ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
09 Dec 2025 04:11 PM IST
| ICICIGI 30-DEC-2025 2060 CE | ||||||||||||||||
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Delta: 0.16
Vega: 1.14
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 1945.30 | 8.5 | -0.7 | 21.98 | 109 | 35 | 186 | |||||||||
| 8 Dec | 1961.10 | 8.45 | -4.45 | 20.09 | 48 | 7 | 150 | |||||||||
| 5 Dec | 1974.40 | 12.9 | -3.55 | 18.29 | 24 | 1 | 142 | |||||||||
| 4 Dec | 1983.00 | 17.05 | 2.3 | 18.69 | 30 | 3 | 139 | |||||||||
| 3 Dec | 1972.40 | 14.8 | -5.35 | 19.10 | 40 | -5 | 134 | |||||||||
| 2 Dec | 1986.70 | 20.2 | -1.2 | 19.12 | 123 | 14 | 138 | |||||||||
| 1 Dec | 1991.40 | 21.65 | 3.5 | 19.10 | 62 | 20 | 125 | |||||||||
| 28 Nov | 1970.50 | 17.75 | -4.55 | 18.94 | 87 | -14 | 105 | |||||||||
| 27 Nov | 1980.70 | 22 | -10.8 | 19.24 | 102 | 29 | 117 | |||||||||
| 26 Nov | 2010.30 | 32.5 | 2.9 | 17.75 | 66 | 30 | 86 | |||||||||
| 25 Nov | 1999.00 | 29.9 | -2.1 | 20.56 | 65 | 41 | 57 | |||||||||
| 24 Nov | 1997.50 | 32 | -20.8 | 22.17 | 20 | 6 | 15 | |||||||||
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| 21 Nov | 2004.10 | 53.95 | -37.1 | - | 0 | 9 | 0 | |||||||||
| 20 Nov | 2037.60 | 53.95 | -37.1 | 19.68 | 13 | 9 | 9 | |||||||||
| 19 Nov | 2041.70 | 91.05 | 0 | 0.09 | 0 | 0 | 0 | |||||||||
| 18 Nov | 2025.80 | 91.05 | 0 | 0.27 | 0 | 0 | 0 | |||||||||
| 17 Nov | 2042.90 | 91.05 | 0 | 0.26 | 0 | 0 | 0 | |||||||||
| 14 Nov | 2005.10 | 91.05 | 0 | 0.97 | 0 | 0 | 0 | |||||||||
| 13 Nov | 2033.80 | 91.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 2028.60 | 91.05 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
| 11 Nov | 1996.10 | 91.05 | 0 | 1.44 | 0 | 0 | 0 | |||||||||
| 10 Nov | 2025.40 | 91.05 | 0 | 0.44 | 0 | 0 | 0 | |||||||||
| 7 Nov | 2020.20 | 91.05 | 0 | 0.51 | 0 | 0 | 0 | |||||||||
| 6 Nov | 2001.00 | 91.05 | 0 | 1.16 | 0 | 0 | 0 | |||||||||
| 4 Nov | 2040.00 | 91.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 2007.60 | 91.05 | 0 | 0.91 | 0 | 0 | 0 | |||||||||
| 31 Oct | 1993.70 | 91.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 2060 expiring on 30DEC2025
Delta for 2060 CE is 0.16
Historical price for 2060 CE is as follows
On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 8.5, which was -0.7 lower than the previous day. The implied volatity was 21.98, the open interest changed by 35 which increased total open position to 186
On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 8.45, which was -4.45 lower than the previous day. The implied volatity was 20.09, the open interest changed by 7 which increased total open position to 150
On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 12.9, which was -3.55 lower than the previous day. The implied volatity was 18.29, the open interest changed by 1 which increased total open position to 142
On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 17.05, which was 2.3 higher than the previous day. The implied volatity was 18.69, the open interest changed by 3 which increased total open position to 139
On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 14.8, which was -5.35 lower than the previous day. The implied volatity was 19.10, the open interest changed by -5 which decreased total open position to 134
On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 20.2, which was -1.2 lower than the previous day. The implied volatity was 19.12, the open interest changed by 14 which increased total open position to 138
On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 21.65, which was 3.5 higher than the previous day. The implied volatity was 19.10, the open interest changed by 20 which increased total open position to 125
On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 17.75, which was -4.55 lower than the previous day. The implied volatity was 18.94, the open interest changed by -14 which decreased total open position to 105
On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 22, which was -10.8 lower than the previous day. The implied volatity was 19.24, the open interest changed by 29 which increased total open position to 117
On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 32.5, which was 2.9 higher than the previous day. The implied volatity was 17.75, the open interest changed by 30 which increased total open position to 86
On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 29.9, which was -2.1 lower than the previous day. The implied volatity was 20.56, the open interest changed by 41 which increased total open position to 57
On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 32, which was -20.8 lower than the previous day. The implied volatity was 22.17, the open interest changed by 6 which increased total open position to 15
On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 53.95, which was -37.1 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0
On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 53.95, which was -37.1 lower than the previous day. The implied volatity was 19.68, the open interest changed by 9 which increased total open position to 9
On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 91.05, which was 0 lower than the previous day. The implied volatity was 0.09, 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 91.05, which was 0 lower than the previous day. The implied volatity was 0.27, 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 91.05, which was 0 lower than the previous day. The implied volatity was 0.26, 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 91.05, which was 0 lower than the previous day. The implied volatity was 0.97, 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 91.05, 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 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 91.05, which was 0 lower than the previous day. The implied volatity was 0.14, 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 91.05, which was 0 lower than the previous day. The implied volatity was 1.44, 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 91.05, which was 0 lower than the previous day. The implied volatity was 0.44, 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 91.05, which was 0 lower than the previous day. The implied volatity was 0.51, 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 91.05, which was 0 lower than the previous day. The implied volatity was 1.16, 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 91.05, 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 3 Nov ICICIGI was trading at 2007.60. The strike last trading price was 91.05, which was 0 lower than the previous day. The implied volatity was 0.91, 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 91.05, 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
