ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
17 Aug 2025 12:56 AM IST
| ICICIGI 30SEP2025 1880 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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| 17 Aug | 1898.30 | 221.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1880 expiring on 30SEP2025
Delta for 1880 CE is -
Historical price for 1880 CE is as follows
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 221.75, 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 1880 PE | |||||||
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Delta: -0.39
Vega: 2.60
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 1898.30 | 45 | -2.5 | 23.32 | 1 | 1 | 3 |
For Icici Lombard Gic Limited - strike price 1880 expiring on 30SEP2025
Delta for 1880 PE is -0.39
Historical price for 1880 PE is as follows
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 45, which was -2.5 lower than the previous day. The implied volatity was 23.32, the open interest changed by 1 which increased total open position to 3
