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

1804.7 -36.20 (-1.97%)

Back to Option Chain


Historical option data for ICICIGI

21 Nov 2024 04:11 PM IST
ICICIGI 28NOV2024 2040 CE
Delta: 0.02
Vega: 0.14
Theta: -0.43
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1804.70 0.9 -0.05 42.50 0.5 0 113.5
20 Nov 1840.90 0.95 0.00 33.65 7 7 111.5
19 Nov 1840.90 0.95 0.00 33.65 7 5 111.5
18 Nov 1839.45 0.95 -0.45 30.74 18 2 106
14 Nov 1863.40 1.4 -0.95 24.40 54 35 104
13 Nov 1868.20 2.35 -1.70 25.96 59.5 3.5 69.5
12 Nov 1892.25 4.05 -2.95 25.03 188 -2.5 78.5
11 Nov 1921.10 7 0.70 22.69 45 5 86
8 Nov 1910.15 6.3 -3.50 22.85 49 -7 81.5
7 Nov 1916.50 9.8 -3.90 23.40 37.5 -2 88.5
6 Nov 1933.70 13.7 0.90 22.89 81.5 0.5 90.5
5 Nov 1916.05 12.8 5.00 24.89 138 30 90.5
4 Nov 1870.85 7.8 -6.00 26.78 46.5 17.5 59
31 Oct 1917.35 13.8 -4.20 - 27 24 41
30 Oct 1927.90 18 -180.30 - 217 13 13
29 Oct 1913.30 198.3 0.00 - 0 0 0
28 Oct 1896.00 198.3 0.00 - 0 0 0
25 Oct 1929.15 198.3 0.00 - 0 0 0
24 Oct 1955.75 198.3 0.00 - 0 0 0
23 Oct 1958.95 198.3 0.00 - 0 0 0
22 Oct 1986.25 198.3 0.00 - 0 0 0
21 Oct 2024.35 198.3 0.00 - 0 0 0
14 Oct 2089.35 198.3 0.00 - 0 0 0
11 Oct 2067.35 198.3 0.00 - 0 0 0
10 Oct 2080.00 198.3 0.00 - 0 0 0
9 Oct 2083.75 198.3 0.00 - 0 0 0
8 Oct 2100.15 198.3 0.00 - 0 0 0
4 Oct 2126.60 198.3 0.00 - 0 0 0
3 Oct 2135.20 198.3 198.30 - 0 0 0
20 Sept 2234.05 0 0.00 - 0 0 0
19 Sept 2200.00 0 0.00 - 0 0 0
18 Sept 2140.45 0 0.00 - 0 0 0
17 Sept 2103.00 0 0.00 - 0 0 0
16 Sept 2094.90 0 0.00 - 0 0 0
13 Sept 2109.25 0 0.00 - 0 0 0
12 Sept 2122.45 0 0.00 - 0 0 0
11 Sept 2129.95 0 0.00 - 0 0 0
10 Sept 2161.10 0 0.00 - 0 0 0
9 Sept 2232.40 0 0.00 - 0 0 0
3 Sept 2208.10 0 0.00 - 0 0 0
2 Sept 2185.65 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 2040 expiring on 28NOV2024

Delta for 2040 CE is 0.02

Historical price for 2040 CE is as follows

On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 42.50, the open interest changed by 0 which decreased total open position to 227


On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 33.65, the open interest changed by 14 which increased total open position to 223


On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 33.65, the open interest changed by 10 which increased total open position to 223


On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 30.74, the open interest changed by 4 which increased total open position to 212


On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 1.4, which was -0.95 lower than the previous day. The implied volatity was 24.40, the open interest changed by 70 which increased total open position to 208


On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 2.35, which was -1.70 lower than the previous day. The implied volatity was 25.96, the open interest changed by 7 which increased total open position to 139


On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 4.05, which was -2.95 lower than the previous day. The implied volatity was 25.03, the open interest changed by -5 which decreased total open position to 157


On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 7, which was 0.70 higher than the previous day. The implied volatity was 22.69, the open interest changed by 10 which increased total open position to 172


On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 6.3, which was -3.50 lower than the previous day. The implied volatity was 22.85, the open interest changed by -14 which decreased total open position to 163


On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 9.8, which was -3.90 lower than the previous day. The implied volatity was 23.40, the open interest changed by -4 which decreased total open position to 177


On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 13.7, which was 0.90 higher than the previous day. The implied volatity was 22.89, the open interest changed by 1 which increased total open position to 181


On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 12.8, which was 5.00 higher than the previous day. The implied volatity was 24.89, the open interest changed by 60 which increased total open position to 181


On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 7.8, which was -6.00 lower than the previous day. The implied volatity was 26.78, the open interest changed by 35 which increased total open position to 118


