ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
08 Apr 2025 05:51 PM IST
| ICICIGI 24APR2025 2000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.48
Theta: -0.56
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 1775.80 | 3.75 | 1 | 35.54 | 168 | 35 | 265 | |||
| 7 Apr | 1744.40 | 2.6 | -4.1 | 36.25 | 274 | -4 | 230 | |||
| 4 Apr | 1829.55 | 6.95 | -0.8 | 29.32 | 125 | 10 | 233 | |||
| 3 Apr | 1831.50 | 8 | -0.35 | 28.82 | 212 | 10 | 223 | |||
| 2 Apr | 1829.95 | 8.3 | 3.25 | 29.48 | 136 | 15 | 214 | |||
| 1 Apr | 1791.90 | 5.05 | -0.9 | 28.88 | 106 | 19 | 200 | |||
| 28 Mar | 1792.85 | 5.95 | 0.75 | 29.11 | 415 | 24 | 181 | |||
| 27 Mar | 1794.25 | 5.2 | -0.4 | 26.99 | 56 | -2 | 157 | |||
| 26 Mar | 1772.45 | 5 | -50.25 | 28.17 | 231 | 158 | 158 | |||
| 25 Mar | 1779.50 | 55.25 | 0 | 9.96 | 0 | 0 | 0 | |||
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| 10 Feb | 1828.45 | 55.25 | 0 | 3.94 | 0 | 0 | 0 | |||
| 7 Feb | 1826.95 | 55.25 | 0 | 3.97 | 0 | 0 | 0 | |||
| 6 Feb | 1827.90 | 55.25 | 0 | 3.79 | 0 | 0 | 0 | |||
| 5 Feb | 1854.65 | 55.25 | 0 | 3.07 | 0 | 0 | 0 | |||
| 4 Feb | 1874.40 | 55.25 | 0 | 2.44 | 0 | 0 | 0 | |||
| 3 Feb | 1885.35 | 55.25 | 0 | 2.89 | 0 | 0 | 0 | |||
| 1 Feb | 1879.95 | 55.25 | 0 | 2.76 | 0 | 0 | 0 | |||
For Icici Lombard Gic Limited - strike price 2000 expiring on 24APR2025
Delta for 2000 CE is 0.07
Historical price for 2000 CE is as follows
On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 3.75, which was 1 higher than the previous day. The implied volatity was 35.54, the open interest changed by 35 which increased total open position to 265
On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 2.6, which was -4.1 lower than the previous day. The implied volatity was 36.25, the open interest changed by -4 which decreased total open position to 230
On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 6.95, which was -0.8 lower than the previous day. The implied volatity was 29.32, the open interest changed by 10 which increased total open position to 233
On 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 8, which was -0.35 lower than the previous day. The implied volatity was 28.82, the open interest changed by 10 which increased total open position to 223
On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 8.3, which was 3.25 higher than the previous day. The implied volatity was 29.48, the open interest changed by 15 which increased total open position to 214
On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 5.05, which was -0.9 lower than the previous day. The implied volatity was 28.88, the open interest changed by 19 which increased total open position to 200
On 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 5.95, which was 0.75 higher than the previous day. The implied volatity was 29.11, the open interest changed by 24 which increased total open position to 181
On 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 5.2, which was -0.4 lower than the previous day. The implied volatity was 26.99, the open interest changed by -2 which decreased total open position to 157
On 26 Mar ICICIGI was trading at 1772.45. The strike last trading price was 5, which was -50.25 lower than the previous day. The implied volatity was 28.17, the open interest changed by 158 which increased total open position to 158
On 25 Mar ICICIGI was trading at 1779.50. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was 9.96, the open interest changed by 0 which decreased total open position to 0
On 10 Feb ICICIGI was trading at 1828.45. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0
On 7 Feb ICICIGI was trading at 1826.95. The strike last trading price was 55.25, which was 0 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 6 Feb ICICIGI was trading at 1827.90. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0
On 5 Feb ICICIGI was trading at 1854.65. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0
On 4 Feb ICICIGI was trading at 1874.40. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0
On 3 Feb ICICIGI was trading at 1885.35. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0
