ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
24 Apr 2026 01:36 PM IST
| ICICIGI 28-Apr-2026 (4d) 2060 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0
Theta: -0.27
Gamma: 0.00027
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1774.00 | 0.35 | 0 | 46.06 | 0 | 0 | 31 | |||||||||
| 23 Apr | 1809.90 | 0.35 | 0 | 46.06 | 1 | 0 | 31 | |||||||||
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| 22 Apr | 1829.00 | 0.35 | -0.15000000000000002 | 38 | 5 | -1 | 31 | |||||||||
| 21 Apr | 1840.00 | 0.5 | -0.19999999999999996 | 33 | 13 | -6 | 33 | |||||||||
| 20 Apr | 1876.50 | 0.7 | -0.6000000000000001 | 30.26 | 20 | 6 | 42 | |||||||||
| 17 Apr | 1891.60 | 1.35 | -0.5999999999999999 | 26.6 | 107 | -34 | 39 | |||||||||
| 16 Apr | 1886.70 | 1.85 | -3.0500000000000003 | 28.26 | 500 | -137 | 76 | |||||||||
| 15 Apr | 1858.00 | 5 | 3.7 | 36.58 | 452 | 195 | 207 | |||||||||
| 13 Apr | 1782.20 | 1.05 | -0.44999999999999996 | 34.81 | 2 | 0 | 12 | |||||||||
| 10 Apr | 1786.00 | 1.5 | 1.35 | - | 0 | 0 | 12 | |||||||||
| 9 Apr | 1768.60 | 1.5 | -12.25 | - | 0 | 0 | 12 | |||||||||
| 8 Apr | 1750.50 | 1.5 | -12.25 | - | 0 | 0 | 12 | |||||||||
| 7 Apr | 1726.60 | 1.5 | -12.25 | 35.8 | 3 | 0 | 12 | |||||||||
| 6 Apr | 1713.00 | 13.75 | -23.2 | - | 0 | 0 | 12 | |||||||||
| 2 Apr | 1689.10 | 13.75 | -23.2 | - | 0 | 0 | 12 | |||||||||
| 1 Apr | 1694.90 | 13.75 | -23.2 | - | 0 | 0 | 12 | |||||||||
| 30 Mar | 1710.60 | 13.75 | -23.2 | - | 0 | 0 | 12 | |||||||||
| 27 Mar | 1747.00 | 13.75 | -23.2 | - | 0 | 0 | 12 | |||||||||
| 25 Mar | 1770.30 | 13.75 | -23.2 | - | 0 | 0 | 12 | |||||||||
| 24 Mar | 1730.10 | 13.75 | -23.2 | - | 0 | 0 | 12 | |||||||||
| 23 Mar | 1722.20 | 13.75 | -23.2 | - | 0 | 0 | 12 | |||||||||
| 20 Mar | 1777.20 | 13.75 | -23.2 | - | 0 | 0 | 12 | |||||||||
| 19 Mar | 1792.10 | 13.75 | -23.2 | - | 0 | 0 | 12 | |||||||||
| 18 Mar | 1831.20 | 13.75 | -23.2 | - | 0 | 0 | 12 | |||||||||
| 17 Mar | 1835.80 | 13.75 | -23.2 | - | 0 | 0 | 12 | |||||||||
| 16 Mar | 1850.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1837.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1855.30 | 13.75 | -23.2 | - | 0 | 0 | 12 | |||||||||
| 11 Mar | 1875.20 | 13.75 | -23.2 | - | 0 | 0 | 12 | |||||||||
| 10 Mar | 1889.30 | 13.75 | -23.2 | 20.92 | 18 | 12 | 12 | |||||||||
| 9 Mar | 1889.70 | 36.95 | 0 | 4.79 | 0 | 0 | 0 | |||||||||
| 6 Mar | 1880.30 | 36.95 | 0 | 5.23 | 0 | 0 | 0 | |||||||||
| 5 Mar | 1875.20 | 36.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1855.50 | 36.95 | 0 | 5.88 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 2060 expiring on 28APR2026
Delta for 2060 CE is 0.01
Historical price for 2060 CE is as follows
On 24 Apr ICICIGI was trading at 1774.00. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 46.06, the open interest changed by 0 which decreased total open position to 31
On 23 Apr ICICIGI was trading at 1809.90. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 46.06, the open interest changed by 0 which decreased total open position to 31
On 22 Apr ICICIGI was trading at 1829.00. The strike last trading price was 0.35, which was -0.15000000000000002 lower than the previous day. The implied volatity was 38, the open interest changed by -1 which decreased total open position to 31
On 21 Apr ICICIGI was trading at 1840.00. The strike last trading price was 0.5, which was -0.19999999999999996 lower than the previous day. The implied volatity was 33, the open interest changed by -6 which decreased total open position to 33
On 20 Apr ICICIGI was trading at 1876.50. The strike last trading price was 0.7, which was -0.6000000000000001 lower than the previous day. The implied volatity was 30.26, the open interest changed by 6 which increased total open position to 42
On 17 Apr ICICIGI was trading at 1891.60. The strike last trading price was 1.35, which was -0.5999999999999999 lower than the previous day. The implied volatity was 26.6, the open interest changed by -34 which decreased total open position to 39
On 16 Apr ICICIGI was trading at 1886.70. The strike last trading price was 1.85, which was -3.0500000000000003 lower than the previous day. The implied volatity was 28.26, the open interest changed by -137 which decreased total open position to 76
On 15 Apr ICICIGI was trading at 1858.00. The strike last trading price was 5, which was 3.7 higher than the previous day. The implied volatity was 36.58, the open interest changed by 195 which increased total open position to 207
On 13 Apr ICICIGI was trading at 1782.20. The strike last trading price was 1.05, which was -0.44999999999999996 lower than the previous day. The implied volatity was 34.81, the open interest changed by 0 which decreased total open position to 12
