[--[65.84.65.76]--]
ICICIGI
ICICI LOMBARD GIC LIMITED

1835.95 8.30 (0.45%)

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Historical option data for ICICIGI

05 Jul 2024 10:12 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 1834.20 6 -0.25 - 4,500 1,500 67,000
4 Jul 1827.65 6.25 - 38,000 -1,500 65,500
3 Jul 1853.25 9.2 - 1,43,500 14,500 67,000
2 Jul 1807.80 7.4 - 50,000 8,000 52,500
1 Jul 1807.10 7.55 - 40,500 34,000 44,500
28 Jun 1789.55 7 - 12,000 9,000 10,500
27 Jun 1793.45 11.35 - 4,000 1,500 1,500


For ICICI LOMBARD GIC LIMITED - strike price 2040 expiring on 25JUL2024

Delta for 2040 CE is -

Historical price for 2040 CE is as follows

On 5 Jul ICICIGI was trading at 1834.20. The strike last trading price was 6, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 67000


On 4 Jul ICICIGI was trading at 1827.65. The strike last trading price was 6.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 65500


On 3 Jul ICICIGI was trading at 1853.25. The strike last trading price was 9.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 14500 which increased total open position to 67000


On 2 Jul ICICIGI was trading at 1807.80. The strike last trading price was 7.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 52500


On 1 Jul ICICIGI was trading at 1807.10. The strike last trading price was 7.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 34000 which increased total open position to 44500


On 28 Jun ICICIGI was trading at 1789.55. The strike last trading price was 7, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 10500


On 27 Jun ICICIGI was trading at 1793.45. The strike last trading price was 11.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 1834.20 313.6 0.00 - 0 0 0
4 Jul 1827.65 313.6 - 0 0 0
3 Jul 1853.25 313.6 - 0 0 0
2 Jul 1807.80 313.6 - 0 0 0
1 Jul 1807.10 313.6 - 0 0 0
28 Jun 1789.55 313.6 - 0 0 0
27 Jun 1793.45 313.6 - 0 0 0


For ICICI LOMBARD GIC LIMITED - strike price 2040 expiring on 25JUL2024

Delta for 2040 PE is -

Historical price for 2040 PE is as follows

On 5 Jul ICICIGI was trading at 1834.20. The strike last trading price was 313.6, 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 313.6, 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 313.6, 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 2 Jul ICICIGI was trading at 1807.80. The strike last trading price was 313.6, 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 1 Jul ICICIGI was trading at 1807.10. The strike last trading price was 313.6, 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 313.6, 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 313.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0