On 1 Feb ICICIGI was trading at 1879.95. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 24APR2025 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 1.11
Theta: -1.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 1775.80 | 245 | -23.4 | 65.91 | 1 | 0 | 172 |
| 7 Apr | 1744.40 | 268.4 | 89.3 | 62.97 | 3 | -1 | 173 |
| 4 Apr | 1829.55 | 179.1 | 10.85 | 40.48 | 3 | 0 | 174 |
| 3 Apr | 1831.50 | 168.2 | -1.65 | 35.17 | 8 | 2 | 175 |
| 2 Apr | 1829.95 | 169.95 | -32.85 | 30.38 | 12 | 1 | 167 |
| 1 Apr | 1791.90 | 203.1 | 0.3 | 0.00 | 0 | 9 | 0 |
| 28 Mar | 1792.85 | 203.1 | 5.1 | 17.34 | 53 | 9 | 164 |
| 27 Mar | 1794.25 | 198 | -27 | 20.23 | 3 | 1 | 153 |
| 26 Mar | 1772.45 | 225 | 27 | 28.32 | 166 | 150 | 152 |
| 25 Mar | 1779.50 | 198 | 21.5 | - | 2 | 1 | 1 |
| 10 Feb | 1828.45 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1826.95 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1827.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1854.65 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1874.40 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1885.35 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1879.95 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 2000 expiring on 24APR2025
Delta for 2000 PE is -0.78
Historical price for 2000 PE is as follows
On 8 Apr ICICIGI was trading at 1775.80. The strike last trading price was 245, which was -23.4 lower than the previous day. The implied volatity was 65.91, the open interest changed by 0 which decreased total open position to 172
On 7 Apr ICICIGI was trading at 1744.40. The strike last trading price was 268.4, which was 89.3 higher than the previous day. The implied volatity was 62.97, the open interest changed by -1 which decreased total open position to 173
On 4 Apr ICICIGI was trading at 1829.55. The strike last trading price was 179.1, which was 10.85 higher than the previous day. The implied volatity was 40.48, the open interest changed by 0 which decreased total open position to 174
On 3 Apr ICICIGI was trading at 1831.50. The strike last trading price was 168.2, which was -1.65 lower than the previous day. The implied volatity was 35.17, the open interest changed by 2 which increased total open position to 175
On 2 Apr ICICIGI was trading at 1829.95. The strike last trading price was 169.95, which was -32.85 lower than the previous day. The implied volatity was 30.38, the open interest changed by 1 which increased total open position to 167
On 1 Apr ICICIGI was trading at 1791.90. The strike last trading price was 203.1, which was 0.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 28 Mar ICICIGI was trading at 1792.85. The strike last trading price was 203.1, which was 5.1 higher than the previous day. The implied volatity was 17.34, the open interest changed by 9 which increased total open position to 164
On 27 Mar ICICIGI was trading at 1794.25. The strike last trading price was 198, which was -27 lower than the previous day. The implied volatity was 20.23, the open interest changed by 1 which increased total open position to 153
On 26 Mar ICICIGI was trading at 1772.45. The strike last trading price was 225, which was 27 higher than the previous day. The implied volatity was 28.32, the open interest changed by 150 which increased total open position to 152
On 25 Mar ICICIGI was trading at 1779.50. The strike last trading price was 198, which was 21.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 10 Feb ICICIGI was trading at 1828.45. 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 7 Feb ICICIGI was trading at 1826.95. 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 6 Feb ICICIGI was trading at 1827.90. 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 5 Feb ICICIGI was trading at 1854.65. 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 4 Feb ICICIGI was trading at 1874.40. 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 Feb ICICIGI was trading at 1885.35. 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 1 Feb ICICIGI was trading at 1879.95. 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
