ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Sep 2025 04:11 PM IST
| ICICIGI 30SEP2025 1860 CE | ||||||||||||||||
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Delta: 0.63
Vega: 1.23
Theta: -1.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1866.00 | 28.8 | -15.95 | 15.54 | 371 | 33 | 162 | |||||||||
| 14 Sept | 1893.60 | 60.4 | 18.6 | 17.73 | 994 | -237 | 367 | |||||||||
| 17 Aug | 1898.30 | 116 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1860 expiring on 30SEP2025
Delta for 1860 CE is 0.63
Historical price for 1860 CE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 28.8, which was -15.95 lower than the previous day. The implied volatity was 15.54, the open interest changed by 33 which increased total open position to 162
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 60.4, which was 18.6 higher than the previous day. The implied volatity was 17.73, the open interest changed by -237 which decreased total open position to 367
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 116, 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 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 1.26
Theta: -1.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1866.00 | 24 | 8.65 | 24.70 | 669 | 5 | 219 |
| 14 Sept | 1893.60 | 16 | -11.55 | 21.24 | 284 | 7 | 108 |
| 17 Aug | 1898.30 | 53.55 | 0 | 2.49 | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1860 expiring on 30SEP2025
Delta for 1860 PE is -0.41
Historical price for 1860 PE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 24, which was 8.65 higher than the previous day. The implied volatity was 24.70, the open interest changed by 5 which increased total open position to 219
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 16, which was -11.55 lower than the previous day. The implied volatity was 21.24, the open interest changed by 7 which increased total open position to 108
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 53.55, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0
