ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Sep 2025 04:11 PM IST
| ICICIGI 30SEP2025 1960 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.70
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1866.00 | 4.65 | -3.15 | 21.89 | 511 | 152 | 363 | |||||||||
| 14 Sept | 1893.60 | 15.5 | 6.5 | 20.55 | 150 | 20 | 201 | |||||||||
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| 17 Aug | 1898.30 | 171.9 | 0 | 1.66 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1960 expiring on 30SEP2025
Delta for 1960 CE is 0.13
Historical price for 1960 CE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 4.65, which was -3.15 lower than the previous day. The implied volatity was 21.89, the open interest changed by 152 which increased total open position to 363
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 15.5, which was 6.5 higher than the previous day. The implied volatity was 20.55, the open interest changed by 20 which increased total open position to 201
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 171.9, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 30SEP2025 1960 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 | 63.9 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1893.60 | 61.8 | -31.65 | 17.74 | 11 | -1 | 24 |
| 17 Aug | 1898.30 | 83.5 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1960 expiring on 30SEP2025
Delta for 1960 PE is 0.00
Historical price for 1960 PE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 63.9, 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 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 61.8, which was -31.65 lower than the previous day. The implied volatity was 17.74, the open interest changed by -1 which decreased total open position to 24
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 83.5, 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
