`
[--[65.84.65.76]--]
ICICIGI
Icici Lombard Gic Limited

1902.15 4.15 (0.22%)

Back to Option Chain


Historical option data for ICICIGI

20 Dec 2024 04:11 PM IST
ICICIGI 26DEC2024 2040 CE
Delta: 0.07
Vega: 0.32
Theta: -0.95
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1902.15 2.45 -0.25 34.92 340 33 277
19 Dec 1898.00 2.7 0.45 32.99 393 -101 247
18 Dec 1874.70 2.25 -1.00 34.34 156 49 348
17 Dec 1917.30 3.25 -4.75 27.33 326 27 299
16 Dec 1963.80 8 -4.95 24.67 677 40 273
13 Dec 1983.35 12.95 2.50 19.49 391 23 234
12 Dec 1961.35 10.45 2.40 21.19 126 18 215
11 Dec 1948.65 8.05 -1.15 22.38 172 -66 196
10 Dec 1945.80 9.2 -5.25 23.04 297 24 265
9 Dec 1962.20 14.45 2.50 22.88 601 -94 235
6 Dec 1949.90 11.95 0.80 21.54 453 -25 326
5 Dec 1932.70 11.15 -5.55 23.01 451 -69 351
4 Dec 1950.85 16.7 9.55 23.63 1,551 408 496
3 Dec 1896.35 7.15 0.30 23.31 76 5 88
2 Dec 1834.10 6.85 0.00 0.00 0 68 0
29 Nov 1861.85 6.85 -2.90 25.17 99 68 83
28 Nov 1871.10 9.75 -279.80 24.94 16 15 15
27 Nov 1863.75 289.55 0.00 7.92 0 0 0
20 Nov 1840.90 289.55 0.00 9.05 0 0 0
19 Nov 1840.90 289.55 289.55 9.05 0 0 0
31 Oct 1917.35 0 0.00 - 0 0 0
30 Oct 1927.90 0 0.00 - 0 0 0
29 Oct 1913.30 0 0.00 - 0 0 0
28 Oct 1896.00 0 0.00 - 0 0 0
25 Oct 1929.15 0 0.00 - 0 0 0
24 Oct 1955.75 0 0.00 - 0 0 0
23 Oct 1958.95 0 0.00 - 0 0 0
22 Oct 1986.25 0 0.00 - 0 0 0
21 Oct 2024.35 0 0.00 - 0 0 0
18 Oct 2020.95 0 0.00 - 0 0 0
17 Oct 2040.45 0 0.00 - 0 0 0
16 Oct 2075.60 0 0.00 - 0 0 0
15 Oct 2103.20 0 0.00 - 0 0 0
14 Oct 2089.35 0 0.00 - 0 0 0
11 Oct 2067.35 0 0.00 - 0 0 0
10 Oct 2080.00 0 0.00 - 0 0 0
9 Oct 2083.75 0 0.00 - 0 0 0
8 Oct 2100.15 0 0.00 - 0 0 0
7 Oct 2100.80 0 0.00 - 0 0 0
4 Oct 2126.60 0 0.00 - 0 0 0
3 Oct 2135.20 0 0.00 - 0 0 0
1 Oct 2153.90 0 0.00 - 0 0 0
30 Sept 2174.40 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 2040 expiring on 26DEC2024

Delta for 2040 CE is 0.07

Historical price for 2040 CE is as follows

On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 2.45, which was -0.25 lower than the previous day. The implied volatity was 34.92, the open interest changed by 33 which increased total open position to 277


On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 2.7, which was 0.45 higher than the previous day. The implied volatity was 32.99, the open interest changed by -101 which decreased total open position to 247


On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 2.25, which was -1.00 lower than the previous day. The implied volatity was 34.34, the open interest changed by 49 which increased total open position to 348


On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 3.25, which was -4.75 lower than the previous day. The implied volatity was 27.33, the open interest changed by 27 which increased total open position to 299


On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 8, which was -4.95 lower than the previous day. The implied volatity was 24.67, the open interest changed by 40 which increased total open position to 273


On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 12.95, which was 2.50 higher than the previous day. The implied volatity was 19.49, the open interest changed by 23 which increased total open position to 234


On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 10.45, which was 2.40 higher than the previous day. The implied volatity was 21.19, the open interest changed by 18 which increased total open position to 215


On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 8.05, which was -1.15 lower than the previous day. The implied volatity was 22.38, the open interest changed by -66 which decreased total open position to 196


On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 9.2, which was -5.25 lower than the previous day. The implied volatity was 23.04, the open interest changed by 24 which increased total open position to 265


On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 14.45, which was 2.50 higher than the previous day. The implied volatity was 22.88, the open interest changed by -94 which decreased total open position to 235


On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 11.95, which was 0.80 higher than the previous day. The implied volatity was 21.54, the open interest changed by -25 which decreased total open position to 326


On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 11.15, which was -5.55 lower than the previous day. The implied volatity was 23.01, the open interest changed by -69 which decreased total open position to 351


On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 16.7, which was 9.55 higher than the previous day. The implied volatity was 23.63, the open interest changed by 408 which increased total open position to 496


On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 7.15, which was 0.30 higher than the previous day. The implied volatity was 23.31, the open interest changed by 5 which increased total open position to 88


On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 6.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 68 which increased total open position to 0


On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 6.85, which was -2.90 lower than the previous day. The implied volatity was 25.17, the open interest changed by 68 which increased total open position to 83


On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 9.75, which was -279.80 lower than the previous day. The implied volatity was 24.94, the open interest changed by 15 which increased total open position to 15


On 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 289.55, which was 0.00 lower than the previous day. The implied volatity was 7.92, 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 289.55, which was 0.00 lower than the previous day. The implied volatity was 9.05, 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 289.55, which was 289.55 higher than the previous day. The implied volatity was 9.05, the open interest changed by 0 which decreased total open position to 0


