ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
09 Dec 2025 04:11 PM IST
| ICICIGI 30-DEC-2025 2160 CE | ||||||||||||||||
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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 | 2.05 | -0.95 | - | 0 | -3 | 0 | |||||||||
| 8 Dec | 1961.10 | 2.05 | -0.95 | 22.87 | 12 | -3 | 110 | |||||||||
| 5 Dec | 1974.40 | 3 | -1 | 21.06 | 2 | 0 | 113 | |||||||||
| 4 Dec | 1983.00 | 4 | 0.2 | 20.82 | 16 | 1 | 113 | |||||||||
| 3 Dec | 1972.40 | 3.85 | -1.65 | 21.22 | 53 | 9 | 112 | |||||||||
| 2 Dec | 1986.70 | 5.55 | -0.95 | 21.04 | 8 | 0 | 106 | |||||||||
| 1 Dec | 1991.40 | 6.5 | 1.35 | 21.30 | 37 | 4 | 109 | |||||||||
| 28 Nov | 1970.50 | 5 | -4.95 | 20.65 | 69 | 12 | 108 | |||||||||
| 27 Nov | 1980.70 | 9.5 | -2.1 | - | 0 | 10 | 0 | |||||||||
| 26 Nov | 2010.30 | 9.5 | -2.1 | 19.01 | 98 | 11 | 97 | |||||||||
| 25 Nov | 1999.00 | 11.6 | 0.8 | 22.83 | 4 | 0 | 86 | |||||||||
| 24 Nov | 1997.50 | 10.8 | -4.2 | 22.65 | 77 | 40 | 81 | |||||||||
| 21 Nov | 2004.10 | 15 | -6.8 | 22.04 | 2 | 0 | 42 | |||||||||
| 20 Nov | 2037.60 | 21.8 | -2.4 | 20.97 | 13 | 2 | 42 | |||||||||
| 19 Nov | 2041.70 | 24.2 | 3.2 | 22.65 | 13 | 4 | 39 | |||||||||
| 18 Nov | 2025.80 | 21 | -0.4 | 21.02 | 1 | 0 | 36 | |||||||||
| 17 Nov | 2042.90 | 21.4 | 2.9 | 20.95 | 7 | 2 | 36 | |||||||||
| 14 Nov | 2005.10 | 18.5 | -6.3 | 20.92 | 3 | 2 | 35 | |||||||||
| 13 Nov | 2033.80 | 25.4 | -2.35 | 20.68 | 25 | 20 | 32 | |||||||||
| 12 Nov | 2028.60 | 27.75 | 9.25 | 22.15 | 5 | 1 | 12 | |||||||||
| 11 Nov | 1996.10 | 18.75 | -13.45 | 21.71 | 11 | 10 | 10 | |||||||||
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| 7 Nov | 2020.20 | 32.2 | 0 | 3.67 | 0 | 0 | 0 | |||||||||
| 6 Nov | 2001.00 | 32.2 | 0 | 4.25 | 0 | 0 | 0 | |||||||||
| 4 Nov | 2040.00 | 32.2 | 0 | 2.81 | 0 | 0 | 0 | |||||||||
| 3 Nov | 2007.60 | 32.2 | 0 | 3.94 | 0 | 0 | 0 | |||||||||
| 31 Oct | 1993.70 | 32.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 2019.00 | 32.2 | 0 | 3.08 | 0 | 0 | 0 | |||||||||
| 24 Oct | 1993.90 | 32.2 | 0 | 3.72 | 0 | 0 | 0 | |||||||||
| 23 Oct | 1979.20 | 32.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 2007.00 | 32.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 2001.00 | 32.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 2160 expiring on 30DEC2025
Delta for 2160 CE is -
Historical price for 2160 CE is as follows
On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 2.05, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 2.05, which was -0.95 lower than the previous day. The implied volatity was 22.87, the open interest changed by -3 which decreased total open position to 110
On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 3, which was -1 lower than the previous day. The implied volatity was 21.06, the open interest changed by 0 which decreased total open position to 113
On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 4, which was 0.2 higher than the previous day. The implied volatity was 20.82, the open interest changed by 1 which increased total open position to 113
On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 3.85, which was -1.65 lower than the previous day. The implied volatity was 21.22, the open interest changed by 9 which increased total open position to 112
On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 5.55, which was -0.95 lower than the previous day. The implied volatity was 21.04, the open interest changed by 0 which decreased total open position to 106
On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 6.5, which was 1.35 higher than the previous day. The implied volatity was 21.30, the open interest changed by 4 which increased total open position to 109
On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 5, which was -4.95 lower than the previous day. The implied volatity was 20.65, the open interest changed by 12 which increased total open position to 108
On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 9.5, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0
On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 9.5, which was -2.1 lower than the previous day. The implied volatity was 19.01, the open interest changed by 11 which increased total open position to 97
On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 11.6, which was 0.8 higher than the previous day. The implied volatity was 22.83, the open interest changed by 0 which decreased total open position to 86
On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 10.8, which was -4.2 lower than the previous day. The implied volatity was 22.65, the open interest changed by 40 which increased total open position to 81
On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 15, which was -6.8 lower than the previous day. The implied volatity was 22.04, the open interest changed by 0 which decreased total open position to 42
On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 21.8, which was -2.4 lower than the previous day. The implied volatity was 20.97, the open interest changed by 2 which increased total open position to 42
On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 24.2, which was 3.2 higher than the previous day. The implied volatity was 22.65, the open interest changed by 4 which increased total open position to 39
On 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 21, which was -0.4 lower than the previous day. The implied volatity was 21.02, the open interest changed by 0 which decreased total open position to 36
