ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Nov 2024 04:11 PM IST
| ICICIGI 28NOV2024 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1804.70 | 0.35 | 0.00 | 0.00 | 0 | -19 | 0 | |||
| 20 Nov | 1840.90 | 0.35 | 0.00 | 35.79 | 27.5 | -19 | 129.5 | |||
| 19 Nov | 1840.90 | 0.35 | -0.15 | 35.79 | 27.5 | -18.5 | 129.5 | |||
| 18 Nov | 1839.45 | 0.5 | -0.10 | 34.70 | 46 | -27.5 | 149 | |||
| 14 Nov | 1863.40 | 0.6 | -0.60 | 27.09 | 14.5 | -10 | 176.5 | |||
| 13 Nov | 1868.20 | 1.2 | -0.60 | 29.05 | 35.5 | -4 | 196.5 | |||
| 12 Nov | 1892.25 | 1.8 | -1.15 | 27.32 | 113 | -14.5 | 200 | |||
| 11 Nov | 1921.10 | 2.95 | 0.30 | 24.74 | 65 | -0.5 | 214 | |||
| 8 Nov | 1910.15 | 2.65 | -1.55 | 24.83 | 97 | 10.5 | 212 | |||
| 7 Nov | 1916.50 | 4.2 | -1.65 | 24.58 | 168.5 | 22.5 | 201.5 | |||
| 6 Nov | 1933.70 | 5.85 | -0.25 | 23.74 | 156.5 | 16.5 | 179 | |||
| 5 Nov | 1916.05 | 6.1 | 2.50 | 26.00 | 228 | -16.5 | 162.5 | |||
| 4 Nov | 1870.85 | 3.6 | -3.70 | 27.59 | 192 | 64.5 | 179 | |||
| 31 Oct | 1917.35 | 7.3 | -1.55 | - | 77 | 11 | 111 | |||
| 30 Oct | 1927.90 | 8.85 | -0.75 | - | 187 | 80 | 100 | |||
| 29 Oct | 1913.30 | 9.6 | -0.40 | - | 12 | 5 | 16 | |||
| 28 Oct | 1896.00 | 10 | -9.00 | - | 6 | 3 | 10 | |||
| 25 Oct | 1929.15 | 19 | -1.00 | - | 7 | 5 | 7 | |||
| 24 Oct | 1955.75 | 20 | -200.70 | - | 3 | 1 | 1 | |||
| 23 Oct | 1958.95 | 220.7 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 22 Oct | 1986.25 | 220.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2024.35 | 220.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2089.35 | 220.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2067.35 | 220.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2080.00 | 220.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2083.75 | 220.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2100.15 | 220.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2126.60 | 220.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 2135.20 | 220.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 2153.90 | 220.7 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 2100 expiring on 28NOV2024
Delta for 2100 CE is 0.00
Historical price for 2100 CE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -38 which decreased total open position to 0
On 20 Nov ICICIGI was trading at 1840.90. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 35.79, the open interest changed by -38 which decreased total open position to 259
On 19 Nov ICICIGI was trading at 1840.90. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 35.79, the open interest changed by -37 which decreased total open position to 259
On 18 Nov ICICIGI was trading at 1839.45. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 34.70, the open interest changed by -55 which decreased total open position to 298
On 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 0.6, which was -0.60 lower than the previous day. The implied volatity was 27.09, the open interest changed by -20 which decreased total open position to 353
On 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 1.2, which was -0.60 lower than the previous day. The implied volatity was 29.05, the open interest changed by -8 which decreased total open position to 393
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 1.8, which was -1.15 lower than the previous day. The implied volatity was 27.32, the open interest changed by -29 which decreased total open position to 400
On 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 2.95, which was 0.30 higher than the previous day. The implied volatity was 24.74, the open interest changed by -1 which decreased total open position to 428
On 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 2.65, which was -1.55 lower than the previous day. The implied volatity was 24.83, the open interest changed by 21 which increased total open position to 424
On 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 4.2, which was -1.65 lower than the previous day. The implied volatity was 24.58, the open interest changed by 45 which increased total open position to 403
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 5.85, which was -0.25 lower than the previous day. The implied volatity was 23.74, the open interest changed by 33 which increased total open position to 358
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 6.1, which was 2.50 higher than the previous day. The implied volatity was 26.00, the open interest changed by -33 which decreased total open position to 325
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 3.6, which was -3.70 lower than the previous day. The implied volatity was 27.59, the open interest changed by 129 which increased total open position to 358
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 7.3, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIGI was trading at 1927.90. The strike last trading price was 8.85, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ICICIGI was trading at 1913.30. The strike last trading price was 9.6, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ICICIGI was trading at 1896.00. The strike last trading price was 10, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ICICIGI was trading at 1929.15. The strike last trading price was 19, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ICICIGI was trading at 1955.75. The strike last trading price was 20, which was -200.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ICICIGI was trading at 1958.95. The strike last trading price was 220.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ICICIGI was trading at 1986.25. The strike last trading price was 220.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ICICIGI was trading at 2024.35. The strike last trading price was 220.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct ICICIGI was trading at 2089.35. The strike last trading price was 220.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct ICICIGI was trading at 2067.35. The strike last trading price was 220.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct ICICIGI was trading at 2080.00. The strike last trading price was 220.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct ICICIGI was trading at 2083.75. The strike last trading price was 220.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct ICICIGI was trading at 2100.15. The strike last trading price was 220.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct ICICIGI was trading at 2126.60. The strike last trading price was 220.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct ICICIGI was trading at 2135.20. The strike last trading price was 220.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct ICICIGI was trading at 2153.90. The strike last trading price was 220.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIGI 28NOV2024 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1804.70 | 216 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1840.90 | 216 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1840.90 | 216 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1839.45 | 216 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1863.40 | 216 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 13 Nov | 1868.20 | 216 | 37.85 | - | 0.5 | 0 | 101.5 |
