ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Sep 2025 04:11 PM IST
| ICICIGI 30SEP2025 1880 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 1.30
Theta: -1.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1866.00 | 22.1 | -10.6 | 18.08 | 513 | 80 | 207 | |||||||||
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| 14 Sept | 1893.60 | 53.2 | 21.45 | 21.96 | 665 | -31 | 100 | |||||||||
| 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 0.49
Historical price for 1880 CE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 22.1, which was -10.6 lower than the previous day. The implied volatity was 18.08, the open interest changed by 80 which increased total open position to 207
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 53.2, which was 21.45 higher than the previous day. The implied volatity was 21.96, the open interest changed by -31 which decreased total open position to 100
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: -0.50
Vega: 1.30
Theta: -1.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1866.00 | 34.2 | 10.95 | 25.30 | 180 | -10 | 140 |
| 14 Sept | 1893.60 | 20.65 | -17.15 | 19.93 | 255 | -9 | 102 |
| 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 -0.50
Historical price for 1880 PE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 34.2, which was 10.95 higher than the previous day. The implied volatity was 25.30, the open interest changed by -10 which decreased total open position to 140
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 20.65, which was -17.15 lower than the previous day. The implied volatity was 19.93, the open interest changed by -9 which decreased total open position to 102
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
