[--[65.84.65.76]--]

ICICIGI

Icici Lombard Gic Limited
1993.7 -20.40 (-1.01%)
L: 1990 H: 2027.3

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Historical option data for ICICIGI

01 Nov 2025 08:12 PM IST
ICICIGI 25-NOV-2025 2000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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: -
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