[--[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 2060 CE
Delta: 0.16
Vega: 1.14
Theta: -0.68
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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