[--[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 2100 CE
Delta: 0.10
Vega: 0.79
Theta: -0.47
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1945.30 4.6 -0.35 22.68 109 15 688
8 Dec 1961.10 4.5 -2.4 20.90 338 35 669
5 Dec 1974.40 7 -2.1 19.02 482 181 633
4 Dec 1983.00 9.55 1.15 19.28 94 9 452
3 Dec 1972.40 8.2 -4.05 19.58 370 20 444
2 Dec 1986.70 11.95 -1.4 19.74 230 19 424
1 Dec 1991.40 12.9 1.8 19.65 447 -42 404
28 Nov 1970.50 10.55 -3.1 19.46 473 148 448
27 Nov 1980.70 13 -7.55 19.44 280 64 298
26 Nov 2010.30 20.45 1.05 18.30 212 4 234
25 Nov 1999.00 19.6 -1.1 21.03 186 34 230
24 Nov 1997.50 20.25 -6.3 21.88 327 9 201
21 Nov 2004.10 27.25 -10.85 21.15 162 3 193
20 Nov 2037.60 37.95 -4.35 20.13 404 62 188
19 Nov 2041.70 42 6.85 22.53 329 58 121
18 Nov 2025.80 34.75 -8.3 19.62 25 6 63
17 Nov 2042.90 43.4 13.2 22.61 48 21 57
14 Nov 2005.10 30 -13.45 19.44 60 20 59
13 Nov 2033.80 43.45 3.25 20.31 37 30 38
12 Nov 2028.60 40.2 8.55 19.91 2 0 7
11 Nov 1996.10 31.65 -10.65 21.09 3 1 6
10 Nov 2025.40 42.3 7.3 21.25 6 2 4
7 Nov 2020.20 35 -39.65 18.42 2 1 1
6 Nov 2001.00 74.65 0 2.40 0 0 0
4 Nov 2040.00 74.65 0 1.00 0 0 0
3 Nov 2007.60 74.65 0 2.24 0 0 0
31 Oct 1993.70 74.65 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 2100 expiring on 30DEC2025

Delta for 2100 CE is 0.10

Historical price for 2100 CE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 4.6, which was -0.35 lower than the previous day. The implied volatity was 22.68, the open interest changed by 15 which increased total open position to 688


On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 4.5, which was -2.4 lower than the previous day. The implied volatity was 20.90, the open interest changed by 35 which increased total open position to 669


On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 7, which was -2.1 lower than the previous day. The implied volatity was 19.02, the open interest changed by 181 which increased total open position to 633


On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 9.55, which was 1.15 higher than the previous day. The implied volatity was 19.28, the open interest changed by 9 which increased total open position to 452


On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 8.2, which was -4.05 lower than the previous day. The implied volatity was 19.58, the open interest changed by 20 which increased total open position to 444


On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 11.95, which was -1.4 lower than the previous day. The implied volatity was 19.74, the open interest changed by 19 which increased total open position to 424


On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 12.9, which was 1.8 higher than the previous day. The implied volatity was 19.65, the open interest changed by -42 which decreased total open position to 404


On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 10.55, which was -3.1 lower than the previous day. The implied volatity was 19.46, the open interest changed by 148 which increased total open position to 448


On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 13, which was -7.55 lower than the previous day. The implied volatity was 19.44, the open interest changed by 64 which increased total open position to 298


On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 20.45, which was 1.05 higher than the previous day. The implied volatity was 18.30, the open interest changed by 4 which increased total open position to 234


On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 19.6, which was -1.1 lower than the previous day. The implied volatity was 21.03, the open interest changed by 34 which increased total open position to 230


On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 20.25, which was -6.3 lower than the previous day. The implied volatity was 21.88, the open interest changed by 9 which increased total open position to 201


On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 27.25, which was -10.85 lower than the previous day. The implied volatity was 21.15, the open interest changed by 3 which increased total open position to 193


On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 37.95, which was -4.35 lower than the previous day. The implied volatity was 20.13, the open interest changed by 62 which increased total open position to 188


On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 42, which was 6.85 higher than the previous day. The implied volatity was 22.53, the open interest changed by 58 which increased total open position to 121


On 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 34.75, which was -8.3 lower than the previous day. The implied volatity was 19.62, the open interest changed by 6 which increased total open position to 63


On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 43.4, which was 13.2 higher than the previous day. The implied volatity was 22.61, the open interest changed by 21 which increased total open position to 57


On 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 30, which was -13.45 lower than the previous day. The implied volatity was 19.44, the open interest changed by 20 which increased total open position to 59


On 13 Nov ICICIGI was trading at 2033.80. The strike last trading price was 43.45, which was 3.25 higher than the previous day. The implied volatity was 20.31, the open interest changed by 30 which increased total open position to 38


On 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 40.2, which was 8.55 higher than the previous day. The implied volatity was 19.91, the open interest changed by 0 which decreased total open position to 7


On 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 31.65, which was -10.65 lower than the previous day. The implied volatity was 21.09, the open interest changed by 1 which increased total open position to 6


