[--[65.84.65.76]--]

ICICIGI

Icici Lombard Gic Limited
1945.3 -15.80 (-0.81%)
L: 1928.5 H: 1966.8

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Historical option data for ICICIGI

09 Dec 2025 04:11 PM IST
ICICIGI 30-DEC-2025 2040 CE
Delta: 0.20
Vega: 1.31
Theta: -0.77
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1945.30 11 -1.55 21.30 528 221 772
8 Dec 1961.10 11.45 -6.75 19.67 386 200 551
5 Dec 1974.40 18 -3.65 19.11 58 17 350
4 Dec 1983.00 21.5 2 18.57 104 10 333
3 Dec 1972.40 19.5 -7.4 18.83 122 31 326
2 Dec 1986.70 26.85 -1.3 19.24 291 62 294
1 Dec 1991.40 27.6 4.15 18.79 143 7 234
28 Nov 1970.50 23.4 -4.6 18.98 229 13 226
27 Nov 1980.70 28.1 -12.6 19.15 230 68 212
26 Nov 2010.30 39.6 2.1 17.13 128 33 143
25 Nov 1999.00 37.5 -1.1 20.72 42 13 111
24 Nov 1997.50 40.7 -5.65 22.86 69 11 98
21 Nov 2004.10 47.55 -16.65 20.57 86 16 87
20 Nov 2037.60 62.1 -5.6 18.85 127 15 71
19 Nov 2041.70 65 6.7 21.23 83 47 59
18 Nov 2025.80 58.3 -8.7 18.66 16 11 13
17 Nov 2042.90 67 -5.2 21.59 3 2 2
14 Nov 2005.10 72.2 12.2 - 0 0 0
13 Nov 2033.80 72.2 12.2 - 0 0 0
12 Nov 2028.60 72.2 12.2 - 0 0 0
11 Nov 1996.10 72.2 12.2 - 0 0 0
10 Nov 2025.40 72.2 12.2 - 0 0 0
7 Nov 2020.20 72.2 12.2 - 0 0 0
6 Nov 2001.00 72.2 12.2 - 0 0 0
4 Nov 2040.00 72.2 12.2 - 0 0 0
3 Nov 2007.60 72.2 12.2 - 0 0 0
31 Oct 1993.70 72.2 12.2 - 0 0 0
29 Oct 2029.90 72.2 12.2 16.95 1 0 1
28 Oct 2019.00 60 0 - 0 0 0
24 Oct 1993.90 60 0 - 0 1 0
23 Oct 1979.20 60 0 - 1 0 0
21 Oct 2007.00 60 30 - 0 0 0
17 Oct 2001.00 60 30 - 0 0 0
15 Oct 2020.30 60 30 - 2 0 2
14 Oct 1854.80 30 -30.7 - 0 0 0
9 Oct 1882.70 60.7 0 2.99 0 0 0
8 Oct 1878.10 60.7 0 - 0 0 0
7 Oct 1906.00 60.7 0 - 0 0 0
6 Oct 1925.80 0 0 - 0 0 0
3 Oct 1911.60 0 0 2.23 0 0 0


For Icici Lombard Gic Limited - strike price 2040 expiring on 30DEC2025

Delta for 2040 CE is 0.20

Historical price for 2040 CE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 11, which was -1.55 lower than the previous day. The implied volatity was 21.30, the open interest changed by 221 which increased total open position to 772


On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 11.45, which was -6.75 lower than the previous day. The implied volatity was 19.67, the open interest changed by 200 which increased total open position to 551


On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 18, which was -3.65 lower than the previous day. The implied volatity was 19.11, the open interest changed by 17 which increased total open position to 350


On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 21.5, which was 2 higher than the previous day. The implied volatity was 18.57, the open interest changed by 10 which increased total open position to 333


On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 19.5, which was -7.4 lower than the previous day. The implied volatity was 18.83, the open interest changed by 31 which increased total open position to 326


On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 26.85, which was -1.3 lower than the previous day. The implied volatity was 19.24, the open interest changed by 62 which increased total open position to 294


On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 27.6, which was 4.15 higher than the previous day. The implied volatity was 18.79, the open interest changed by 7 which increased total open position to 234


On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 23.4, which was -4.6 lower than the previous day. The implied volatity was 18.98, the open interest changed by 13 which increased total open position to 226


On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 28.1, which was -12.6 lower than the previous day. The implied volatity was 19.15, the open interest changed by 68 which increased total open position to 212


On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 39.6, which was 2.1 higher than the previous day. The implied volatity was 17.13, the open interest changed by 33 which increased total open position to 143


