ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
24 Apr 2026 01:34 PM IST
| ICICIGI 28-Apr-2026 (4d) 2020 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0
Theta: -0.2
Gamma: 0.00022
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1774.40 | 0.2 | -0.3 | 44.22 | 28 | -22 | 134 | |||||||||
| 23 Apr | 1809.90 | 0.6 | 0.3 | 42.17 | 312 | -45 | 154 | |||||||||
| 22 Apr | 1829.00 | 0.3 | -0.2 | 32.67 | 102 | 0 | 207 | |||||||||
| 21 Apr | 1840.00 | 0.45 | -0.75 | 31.21 | 135 | -32 | 207 | |||||||||
| 20 Apr | 1876.50 | 1.2 | -1.0000000000000002 | 26.85 | 42 | -12 | 240 | |||||||||
| 17 Apr | 1891.60 | 2.2 | -1.25 | 24.41 | 111 | -16 | 251 | |||||||||
| 16 Apr | 1886.70 | 3.4 | -4.300000000000001 | 26.56 | 590 | 164 | 256 | |||||||||
| 15 Apr | 1858.00 | 8 | -6.4 | 35.39 | 257 | 84 | 92 | |||||||||
| 13 Apr | 1782.20 | 14.4 | 0 | - | 0 | 0 | 8 | |||||||||
| 10 Apr | 1786.00 | 14.4 | 0 | - | 0 | 0 | 8 | |||||||||
| 9 Apr | 1768.60 | 14.4 | -8.45 | - | 0 | 0 | 8 | |||||||||
| 8 Apr | 1750.50 | 14.4 | -8.45 | - | 0 | 0 | 8 | |||||||||
| 7 Apr | 1726.60 | 14.4 | -8.45 | - | 0 | 0 | 8 | |||||||||
| 6 Apr | 1713.00 | 14.4 | -8.45 | - | 0 | 0 | 8 | |||||||||
| 2 Apr | 1689.10 | 14.4 | -8.45 | - | 0 | 0 | 8 | |||||||||
| 1 Apr | 1694.90 | 14.4 | -8.45 | - | 0 | 0 | 8 | |||||||||
| 30 Mar | 1710.60 | 14.4 | -8.45 | - | 0 | 0 | 8 | |||||||||
| 27 Mar | 1747.00 | 14.4 | -8.45 | - | 0 | 0 | 8 | |||||||||
| 25 Mar | 1770.30 | 14.4 | -8.45 | - | 0 | 0 | 8 | |||||||||
| 24 Mar | 1730.10 | 14.4 | -8.45 | - | 0 | 0 | 8 | |||||||||
| 23 Mar | 1722.20 | 14.4 | -8.45 | - | 0 | 0 | 8 | |||||||||
| 20 Mar | 1777.20 | 14.4 | -8.45 | - | 0 | 0 | 8 | |||||||||
| 19 Mar | 1792.10 | 14.4 | -8.45 | - | 0 | 0 | 8 | |||||||||
| 18 Mar | 1831.20 | 14.4 | -8.45 | - | 0 | 0 | 8 | |||||||||
| 17 Mar | 1835.80 | 14.4 | -8.45 | - | 0 | 0 | 8 | |||||||||
| 16 Mar | 1850.50 | - | - | - | 0 | 0 | 0 | |||||||||
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| 13 Mar | 1837.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1855.30 | 22.85 | -25.35 | - | 0 | 0 | 5 | |||||||||
| 11 Mar | 1875.20 | 22.85 | -25.35 | - | 0 | 0 | 5 | |||||||||
| 10 Mar | 1889.30 | 22.85 | -25.35 | 21.64 | 8 | 5 | 5 | |||||||||
| 9 Mar | 1889.70 | 48.2 | 0 | 3.48 | 0 | 0 | 0 | |||||||||
| 6 Mar | 1880.30 | 48.2 | 0 | 3.87 | 0 | 0 | 0 | |||||||||
| 5 Mar | 1875.20 | 48.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1855.50 | 48.2 | 0 | 4.66 | 0 | 0 | 0 | |||||||||
| 2 Mar | 1895.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1901.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1946.50 | 48.2 | 0 | 1.57 | 0 | 0 | 0 | |||||||||
| 25 Feb | 1939.30 | 48.2 | 0 | 1.64 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 2020 expiring on 28APR2026
Delta for 2020 CE is 0.01
Historical price for 2020 CE is as follows
On 24 Apr ICICIGI was trading at 1774.40. The strike last trading price was 0.2, which was -0.3 lower than the previous day. The implied volatity was 44.22, the open interest changed by -22 which decreased total open position to 134
On 23 Apr ICICIGI was trading at 1809.90. The strike last trading price was 0.6, which was 0.3 higher than the previous day. The implied volatity was 42.17, the open interest changed by -45 which decreased total open position to 154
On 22 Apr ICICIGI was trading at 1829.00. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 32.67, the open interest changed by 0 which decreased total open position to 207
On 21 Apr ICICIGI was trading at 1840.00. The strike last trading price was 0.45, which was -0.75 lower than the previous day. The implied volatity was 31.21, the open interest changed by -32 which decreased total open position to 207
On 20 Apr ICICIGI was trading at 1876.50. The strike last trading price was 1.2, which was -1.0000000000000002 lower than the previous day. The implied volatity was 26.85, the open interest changed by -12 which decreased total open position to 240
On 17 Apr ICICIGI was trading at 1891.60. The strike last trading price was 2.2, which was -1.25 lower than the previous day. The implied volatity was 24.41, the open interest changed by -16 which decreased total open position to 251
On 16 Apr ICICIGI was trading at 1886.70. The strike last trading price was 3.4, which was -4.300000000000001 lower than the previous day. The implied volatity was 26.56, the open interest changed by 164 which increased total open position to 256
On 15 Apr ICICIGI was trading at 1858.00. The strike last trading price was 8, which was -6.4 lower than the previous day. The implied volatity was 35.39, the open interest changed by 84 which increased total open position to 92