On 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 1.5, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 1.5, which was -12.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was 1.5, which was -12.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was 1.5, which was -12.25 lower than the previous day. The implied volatity was 35.8, the open interest changed by 0 which decreased total open position to 12
On 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 13.75, which was -23.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 13.75, which was -23.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 13.75, which was -23.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 13.75, which was -23.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 13.75, which was -23.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 13.75, which was -23.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 13.75, which was -23.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 13.75, which was -23.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 13.75, which was -23.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 13.75, which was -23.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 18 Mar ICICIGI was trading at 1831.20. The strike last trading price was 13.75, which was -23.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 17 Mar ICICIGI was trading at 1835.80. The strike last trading price was 13.75, which was -23.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 16 Mar ICICIGI was trading at 1850.50. The strike last trading price was -, 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 13 Mar ICICIGI was trading at 1837.10. The strike last trading price was -, 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 12 Mar ICICIGI was trading at 1855.30. The strike last trading price was 13.75, which was -23.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 11 Mar ICICIGI was trading at 1875.20. The strike last trading price was 13.75, which was -23.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 13.75, which was -23.2 lower than the previous day. The implied volatity was 20.92, the open interest changed by 12 which increased total open position to 12
On 9 Mar ICICIGI was trading at 1889.70. The strike last trading price was 36.95, which was 0 lower than the previous day. The implied volatity was 4.79, the open interest changed by 0 which decreased total open position to 0
On 6 Mar ICICIGI was trading at 1880.30. The strike last trading price was 36.95, which was 0 lower than the previous day. The implied volatity was 5.23, the open interest changed by 0 which decreased total open position to 0
On 5 Mar ICICIGI was trading at 1875.20. The strike last trading price was 36.95, 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 4 Mar ICICIGI was trading at 1855.50. The strike last trading price was 36.95, which was 0 lower than the previous day. The implied volatity was 5.88, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 28-Apr-2026 (4d) 2060 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1774.00 | 176.7 | 176.7 | - | 0 | 0 | 2 |
| 23 Apr | 1809.90 | 176.7 | 176.7 | - | 0 | 0 | 2 |
| 22 Apr | 1829.00 | 176.7 | 176.7 | - | 0 | 0 | 2 |
| 21 Apr | 1840.00 | 176.7 | 176.7 | - | 0 | 0 | 2 |
| 20 Apr | 1876.50 | 176.7 | 176.7 | - | 0 | 0 | 2 |
| 17 Apr | 1891.60 | 176.7 | 176.7 | 33.99 | 0 | 0 | 2 |
| 16 Apr | 1886.70 | 176.7 | -101.30000000000001 | 33.99 | 4 | -1 | 3 |
| 15 Apr | 1858.00 | 278 | 278 | - | 0 | 0 | 4 |
| 13 Apr | 1782.20 | 278 | -26.149999999999977 | 36.5 | 4 | 0 | 4 |
| 10 Apr | 1786.00 | 304.15 | 304.15 | - | 0 | 0 | 4 |
| 9 Apr | 1768.60 | 304.15 | 142.15 | - | 0 | 0 | 4 |
| 8 Apr | 1750.50 | 304.15 | 142.15 | - | 0 | 0 | 4 |
| 7 Apr | 1726.60 | 304.15 | 142.15 | - | 0 | 0 | 4 |
| 6 Apr | 1713.00 | 304.15 | 142.15 | - | 0 | 0 | 4 |
| 2 Apr | 1689.10 | 304.15 | 142.15 | - | 0 | 0 | 4 |
| 1 Apr | 1694.90 | 304.15 | 142.15 | 31.3 | 3 | 0 | 4 |
| 30 Mar | 1710.60 | 162 | -7.5 | - | 0 | 0 | 4 |
| 27 Mar | 1747.00 | 162 | -7.5 | - | 0 | 0 | 4 |
| 25 Mar | 1770.30 | 162 | -7.5 | - | 0 | 0 | 4 |
| 24 Mar | 1730.10 | 162 | -7.5 | - | 0 | 0 | 4 |
| 23 Mar | 1722.20 | 162 | -7.5 | - | 0 | 0 | 4 |
| 20 Mar | 1777.20 | 162 | -7.5 | - | 0 | 0 | 4 |
| 19 Mar | 1792.10 | 162 | -7.5 | - | 0 | 0 | 4 |
| 18 Mar | 1831.20 | 162 | -7.5 | - | 0 | 0 | 4 |
| 17 Mar | 1835.80 | 162 | -7.5 | - | 0 | 0 | 4 |
| 16 Mar | 1850.50 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 1837.10 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 1855.30 | 162 | -7.5 | - | 0 | 0 | 4 |
| 11 Mar | 1875.20 | 162 | -7.5 | - | 0 | 0 | 4 |
| 10 Mar | 1889.30 | 162 | -7.5 | 22.86 | 4 | 0 | 0 |
