ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Sep 2025 04:11 PM IST
| ICICIGI 30SEP2025 1900 CE | ||||||||||||||||
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Delta: 0.36
Vega: 1.21
Theta: -1.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1866.00 | 15.5 | -7.45 | 19.83 | 764 | 30 | 547 | |||||||||
| 14 Sept | 1893.60 | 39 | 15.55 | 20.29 | 2,753 | 111 | 539 | |||||||||
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| 17 Aug | 1898.30 | 116 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1900 expiring on 30SEP2025
Delta for 1900 CE is 0.36
Historical price for 1900 CE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 15.5, which was -7.45 lower than the previous day. The implied volatity was 19.83, the open interest changed by 30 which increased total open position to 547
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 39, which was 15.55 higher than the previous day. The implied volatity was 20.29, the open interest changed by 111 which increased total open position to 539
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 -, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 30SEP2025 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 1.25
Theta: -1.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1866.00 | 48.65 | 15.35 | 26.99 | 179 | -6 | 151 |
| 14 Sept | 1893.60 | 26.45 | -23 | 18.43 | 238 | -11 | 177 |
| 17 Aug | 1898.30 | 69.75 | 0 | 0.82 | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1900 expiring on 30SEP2025
Delta for 1900 PE is -0.60
Historical price for 1900 PE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 48.65, which was 15.35 higher than the previous day. The implied volatity was 26.99, the open interest changed by -6 which decreased total open position to 151
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 26.45, which was -23 lower than the previous day. The implied volatity was 18.43, the open interest changed by -11 which decreased total open position to 177
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 69.75, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
