ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
20 Dec 2024 04:11 PM IST
| ICICIGI 26DEC2024 2020 CE | ||||||||||
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Delta: 0.08
Vega: 0.37
Theta: -1.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1902.15 | 2.85 | -0.50 | 32.12 | 445 | 27 | 120 | |||
| 19 Dec | 1898.00 | 3.35 | 0.65 | 30.89 | 422 | 6 | 95 | |||
| 18 Dec | 1874.70 | 2.7 | -2.15 | 32.34 | 109 | -38 | 89 | |||
| 17 Dec | 1917.30 | 4.85 | -6.50 | 26.71 | 196 | -3 | 131 | |||
| 16 Dec | 1963.80 | 11.35 | -7.15 | 23.89 | 241 | 4 | 138 | |||
| 13 Dec | 1983.35 | 18.5 | 3.25 | 18.88 | 355 | 17 | 133 | |||
| 12 Dec | 1961.35 | 15.25 | 3.00 | 21.05 | 115 | 3 | 116 | |||
| 11 Dec | 1948.65 | 12.25 | -0.35 | 22.71 | 99 | -20 | 114 | |||
| 10 Dec | 1945.80 | 12.6 | -7.45 | 22.60 | 113 | -1 | 135 | |||
| 9 Dec | 1962.20 | 20.05 | 2.45 | 23.01 | 165 | 34 | 136 | |||
| 6 Dec | 1949.90 | 17.6 | 2.65 | 22.21 | 35 | 7 | 102 | |||
| 5 Dec | 1932.70 | 14.95 | -6.70 | 22.83 | 127 | -1 | 95 | |||
| 4 Dec | 1950.85 | 21.65 | 12.10 | 23.46 | 256 | 49 | 92 | |||
| 3 Dec | 1896.35 | 9.55 | 3.65 | 23.03 | 90 | 6 | 38 | |||
| 2 Dec | 1834.10 | 5.9 | -2.05 | 26.34 | 118 | 39 | 48 | |||
| 29 Nov | 1861.85 | 7.95 | -6.70 | 24.12 | 8 | 1 | 9 | |||
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| 28 Nov | 1871.10 | 14.65 | -37.45 | 26.29 | 13 | 7 | 7 | |||
| 27 Nov | 1863.75 | 52.1 | 0.00 | 7.03 | 0 | 0 | 0 | |||
| 20 Nov | 1840.90 | 52.1 | 0.00 | 7.12 | 0 | 0 | 0 | |||
| 19 Nov | 1840.90 | 52.1 | 0.00 | 7.12 | 0 | 0 | 0 | |||
| 11 Nov | 1921.10 | 52.1 | 3.25 | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 2020 expiring on 26DEC2024
Delta for 2020 CE is 0.08
Historical price for 2020 CE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 2.85, which was -0.50 lower than the previous day. The implied volatity was 32.12, the open interest changed by 27 which increased total open position to 120
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 3.35, which was 0.65 higher than the previous day. The implied volatity was 30.89, the open interest changed by 6 which increased total open position to 95
On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 2.7, which was -2.15 lower than the previous day. The implied volatity was 32.34, the open interest changed by -38 which decreased total open position to 89
On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 4.85, which was -6.50 lower than the previous day. The implied volatity was 26.71, the open interest changed by -3 which decreased total open position to 131
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 11.35, which was -7.15 lower than the previous day. The implied volatity was 23.89, the open interest changed by 4 which increased total open position to 138
On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 18.5, which was 3.25 higher than the previous day. The implied volatity was 18.88, the open interest changed by 17 which increased total open position to 133
On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 15.25, which was 3.00 higher than the previous day. The implied volatity was 21.05, the open interest changed by 3 which increased total open position to 116
On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 12.25, which was -0.35 lower than the previous day. The implied volatity was 22.71, the open interest changed by -20 which decreased total open position to 114
On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 12.6, which was -7.45 lower than the previous day. The implied volatity was 22.60, the open interest changed by -1 which decreased total open position to 135
On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 20.05, which was 2.45 higher than the previous day. The implied volatity was 23.01, the open interest changed by 34 which increased total open position to 136
On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 17.6, which was 2.65 higher than the previous day. The implied volatity was 22.21, the open interest changed by 7 which increased total open position to 102
On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 14.95, which was -6.70 lower than the previous day. The implied volatity was 22.83, the open interest changed by -1 which decreased total open position to 95
On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 21.65, which was 12.10 higher than the previous day. The implied volatity was 23.46, the open interest changed by 49 which increased total open position to 92
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 9.55, which was 3.65 higher than the previous day. The implied volatity was 23.03, the open interest changed by 6 which increased total open position to 38
On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 5.9, which was -2.05 lower than the previous day. The implied volatity was 26.34, the open interest changed by 39 which increased total open position to 48
On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 7.95, which was -6.70 lower than the previous day. The implied volatity was 24.12, the open interest changed by 1 which increased total open position to 9
On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 14.65, which was -37.45 lower than the previous day. The implied volatity was 26.29, the open interest changed by 7 which increased total open position to 7
On 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 52.1, which was 0.00 lower than the previous day. The implied volatity was 7.03, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 52.1, which was 0.00 lower than the previous day. The implied volatity was 7.12, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 52.1, which was 0.00 lower than the previous day. The implied volatity was 7.12, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 52.1, which was lower than the previous day. The implied volatity was 3.25, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 26DEC2024 2020 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1902.15 | 102.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1898.00 | 102.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1874.70 | 102.8 | 0.00 | 0.00 | 0 | 1 | 0 |
| 17 Dec | 1917.30 | 102.8 | 47.45 | 28.16 | 3 | 0 | 13 |
| 16 Dec | 1963.80 | 55.35 | 0.00 | 0.00 | 0 | 12 | 0 |
| 13 Dec | 1983.35 | 55.35 | -20.80 | 28.55 | 20 | 11 | 12 |
| 12 Dec | 1961.35 | 76.15 | 9.45 | 32.80 | 1 | 0 | 1 |
| 11 Dec | 1948.65 | 66.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1945.80 | 66.7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 1962.20 | 66.7 | -65.60 | 23.58 | 1 | 0 | 0 |
| 6 Dec | 1949.90 | 132.3 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1932.70 | 132.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1950.85 | 132.3 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1896.35 | 132.3 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1834.10 | 132.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1861.85 | 132.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1871.10 | 132.3 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1863.75 | 132.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1840.90 | 132.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1840.90 | 132.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1921.10 | 132.3 | - | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 2020 expiring on 26DEC2024
Delta for 2020 PE is 0.00
Historical price for 2020 PE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 102.8, 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 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 102.8, 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 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 102.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 102.8, which was 47.45 higher than the previous day. The implied volatity was 28.16, the open interest changed by 0 which decreased total open position to 13
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 55.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 55.35, which was -20.80 lower than the previous day. The implied volatity was 28.55, the open interest changed by 11 which increased total open position to 12
On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 76.15, which was 9.45 higher than the previous day. The implied volatity was 32.80, the open interest changed by 0 which decreased total open position to 1
On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 66.7, 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 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 66.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 66.7, which was -65.60 lower than the previous day. The implied volatity was 23.58, the open interest changed by 0 which decreased total open position to 0
On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 132.3, 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 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 132.3, 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 Dec ICICIGI was trading at 1950.85. The strike last trading price was 132.3, 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 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 132.3, 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 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 132.3, 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 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 132.3, 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 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 132.3, 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 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 132.3, 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 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 132.3, 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 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 132.3, 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 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 132.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
