ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
16 Sep 2024 04:11 PM IST
| ICICIGI 2120 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 2094.90 | 23.4 | -9.95 | 59,500 | 6,500 | 48,000 | ||||
| 13 Sept | 2109.25 | 33.35 | -9.35 | 96,000 | 13,500 | 41,000 | ||||
| 12 Sept | 2122.45 | 42.7 | -8.20 | 40,500 | 6,500 | 27,000 | ||||
| 11 Sept | 2129.95 | 50.9 | -17.40 | 7,000 | 1,500 | 20,000 | ||||
| 10 Sept | 2161.10 | 68.3 | -93.75 | 3,500 | 2,500 | 18,500 | ||||
| 9 Sept | 2232.40 | 162.05 | 0.00 | 0 | 0 | 0 | ||||
| 6 Sept | 2261.70 | 162.05 | 0.00 | 0 | 1,000 | 0 | ||||
| 5 Sept | 2255.45 | 162.05 | 25.05 | 2,000 | 0 | 15,000 | ||||
| 4 Sept | 2250.70 | 137 | 24.05 | 2,000 | 0 | 14,500 | ||||
| 3 Sept | 2208.10 | 112.95 | 10.40 | 4,500 | 1,500 | 14,000 | ||||
| 2 Sept | 2185.65 | 102.55 | 30.60 | 6,000 | 2,000 | 13,000 | ||||
| 30 Aug | 2141.75 | 71.95 | 4.85 | 7,500 | 0 | 11,000 | ||||
| 29 Aug | 2138.35 | 67.1 | -18.90 | 7,000 | -2,500 | 11,500 | ||||
| 28 Aug | 2141.90 | 86 | 0.00 | 500 | 0 | 14,000 | ||||
| 27 Aug | 2153.35 | 86 | 16.00 | 27,000 | 3,000 | 13,500 | ||||
| 26 Aug | 2122.25 | 70 | 46.65 | 21,000 | 8,000 | 8,000 | ||||
| 23 Aug | 2096.80 | 23.35 | 0.00 | 0 | 0 | 0 | ||||
| 22 Aug | 2083.20 | 23.35 | 0.00 | 0 | 0 | 0 | ||||
| 20 Aug | 2064.05 | 23.35 | 0.00 | 0 | 0 | 0 | ||||
| 19 Aug | 2014.05 | 23.35 | 0.00 | 0 | 0 | 0 | ||||
| 16 Aug | 2036.70 | 23.35 | 0.00 | 0 | 0 | 0 | ||||
| 14 Aug | 1977.95 | 23.35 | 0.00 | 0 | 0 | 0 | ||||
| 13 Aug | 1947.25 | 23.35 | 0.00 | 0 | 0 | 0 | ||||
|
|
||||||||||
| 6 Aug | 1913.25 | 23.35 | 0.00 | 0 | 0 | 0 | ||||
| 1 Aug | 2004.35 | 23.35 | 23.35 | 0 | 0 | 0 | ||||
| 25 Jul | 1960.50 | 0 | 0 | 0 | 0 | |||||
For Icici Lombard Gic Limited - strike price 2120 expiring on 26SEP2024
Delta for 2120 CE is -
Historical price for 2120 CE is as follows
On 16 Sept ICICIGI was trading at 2094.90. The strike last trading price was 23.4, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by 6500 which increased total open position to 48000
On 13 Sept ICICIGI was trading at 2109.25. The strike last trading price was 33.35, which was -9.35 lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 41000
On 12 Sept ICICIGI was trading at 2122.45. The strike last trading price was 42.7, which was -8.20 lower than the previous day. The implied volatity was -, the open interest changed by 6500 which increased total open position to 27000
On 11 Sept ICICIGI was trading at 2129.95. The strike last trading price was 50.9, which was -17.40 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 20000
On 10 Sept ICICIGI was trading at 2161.10. The strike last trading price was 68.3, which was -93.75 lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 18500
On 9 Sept ICICIGI was trading at 2232.40. The strike last trading price was 162.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Sept ICICIGI was trading at 2261.70. The strike last trading price was 162.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 0
On 5 Sept ICICIGI was trading at 2255.45. The strike last trading price was 162.05, which was 25.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15000
On 4 Sept ICICIGI was trading at 2250.70. The strike last trading price was 137, which was 24.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14500
On 3 Sept ICICIGI was trading at 2208.10. The strike last trading price was 112.95, which was 10.40 higher than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 14000
On 2 Sept ICICIGI was trading at 2185.65. The strike last trading price was 102.55, which was 30.60 higher than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 13000
On 30 Aug ICICIGI was trading at 2141.75. The strike last trading price was 71.95, which was 4.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11000