On 13 Apr ICICIGI was trading at 1782.20. The strike last trading price was 14.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 14.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 14.4, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was 14.4, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was 14.4, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 14.4, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 14.4, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 14.4, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 14.4, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 14.4, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 14.4, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 14.4, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 14.4, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 14.4, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 14.4, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 18 Mar ICICIGI was trading at 1831.20. The strike last trading price was 14.4, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 17 Mar ICICIGI was trading at 1835.80. The strike last trading price was 14.4, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 16 Mar ICICIGI was trading at 1850.50. The strike last trading price was -, 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 13 Mar ICICIGI was trading at 1837.10. The strike last trading price was -, 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 12 Mar ICICIGI was trading at 1855.30. The strike last trading price was 22.85, which was -25.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Mar ICICIGI was trading at 1875.20. The strike last trading price was 22.85, which was -25.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 22.85, which was -25.35 lower than the previous day. The implied volatity was 21.64, the open interest changed by 5 which increased total open position to 5
On 9 Mar ICICIGI was trading at 1889.70. The strike last trading price was 48.2, which was 0 lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0
On 6 Mar ICICIGI was trading at 1880.30. The strike last trading price was 48.2, which was 0 lower than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0
On 5 Mar ICICIGI was trading at 1875.20. The strike last trading price was 48.2, 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 Mar ICICIGI was trading at 1855.50. The strike last trading price was 48.2, which was 0 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0
On 2 Mar ICICIGI was trading at 1895.50. The strike last trading price was -, 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 Feb ICICIGI was trading at 1901.50. The strike last trading price was -, 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 Feb ICICIGI was trading at 1946.50. The strike last trading price was 48.2, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
On 25 Feb ICICIGI was trading at 1939.30. The strike last trading price was 48.2, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 28-Apr-2026 (4d) 2020 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1774.40 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 1809.90 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 1829.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 1840.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 1876.50 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 1891.60 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 1886.70 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 1858.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 1782.20 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 1786.00 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 1768.60 | 141.2 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 1750.50 | 141.2 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 1726.60 | 141.2 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 1713.00 | 141.2 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 1689.10 | 141.2 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 1694.90 | 141.2 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 1710.60 | 141.2 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 1747.00 | 141.2 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1770.30 | 141.2 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1730.10 | 141.2 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 1722.20 | 141.2 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1777.20 | 141.2 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1792.10 | 141.2 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1831.20 | 141.2 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1835.80 | 141.2 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 1850.50 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 1837.10 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 1855.30 | 141.2 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1875.20 | 141.2 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1889.30 | 141.2 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 1889.70 | 141.2 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1880.30 | 141.2 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1875.20 | 141.2 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1855.50 | 141.2 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 1895.50 | - | - | - | 0 | 0 | 0 |