On 17 Nov ICICIGI was trading at 2042.90. The strike last trading price was 21.4, which was 2.9 higher than the previous day. The implied volatity was 20.95, the open interest changed by 2 which increased total open position to 36
On 14 Nov ICICIGI was trading at 2005.10. The strike last trading price was 18.5, which was -6.3 lower than the previous day. The implied volatity was 20.92, the open interest changed by 2 which increased total open position to 35
On 13 Nov ICICIGI was trading at 2033.80. The strike last trading price was 25.4, which was -2.35 lower than the previous day. The implied volatity was 20.68, the open interest changed by 20 which increased total open position to 32
On 12 Nov ICICIGI was trading at 2028.60. The strike last trading price was 27.75, which was 9.25 higher than the previous day. The implied volatity was 22.15, the open interest changed by 1 which increased total open position to 12
On 11 Nov ICICIGI was trading at 1996.10. The strike last trading price was 18.75, which was -13.45 lower than the previous day. The implied volatity was 21.71, the open interest changed by 10 which increased total open position to 10
On 7 Nov ICICIGI was trading at 2020.20. The strike last trading price was 32.2, which was 0 lower than the previous day. The implied volatity was 3.67, 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 32.2, which was 0 lower than the previous day. The implied volatity was 4.25, 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 32.2, which was 0 lower than the previous day. The implied volatity was 2.81, 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 32.2, which was 0 lower than the previous day. The implied volatity was 3.94, 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 32.2, 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 32.2, which was 0 lower than the previous day. The implied volatity was 3.08, 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 32.2, which was 0 lower than the previous day. The implied volatity was 3.72, 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 32.2, 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 32.2, 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 32.2, 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
| ICICIGI 30DEC2025 2160 PE | |||||||
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Delta: -0.92
Vega: 0.67
Theta: 0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 1945.30 | 207 | -62.7 | 28.21 | 3 | 0 | 0 |
| 8 Dec | 1961.10 | 269.7 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 1974.40 | 269.7 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 1983.00 | 269.7 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 1972.40 | 269.7 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 1986.70 | 269.7 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 1991.40 | 269.7 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 1970.50 | 269.7 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 1980.70 | 269.7 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 2010.30 | 269.7 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 1999.00 | 269.7 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 1997.50 | 269.7 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 2004.10 | 269.7 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 2037.60 | 269.7 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 2041.70 | 269.7 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 2025.80 | 269.7 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 2042.90 | 269.7 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 2005.10 | 269.7 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 2033.80 | 269.7 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 2028.60 | 269.7 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 1996.10 | 269.7 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 2020.20 | 269.7 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 2001.00 | 269.7 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 2040.00 | 269.7 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 2007.60 | 269.7 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 1993.70 | 269.7 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 2019.00 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 1993.90 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 1979.20 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 2007.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 2001.00 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 2160 expiring on 30DEC2025
Delta for 2160 PE is -0.92
Historical price for 2160 PE is as follows
On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 207, which was -62.7 lower than the previous day. The implied volatity was 28.21, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 269.7, 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 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
On 24 Oct ICICIGI was trading at 1993.90. 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
On 23 Oct ICICIGI was trading at 1979.20. 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
On 21 Oct ICICIGI was trading at 2007.00. 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
On 17 Oct ICICIGI was trading at 2001.00. 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































































































































































































































