ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
20 Dec 2024 04:11 PM IST
| ICICIGI 26DEC2024 2060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.26
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1902.15 | 2 | -0.15 | 37.12 | 277 | 50 | 182 | |||
| 19 Dec | 1898.00 | 2.15 | 0.85 | 34.83 | 210 | -14 | 144 | |||
| 18 Dec | 1874.70 | 1.3 | -1.05 | 33.82 | 55 | -1 | 158 | |||
| 17 Dec | 1917.30 | 2.35 | -2.70 | 28.45 | 91 | -8 | 159 | |||
| 16 Dec | 1963.80 | 5.05 | -3.80 | 24.64 | 291 | 1 | 172 | |||
| 13 Dec | 1983.35 | 8.85 | 1.50 | 20.01 | 435 | 11 | 170 | |||
| 12 Dec | 1961.35 | 7.35 | 2.25 | 21.73 | 226 | -6 | 158 | |||
| 11 Dec | 1948.65 | 5.1 | -1.20 | 22.11 | 258 | 5 | 164 | |||
| 10 Dec | 1945.80 | 6.3 | -3.95 | 23.08 | 72 | -18 | 161 | |||
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| 9 Dec | 1962.20 | 10.25 | 0.85 | 22.86 | 180 | 94 | 179 | |||
| 6 Dec | 1949.90 | 9.4 | 1.25 | 22.39 | 40 | 12 | 85 | |||
| 5 Dec | 1932.70 | 8.15 | -4.70 | 23.12 | 122 | -14 | 73 | |||
| 4 Dec | 1950.85 | 12.85 | 7.65 | 23.88 | 230 | 29 | 86 | |||
| 3 Dec | 1896.35 | 5.2 | -0.20 | 23.45 | 80 | -21 | 58 | |||
| 2 Dec | 1834.10 | 5.4 | 0.00 | 0.00 | 0 | 70 | 0 | |||
| 29 Nov | 1861.85 | 5.4 | -2.00 | 25.56 | 102 | 70 | 79 | |||
| 28 Nov | 1871.10 | 7.4 | -32.70 | 24.96 | 14 | 10 | 10 | |||
| 27 Nov | 1863.75 | 40.1 | 0.00 | 8.37 | 0 | 0 | 0 | |||
| 20 Nov | 1840.90 | 40.1 | 0.00 | 9.76 | 0 | 0 | 0 | |||
| 19 Nov | 1840.90 | 40.1 | 9.76 | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 2060 expiring on 26DEC2024
Delta for 2060 CE is 0.05
Historical price for 2060 CE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 37.12, the open interest changed by 50 which increased total open position to 182
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 2.15, which was 0.85 higher than the previous day. The implied volatity was 34.83, the open interest changed by -14 which decreased total open position to 144
On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 1.3, which was -1.05 lower than the previous day. The implied volatity was 33.82, the open interest changed by -1 which decreased total open position to 158
On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 2.35, which was -2.70 lower than the previous day. The implied volatity was 28.45, the open interest changed by -8 which decreased total open position to 159
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 5.05, which was -3.80 lower than the previous day. The implied volatity was 24.64, the open interest changed by 1 which increased total open position to 172
On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 8.85, which was 1.50 higher than the previous day. The implied volatity was 20.01, the open interest changed by 11 which increased total open position to 170
On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 7.35, which was 2.25 higher than the previous day. The implied volatity was 21.73, the open interest changed by -6 which decreased total open position to 158
On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 5.1, which was -1.20 lower than the previous day. The implied volatity was 22.11, the open interest changed by 5 which increased total open position to 164
On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 6.3, which was -3.95 lower than the previous day. The implied volatity was 23.08, the open interest changed by -18 which decreased total open position to 161
On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 10.25, which was 0.85 higher than the previous day. The implied volatity was 22.86, the open interest changed by 94 which increased total open position to 179
On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 9.4, which was 1.25 higher than the previous day. The implied volatity was 22.39, the open interest changed by 12 which increased total open position to 85
On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 8.15, which was -4.70 lower than the previous day. The implied volatity was 23.12, the open interest changed by -14 which decreased total open position to 73
On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 12.85, which was 7.65 higher than the previous day. The implied volatity was 23.88, the open interest changed by 29 which increased total open position to 86
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 5.2, which was -0.20 lower than the previous day. The implied volatity was 23.45, the open interest changed by -21 which decreased total open position to 58
On 2 Dec ICICIGI was trading at 1834.10. The strike last trading price was 5.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 70 which increased total open position to 0
On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 5.4, which was -2.00 lower than the previous day. The implied volatity was 25.56, the open interest changed by 70 which increased total open position to 79
On 28 Nov ICICIGI was trading at 1871.10. The strike last trading price was 7.4, which was -32.70 lower than the previous day. The implied volatity was 24.96, the open interest changed by 10 which increased total open position to 10
On 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 40.1, which was 0.00 lower than the previous day. The implied volatity was 8.37, 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 40.1, which was 0.00 lower than the previous day. The implied volatity was 9.76, 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 40.1, which was lower than the previous day. The implied volatity was 9.76, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 26DEC2024 2060 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1902.15 | 87 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1898.00 | 87 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1874.70 | 87 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1917.30 | 87 | 0.00 | 0.00 | 0 | -1 | 0 |
| 16 Dec | 1963.80 | 87 | -18.95 | - | 1 | 0 | 4 |
| 13 Dec | 1983.35 | 105.95 | 8.15 | 46.17 | 2 | 0 | 2 |
| 12 Dec | 1961.35 | 97.8 | 0.40 | 27.62 | 1 | 0 | 1 |
| 11 Dec | 1948.65 | 97.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1945.80 | 97.4 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 1962.20 | 97.4 | -62.45 | 24.43 | 2 | 0 | 0 |
| 6 Dec | 1949.90 | 159.85 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1932.70 | 159.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1950.85 | 159.85 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1896.35 | 159.85 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1834.10 | 159.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1861.85 | 159.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1871.10 | 159.85 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1863.75 | 159.85 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1840.90 | 159.85 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1840.90 | 159.85 | - | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 2060 expiring on 26DEC2024
Delta for 2060 PE is 0.00
Historical price for 2060 PE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 87, 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 87, 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 87, 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 87, 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 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 87, which was -18.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 105.95, which was 8.15 higher than the previous day. The implied volatity was 46.17, the open interest changed by 0 which decreased total open position to 2
On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 97.8, which was 0.40 higher than the previous day. The implied volatity was 27.62, the open interest changed by 0 which decreased total open position to 1
On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 97.4, 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 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 97.4, which was -62.45 lower than the previous day. The implied volatity was 24.43, the open interest changed by 0 which decreased total open position to 0
On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 159.85, 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 159.85, 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 159.85, 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 159.85, 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 159.85, 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 159.85, 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 159.85, 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 159.85, 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 159.85, 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 159.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
