ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Sep 2025 04:11 PM IST
| ICICIGI 30SEP2025 1980 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.55
Theta: -0.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1866.00 | 3.35 | -1.75 | 23.19 | 115 | 15 | 169 | |||||||||
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| 14 Sept | 1893.60 | 10.25 | 3.2 | 20.18 | 155 | -4 | 131 | |||||||||
| 17 Aug | 1898.30 | 77.35 | 0 | 2.45 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1980 expiring on 30SEP2025
Delta for 1980 CE is 0.10
Historical price for 1980 CE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 3.35, which was -1.75 lower than the previous day. The implied volatity was 23.19, the open interest changed by 15 which increased total open position to 169
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 10.25, which was 3.2 higher than the previous day. The implied volatity was 20.18, the open interest changed by -4 which decreased total open position to 131
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 77.35, which was 0 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 30SEP2025 1980 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 | 81.15 | 3.05 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1893.60 | 80 | -26.5 | 19.84 | 39 | 1 | 27 |
| 17 Aug | 1898.30 | 110.3 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1980 expiring on 30SEP2025
Delta for 1980 PE is 0.00
Historical price for 1980 PE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 81.15, which was 3.05 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 80, which was -26.5 lower than the previous day. The implied volatity was 19.84, the open interest changed by 1 which increased total open position to 27
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 110.3, 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
