ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Sep 2025 04:11 PM IST
| ICICIGI 28OCT2025 1900 CE | ||||||||||||||||
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Delta: 0.48
Vega: 2.44
Theta: -0.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1866.00 | 47.5 | -10.65 | 21.38 | 33 | 8 | 43 | |||||||||
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| 14 Sept | 1893.60 | 65.15 | 10.85 | 19.58 | 18 | 3 | 11 | |||||||||
For Icici Lombard Gic Limited - strike price 1900 expiring on 28OCT2025
Delta for 1900 CE is 0.48
Historical price for 1900 CE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 47.5, which was -10.65 lower than the previous day. The implied volatity was 21.38, the open interest changed by 8 which increased total open position to 43
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 65.15, which was 10.85 higher than the previous day. The implied volatity was 19.58, the open interest changed by 3 which increased total open position to 11
| ICICIGI 28OCT2025 1900 PE | |||||||
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Delta: -0.50
Vega: 2.44
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1866.00 | 75.45 | 17.95 | 28.82 | 8 | 7 | 29 |
| 14 Sept | 1893.60 | 61.1 | -14.9 | 27.09 | 19 | 8 | 9 |
For Icici Lombard Gic Limited - strike price 1900 expiring on 28OCT2025
Delta for 1900 PE is -0.50
Historical price for 1900 PE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 75.45, which was 17.95 higher than the previous day. The implied volatity was 28.82, the open interest changed by 7 which increased total open position to 29
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 61.1, which was -14.9 lower than the previous day. The implied volatity was 27.09, the open interest changed by 8 which increased total open position to 9
