ICICIGI
ICICI LOMBARD GIC LIMITED
Historical option data for ICICIGI
05 Jul 2024 11:02 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 1833.95 | 9.25 | -0.80 | - | 20,000 | 2,000 | 1,27,500 | |||
| 4 Jul | 1827.65 | 10.05 | - | 1,63,000 | 12,500 | 1,25,500 | ||||
| 3 Jul | 1853.25 | 14.85 | - | 4,70,000 | -3,500 | 1,13,000 | ||||
| 2 Jul | 1807.80 | 11.35 | - | 3,71,000 | -26,000 | 1,15,500 | ||||
| 1 Jul | 1807.10 | 10.45 | - | 4,67,500 | 1,11,000 | 1,41,500 | ||||
| 28 Jun | 1789.55 | 10.6 | - | 49,500 | 11,000 | 30,500 | ||||
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| 27 Jun | 1793.45 | 11.75 | - | 40,000 | 8,000 | 19,500 | ||||
| 26 Jun | 1786.90 | 11.1 | - | 42,500 | 11,000 | 11,000 | ||||
For ICICI LOMBARD GIC LIMITED - strike price 2000 expiring on 25JUL2024
Delta for 2000 CE is -
Historical price for 2000 CE is as follows
On 5 Jul ICICIGI was trading at 1833.95. The strike last trading price was 9.25, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 127500
On 4 Jul ICICIGI was trading at 1827.65. The strike last trading price was 10.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 12500 which increased total open position to 125500
On 3 Jul ICICIGI was trading at 1853.25. The strike last trading price was 14.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -3500 which decreased total open position to 113000
On 2 Jul ICICIGI was trading at 1807.80. The strike last trading price was 11.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -26000 which decreased total open position to 115500
On 1 Jul ICICIGI was trading at 1807.10. The strike last trading price was 10.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 111000 which increased total open position to 141500
On 28 Jun ICICIGI was trading at 1789.55. The strike last trading price was 10.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 30500
On 27 Jun ICICIGI was trading at 1793.45. The strike last trading price was 11.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 19500
On 26 Jun ICICIGI was trading at 1786.90. The strike last trading price was 11.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 11000
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 1833.95 | 154.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 1827.65 | 154.75 | - | 0 | 0 | 0 | |
| 3 Jul | 1853.25 | 154.75 | - | 500 | 0 | 2,000 | |
| 2 Jul | 1807.80 | 155.6 | - | 7,500 | 1,500 | 1,500 | |
| 1 Jul | 1807.10 | 279.4 | - | 0 | 0 | 0 | |
| 28 Jun | 1789.55 | 279.4 | - | 0 | 0 | 0 | |
| 27 Jun | 1793.45 | 279.4 | - | 0 | 0 | 0 | |
| 26 Jun | 1786.90 | 279.4 | - | 0 | 0 | 0 | |
For ICICI LOMBARD GIC LIMITED - strike price 2000 expiring on 25JUL2024
Delta for 2000 PE is -
Historical price for 2000 PE is as follows
On 5 Jul ICICIGI was trading at 1833.95. The strike last trading price was 154.75, 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 Jul ICICIGI was trading at 1827.65. The strike last trading price was 154.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jul ICICIGI was trading at 1853.25. The strike last trading price was 154.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2000
On 2 Jul ICICIGI was trading at 1807.80. The strike last trading price was 155.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500
On 1 Jul ICICIGI was trading at 1807.10. The strike last trading price was 279.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jun ICICIGI was trading at 1789.55. The strike last trading price was 279.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jun ICICIGI was trading at 1793.45. The strike last trading price was 279.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Jun ICICIGI was trading at 1786.90. The strike last trading price was 279.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0