On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 37.5, which was -1.1 lower than the previous day. The implied volatity was 20.72, the open interest changed by 13 which increased total open position to 111


On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 40.7, which was -5.65 lower than the previous day. The implied volatity was 22.86, the open interest changed by 11 which increased total open position to 98


On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 47.55, which was -16.65 lower than the previous day. The implied volatity was 20.57, the open interest changed by 16 which increased total open position to 87


On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 62.1, which was -5.6 lower than the previous day. The implied volatity was 18.85, the open interest changed by 15 which increased total open position to 71


On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 65, which was 6.7 higher than the previous day. The implied volatity was 21.23, the open interest changed by 47 which increased total open position to 59


On 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 58.3, which was -8.7 lower than the previous day. The implied volatity was 18.66, the open interest changed by 11 which increased total open position to 13


On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 67, which was -5.2 lower than the previous day. The implied volatity was 21.59, the open interest changed by 2 which increased total open position to 2


On 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 72.2, which was 12.2 higher 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 72.2, which was 12.2 higher 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 72.2, which was 12.2 higher 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 72.2, which was 12.2 higher 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 72.2, which was 12.2 higher 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 72.2, which was 12.2 higher 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 72.2, which was 12.2 higher 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 72.2, which was 12.2 higher 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 72.2, which was 12.2 higher 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 72.2, which was 12.2 higher 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 72.2, which was 12.2 higher than the previous day. The implied volatity was 16.95, the open interest changed by 0 which decreased total open position to 1


On 28 Oct ICICIGI was trading at 2019.00. The strike last trading price was 60, 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 Oct ICICIGI was trading at 1993.90. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 23 Oct ICICIGI was trading at 1979.20. The strike last trading price was 60, 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 Oct ICICIGI was trading at 2007.00. The strike last trading price was 60, which was 30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Oct ICICIGI was trading at 2001.00. The strike last trading price was 60, which was 30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Oct ICICIGI was trading at 2020.30. The strike last trading price was 60, which was 30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 14 Oct ICICIGI was trading at 1854.80. The strike last trading price was 30, which was -30.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Oct ICICIGI was trading at 1882.70. The strike last trading price was 60.7, which was 0 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0


On 8 Oct ICICIGI was trading at 1878.10. The strike last trading price was 60.7, 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 7 Oct ICICIGI was trading at 1906.00. The strike last trading price was 60.7, 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 6 Oct ICICIGI was trading at 1925.80. 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 Oct ICICIGI was trading at 1911.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0


ICICIGI 30DEC2025 2040 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1945.30 85 -1.25 - 11 4 72
8 Dec 1961.10 85.65 13.35 17.42 17 -4 69
5 Dec 1974.40 72.3 3.6 18.22 12 4 73
4 Dec 1983.00 70 -12.15 20.96 24 8 67
3 Dec 1972.40 82.15 11.65 23.51 26 -10 61
2 Dec 1986.70 72.3 4.25 23.47 126 17 70
1 Dec 1991.40 69.3 -8.4 22.42 15 -3 51
28 Nov 1970.50 77.7 4.45 19.97 5 -1 55
27 Nov 1980.70 73.25 16.15 20.70 3 -1 57
26 Nov 2010.30 56.5 -8.5 21.94 48 12 58
25 Nov 1999.00 65 -10 19.46 1 0 47
24 Nov 1997.50 75 8 21.75 1 0 47
21 Nov 2004.10 66.55 12.6 22.75 34 7 47
20 Nov 2037.60 52.5 -0.65 23.43 57 15 40
19 Nov 2041.70 53.1 -6 22.20 29 9 22
18 Nov 2025.80 59.1 6.5 24.03 10 3 14
17 Nov 2042.90 52.6 -127.45 21.41 12 0 0
14 Nov 2005.10 180.05 0 - 0 0 0
13 Nov 2033.80 180.05 0 0.88 0 0 0
12 Nov 2028.60 180.05 0 0.71 0 0 0
11 Nov 1996.10 180.05 0 - 0 0 0
10 Nov 2025.40 180.05 0 0.39 0 0 0
7 Nov 2020.20 180.05 0 0.30 0 0 0
6 Nov 2001.00 180.05 0 - 0 0 0
4 Nov 2040.00 180.05 0 1.12 0 0 0
3 Nov 2007.60 180.05 0 - 0 0 0
31 Oct 1993.70 180.05 0 - 0 0 0
29 Oct 2029.90 180.05 0 1.01 0 0 0
28 Oct 2019.00 180.05 0 0.64 0 0 0
24 Oct 1993.90 180.05 0 - 0 0 0
23 Oct 1979.20 180.05 0 - 0 0 0
21 Oct 2007.00 180.05 0 - 0 0 0
17 Oct 2001.00 180.05 0 - 0 0 0
15 Oct 2020.30 180.05 0 - 0 0 0
14 Oct 1854.80 180.05 0 - 0 0 0
9 Oct 1882.70 180.05 0 - 0 0 0
8 Oct 1878.10 180.05 0 - 0 0 0
7 Oct 1906.00 180.05 0 - 0 0 0
6 Oct 1925.80 0 0 - 0 0 0
3 Oct 1911.60 0 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 2040 expiring on 30DEC2025

