ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
25 Oct 2025 03:51 PM IST
| ICICIGI 28-OCT-2025 1960 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Oct | 1993.90 | 36.1 | 6.75 | - | 123 | -32 | 136 | |||||||||
| 18 Oct | 2001.00 | 56.05 | -4.9 | - | 78 | -32 | 256 | |||||||||
| 15 Oct | 1854.80 | 10.85 | 3.2 | - | 234 | 36 | 243 | |||||||||
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| 28 Sept | 1894.00 | 26.8 | 0.8 | 22.34 | 28 | 16 | 41 | |||||||||
| 21 Sept | 1866.00 | 109.3 | 0 | 3.06 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1893.60 | 109.3 | 0 | 1.49 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1898.30 | 0 | 0 | 0.70 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1960 expiring on 28OCT2025
Delta for 1960 CE is -
Historical price for 1960 CE is as follows
On 25 Oct ICICIGI was trading at 1993.90. The strike last trading price was 36.1, which was 6.75 higher than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 136
On 18 Oct ICICIGI was trading at 2001.00. The strike last trading price was 56.05, which was -4.9 lower than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 256
On 15 Oct ICICIGI was trading at 1854.80. The strike last trading price was 10.85, which was 3.2 higher than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 243
On 28 Sept ICICIGI was trading at 1894.00. The strike last trading price was 26.8, which was 0.8 higher than the previous day. The implied volatity was 22.34, the open interest changed by 16 which increased total open position to 41
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 109.3, which was 0 lower than the previous day. The implied volatity was 3.06, 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 109.3, which was 0 lower than the previous day. The implied volatity was 1.49, 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 0, which was 0 lower than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 28OCT2025 1960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Oct | 1993.90 | 3.5 | -4.35 | - | 1,234 | -33 | 417 |
| 18 Oct | 2001.00 | 12.3 | -3.5 | - | 1,371 | -300 | 671 |
| 15 Oct | 1854.80 | 129.7 | 37.4 | - | 0 | 8 | 0 |
| 28 Sept | 1894.00 | 103.75 | 7.25 | 31.51 | 20 | -1 | 21 |
| 21 Sept | 1866.00 | 113.4 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1893.60 | 113.4 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 1898.30 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1960 expiring on 28OCT2025
Delta for 1960 PE is -
Historical price for 1960 PE is as follows
On 25 Oct ICICIGI was trading at 1993.90. The strike last trading price was 3.5, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 417
On 18 Oct ICICIGI was trading at 2001.00. The strike last trading price was 12.3, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 671
On 15 Oct ICICIGI was trading at 1854.80. The strike last trading price was 129.7, which was 37.4 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 28 Sept ICICIGI was trading at 1894.00. The strike last trading price was 103.75, which was 7.25 higher than the previous day. The implied volatity was 31.51, the open interest changed by -1 which decreased total open position to 21
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 113.4, 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
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 113.4, 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
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 0, 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
