ICICIGI

Icici Lombard Gic Limited

1974.4 -8.60 (-0.43%)

L: 1969.7 H: 1991.7

Back to Option Chain

Historical option data for ICICIGI
05 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

ICICIGI 30-DEC-2025 2020 CE
Delta: 0.38 Vega: 1.97 Theta: -0.91 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	1974.40	24 ₹ 7,800	-6.05 -1966.25	18.07	36 11,700	-4 -1,300	154 50,050
4 Dec	1983.00	30.05 ₹ 9,766.25	4.4 1430.00	18.52	30 9,750	-9 -2,925	158 51,350
3 Dec	1972.40	25.45 ₹ 8,271.25	-8.4 -2730.00	18.58	24 7,800	0 0	165 53,625
2 Dec	1986.70	33.65 ₹ 10,936.25	-2.3 -747.50	18.79	50 16,250	-5 -1,625	166 53,950
1 Dec	1991.40	35.05 ₹ 11,391.25	4.6 1495.00	18.56	149 48,425	55 17,875	170 55,250
28 Nov	1970.50	30 ₹ 9,750	-5.3 -1722.50	18.89	132 42,900	-1 -325	116 37,700
27 Nov	1980.70	35.4 ₹ 11,505	-13.6 -4420.00	19.05	122 39,650	46 14,950	116 37,700
26 Nov	2010.30	48.8 ₹ 15,860	3.4 1105.00	16.77	209 67,925	21 6,825	89 28,925
25 Nov	1999.00	45.3 ₹ 14,722.5	-2.95 -958.75	20.48	65 21,125	16 5,200	64 20,800
24 Nov	1997.50	49 ₹ 15,925	-6 -1950.00	22.92	72 23,400	35 11,375	46 14,950
21 Nov	2004.10	55 ₹ 17,875	-54.9 -17842.50	19.81	18 5,850	10 3,250	10 3,250
20 Nov	2037.60	109.9 ₹ 35,717.5	0 0.00	-	0 0	0 0	0 0
19 Nov	2041.70	109.9 ₹ 35,717.5	0 0.00	-	0 0	0 0	0 0
18 Nov	2025.80	109.9 ₹ 35,717.5	0 0.00	-	0 0	0 0	0 0
17 Nov	2042.90	109.9 ₹ 35,717.5	0 0.00	-	0 0	0 0	0 0
14 Nov	2005.10	109.9 ₹ 35,717.5	0 0.00	-	0 0	0 0	0 0
13 Nov	2033.80	109.9 ₹ 35,717.5	0 0.00	-	0 0	0 0	0 0
12 Nov	2028.60	109.9 ₹ 35,717.5	0 0.00	-	0 0	0 0	0 0
11 Nov	1996.10	109.9 ₹ 35,717.5	0 0.00	-	0 0	0 0	0 0
10 Nov	2025.40	109.9 ₹ 35,717.5	0 0.00	-	0 0	0 0	0 0

7 Nov	2020.20	109.9 ₹ 35,717.5	0 0.00	-	0 0	0 0	0 0
6 Nov	2001.00	109.9 ₹ 35,717.5	0 0.00	-	0 0	0 0	0 0
4 Nov	2040.00	109.9 ₹ 35,717.5	0 0.00	-	0 0	0 0	0 0
3 Nov	2007.60	109.9 ₹ 35,717.5	0 0.00	-	0 0	0 0	0 0
31 Oct	1993.70	109.9 ₹ 35,717.5	0 0.00	-	0 0	0 0	0 0
29 Oct	2029.90	109.9 ₹ 35,717.5	0 0.00	-	0 0	0 0	0 0

For Icici Lombard Gic Limited - strike price 2020 expiring on 30DEC2025

Delta for 2020 CE is 0.38

Historical price for 2020 CE is as follows

On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 24, which was -6.05 lower than the previous day. The implied volatity was 18.07, the open interest changed by -4 which decreased total open position to 154

