ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
20 Dec 2024 04:11 PM IST
| ICICIGI 26DEC2024 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.21
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1902.15 | 1.6 | -0.10 | 42.41 | 137 | 26 | 162 | |||
| 19 Dec | 1898.00 | 1.7 | 0.75 | 39.66 | 63 | 2 | 137 | |||
| 18 Dec | 1874.70 | 0.95 | -0.15 | 37.55 | 140 | -77 | 137 | |||
| 17 Dec | 1917.30 | 1.1 | -1.30 | 29.90 | 57 | -36 | 214 | |||
| 16 Dec | 1963.80 | 2.4 | -1.90 | 26.16 | 344 | -41 | 254 | |||
| 13 Dec | 1983.35 | 4.3 | 0.85 | 21.50 | 388 | 27 | 294 | |||
| 12 Dec | 1961.35 | 3.45 | 1.20 | 22.62 | 165 | 87 | 267 | |||
| 11 Dec | 1948.65 | 2.25 | -0.75 | 22.68 | 262 | 21 | 180 | |||
| 10 Dec | 1945.80 | 3 | -2.20 | 23.62 | 243 | -54 | 142 | |||
| 9 Dec | 1962.20 | 5.2 | 0.50 | 23.35 | 363 | 0 | 197 | |||
| 6 Dec | 1949.90 | 4.7 | 0.05 | 22.59 | 438 | 1 | 199 | |||
| 5 Dec | 1932.70 | 4.65 | -3.20 | 24.00 | 463 | 110 | 201 | |||
| 4 Dec | 1950.85 | 7.85 | 4.75 | 24.80 | 471 | 49 | 91 | |||
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| 3 Dec | 1896.35 | 3.1 | -4.65 | 24.51 | 53 | 40 | 43 | |||
| 29 Nov | 1861.85 | 7.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1863.75 | 7.75 | 2.75 | 30.06 | 1 | 0 | 2 | |||
| 20 Nov | 1840.90 | 5 | 0.00 | 26.77 | 4 | 2 | 2 | |||
| 19 Nov | 1840.90 | 5 | 26.77 | 4 | 2 | 2 | ||||
For Icici Lombard Gic Limited - strike price 2100 expiring on 26DEC2024
Delta for 2100 CE is 0.04
Historical price for 2100 CE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 1.6, which was -0.10 lower than the previous day. The implied volatity was 42.41, the open interest changed by 26 which increased total open position to 162
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 1.7, which was 0.75 higher than the previous day. The implied volatity was 39.66, the open interest changed by 2 which increased total open position to 137
On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 37.55, the open interest changed by -77 which decreased total open position to 137
On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 1.1, which was -1.30 lower than the previous day. The implied volatity was 29.90, the open interest changed by -36 which decreased total open position to 214
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 2.4, which was -1.90 lower than the previous day. The implied volatity was 26.16, the open interest changed by -41 which decreased total open position to 254
On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 4.3, which was 0.85 higher than the previous day. The implied volatity was 21.50, the open interest changed by 27 which increased total open position to 294
On 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 3.45, which was 1.20 higher than the previous day. The implied volatity was 22.62, the open interest changed by 87 which increased total open position to 267
On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was 22.68, the open interest changed by 21 which increased total open position to 180
On 10 Dec ICICIGI was trading at 1945.80. The strike last trading price was 3, which was -2.20 lower than the previous day. The implied volatity was 23.62, the open interest changed by -54 which decreased total open position to 142
On 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 5.2, which was 0.50 higher than the previous day. The implied volatity was 23.35, the open interest changed by 0 which decreased total open position to 197
On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 4.7, which was 0.05 higher than the previous day. The implied volatity was 22.59, the open interest changed by 1 which increased total open position to 199
On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 4.65, which was -3.20 lower than the previous day. The implied volatity was 24.00, the open interest changed by 110 which increased total open position to 201
On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 7.85, which was 4.75 higher than the previous day. The implied volatity was 24.80, the open interest changed by 49 which increased total open position to 91
On 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 3.1, which was -4.65 lower than the previous day. The implied volatity was 24.51, the open interest changed by 40 which increased total open position to 43
On 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 7.75, 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 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 7.75, which was 2.75 higher than the previous day. The implied volatity was 30.06, the open interest changed by 0 which decreased total open position to 2
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 26.77, the open interest changed by 2 which increased total open position to 2
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 5, which was lower than the previous day. The implied volatity was 26.77, the open interest changed by 2 which increased total open position to 2
| ICICIGI 26DEC2024 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 203.75 | 0.00 | 0.00 | 0 | -3 | 0 |
| 19 Dec | 1898.00 | 203.75 | 36.05 | 49.67 | 3 | 0 | 8 |
| 18 Dec | 1874.70 | 167.7 | 0.00 | 0.00 | 0 | 2 | 0 |
| 17 Dec | 1917.30 | 167.7 | 44.15 | - | 5 | 2 | 8 |
| 16 Dec | 1963.80 | 123.55 | -10.70 | - | 3 | 0 | 3 |
| 13 Dec | 1983.35 | 134.25 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Dec | 1961.35 | 134.25 | -140.75 | 31.15 | 1 | 0 | 2 |
| 11 Dec | 1948.65 | 275 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1945.80 | 275 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1962.20 | 275 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1949.90 | 275 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1932.70 | 275 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 1950.85 | 275 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 1896.35 | 275 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1861.85 | 275 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 1863.75 | 275 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1840.90 | 275 | 0.00 | 44.07 | 2 | 2 | 0 |
| 19 Nov | 1840.90 | 275 | 44.07 | 2 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 2100 expiring on 26DEC2024
Delta for 2100 PE is 0.00
Historical price for 2100 PE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 203.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 203.75, which was 36.05 higher than the previous day. The implied volatity was 49.67, the open interest changed by 0 which decreased total open position to 8
On 18 Dec ICICIGI was trading at 1874.70. The strike last trading price was 167.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 17 Dec ICICIGI was trading at 1917.30. The strike last trading price was 167.7, which was 44.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 8
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 123.55, which was -10.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Dec ICICIGI was trading at 1983.35. The strike last trading price was 134.25, 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 12 Dec ICICIGI was trading at 1961.35. The strike last trading price was 134.25, which was -140.75 lower than the previous day. The implied volatity was 31.15, the open interest changed by 0 which decreased total open position to 2
On 11 Dec ICICIGI was trading at 1948.65. The strike last trading price was 275, 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 275, 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 9 Dec ICICIGI was trading at 1962.20. The strike last trading price was 275, 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 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 275, 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 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 275, 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 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 275, 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 3 Dec ICICIGI was trading at 1896.35. The strike last trading price was 275, 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 29 Nov ICICIGI was trading at 1861.85. The strike last trading price was 275, 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 27 Nov ICICIGI was trading at 1863.75. The strike last trading price was 275, 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 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 275, which was 0.00 lower than the previous day. The implied volatity was 44.07, the open interest changed by 2 which increased total open position to 0
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 275, which was lower than the previous day. The implied volatity was 44.07, the open interest changed by 0 which decreased total open position to 0