On 29 Aug ICICIGI was trading at 2138.35. The strike last trading price was 67.1, which was -18.90 lower than the previous day. The implied volatity was -, the open interest changed by -2500 which decreased total open position to 11500
On 28 Aug ICICIGI was trading at 2141.90. The strike last trading price was 86, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14000
On 27 Aug ICICIGI was trading at 2153.35. The strike last trading price was 86, which was 16.00 higher than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 13500
On 26 Aug ICICIGI was trading at 2122.25. The strike last trading price was 70, which was 46.65 higher than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 8000
On 23 Aug ICICIGI was trading at 2096.80. The strike last trading price was 23.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Aug ICICIGI was trading at 2083.20. The strike last trading price was 23.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Aug ICICIGI was trading at 2064.05. The strike last trading price was 23.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Aug ICICIGI was trading at 2014.05. The strike last trading price was 23.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Aug ICICIGI was trading at 2036.70. The strike last trading price was 23.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Aug ICICIGI was trading at 1977.95. The strike last trading price was 23.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Aug ICICIGI was trading at 1947.25. The strike last trading price was 23.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Aug ICICIGI was trading at 1913.25. The strike last trading price was 23.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Aug ICICIGI was trading at 2004.35. The strike last trading price was 23.35, which was 23.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Jul ICICIGI was trading at 1960.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 2120 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 2094.90 | 41.3 | 1.60 | 55,000 | 8,500 | 45,000 |
| 13 Sept | 2109.25 | 39.7 | 2.85 | 85,000 | 2,000 | 36,500 |
| 12 Sept | 2122.45 | 36.85 | 2.55 | 92,000 | 3,500 | 34,000 |
| 11 Sept | 2129.95 | 34.3 | 9.90 | 43,000 | -2,000 | 30,500 |
| 10 Sept | 2161.10 | 24.4 | 12.10 | 1,12,000 | 8,500 | 32,000 |
| 9 Sept | 2232.40 | 12.3 | 1.35 | 37,500 | -500 | 23,500 |
| 6 Sept | 2261.70 | 10.95 | -0.95 | 11,000 | -500 | 23,500 |
| 5 Sept | 2255.45 | 11.9 | -2.95 | 14,000 | 500 | 24,500 |
| 4 Sept | 2250.70 | 14.85 | -18.65 | 26,000 | 8,000 | 24,000 |
| 3 Sept | 2208.10 | 33.5 | 4.40 | 4,000 | 500 | 16,000 |
| 2 Sept | 2185.65 | 29.1 | -13.50 | 37,000 | 5,500 | 15,000 |
| 30 Aug | 2141.75 | 42.6 | -3.15 | 20,000 | 1,000 | 9,000 |
| 29 Aug | 2138.35 | 45.75 | -1.30 | 10,000 | 6,500 | 8,000 |
| 28 Aug | 2141.90 | 47.05 | -4.60 | 1,000 | 500 | 1,500 |
| 27 Aug | 2153.35 | 51.65 | -8.35 | 1,000 | 500 | 1,000 |
| 26 Aug | 2122.25 | 60 | -251.60 | 500 | 0 | 0 |
| 23 Aug | 2096.80 | 311.6 | 0.00 | 0 | 0 | 0 |
| 22 Aug | 2083.20 | 311.6 | 0.00 | 0 | 0 | 0 |
| 20 Aug | 2064.05 | 311.6 | 0.00 | 0 | 0 | 0 |
| 19 Aug | 2014.05 | 311.6 | 0.00 | 0 | 0 | 0 |
| 16 Aug | 2036.70 | 311.6 | 0.00 | 0 | 0 | 0 |
| 14 Aug | 1977.95 | 311.6 | 0.00 | 0 | 0 | 0 |
| 13 Aug | 1947.25 | 311.6 | 0.00 | 0 | 0 | 0 |
| 6 Aug | 1913.25 | 311.6 | 0.00 | 0 | 0 | 0 |
| 1 Aug | 2004.35 | 311.6 | 311.60 | 0 | 0 | 0 |
| 25 Jul | 1960.50 | 0 | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 2120 expiring on 26SEP2024
Delta for 2120 PE is -
Historical price for 2120 PE is as follows
On 16 Sept ICICIGI was trading at 2094.90. The strike last trading price was 41.3, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by 8500 which increased total open position to 45000