| 9 Mar | 1889.70 | 169.5 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1880.30 | 169.5 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1875.20 | 169.5 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1855.50 | 169.5 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 2060 expiring on 28APR2026
Delta for 2060 PE is -
Historical price for 2060 PE is as follows
On 24 Apr ICICIGI was trading at 1774.00. The strike last trading price was 176.7, which was 176.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Apr ICICIGI was trading at 1809.90. The strike last trading price was 176.7, which was 176.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Apr ICICIGI was trading at 1829.00. The strike last trading price was 176.7, which was 176.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Apr ICICIGI was trading at 1840.00. The strike last trading price was 176.7, which was 176.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Apr ICICIGI was trading at 1876.50. The strike last trading price was 176.7, which was 176.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Apr ICICIGI was trading at 1891.60. The strike last trading price was 176.7, which was 176.7 higher than the previous day. The implied volatity was 33.99, the open interest changed by 0 which decreased total open position to 2
On 16 Apr ICICIGI was trading at 1886.70. The strike last trading price was 176.7, which was -101.30000000000001 lower than the previous day. The implied volatity was 33.99, the open interest changed by -1 which decreased total open position to 3
On 15 Apr ICICIGI was trading at 1858.00. The strike last trading price was 278, which was 278 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 13 Apr ICICIGI was trading at 1782.20. The strike last trading price was 278, which was -26.149999999999977 lower than the previous day. The implied volatity was 36.5, the open interest changed by 0 which decreased total open position to 4
On 10 Apr ICICIGI was trading at 1786.00. The strike last trading price was 304.15, which was 304.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Apr ICICIGI was trading at 1768.60. The strike last trading price was 304.15, which was 142.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 8 Apr ICICIGI was trading at 1750.50. The strike last trading price was 304.15, which was 142.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 7 Apr ICICIGI was trading at 1726.60. The strike last trading price was 304.15, which was 142.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Apr ICICIGI was trading at 1713.00. The strike last trading price was 304.15, which was 142.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Apr ICICIGI was trading at 1689.10. The strike last trading price was 304.15, which was 142.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 304.15, which was 142.15 higher than the previous day. The implied volatity was 31.3, the open interest changed by 0 which decreased total open position to 4
On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 162, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 162, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 162, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 162, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 162, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 162, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 162, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Mar ICICIGI was trading at 1831.20. The strike last trading price was 162, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Mar ICICIGI was trading at 1835.80. The strike last trading price was 162, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Mar ICICIGI was trading at 1850.50. The strike last trading price was -, 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 13 Mar ICICIGI was trading at 1837.10. The strike last trading price was -, 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 12 Mar ICICIGI was trading at 1855.30. The strike last trading price was 162, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Mar ICICIGI was trading at 1875.20. The strike last trading price was 162, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 162, which was -7.5 lower than the previous day. The implied volatity was 22.86, the open interest changed by 0 which decreased total open position to 0
On 9 Mar ICICIGI was trading at 1889.70. The strike last trading price was 169.5, 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 6 Mar ICICIGI was trading at 1880.30. The strike last trading price was 169.5, 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 5 Mar ICICIGI was trading at 1875.20. The strike last trading price was 169.5, 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 4 Mar ICICIGI was trading at 1855.50. The strike last trading price was 169.5, 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