On 10 Nov ICICIGI was trading at 2025.40. The strike last trading price was 42.3, which was 7.3 higher than the previous day. The implied volatity was 21.25, the open interest changed by 2 which increased total open position to 4


On 7 Nov ICICIGI was trading at 2020.20. The strike last trading price was 35, which was -39.65 lower than the previous day. The implied volatity was 18.42, the open interest changed by 1 which increased total open position to 1


On 6 Nov ICICIGI was trading at 2001.00. The strike last trading price was 74.65, which was 0 lower than the previous day. The implied volatity was 2.40, 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 74.65, which was 0 lower than the previous day. The implied volatity was 1.00, 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 74.65, which was 0 lower than the previous day. The implied volatity was 2.24, 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 74.65, 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 2100 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1945.30 137.2 -7 - 7 -1 35
8 Dec 1961.10 144.2 24.9 23.96 21 2 41
5 Dec 1974.40 119.3 5.7 20.37 2 1 39
4 Dec 1983.00 113.6 -3.3 22.26 12 -4 37
3 Dec 1972.40 116.9 21.8 - 0 0 0
2 Dec 1986.70 116.9 21.8 - 0 0 0
1 Dec 1991.40 116.9 21.8 - 0 0 0
28 Nov 1970.50 116.9 21.8 - 0 0 0
27 Nov 1980.70 116.9 21.8 21.05 9 1 42
26 Nov 2010.30 95.5 -6.5 23.09 15 6 41
25 Nov 1999.00 102 -10.65 16.29 1 0 34
24 Nov 1997.50 112.65 25.05 19.84 3 1 33
21 Nov 2004.10 87.35 1.35 - 0 3 0
20 Nov 2037.60 87.35 1.35 24.61 35 3 32
19 Nov 2041.70 86.15 -3.85 22.26 42 17 26
18 Nov 2025.80 90 7.35 23.31 2 0 8
17 Nov 2042.90 82 -7.7 20.08 6 0 2
14 Nov 2005.10 89.7 -43.9 - 0 0 0
13 Nov 2033.80 89.7 -43.9 - 0 0 0
12 Nov 2028.60 89.7 -43.9 - 0 0 0
11 Nov 1996.10 89.7 -43.9 - 0 0 0
10 Nov 2025.40 89.7 -43.9 - 0 0 0
7 Nov 2020.20 89.7 -43.9 - 0 0 0
6 Nov 2001.00 89.7 -43.9 - 0 2 0
4 Nov 2040.00 89.7 -43.9 23.33 2 0 0
3 Nov 2007.60 133.6 0 - 0 0 0
31 Oct 1993.70 133.6 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 2100 expiring on 30DEC2025

Delta for 2100 PE is -

Historical price for 2100 PE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 137.2, which was -7 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 35


On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 144.2, which was 24.9 higher than the previous day. The implied volatity was 23.96, the open interest changed by 2 which increased total open position to 41


On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 119.3, which was 5.7 higher than the previous day. The implied volatity was 20.37, the open interest changed by 1 which increased total open position to 39


On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 113.6, which was -3.3 lower than the previous day. The implied volatity was 22.26, the open interest changed by -4 which decreased total open position to 37


On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 116.9, which was 21.8 higher 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 116.9, which was 21.8 higher 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 116.9, which was 21.8 higher 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 116.9, which was 21.8 higher 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 116.9, which was 21.8 higher than the previous day. The implied volatity was 21.05, the open interest changed by 1 which increased total open position to 42


On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 95.5, which was -6.5 lower than the previous day. The implied volatity was 23.09, the open interest changed by 6 which increased total open position to 41


On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 102, which was -10.65 lower than the previous day. The implied volatity was 16.29, the open interest changed by 0 which decreased total open position to 34


On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 112.65, which was 25.05 higher than the previous day. The implied volatity was 19.84, the open interest changed by 1 which increased total open position to 33


On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 87.35, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 87.35, which was 1.35 higher than the previous day. The implied volatity was 24.61, the open interest changed by 3 which increased total open position to 32


On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 86.15, which was -3.85 lower than the previous day. The implied volatity was 22.26, the open interest changed by 17 which increased total open position to 26


On 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 90, which was 7.35 higher than the previous day. The implied volatity was 23.31, the open interest changed by 0 which decreased total open position to 8


On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 82, which was -7.7 lower than the previous day. The implied volatity was 20.08, the open interest changed by 0 which decreased total open position to 2


On 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 89.7, which was -43.9 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 89.7, which was -43.9 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 89.7, which was -43.9 lower than the previous day. The implied volatity was -, 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 89.7, which was -43.9 lower than the previous day. The implied volatity was -, 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 89.7, which was -43.9 lower 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 89.7, which was -43.9 lower than the previous day. The implied volatity was -, 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 89.7, which was -43.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 4 Nov ICICIGI was trading at 2040.00. The strike last trading price was 89.7, which was -43.9 lower than the previous day. The implied volatity was 23.33, 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 133.6, 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 133.6, 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