On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 13.8, which was -4.20 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 18, which was -180.30 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 198.3, 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 198.3, 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 198.3, 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 198.3, 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 198.3, 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 198.3, 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 198.3, 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 198.3, 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 198.3, 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 198.3, 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 198.3, 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 198.3, 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 198.3, 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 198.3, which was 198.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept ICICIGI was trading at 2234.05. 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 19 Sept ICICIGI was trading at 2200.00. 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 18 Sept ICICIGI was trading at 2140.45. 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 17 Sept ICICIGI was trading at 2103.00. 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 16 Sept ICICIGI was trading at 2094.90. 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 13 Sept ICICIGI was trading at 2109.25. 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 12 Sept ICICIGI was trading at 2122.45. 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 11 Sept ICICIGI was trading at 2129.95. 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 10 Sept ICICIGI was trading at 2161.10. 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 Sept ICICIGI was trading at 2232.40. 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 Sept ICICIGI was trading at 2208.10. 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 2 Sept ICICIGI was trading at 2185.65. 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 28NOV2024 2040 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1804.70 127.35 0.00 0.00 0 0 0
20 Nov 1840.90 127.35 0.00 0.00 0 0 0
19 Nov 1840.90 127.35 0.00 0.00 0 0 0
18 Nov 1839.45 127.35 0.00 0.00 0 0 0
14 Nov 1863.40 127.35 0.00 0.00 0 0 0
13 Nov 1868.20 127.35 0.00 0.00 0 0 0
12 Nov 1892.25 127.35 0.00 0.00 0 0 0
11 Nov 1921.10 127.35 0.00 0.00 0 0 0
8 Nov 1910.15 127.35 0.00 0.00 0 1 0
7 Nov 1916.50 127.35 8.85 31.12 1 0 2.5
6 Nov 1933.70 118.5 -6.35 33.72 0.5 0 2.5
5 Nov 1916.05 124.85 -53.00 27.38 3 0.5 2
4 Nov 1870.85 177.85 114.60 36.95 1.5 0 0
31 Oct 1917.35 63.25 0.00 - 0 0 0
30 Oct 1927.90 63.25 0.00 - 0 0 0
29 Oct 1913.30 63.25 0.00 - 0 0 0
28 Oct 1896.00 63.25 0.00 - 0 0 0
25 Oct 1929.15 63.25 0.00 - 0 0 0
24 Oct 1955.75 63.25 0.00 - 0 0 0
23 Oct 1958.95 63.25 0.00 - 0 0 0
22 Oct 1986.25 63.25 0.00 - 0 0 0
21 Oct 2024.35 63.25 0.00 - 0 0 0
14 Oct 2089.35 63.25 0.00 - 0 0 0
11 Oct 2067.35 63.25 0.00 - 0 0 0
10 Oct 2080.00 63.25 0.00 - 0 0 0
9 Oct 2083.75 63.25 0.00 - 0 0 0
8 Oct 2100.15 63.25 0.00 - 0 0 0
4 Oct 2126.60 63.25 0.00 - 0 0 0
3 Oct 2135.20 63.25 63.25 - 0 0 0
20 Sept 2234.05 0 0.00 - 0 0 0
19 Sept 2200.00 0 0.00 - 0 0 0
18 Sept 2140.45 0 0.00 - 0 0 0
17 Sept 2103.00 0 0.00 - 0 0 0
16 Sept 2094.90 0 0.00 - 0 0 0
13 Sept 2109.25 0 0.00 - 0 0 0
12 Sept 2122.45 0 0.00 - 0 0 0
11 Sept 2129.95 0 0.00 - 0 0 0
10 Sept 2161.10 0 0.00 - 0 0 0
9 Sept 2232.40 0 0.00 - 0 0 0
3 Sept 2208.10 0 0.00 - 0 0 0
2 Sept 2185.65 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 2040 expiring on 28NOV2024

Delta for 2040 PE is 0.00

Historical price for 2040 PE is as follows

On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 127.35, 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 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 127.35, 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 Nov ICICIGI was trading at 1840.90. The strike last trading price was 127.35, 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 Nov ICICIGI was trading at 1839.45. The strike last trading price was 127.35, 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 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 127.35, 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 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 127.35, 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 Nov ICICIGI was trading at 1892.25. The strike last trading price was 127.35, 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 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 127.35, 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 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 127.35, 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 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 127.35, which was 8.85 higher than the previous day. The implied volatity was 31.12, the open interest changed by 0 which decreased total open position to 5


On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 118.5, which was -6.35 lower than the previous day. The implied volatity was 33.72, the open interest changed by 0 which decreased total open position to 5


On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 124.85, which was -53.00 lower than the previous day. The implied volatity was 27.38, the open interest changed by 1 which increased total open position to 4


On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 177.85, which was 114.60 higher than the previous day. The implied volatity was 36.95, 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 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, 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 63.25, which was 63.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept ICICIGI was trading at 2234.05. 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 19 Sept ICICIGI was trading at 2200.00. 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 18 Sept ICICIGI was trading at 2140.45. 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 17 Sept ICICIGI was trading at 2103.00. 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 16 Sept ICICIGI was trading at 2094.90. 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 13 Sept ICICIGI was trading at 2109.25. 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 12 Sept ICICIGI was trading at 2122.45. 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 11 Sept ICICIGI was trading at 2129.95. 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 10 Sept ICICIGI was trading at 2161.10. 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 Sept ICICIGI was trading at 2232.40. 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 Sept ICICIGI was trading at 2208.10. 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 2 Sept ICICIGI was trading at 2185.65. 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