| 12 Nov | 1892.25 | 178.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1921.10 | 178.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1910.15 | 178.15 | 0.00 | 0.00 | 0 | 0.5 | 0 |
| 7 Nov | 1916.50 | 178.15 | 22.65 | 32.33 | 1 | 0 | 101 |
| 6 Nov | 1933.70 | 155.5 | -19.95 | 26.10 | 10 | -1.5 | 102.5 |
| 5 Nov | 1916.05 | 175.45 | -34.60 | 27.26 | 4.5 | -2 | 105 |
| 4 Nov | 1870.85 | 210.05 | 28.10 | - | 5 | 0 | 102 |
| 31 Oct | 1917.35 | 181.95 | 22.60 | - | 2 | 1 | 101 |
| 30 Oct | 1927.90 | 159.35 | -21.40 | - | 80 | 77 | 98 |
| 29 Oct | 1913.30 | 180.75 | 1.05 | - | 12 | 8 | 17 |
| 28 Oct | 1896.00 | 179.7 | 84.70 | - | 8 | 7 | 7 |
| 25 Oct | 1929.15 | 95 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1955.75 | 95 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1958.95 | 95 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1986.25 | 95 | 0.00 | - | 0 | 1 | 0 |
| 21 Oct | 2024.35 | 95 | 50.00 | - | 1 | 0 | 1 |
| 14 Oct | 2089.35 | 45 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2067.35 | 45 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2080.00 | 45 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2083.75 | 45 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 2100.15 | 45 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 2126.60 | 45 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 2135.20 | 45 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 2153.90 | 45 | - | 0 | 1 | 0 | |
For Icici Lombard Gic Limited - strike price 2100 expiring on 28NOV2024
Delta for 2100 PE is 0.00
Historical price for 2100 PE is as follows
On 21 Nov ICICIGI was trading at 1804.70. The strike last trading price was 216, 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 216, 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 Nov ICICIGI was trading at 1840.90. The strike last trading price was 216, 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 Nov ICICIGI was trading at 1839.45. The strike last trading price was 216, 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 14 Nov ICICIGI was trading at 1863.40. The strike last trading price was 216, 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 13 Nov ICICIGI was trading at 1868.20. The strike last trading price was 216, which was 37.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 203
On 12 Nov ICICIGI was trading at 1892.25. The strike last trading price was 178.15, 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 11 Nov ICICIGI was trading at 1921.10. The strike last trading price was 178.15, 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 8 Nov ICICIGI was trading at 1910.15. The strike last trading price was 178.15, 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 7 Nov ICICIGI was trading at 1916.50. The strike last trading price was 178.15, which was 22.65 higher than the previous day. The implied volatity was 32.33, the open interest changed by 0 which decreased total open position to 202
On 6 Nov ICICIGI was trading at 1933.70. The strike last trading price was 155.5, which was -19.95 lower than the previous day. The implied volatity was 26.10, the open interest changed by -3 which decreased total open position to 205
On 5 Nov ICICIGI was trading at 1916.05. The strike last trading price was 175.45, which was -34.60 lower than the previous day. The implied volatity was 27.26, the open interest changed by -4 which decreased total open position to 210
On 4 Nov ICICIGI was trading at 1870.85. The strike last trading price was 210.05, which was 28.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 204
On 31 Oct ICICIGI was trading at 1917.35. The strike last trading price was 181.95, which was 22.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIGI was trading at 1927.90. The strike last trading price was 159.35, which was -21.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ICICIGI was trading at 1913.30. The strike last trading price was 180.75, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ICICIGI was trading at 1896.00. The strike last trading price was 179.7, which was 84.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ICICIGI was trading at 1929.15. The strike last trading price was 95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ICICIGI was trading at 1955.75. The strike last trading price was 95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ICICIGI was trading at 1958.95. The strike last trading price was 95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ICICIGI was trading at 1986.25. The strike last trading price was 95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ICICIGI was trading at 2024.35. The strike last trading price was 95, which was 50.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct ICICIGI was trading at 2089.35. The strike last trading price was 45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct ICICIGI was trading at 2067.35. The strike last trading price was 45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct ICICIGI was trading at 2080.00. The strike last trading price was 45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct ICICIGI was trading at 2083.75. The strike last trading price was 45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct ICICIGI was trading at 2100.15. The strike last trading price was 45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct ICICIGI was trading at 2126.60. The strike last trading price was 45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct ICICIGI was trading at 2135.20. The strike last trading price was 45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct ICICIGI was trading at 2153.90. The strike last trading price was 45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
