ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
09 Dec 2025 04:11 PM IST
| ICICIGI 30-DEC-2025 2120 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.63
Theta: -0.38
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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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 | 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































































































































































































































