ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Sep 2025 04:11 PM IST
| ICICIGI 30SEP2025 1780 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 | 91.1 | -32.15 | - | 7 | 1 | 19 | |||||||||
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| 14 Sept | 1893.60 | 136.35 | 29.2 | 28.13 | 52 | 10 | 20 | |||||||||
For Icici Lombard Gic Limited - strike price 1780 expiring on 30SEP2025
Delta for 1780 CE is -
Historical price for 1780 CE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 91.1, which was -32.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 19
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 136.35, which was 29.2 higher than the previous day. The implied volatity was 28.13, the open interest changed by 10 which increased total open position to 20
| ICICIGI 30SEP2025 1780 PE | |||||||
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Delta: -0.09
Vega: 0.51
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1866.00 | 3 | 0.25 | 22.82 | 59 | -12 | 123 |
| 14 Sept | 1893.60 | 2.7 | -3.9 | 21.42 | 188 | 18 | 128 |
For Icici Lombard Gic Limited - strike price 1780 expiring on 30SEP2025
Delta for 1780 PE is -0.09
Historical price for 1780 PE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 3, which was 0.25 higher than the previous day. The implied volatity was 22.82, the open interest changed by -12 which decreased total open position to 123
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 2.7, which was -3.9 lower than the previous day. The implied volatity was 21.42, the open interest changed by 18 which increased total open position to 128
