ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Sep 2025 04:11 PM IST
| ICICIGI 30SEP2025 1940 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.88
Theta: -0.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1866.00 | 7.25 | -3.1 | 21.70 | 170 | 40 | 264 | |||||||||
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| 14 Sept | 1893.60 | 21 | 8.2 | 20.07 | 263 | 32 | 272 | |||||||||
| 17 Aug | 1898.30 | 95.35 | 0 | 0.85 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1940 expiring on 30SEP2025
Delta for 1940 CE is 0.19
Historical price for 1940 CE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 7.25, which was -3.1 lower than the previous day. The implied volatity was 21.70, the open interest changed by 40 which increased total open position to 264
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 21, which was 8.2 higher than the previous day. The implied volatity was 20.07, the open interest changed by 32 which increased total open position to 272
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 95.35, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 30SEP2025 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1866.00 | 55.9 | 0.1 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1893.60 | 73.9 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1898.30 | 88.65 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1940 expiring on 30SEP2025
Delta for 1940 PE is 0.00
Historical price for 1940 PE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 55.9, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 73.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 88.65, 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
