ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
03 Dec 2024 04:11 PM IST
| ICICIGI 26DEC2024 2060 CE | ||||||||||
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Delta: 0.10
Vega: 0.84
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.10
Historical price for 2060 CE is as follows
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: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -
Historical price for 2060 PE is as follows
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