Delta for 2040 PE is -

Historical price for 2040 PE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 85, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 72


On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 85.65, which was 13.35 higher than the previous day. The implied volatity was 17.42, the open interest changed by -4 which decreased total open position to 69


On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 72.3, which was 3.6 higher than the previous day. The implied volatity was 18.22, the open interest changed by 4 which increased total open position to 73


On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 70, which was -12.15 lower than the previous day. The implied volatity was 20.96, the open interest changed by 8 which increased total open position to 67


On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 82.15, which was 11.65 higher than the previous day. The implied volatity was 23.51, the open interest changed by -10 which decreased total open position to 61


On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 72.3, which was 4.25 higher than the previous day. The implied volatity was 23.47, the open interest changed by 17 which increased total open position to 70


On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 69.3, which was -8.4 lower than the previous day. The implied volatity was 22.42, the open interest changed by -3 which decreased total open position to 51


On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 77.7, which was 4.45 higher than the previous day. The implied volatity was 19.97, the open interest changed by -1 which decreased total open position to 55


On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 73.25, which was 16.15 higher than the previous day. The implied volatity was 20.70, the open interest changed by -1 which decreased total open position to 57


On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 56.5, which was -8.5 lower than the previous day. The implied volatity was 21.94, the open interest changed by 12 which increased total open position to 58


On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 65, which was -10 lower than the previous day. The implied volatity was 19.46, the open interest changed by 0 which decreased total open position to 47


On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 75, which was 8 higher than the previous day. The implied volatity was 21.75, the open interest changed by 0 which decreased total open position to 47


On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 66.55, which was 12.6 higher than the previous day. The implied volatity was 22.75, the open interest changed by 7 which increased total open position to 47


On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 52.5, which was -0.65 lower than the previous day. The implied volatity was 23.43, the open interest changed by 15 which increased total open position to 40


On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 53.1, which was -6 lower than the previous day. The implied volatity was 22.20, the open interest changed by 9 which increased total open position to 22


On 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 59.1, which was 6.5 higher than the previous day. The implied volatity was 24.03, the open interest changed by 3 which increased total open position to 14


On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 52.6, which was -127.45 lower than the previous day. The implied volatity was 21.41, 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 180.05, 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 180.05, which was 0 lower than the previous day. The implied volatity was 0.88, 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 180.05, which was 0 lower than the previous day. The implied volatity was 0.71, 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 180.05, 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 180.05, which was 0 lower than the previous day. The implied volatity was 0.39, 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 180.05, which was 0 lower than the previous day. The implied volatity was 0.30, 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 180.05, 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 180.05, 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 3 Nov ICICIGI was trading at 2007.60. The strike last trading price was 180.05, 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 180.05, 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 180.05, which was 0 lower than the previous day. The implied volatity was 1.01, the open interest changed by 0 which decreased total open position to 0


On 28 Oct ICICIGI was trading at 2019.00. The strike last trading price was 180.05, which was 0 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0


On 24 Oct ICICIGI was trading at 1993.90. The strike last trading price was 180.05, 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 Oct ICICIGI was trading at 1979.20. The strike last trading price was 180.05, 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 Oct ICICIGI was trading at 2007.00. The strike last trading price was 180.05, 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 Oct ICICIGI was trading at 2001.00. The strike last trading price was 180.05, 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 Oct ICICIGI was trading at 2020.30. The strike last trading price was 180.05, 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 Oct ICICIGI was trading at 1854.80. The strike last trading price was 180.05, 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 Oct ICICIGI was trading at 1882.70. The strike last trading price was 180.05, 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 Oct ICICIGI was trading at 1878.10. The strike last trading price was 180.05, 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 Oct ICICIGI was trading at 1906.00. The strike last trading price was 180.05, 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 Oct ICICIGI was trading at 1925.80. 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 Oct ICICIGI was trading at 1911.60. 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