ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Sep 2025 04:11 PM IST
| ICICIGI 30SEP2025 1760 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1866.00 | 130.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 1893.60 | 124.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1760 expiring on 30SEP2025
Delta for 1760 CE is 0.00
Historical price for 1760 CE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 130.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 124.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 30SEP2025 1760 PE | |||||||
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Delta: -0.06
Vega: 0.39
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1866.00 | 2.05 | 0.15 | 24.18 | 134 | -10 | 129 |
| 14 Sept | 1893.60 | 2.35 | -2.15 | 23.36 | 94 | -11 | 124 |
For Icici Lombard Gic Limited - strike price 1760 expiring on 30SEP2025
Delta for 1760 PE is -0.06
Historical price for 1760 PE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 2.05, which was 0.15 higher than the previous day. The implied volatity was 24.18, the open interest changed by -10 which decreased total open position to 129
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 2.35, which was -2.15 lower than the previous day. The implied volatity was 23.36, the open interest changed by -11 which decreased total open position to 124
