ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
09 Dec 2025 04:11 PM IST
| ICICIGI 30-DEC-2025 2100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.79
Theta: -0.47
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































