ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Sep 2025 04:11 PM IST
| ICICIGI 30SEP2025 1800 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1866.00 | 73 | -19 | - | 16 | -2 | 49 | |||||||||
| 14 Sept | 1893.60 | 116.6 | 33.25 | 25.11 | 52 | -1 | 60 | |||||||||
| 17 Aug | 1898.30 | 279.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1800 expiring on 30SEP2025
Delta for 1800 CE is -
Historical price for 1800 CE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 73, which was -19 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 49
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 116.6, which was 33.25 higher than the previous day. The implied volatity was 25.11, the open interest changed by -1 which decreased total open position to 60
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 279.3, 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 30SEP2025 1800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.72
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1866.00 | 5.4 | 1.4 | 22.85 | 349 | 21 | 271 |
| 14 Sept | 1893.60 | 3.9 | -5.8 | 20.58 | 253 | -32 | 342 |
| 17 Aug | 1898.30 | 20 | 3.7 | 23.58 | 8 | 7 | 15 |
For Icici Lombard Gic Limited - strike price 1800 expiring on 30SEP2025
Delta for 1800 PE is -0.14
Historical price for 1800 PE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 5.4, which was 1.4 higher than the previous day. The implied volatity was 22.85, the open interest changed by 21 which increased total open position to 271
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 3.9, which was -5.8 lower than the previous day. The implied volatity was 20.58, the open interest changed by -32 which decreased total open position to 342
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 20, which was 3.7 higher than the previous day. The implied volatity was 23.58, the open interest changed by 7 which increased total open position to 15
