[--[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 2200 CE
Delta: 0.03
Vega: 0.29
Theta: -0.19
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1945.30 1.2 -0.15 25.09 3 -1 229
8 Dec 1961.10 1.35 -0.45 24.47 8 -1 227
5 Dec 1974.40 1.8 -0.65 21.51 39 -3 228
4 Dec 1983.00 2.55 0.25 22.14 40 -5 226
3 Dec 1972.40 2.25 -1.1 22.07 36 -2 229
2 Dec 1986.70 3.25 -0.5 21.77 202 -11 229
1 Dec 1991.40 3.7 0.5 21.77 158 58 240
28 Nov 1970.50 3.2 -1 21.66 110 15 182
27 Nov 1980.70 4.05 -1.8 21.53 110 53 167
26 Nov 2010.30 5.85 -0.45 19.78 217 -14 114
25 Nov 1999.00 6.5 -0.75 22.44 64 1 129
24 Nov 1997.50 7.55 -1.75 23.64 146 63 127
21 Nov 2004.10 7.9 -6.5 20.85 36 10 65
20 Nov 2037.60 14.9 -1.7 21.57 80 49 54
19 Nov 2041.70 16.6 -9.05 22.96 5 4 4
18 Nov 2025.80 25.65 0 5.19 0 0 0
17 Nov 2042.90 25.65 0 5.13 0 0 0
14 Nov 2005.10 25.65 0 5.56 0 0 0
13 Nov 2033.80 25.65 0 4.61 0 0 0
12 Nov 2028.60 25.65 0 4.78 0 0 0
7 Nov 2020.20 25.65 0 4.86 0 0 0
6 Nov 2001.00 25.65 0 5.41 0 0 0
4 Nov 2040.00 25.65 0 4.00 0 0 0
3 Nov 2007.60 25.65 0 5.08 0 0 0
31 Oct 1993.70 25.65 0 - 0 0 0
28 Oct 2019.00 25.65 0 4.19 0 0 0
21 Oct 2007.00 25.65 0 - 0 0 0
17 Oct 2001.00 25.65 0 - 0 0 0


For Icici Lombard Gic Limited - strike price 2200 expiring on 30DEC2025

Delta for 2200 CE is 0.03

Historical price for 2200 CE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 25.09, the open interest changed by -1 which decreased total open position to 229


On 8 Dec ICICIGI was trading at 1961.10. The strike last trading price was 1.35, which was -0.45 lower than the previous day. The implied volatity was 24.47, the open interest changed by -1 which decreased total open position to 227


On 5 Dec ICICIGI was trading at 1974.40. The strike last trading price was 1.8, which was -0.65 lower than the previous day. The implied volatity was 21.51, the open interest changed by -3 which decreased total open position to 228


On 4 Dec ICICIGI was trading at 1983.00. The strike last trading price was 2.55, which was 0.25 higher than the previous day. The implied volatity was 22.14, the open interest changed by -5 which decreased total open position to 226


On 3 Dec ICICIGI was trading at 1972.40. The strike last trading price was 2.25, which was -1.1 lower than the previous day. The implied volatity was 22.07, the open interest changed by -2 which decreased total open position to 229


On 2 Dec ICICIGI was trading at 1986.70. The strike last trading price was 3.25, which was -0.5 lower than the previous day. The implied volatity was 21.77, the open interest changed by -11 which decreased total open position to 229


On 1 Dec ICICIGI was trading at 1991.40. The strike last trading price was 3.7, which was 0.5 higher than the previous day. The implied volatity was 21.77, the open interest changed by 58 which increased total open position to 240


On 28 Nov ICICIGI was trading at 1970.50. The strike last trading price was 3.2, which was -1 lower than the previous day. The implied volatity was 21.66, the open interest changed by 15 which increased total open position to 182


On 27 Nov ICICIGI was trading at 1980.70. The strike last trading price was 4.05, which was -1.8 lower than the previous day. The implied volatity was 21.53, the open interest changed by 53 which increased total open position to 167


