ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Sep 2025 04:11 PM IST
| ICICIGI 30SEP2025 1920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 1.06
Theta: -1.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1866.00 | 10.05 | -5.25 | 19.83 | 277 | 55 | 324 | |||||||||
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| 14 Sept | 1893.60 | 29 | 12 | 20.13 | 648 | 24 | 172 | |||||||||
| 17 Aug | 1898.30 | 195.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1920 expiring on 30SEP2025
Delta for 1920 CE is 0.26
Historical price for 1920 CE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 10.05, which was -5.25 lower than the previous day. The implied volatity was 19.83, the open interest changed by 55 which increased total open position to 324
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 29, which was 12 higher than the previous day. The implied volatity was 20.13, the open interest changed by 24 which increased total open position to 172
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 195.85, 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 1920 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 1.20
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1866.00 | 64.95 | 19.35 | 30.58 | 37 | 6 | 81 |
| 14 Sept | 1893.60 | 36.3 | -26.35 | 18.24 | 80 | -4 | 73 |
| 17 Aug | 1898.30 | 68.1 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1920 expiring on 30SEP2025
Delta for 1920 PE is -0.65
Historical price for 1920 PE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 64.95, which was 19.35 higher than the previous day. The implied volatity was 30.58, the open interest changed by 6 which increased total open position to 81
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 36.3, which was -26.35 lower than the previous day. The implied volatity was 18.24, the open interest changed by -4 which decreased total open position to 73
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 68.1, 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
