ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
20 Dec 2024 04:11 PM IST
| ICICIGI 26DEC2024 2200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.08
Theta: -0.35
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1902.15 | 0.55 | -0.25 | 49.78 | 1 | 0 | 50 | |||
| 19 Dec | 1898.00 | 0.8 | 0.00 | 48.50 | 59 | 23 | 51 | |||
| 16 Dec | 1963.80 | 0.8 | -0.70 | 32.96 | 8 | -1 | 28 | |||
| 6 Dec | 1949.90 | 1.5 | 0.00 | 26.43 | 4 | 0 | 29 | |||
| 5 Dec | 1932.70 | 1.5 | -1.10 | 27.39 | 56 | -11 | 26 | |||
| 4 Dec | 1950.85 | 2.6 | 2.60 | 27.67 | 45 | 36 | 36 | |||
| 21 Oct | 2024.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 2020.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2040.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2075.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2103.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2089.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2067.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2080.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2083.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2100.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2100.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2126.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Oct | 2135.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 2153.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 2174.40 | 0 | - | 0 | 0 | 0 | ||||
For Icici Lombard Gic Limited - strike price 2200 expiring on 26DEC2024
Delta for 2200 CE is 0.01
Historical price for 2200 CE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 49.78, the open interest changed by 0 which decreased total open position to 50
On 19 Dec ICICIGI was trading at 1898.00. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 48.50, the open interest changed by 23 which increased total open position to 51
On 16 Dec ICICIGI was trading at 1963.80. The strike last trading price was 0.8, which was -0.70 lower than the previous day. The implied volatity was 32.96, the open interest changed by -1 which decreased total open position to 28
On 6 Dec ICICIGI was trading at 1949.90. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 26.43, the open interest changed by 0 which decreased total open position to 29
On 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 1.5, which was -1.10 lower than the previous day. The implied volatity was 27.39, the open interest changed by -11 which decreased total open position to 26
On 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 2.6, which was 2.60 higher than the previous day. The implied volatity was 27.67, the open interest changed by 36 which increased total open position to 36
On 21 Oct ICICIGI was trading at 2024.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct ICICIGI was trading at 2020.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct ICICIGI was trading at 2040.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct ICICIGI was trading at 2075.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct ICICIGI was trading at 2103.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct ICICIGI was trading at 2089.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct ICICIGI was trading at 2067.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct ICICIGI was trading at 2080.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct ICICIGI was trading at 2083.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct ICICIGI was trading at 2100.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct ICICIGI was trading at 2100.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct ICICIGI was trading at 2126.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct ICICIGI was trading at 2135.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct ICICIGI was trading at 2153.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept ICICIGI was trading at 2174.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIGI 26DEC2024 2200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1902.15 | 84.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1898.00 | 84.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1963.80 | 84.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1949.90 | 84.5 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1932.70 | 84.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1950.85 | 84.5 | 84.50 | - | 0 | 0 | 0 |
| 21 Oct | 2024.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2020.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2040.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 2075.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 2103.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2089.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2067.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2080.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2083.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 2100.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2100.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 2126.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 2135.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 2153.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 2174.40 | 0 | - | 0 | 0 | 0 | |
For Icici Lombard Gic Limited - strike price 2200 expiring on 26DEC2024
Delta for 2200 PE is -
Historical price for 2200 PE is as follows
On 20 Dec ICICIGI was trading at 1902.15. The strike last trading price was 84.5, 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 Dec ICICIGI was trading at 1898.00. The strike last trading price was 84.5, 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 Dec ICICIGI was trading at 1963.80. The strike last trading price was 84.5, 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 Dec ICICIGI was trading at 1949.90. The strike last trading price was 84.5, 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 5 Dec ICICIGI was trading at 1932.70. The strike last trading price was 84.5, 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 4 Dec ICICIGI was trading at 1950.85. The strike last trading price was 84.5, which was 84.50 higher 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 2024.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct ICICIGI was trading at 2020.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct ICICIGI was trading at 2040.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct ICICIGI was trading at 2075.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct ICICIGI was trading at 2103.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct ICICIGI was trading at 2089.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct ICICIGI was trading at 2067.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct ICICIGI was trading at 2080.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct ICICIGI was trading at 2083.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct ICICIGI was trading at 2100.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct ICICIGI was trading at 2100.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct ICICIGI was trading at 2126.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct ICICIGI was trading at 2135.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct ICICIGI was trading at 2153.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept ICICIGI was trading at 2174.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
