[--[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 2120 CE
Delta: 0.07
Vega: 0.63
Theta: -0.38
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1945.30 3.3 -0.55 22.94 14 1 68
8 Dec 1961.10 3.85 -2.85 22.15 87 10 73
5 Dec 1974.40 6.7 0.4 - 0 -1 0
4 Dec 1983.00 6.7 0.4 19.70 2 -1 63
3 Dec 1972.40 6.4 -2.7 20.17 36 20 63
2 Dec 1986.70 9.1 0.6 20.05 23 5 42
1 Dec 1991.40 8.5 -2.2 - 0 -2 0
28 Nov 1970.50 8.5 -2.2 20.07 7 -1 38
27 Nov 1980.70 10.45 -10.85 19.97 74 34 40
26 Nov 2010.30 21.3 -4.7 - 0 5 0
25 Nov 1999.00 21.3 -4.7 24.21 5 3 4
24 Nov 1997.50 26 -5 - 0 0 0
21 Nov 2004.10 26 -5 23.06 1 0 1
20 Nov 2037.60 31 1.15 20.14 1 0 0
19 Nov 2041.70 29.85 -10.35 20.43 6 3 3
18 Nov 2025.80 40.2 0 2.64 0 0 0
17 Nov 2042.90 40.2 0 2.60 0 0 0
14 Nov 2005.10 40.2 0 3.01 0 0 0
13 Nov 2033.80 40.2 0 2.17 0 0 0
12 Nov 2028.60 40.2 0 2.36 0 0 0
11 Nov 1996.10 40.2 0 3.25 0 0 0
7 Nov 2020.20 40.2 0 2.42 0 0 0
6 Nov 2001.00 40.2 0 3.03 0 0 0
4 Nov 2040.00 40.2 0 1.69 0 0 0
3 Nov 2007.60 40.2 0 2.74 0 0 0
31 Oct 1993.70 40.2 0 - 0 0 0
28 Oct 2019.00 40.2 0 2.06 0 0 0
24 Oct 1993.90 40.2 0 2.61 0 0 0
23 Oct 1979.20 40.2 0 - 0 0 0
21 Oct 2007.00 40.2 0 - 0 0 0
17 Oct 2001.00 40.2 0 - 0 0 0
6 Oct 1925.80 0 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 2120 expiring on 30DEC2025

Delta for 2120 CE is 0.07

Historical price for 2120 CE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 3.3, which was -0.55 lower than the previous day. The implied volatity was 22.94, the open interest changed by 1 which increased total open position to 68


On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 3.85, which was -2.85 lower than the previous day. The implied volatity was 22.15, the open interest changed by 10 which increased total open position to 73


On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 6.7, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 6.7, which was 0.4 higher than the previous day. The implied volatity was 19.70, the open interest changed by -1 which decreased total open position to 63


On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 6.4, which was -2.7 lower than the previous day. The implied volatity was 20.17, the open interest changed by 20 which increased total open position to 63


On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 9.1, which was 0.6 higher than the previous day. The implied volatity was 20.05, the open interest changed by 5 which increased total open position to 42


On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 8.5, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 8.5, which was -2.2 lower than the previous day. The implied volatity was 20.07, the open interest changed by -1 which decreased total open position to 38


On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 10.45, which was -10.85 lower than the previous day. The implied volatity was 19.97, the open interest changed by 34 which increased total open position to 40


On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 21.3, which was -4.7 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 21.3, which was -4.7 lower than the previous day. The implied volatity was 24.21, the open interest changed by 3 which increased total open position to 4


On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 26, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 26, which was -5 lower than the previous day. The implied volatity was 23.06, the open interest changed by 0 which decreased total open position to 1


On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 31, which was 1.15 higher than the previous day. The implied volatity was 20.14, the open interest changed by 0 which decreased total open position to 0


On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 29.85, which was -10.35 lower than the previous day. The implied volatity was 20.43, the open interest changed by 3 which increased total open position to 3


On 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0


On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 2.60, the open interest changed by 0 which decreased total open position to 0


On 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 3.01, 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 40.2, which was 0 lower than the previous day. The implied volatity was 2.17, 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 40.2, which was 0 lower than the previous day. The implied volatity was 2.36, 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 40.2, which was 0 lower than the previous day. The implied volatity was 3.25, 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 40.2, which was 0 lower than the previous day. The implied volatity was 2.42, 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 40.2, which was 0 lower than the previous day. The implied volatity was 3.03, 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 40.2, which was 0 lower than the previous day. The implied volatity was 1.69, 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 40.2, which was 0 lower than the previous day. The implied volatity was 2.74, 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 40.2, 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 28 Oct ICICIGI was trading at 2019.00. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0


