ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Sep 2025 04:11 PM IST
| ICICIGI 30SEP2025 1820 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.35
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1866.00 | 56.25 | -8.5 | 10.75 | 32 | 7 | 60 | |||||||||
| 14 Sept | 1893.60 | 93.55 | 19.55 | 18.42 | 54 | -11 | 58 | |||||||||
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| 17 Aug | 1898.30 | 165.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1820 expiring on 30SEP2025
Delta for 1820 CE is 0.95
Historical price for 1820 CE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 56.25, which was -8.5 lower than the previous day. The implied volatity was 10.75, the open interest changed by 7 which increased total open position to 60
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 93.55, which was 19.55 higher than the previous day. The implied volatity was 18.42, the open interest changed by -11 which decreased total open position to 58
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 165.5, 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 1820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 0.92
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1866.00 | 8 | 1.8 | 21.32 | 107 | 17 | 93 |
| 14 Sept | 1893.60 | 6.85 | -7.15 | 21.04 | 132 | -23 | 107 |
| 17 Aug | 1898.30 | 40.05 | 0 | 3.88 | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1820 expiring on 30SEP2025
Delta for 1820 PE is -0.20
Historical price for 1820 PE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 8, which was 1.8 higher than the previous day. The implied volatity was 21.32, the open interest changed by 17 which increased total open position to 93
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 6.85, which was -7.15 lower than the previous day. The implied volatity was 21.04, the open interest changed by -23 which decreased total open position to 107
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 40.05, which was 0 lower than the previous day. The implied volatity was 3.88, the open interest changed by 0 which decreased total open position to 0