On 13 Sept ICICIGI was trading at 2109.25. The strike last trading price was 39.7, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 36500
On 12 Sept ICICIGI was trading at 2122.45. The strike last trading price was 36.85, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 34000
On 11 Sept ICICIGI was trading at 2129.95. The strike last trading price was 34.3, which was 9.90 higher than the previous day. The implied volatity was -, the open interest changed by -2000 which decreased total open position to 30500
On 10 Sept ICICIGI was trading at 2161.10. The strike last trading price was 24.4, which was 12.10 higher than the previous day. The implied volatity was -, the open interest changed by 8500 which increased total open position to 32000
On 9 Sept ICICIGI was trading at 2232.40. The strike last trading price was 12.3, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 23500
On 6 Sept ICICIGI was trading at 2261.70. The strike last trading price was 10.95, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 23500
On 5 Sept ICICIGI was trading at 2255.45. The strike last trading price was 11.9, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 24500
On 4 Sept ICICIGI was trading at 2250.70. The strike last trading price was 14.85, which was -18.65 lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 24000
On 3 Sept ICICIGI was trading at 2208.10. The strike last trading price was 33.5, which was 4.40 higher than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 16000
On 2 Sept ICICIGI was trading at 2185.65. The strike last trading price was 29.1, which was -13.50 lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 15000
On 30 Aug ICICIGI was trading at 2141.75. The strike last trading price was 42.6, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 9000
On 29 Aug ICICIGI was trading at 2138.35. The strike last trading price was 45.75, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by 6500 which increased total open position to 8000
On 28 Aug ICICIGI was trading at 2141.90. The strike last trading price was 47.05, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 1500
On 27 Aug ICICIGI was trading at 2153.35. The strike last trading price was 51.65, which was -8.35 lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 1000
On 26 Aug ICICIGI was trading at 2122.25. The strike last trading price was 60, which was -251.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Aug ICICIGI was trading at 2096.80. The strike last trading price was 311.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Aug ICICIGI was trading at 2083.20. The strike last trading price was 311.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Aug ICICIGI was trading at 2064.05. The strike last trading price was 311.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Aug ICICIGI was trading at 2014.05. The strike last trading price was 311.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Aug ICICIGI was trading at 2036.70. The strike last trading price was 311.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Aug ICICIGI was trading at 1977.95. The strike last trading price was 311.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Aug ICICIGI was trading at 1947.25. The strike last trading price was 311.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Aug ICICIGI was trading at 1913.25. The strike last trading price was 311.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Aug ICICIGI was trading at 2004.35. The strike last trading price was 311.6, which was 311.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Jul ICICIGI was trading at 1960.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0