On 26 Nov ICICIGI was trading at 2010.30. The strike last trading price was 5.85, which was -0.45 lower than the previous day. The implied volatity was 19.78, the open interest changed by -14 which decreased total open position to 114


On 25 Nov ICICIGI was trading at 1999.00. The strike last trading price was 6.5, which was -0.75 lower than the previous day. The implied volatity was 22.44, the open interest changed by 1 which increased total open position to 129


On 24 Nov ICICIGI was trading at 1997.50. The strike last trading price was 7.55, which was -1.75 lower than the previous day. The implied volatity was 23.64, the open interest changed by 63 which increased total open position to 127


On 21 Nov ICICIGI was trading at 2004.10. The strike last trading price was 7.9, which was -6.5 lower than the previous day. The implied volatity was 20.85, the open interest changed by 10 which increased total open position to 65


On 20 Nov ICICIGI was trading at 2037.60. The strike last trading price was 14.9, which was -1.7 lower than the previous day. The implied volatity was 21.57, the open interest changed by 49 which increased total open position to 54


On 19 Nov ICICIGI was trading at 2041.70. The strike last trading price was 16.6, which was -9.05 lower than the previous day. The implied volatity was 22.96, the open interest changed by 4 which increased total open position to 4


On 18 Nov ICICIGI was trading at 2025.80. The strike last trading price was 25.65, which was 0 lower than the previous day. The implied volatity was 5.19, 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 25.65, which was 0 lower than the previous day. The implied volatity was 5.13, 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 25.65, which was 0 lower than the previous day. The implied volatity was 5.56, 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 25.65, which was 0 lower than the previous day. The implied volatity was 4.61, 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 25.65, which was 0 lower than the previous day. The implied volatity was 4.78, 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 25.65, which was 0 lower than the previous day. The implied volatity was 4.86, 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 25.65, which was 0 lower than the previous day. The implied volatity was 5.41, 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 25.65, which was 0 lower than the previous day. The implied volatity was 4.00, 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 25.65, which was 0 lower than the previous day. The implied volatity was 5.08, 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 25.65, 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 25.65, which was 0 lower than the previous day. The implied volatity was 4.19, 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 25.65, 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 25.65, 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 2200 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1945.30 302.55 0 - 0 0 0
8 Dec 1961.10 302.55 0 - 0 0 0
5 Dec 1974.40 302.55 0 - 0 0 0
4 Dec 1983.00 302.55 0 - 0 0 0
3 Dec 1972.40 302.55 0 - 0 0 0
2 Dec 1986.70 302.55 0 - 0 0 0
1 Dec 1991.40 302.55 0 - 0 0 0
28 Nov 1970.50 302.55 0 - 0 0 0
27 Nov 1980.70 302.55 0 - 0 0 0
26 Nov 2010.30 302.55 0 - 0 0 0
25 Nov 1999.00 302.55 0 - 0 0 0
24 Nov 1997.50 302.55 0 - 0 0 0
21 Nov 2004.10 302.55 0 - 0 0 0
20 Nov 2037.60 302.55 0 - 0 0 0
19 Nov 2041.70 302.55 0 - 0 0 0
18 Nov 2025.80 302.55 0 - 0 0 0
17 Nov 2042.90 302.55 0 - 0 0 0
14 Nov 2005.10 302.55 0 - 0 0 0
13 Nov 2033.80 302.55 0 - 0 0 0
12 Nov 2028.60 302.55 0 - 0 0 0
7 Nov 2020.20 302.55 0 - 0 0 0
6 Nov 2001.00 302.55 0 - 0 0 0
4 Nov 2040.00 302.55 0 - 0 0 0
3 Nov 2007.60 302.55 0 - 0 0 0
31 Oct 1993.70 302.55 0 - 0 0 0
28 Oct 2019.00 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 2200 expiring on 30DEC2025

Delta for 2200 PE is -

Historical price for 2200 PE is as follows

On 9 Dec ICICIGI was trading at 1945.30. The strike last trading price was 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 302.55, 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 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