| 27 Feb | 1901.50 | - | - | - | 0 | 0 | 0 |
| 26 Feb | 1946.50 | 141.2 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 1939.30 | 141.2 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 2020 expiring on 28APR2026
Delta for 2020 PE is -
Historical price for 2020 PE is as follows
On 24 Apr ICICIGI was trading at 1774.40. 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 23 Apr ICICIGI was trading at 1809.90. 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 22 Apr ICICIGI was trading at 1829.00. 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 21 Apr ICICIGI was trading at 1840.00. 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 20 Apr ICICIGI was trading at 1876.50. 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 17 Apr ICICIGI was trading at 1891.60. 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
On 16 Apr ICICIGI was trading at 1886.70. 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 15 Apr ICICIGI was trading at 1858.00. 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 13 Apr ICICIGI was trading at 1782.20. 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 10 Apr ICICIGI was trading at 1786.00. 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 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 141.2, 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 Apr ICICIGI was trading at 1750.50. The strike last trading price was 141.2, 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 Apr ICICIGI was trading at 1726.60. The strike last trading price was 141.2, 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 Apr ICICIGI was trading at 1713.00. The strike last trading price was 141.2, 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 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 141.2, 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 Apr ICICIGI was trading at 1694.90. The strike last trading price was 141.2, 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 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 141.2, 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 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 141.2, 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 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 141.2, 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 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 141.2, 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 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 141.2, 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 Mar ICICIGI was trading at 1777.20. The strike last trading price was 141.2, 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 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 141.2, 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 18 Mar ICICIGI was trading at 1831.20. The strike last trading price was 141.2, 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 17 Mar ICICIGI was trading at 1835.80. The strike last trading price was 141.2, 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 Mar ICICIGI was trading at 1850.50. The strike last trading price was -, 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 13 Mar ICICIGI was trading at 1837.10. The strike last trading price was -, 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 12 Mar ICICIGI was trading at 1855.30. The strike last trading price was 141.2, 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 11 Mar ICICIGI was trading at 1875.20. The strike last trading price was 141.2, 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 Mar ICICIGI was trading at 1889.30. The strike last trading price was 141.2, 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 Mar ICICIGI was trading at 1889.70. The strike last trading price was 141.2, 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 Mar ICICIGI was trading at 1880.30. The strike last trading price was 141.2, 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 Mar ICICIGI was trading at 1875.20. The strike last trading price was 141.2, 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 Mar ICICIGI was trading at 1855.50. The strike last trading price was 141.2, 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 2 Mar ICICIGI was trading at 1895.50. The strike last trading price was -, 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 Feb ICICIGI was trading at 1901.50. The strike last trading price was -, 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 Feb ICICIGI was trading at 1946.50. The strike last trading price was 141.2, 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 25 Feb ICICIGI was trading at 1939.30. The strike last trading price was 141.2, 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
