest changed by 3 which increased total open position to 25


On 13 Nov ICICIGI was trading at 2033.80. The strike last trading price was 39.45, which was 0.4 higher than the previous day. The implied volatity was 23.04, the open interest changed by 1 which increased total open position to 23


On 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 39.05, which was -12.45 lower than the previous day. The implied volatity was 21.82, the open interest changed by 5 which increased total open position to 22


On 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 51.5, which was 11.05 higher than the previous day. The implied volatity was 21.33, the open interest changed by 0 which decreased total open position to 14


On 10 Nov ICICIGI was trading at 2025.40. The strike last trading price was 40.45, which was -5.45 lower than the previous day. The implied volatity was 20.95, the open interest changed by 0 which decreased total open position to 14


On 7 Nov ICICIGI was trading at 2020.20. The strike last trading price was 45.9, which was 2.9 higher than the previous day. The implied volatity was 22.00, the open interest changed by 0 which decreased total open position to 14


On 6 Nov ICICIGI was trading at 2001.00. The strike last trading price was 43, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0


On 4 Nov ICICIGI was trading at 2040.00. The strike last trading price was 43, which was -10.55 lower than the previous day. The implied volatity was 23.27, the open interest changed by 1 which increased total open position to 18


On 3 Nov ICICIGI was trading at 2007.60. The strike last trading price was 53.55, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct ICICIGI was trading at 1993.70. The strike last trading price was 53.55, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 30 Oct ICICIGI was trading at 2014.10. The strike last trading price was 53.55, which was 5.65 higher than the previous day. The implied volatity was 23.16, the open interest changed by 1 which increased total open position to 16


On 29 Oct ICICIGI was trading at 2029.90. The strike last trading price was 47.9, which was -105.85 lower than the previous day. The implied volatity was 23.55, the open interest changed by 13 which increased total open position to 13


On 28 Oct ICICIGI was trading at 2019.00. The strike last trading price was 153.75, which was 0 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0


On 24 Oct ICICIGI was trading at 1993.90. The strike last trading price was 153.75, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0


On 23 Oct ICICIGI was trading at 1979.20. The strike last trading price was 153.75, which was 0 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0


On 21 Oct ICICIGI was trading at 2007.00. The strike last trading price was 153.75, 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 20 Oct ICICIGI was trading at 2011.10. The strike last trading price was 153.75, which was 0 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0


On 17 Oct ICICIGI was trading at 2001.00. The strike last trading price was 153.75, 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 16 Oct ICICIGI was trading at 2010.10. The strike last trading price was 153.75, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0


On 15 Oct ICICIGI was trading at 2020.30. The strike last trading price was 153.75, 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 14 Oct ICICIGI was trading at 1854.80. The strike last trading price was 153.75, 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 13 Oct ICICIGI was trading at 1833.40. The strike last trading price was 153.75, 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 10 Oct ICICIGI was trading at 1862.80. The strike last trading price was 153.75, 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 Oct ICICIGI was trading at 1882.70. The strike last trading price was 153.75, 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 Oct ICICIGI was trading at 1878.10. The strike last trading price was 153.75, 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 Oct ICICIGI was trading at 1906.00. The strike last trading price was 153.75, 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 6 Oct ICICIGI was trading at 1925.80. The strike last trading price was 0, 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 Oct ICICIGI was trading at 1911.60. The strike last trading price was 0, 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