On 24 Oct ICICIGI was trading at 1993.90. The strike last trading price was 40.2, which was 0 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0


On 23 Oct ICICIGI was trading at 1979.20. The strike last trading price was 40.2, 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 21 Oct ICICIGI was trading at 2007.00. The strike last trading price was 40.2, 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 17 Oct ICICIGI was trading at 2001.00. The strike last trading price was 40.2, 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 6 Oct ICICIGI was trading at 1925.80. The strike last trading price was 0, 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 2120 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1945.30 238.3 0 - 0 0 0
8 Dec 1961.10 238.3 0 - 0 0 0
5 Dec 1974.40 238.3 0 - 0 0 0
4 Dec 1983.00 238.3 0 - 0 0 0
3 Dec 1972.40 238.3 0 - 0 0 0
2 Dec 1986.70 238.3 0 - 0 0 0
1 Dec 1991.40 238.3 0 - 0 0 0
28 Nov 1970.50 238.3 0 - 0 0 0
27 Nov 1980.70 238.3 0 - 0 0 0
26 Nov 2010.30 238.3 0 - 0 0 0
25 Nov 1999.00 238.3 0 - 0 0 0
24 Nov 1997.50 238.3 0 - 0 0 0
21 Nov 2004.10 238.3 0 - 0 0 0
20 Nov 2037.60 238.3 0 - 0 0 0
19 Nov 2041.70 238.3 0 - 0 0 0
18 Nov 2025.80 238.3 0 - 0 0 0
17 Nov 2042.90 238.3 0 - 0 0 0
14 Nov 2005.10 238.3 0 - 0 0 0
13 Nov 2033.80 238.3 0 - 0 0 0
12 Nov 2028.60 238.3 0 - 0 0 0
11 Nov 1996.10 238.3 0 - 0 0 0
7 Nov 2020.20 238.3 0 - 0 0 0
6 Nov 2001.00 238.3 0 - 0 0 0
4 Nov 2040.00 238.3 0 - 0 0 0
3 Nov 2007.60 238.3 0 - 0 0 0
31 Oct 1993.70 238.3 0 - 0 0 0
28 Oct 2019.00 238.3 0 - 0 0 0
24 Oct 1993.90 238.3 0 - 0 0 0
23 Oct 1979.20 238.3 0 - 0 0 0
21 Oct 2007.00 238.3 0 - 0 0 0
17 Oct 2001.00 238.3 0 - 0 0 0
6 Oct 1925.80 0 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 2120 expiring on 30DEC2025

Delta for 2120 PE is -

Historical price for 2120 PE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 238.3, 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 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 238.3, 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 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 238.3, 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 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 238.3, 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 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 238.3, 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 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 238.3, 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 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 238.3, 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 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 238.3, 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 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 238.3, 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 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 238.3, 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 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 238.3, 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 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 238.3, 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 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 238.3, 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 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 238.3, 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 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 238.3, 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 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 238.3, 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 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 238.3, 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 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 238.3, 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 13 Nov ICICIGI was trading at 2033.80. The strike last trading price was 238.3, 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 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 238.3, 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 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 238.3, 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 7 Nov ICICIGI was trading at 2020.20. The strike last trading price was 238.3, 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 6 Nov ICICIGI was trading at 2001.00. The strike last trading price was 238.3, 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 4 Nov ICICIGI was trading at 2040.00. The strike last trading price was 238.3, 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 3 Nov ICICIGI was trading at 2007.60. The strike last trading price was 238.3, 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 238.3, 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 28 Oct ICICIGI was trading at 2019.00. The strike last trading price was 238.3, 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 24 Oct ICICIGI was trading at 1993.90. The strike last trading price was 238.3, 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 23 Oct ICICIGI was trading at 1979.20. The strike last trading price was 238.3, 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 21 Oct ICICIGI was trading at 2007.00. The strike last trading price was 238.3, 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 17 Oct ICICIGI was trading at 2001.00. The strike last trading price was 238.3, 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 6 Oct ICICIGI was trading at 1925.80. The strike last trading price was 0, 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