On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct ICICIGI was trading at 1927.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct ICICIGI was trading at 1913.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct ICICIGI was trading at 1896.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct ICICIGI was trading at 1929.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct ICICIGI was trading at 1955.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct ICICIGI was trading at 1958.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct ICICIGI was trading at 1986.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct ICICIGI was trading at 2024.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct ICICIGI was trading at 2020.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct ICICIGI was trading at 2040.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct ICICIGI was trading at 2075.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct ICICIGI was trading at 2103.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct ICICIGI was trading at 2089.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct ICICIGI was trading at 2067.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct ICICIGI was trading at 2080.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct ICICIGI was trading at 2083.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct ICICIGI was trading at 2100.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct ICICIGI was trading at 2100.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct ICICIGI was trading at 2126.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct ICICIGI was trading at 2135.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct ICICIGI was trading at 2153.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept ICICIGI was trading at 2174.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ICICIGI 26DEC2024 2040 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1902.15 121.1 0.00 0.00 0 0 0
19 Dec 1898.00 121.1 0.00 0.00 0 0 0
18 Dec 1874.70 121.1 0.00 0.00 0 0 0
17 Dec 1917.30 121.1 45.35 29.05 1 0 2
16 Dec 1963.80 75.75 -23.30 14.72 1 0 1
13 Dec 1983.35 99.05 0.00 0.00 0 0 0
12 Dec 1961.35 99.05 0.00 0.00 0 -1 0
11 Dec 1948.65 99.05 17.95 26.19 2 0 2
10 Dec 1945.80 81.1 0.00 0.00 0 2 0
9 Dec 1962.20 81.1 45.85 22.24 2 1 1
6 Dec 1949.90 35.25 0.00 - 0 0 0
5 Dec 1932.70 35.25 0.00 - 0 0 0
4 Dec 1950.85 35.25 0.00 - 0 0 0
3 Dec 1896.35 35.25 0.00 - 0 0 0
2 Dec 1834.10 35.25 0.00 - 0 0 0
29 Nov 1861.85 35.25 0.00 - 0 0 0
28 Nov 1871.10 35.25 0.00 - 0 0 0
27 Nov 1863.75 35.25 0.00 - 0 0 0
20 Nov 1840.90 35.25 0.00 - 0 0 0
19 Nov 1840.90 35.25 35.25 - 0 0 0
31 Oct 1917.35 0 0.00 - 0 0 0
30 Oct 1927.90 0 0.00 - 0 0 0
29 Oct 1913.30 0 0.00 - 0 0 0
28 Oct 1896.00 0 0.00 - 0 0 0
25 Oct 1929.15 0 0.00 - 0 0 0
24 Oct 1955.75 0 0.00 - 0 0 0
23 Oct 1958.95 0 0.00 - 0 0 0
22 Oct 1986.25 0 0.00 - 0 0 0
21 Oct 2024.35 0 0.00 - 0 0 0
18 Oct 2020.95 0 0.00 - 0 0 0
17 Oct 2040.45 0 0.00 - 0 0 0
16 Oct 2075.60 0 0.00 - 0 0 0
15 Oct 2103.20 0 0.00 - 0 0 0
14 Oct 2089.35 0 0.00 - 0 0 0
11 Oct 2067.35 0 0.00 - 0 0 0
10 Oct 2080.00 0 0.00 - 0 0 0
9 Oct 2083.75 0 0.00 - 0 0 0
8 Oct 2100.15 0 0.00 - 0 0 0
7 Oct 2100.80 0 0.00 - 0 0 0
4 Oct 2126.60 0 0.00 - 0 0 0
3 Oct 2135.20 0 0.00 - 0 0 0
1 Oct 2153.90 0 0.00 - 0 0 0
30 Sept 2174.40 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 2040 expiring on 26DEC2024

Delta for 2040 PE is 0.00

Historical price for 2040 PE is as follows

On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 121.1, 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 121.1, 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 121.1, 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 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 121.1, which was 45.35 higher than the previous day. The implied volatity was 29.05, the open interest changed by 0 which decreased total open position to 2


On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 75.75, which was -23.30 lower than the previous day. The implied volatity was 14.72, the open interest changed by 0 which decreased total open position to 1


On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 99.05, 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 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 99.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 99.05, which was 17.95 higher than the previous day. The implied volatity was 26.19, the open interest changed by 0 which decreased total open position to 2


On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 81.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 81.1, which was 45.85 higher than the previous day. The implied volatity was 22.24, the open interest changed by 1 which increased total open position to 1


On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 35.25, 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 35.25, 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 35.25, 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 35.25, 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 35.25, 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 35.25, 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 35.25, 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 35.25, 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 35.25, 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 35.25, which was 35.25 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 1917.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct ICICIGI was trading at 1927.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct ICICIGI was trading at 1913.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct ICICIGI was trading at 1896.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct ICICIGI was trading at 1929.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct ICICIGI was trading at 1955.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct ICICIGI was trading at 1958.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct ICICIGI was trading at 1986.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct ICICIGI was trading at 2024.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct ICICIGI was trading at 2020.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct ICICIGI was trading at 2040.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct ICICIGI was trading at 2075.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct ICICIGI was trading at 2103.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct ICICIGI was trading at 2089.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct ICICIGI was trading at 2067.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct ICICIGI was trading at 2080.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct ICICIGI was trading at 2083.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct ICICIGI was trading at 2100.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct ICICIGI was trading at 2100.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct ICICIGI was trading at 2126.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct ICICIGI was trading at 2135.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct ICICIGI was trading at 2153.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept ICICIGI was trading at 2174.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to