ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Sep 2025 04:11 PM IST
| ICICIGI 30SEP2025 1700 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1866.00 | 167.3 | -37.45 | - | 6 | 2 | 17 | |||||||||
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| 14 Sept | 1893.60 | 203.25 | 61.2 | - | 4 | 1 | 18 | |||||||||
For Icici Lombard Gic Limited - strike price 1700 expiring on 30SEP2025
Delta for 1700 CE is -
Historical price for 1700 CE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 167.3, which was -37.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 17
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 203.25, which was 61.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 18
| ICICIGI 30SEP2025 1700 PE | |||||||
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Delta: -0.03
Vega: 0.20
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1866.00 | 1 | -0.05 | 29.93 | 8 | -1 | 77 |
| 14 Sept | 1893.60 | 0.8 | -1.55 | 26.10 | 21 | -9 | 127 |
For Icici Lombard Gic Limited - strike price 1700 expiring on 30SEP2025
Delta for 1700 PE is -0.03
Historical price for 1700 PE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 29.93, the open interest changed by -1 which decreased total open position to 77
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 0.8, which was -1.55 lower than the previous day. The implied volatity was 26.10, the open interest changed by -9 which decreased total open position to 127