| ICICIGI 30DEC2025 2060 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 1945.30 | 99.4 | -8.4 | - | 4 | -1 | 17 |
| 8 Dec | 1961.10 | 107.8 | 35.45 | 21.87 | 11 | -2 | 16 |
| 5 Dec | 1974.40 | 72.35 | -12.55 | - | 0 | 0 | 0 |
| 4 Dec | 1983.00 | 72.35 | -12.55 | - | 0 | 0 | 0 |
| 3 Dec | 1972.40 | 72.35 | -12.55 | - | 0 | 0 | 0 |
| 2 Dec | 1986.70 | 72.35 | -12.55 | - | 0 | 0 | 0 |
| 1 Dec | 1991.40 | 72.35 | -12.55 | - | 0 | 0 | 0 |
| 28 Nov | 1970.50 | 72.35 | -12.55 | - | 0 | 0 | 0 |
| 27 Nov | 1980.70 | 72.35 | -12.55 | - | 0 | 0 | 0 |
| 26 Nov | 2010.30 | 72.35 | -12.55 | - | 0 | 0 | 0 |
| 25 Nov | 1999.00 | 72.35 | -12.55 | 16.59 | 1 | 0 | 18 |
| 24 Nov | 1997.50 | 84.9 | 14.25 | 20.49 | 2 | 0 | 18 |
| 21 Nov | 2004.10 | 70.65 | 7.35 | 19.74 | 5 | 2 | 18 |
| 20 Nov | 2037.60 | 61.45 | -2.4 | 23.19 | 29 | 6 | 17 |
| 19 Nov | 2041.70 | 63.85 | 0.3 | 22.49 | 6 | 1 | 12 |
| 18 Nov | 2025.80 | 63.55 | -22.4 | - | 0 | 1 | 0 |
| 17 Nov | 2042.90 | 63.55 | -22.4 | 21.76 | 1 | 0 | 10 |
| 14 Nov | 2005.10 | 85.95 | -0.2 | - | 0 | 0 | 0 |
| 13 Nov | 2033.80 | 85.95 | -0.2 | - | 0 | 0 | 0 |
| 12 Nov | 2028.60 | 85.95 | -0.2 | - | 0 | 3 | 0 |
| 11 Nov | 1996.10 | 85.95 | -0.2 | 22.31 | 3 | 0 | 7 |
| 10 Nov | 2025.40 | 86.15 | 20.2 | - | 0 | 0 | 0 |
| 7 Nov | 2020.20 | 86.15 | 20.2 | - | 0 | 1 | 0 |
| 6 Nov | 2001.00 | 86.15 | 20.2 | 22.43 | 1 | 0 | 6 |
| 4 Nov | 2040.00 | 65.65 | -44.8 | 22.40 | 6 | 4 | 4 |
| 3 Nov | 2007.60 | 110.45 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 1993.70 | 110.45 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 2060 expiring on 30DEC2025
Delta for 2060 PE is -
Historical price for 2060 PE is as follows
On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 99.4, which was -8.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 17
On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 107.8, which was 35.45 higher than the previous day. The implied volatity was 21.87, the open interest changed by -2 which decreased total open position to 16
On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 72.35, which was -12.55 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 1983.00. The strike last trading price was 72.35, which was -12.55 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 1972.40. The strike last trading price was 72.35, which was -12.55 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 1986.70. The strike last trading price was 72.35, which was -12.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 72.35, which was -12.55 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 72.35, which was -12.55 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 72.35, which was -12.55 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 72.35, which was -12.55 lower than the previous day. The implied volatity was -, 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 72.35, which was -12.55 lower than the previous day. The implied volatity was 16.59, the open interest changed by 0 which decreased total open position to 18
On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 84.9, which was 14.25 higher than the previous day. The implied volatity was 20.49, the open interest changed by 0 which decreased total open position to 18
On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 70.65, which was 7.35 higher than the previous day. The implied volatity was 19.74, the open interest changed by 2 which increased total open position to 18
On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 61.45, which was -2.4 lower than the previous day. The implied volatity was 23.19, the open interest changed by 6 which increased total open position to 17
On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 63.85, which was 0.3 higher than the previous day. The implied volatity was 22.49, the open interest changed by 1 which increased total open position to 12
On 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 63.55, which was -22.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 63.55, which was -22.4 lower than the previous day. The implied volatity was 21.76, the open interest changed by 0 which decreased total open position to 10
On 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 85.95, which was -0.2 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 85.95, which was -0.2 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 85.95, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 85.95, which was -0.2 lower than the previous day. The implied volatity was 22.31, the open interest changed by 0 which decreased total open position to 7
On 10 Nov ICICIGI was trading at 2025.40. The strike last trading price was 86.15, which was 20.2 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 86.15, which was 20.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 6 Nov ICICIGI was trading at 2001.00. The strike last trading price was 86.15, which was 20.2 higher than the previous day. The implied volatity was 22.43, the open interest changed by 0 which decreased total open position to 6
On 4 Nov ICICIGI was trading at 2040.00. The strike last trading price was 65.65, which was -44.8 lower than the previous day. The implied volatity was 22.40, the open interest changed by 4 which increased total open position to 4
On 3 Nov ICICIGI was trading at 2007.60. The strike last trading price was 110.45, 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 110.45, 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































































































































































































































