ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Sep 2025 04:11 PM IST
| ICICIGI 30SEP2025 2000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.47
Theta: -0.58
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1866.00 | 2.8 | -0.55 | 25.23 | 383 | 68 | 542 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 1893.60 | 9.35 | 4.55 | 22.56 | 803 | 42 | 488 | |||||||||
| 17 Aug | 1898.30 | 149.95 | 0 | 3.01 | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 2000 expiring on 30SEP2025
Delta for 2000 CE is 0.08
Historical price for 2000 CE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 2.8, which was -0.55 lower than the previous day. The implied volatity was 25.23, the open interest changed by 68 which increased total open position to 542
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 9.35, which was 4.55 higher than the previous day. The implied volatity was 22.56, the open interest changed by 42 which increased total open position to 488
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 149.95, which was 0 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
| ICICIGI 30SEP2025 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.80
Theta: -0.84
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1866.00 | 132.15 | 5.3 | 35.96 | 30 | 7 | 261 |
| 14 Sept | 1893.60 | 94.4 | -68.5 | 17.53 | 27 | 3 | 255 |
| 17 Aug | 1898.30 | 100.9 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 2000 expiring on 30SEP2025
Delta for 2000 PE is -0.84
Historical price for 2000 PE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 132.15, which was 5.3 higher than the previous day. The implied volatity was 35.96, the open interest changed by 7 which increased total open position to 261
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 94.4, which was -68.5 lower than the previous day. The implied volatity was 17.53, the open interest changed by 3 which increased total open position to 255
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 100.9, 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