On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 30.05, which was 4.4 higher than the previous day. The implied volatity was 18.52, the open interest changed by -9 which decreased total open position to 158

On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 25.45, which was -8.4 lower than the previous day. The implied volatity was 18.58, the open interest changed by 0 which decreased total open position to 165

On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 33.65, which was -2.3 lower than the previous day. The implied volatity was 18.79, the open interest changed by -5 which decreased total open position to 166

On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 35.05, which was 4.6 higher than the previous day. The implied volatity was 18.56, the open interest changed by 55 which increased total open position to 170

On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 30, which was -5.3 lower than the previous day. The implied volatity was 18.89, the open interest changed by -1 which decreased total open position to 116

On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 35.4, which was -13.6 lower than the previous day. The implied volatity was 19.05, the open interest changed by 46 which increased total open position to 116

On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 48.8, which was 3.4 higher than the previous day. The implied volatity was 16.77, the open interest changed by 21 which increased total open position to 89

On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 45.3, which was -2.95 lower than the previous day. The implied volatity was 20.48, the open interest changed by 16 which increased total open position to 64

On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 49, which was -6 lower than the previous day. The implied volatity was 22.92, the open interest changed by 35 which increased total open position to 46

On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 55, which was -54.9 lower than the previous day. The implied volatity was 19.81, the open interest changed by 10 which increased total open position to 10

On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 109.9, 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 Nov ICICIGI was trading at 2041.70. The strike last trading price was 109.9, 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 Nov ICICIGI was trading at 2025.80. The strike last trading price was 109.9, 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 Nov ICICIGI was trading at 2042.90. The strike last trading price was 109.9, 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 Nov ICICIGI was trading at 2005.10. The strike last trading price was 109.9, 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 Nov ICICIGI was trading at 2033.80. The strike last trading price was 109.9, 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 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 109.9, 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 Nov ICICIGI was trading at 1996.10. The strike last trading price was 109.9, 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 Nov ICICIGI was trading at 2025.40. The strike last trading price was 109.9, 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 Nov ICICIGI was trading at 2020.20. The strike last trading price was 109.9, 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 Nov ICICIGI was trading at 2001.00. The strike last trading price was 109.9, 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 Nov ICICIGI was trading at 2040.00. The strike last trading price was 109.9, 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 Nov ICICIGI was trading at 2007.60. The strike last trading price was 109.9, 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 31 Oct ICICIGI was trading at 1993.70. The strike last trading price was 109.9, 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 29 Oct ICICIGI was trading at 2029.90. The strike last trading price was 109.9, 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

