ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
01 Nov 2025 08:12 PM IST
| ICICIGI 25-NOV-2025 2000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Nov | 1993.70 | 46.5 | -9 | - | 522 | -8 | 356 | |||||||||
| 27 Oct | 1986.40 | 45.6 | -5.1 | - | 300 | 72 | 298 | |||||||||
| 26 Oct | 1993.90 | 50.9 | 2.6 | - | 181 | 43 | 226 | |||||||||
| 25 Oct | 1993.90 | 50.9 | 2.6 | - | 181 | 43 | 226 | |||||||||
| 18 Oct | 2001.00 | 66 | -6.4 | - | 57 | -26 | 69 | |||||||||
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| 15 Oct | 1854.80 | 18.5 | 3.5 | - | 30 | 0 | 39 | |||||||||
| 28 Sept | 1894.00 | 63.9 | 0 | 2.59 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1866.00 | 63.9 | 0 | 3.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1893.60 | 63.9 | 0 | 2.06 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 2000 expiring on 25NOV2025
Delta for 2000 CE is -
Historical price for 2000 CE is as follows
On 1 Nov ICICIGI was trading at 1993.70. The strike last trading price was 46.5, which was -9 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 356
On 27 Oct ICICIGI was trading at 1986.40. The strike last trading price was 45.6, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by 72 which increased total open position to 298
On 26 Oct ICICIGI was trading at 1993.90. The strike last trading price was 50.9, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 226
On 25 Oct ICICIGI was trading at 1993.90. The strike last trading price was 50.9, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 226
On 18 Oct ICICIGI was trading at 2001.00. The strike last trading price was 66, which was -6.4 lower than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 69
On 15 Oct ICICIGI was trading at 1854.80. The strike last trading price was 18.5, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 28 Sept ICICIGI was trading at 1894.00. The strike last trading price was 63.9, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0
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 3.00, 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 63.9, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 25NOV2025 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Nov | 1993.70 | 36.95 | 6.55 | - | 239 | 20 | 366 |
| 27 Oct | 1986.40 | 44.8 | -1.25 | - | 154 | 40 | 273 |
| 26 Oct | 1993.90 | 46.3 | -6.1 | - | 205 | 100 | 234 |
| 25 Oct | 1993.90 | 46.3 | -6.1 | - | 205 | 100 | 234 |
| 18 Oct | 2001.00 | 49.5 | -5.75 | - | 130 | 54 | 113 |
| 15 Oct | 1854.80 | 166 | -8.1 | - | 0 | 3 | 0 |
| 28 Sept | 1894.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 1866.00 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1893.60 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 2000 expiring on 25NOV2025
Delta for 2000 PE is -
Historical price for 2000 PE is as follows
On 1 Nov ICICIGI was trading at 1993.70. The strike last trading price was 36.95, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 366
On 27 Oct ICICIGI was trading at 1986.40. The strike last trading price was 44.8, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 273
On 26 Oct ICICIGI was trading at 1993.90. The strike last trading price was 46.3, which was -6.1 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 234
On 25 Oct ICICIGI was trading at 1993.90. The strike last trading price was 46.3, which was -6.1 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 234
On 18 Oct ICICIGI was trading at 2001.00. The strike last trading price was 49.5, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 54 which increased total open position to 113
On 15 Oct ICICIGI was trading at 1854.80. The strike last trading price was 166, which was -8.1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 28 Sept ICICIGI was trading at 1894.00. 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
On 21 Sept ICICIGI was trading at 1866.00. 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
On 14 Sept ICICIGI was trading at 1893.60. 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

































































































































































































