ICICIGI 30DEC2025 2020 PE
Delta: -0.62 Vega: 1.97 Theta: -0.38 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	1974.40	56.25 ₹ 18,281.25	0.65 211.25	18.60	1 325	0 0	8 2,600
4 Dec	1983.00	55.6 ₹ 18,070	-4.1 -1332.50	21.06	3 975	0 0	5 1,625
3 Dec	1972.40	59.7 ₹ 19,402.5	-30 -9750.00	-	0 0	5 1,625	0 0
2 Dec	1986.70	59.7 ₹ 19,402.5	-30 -9750.00	23.10	11 3,575	4 1,300	4 1,300
1 Dec	1991.40	89.7 ₹ 29,152.5	0 0.00	-	0 0	0 0	0 0
28 Nov	1970.50	89.7 ₹ 29,152.5	0 0.00	-	0 0	0 0	0 0
27 Nov	1980.70	89.7 ₹ 29,152.5	0 0.00	-	0 0	0 0	0 0
26 Nov	2010.30	89.7 ₹ 29,152.5	0 0.00	0.75	0 0	0 0	0 0
25 Nov	1999.00	89.7 ₹ 29,152.5	0 0.00	-	0 0	0 0	0 0
24 Nov	1997.50	89.7 ₹ 29,152.5	0 0.00	-	0 0	0 0	0 0
21 Nov	2004.10	89.7 ₹ 29,152.5	0 0.00	0.31	0 0	0 0	0 0
20 Nov	2037.60	89.7 ₹ 29,152.5	0 0.00	1.77	0 0	0 0	0 0
19 Nov	2041.70	89.7 ₹ 29,152.5	0 0.00	1.61	0 0	0 0	0 0
18 Nov	2025.80	89.7 ₹ 29,152.5	0 0.00	1.41	0 0	0 0	0 0
17 Nov	2042.90	89.7 ₹ 29,152.5	0 0.00	1.76	0 0	0 0	0 0
14 Nov	2005.10	89.7 ₹ 29,152.5	0 0.00	0.67	0 0	0 0	0 0
13 Nov	2033.80	89.7 ₹ 29,152.5	0 0.00	1.70	0 0	0 0	0 0
12 Nov	2028.60	89.7 ₹ 29,152.5	0 0.00	1.43	0 0	0 0	0 0
11 Nov	1996.10	89.7 ₹ 29,152.5	0 0.00	0.10	0 0	0 0	0 0
10 Nov	2025.40	89.7 ₹ 29,152.5	0 0.00	1.12	0 0	0 0	0 0
7 Nov	2020.20	89.7 ₹ 29,152.5	0 0.00	1.02	0 0	0 0	0 0
6 Nov	2001.00	89.7 ₹ 29,152.5	0 0.00	0.32	0 0	0 0	0 0
4 Nov	2040.00	89.7 ₹ 29,152.5	0 0.00	1.83	0 0	0 0	0 0
3 Nov	2007.60	89.7 ₹ 29,152.5	0 0.00	0.57	0 0	0 0	0 0
31 Oct	1993.70	89.7 ₹ 29,152.5	0 0.00	-	0 0	0 0	0 0
29 Oct	2029.90	89.7 ₹ 29,152.5	0 0.00	1.69	0 0	0 0	0 0

For Icici Lombard Gic Limited - strike price 2020 expiring on 30DEC2025

Delta for 2020 PE is -0.62

Historical price for 2020 PE is as follows

On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 56.25, which was 0.65 higher than the previous day. The implied volatity was 18.60, the open interest changed by 0 which decreased total open position to 8

On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 55.6, which was -4.1 lower than the previous day. The implied volatity was 21.06, the open interest changed by 0 which decreased total open position to 5

On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 59.7, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 59.7, which was -30 lower than the previous day. The implied volatity was 23.10, the open interest changed by 4 which increased total open position to 4

On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 89.7, 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 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 89.7, 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 Nov ICICIGI was trading at 1980.70. The strike last trading price was 89.7, 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 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 89.7, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0

On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 89.7, 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 Nov ICICIGI was trading at 1997.50. The strike last trading price was 89.7, 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 Nov ICICIGI was trading at 2004.10. The strike last trading price was 89.7, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0

On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 89.7, which was 0 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0

On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 89.7, which was 0 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0

On 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 89.7, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0

On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 89.7, which was 0 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0

On 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 89.7, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0

On 13 Nov ICICIGI was trading at 2033.80. The strike last trading price was 89.7, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0

On 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 89.7, 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 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 89.7, which was 0 lower than the previous day. The implied volatity was 0.10, the open interest changed by 0 which decreased total open position to 0

On 10 Nov ICICIGI was trading at 2025.40. The strike last trading price was 89.7, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0

On 7 Nov ICICIGI was trading at 2020.20. The strike last trading price was 89.7, which was 0 lower than the previous day. The implied volatity was 1.02, the open interest changed by 0 which decreased total open position to 0

On 6 Nov ICICIGI was trading at 2001.00. The strike last trading price was 89.7, which was 0 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0

On 4 Nov ICICIGI was trading at 2040.00. The strike last trading price was 89.7, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0

On 3 Nov ICICIGI was trading at 2007.60. The strike last trading price was 89.7, which was 0 lower than the previous day. The implied volatity was 0.57, 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 89.7, 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 29 Oct ICICIGI was trading at 2029.90. The strike last trading price was 89.7, which was 0 lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0

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