ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
21 Sep 2025 04:11 PM IST
| ICICIGI 30SEP2025 2100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.19
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1866.00 | 1 | 0 | 32.60 | 49 | 9 | 247 | |||||||||
| 14 Sept | 1893.60 | 2.25 | 0.9 | 25.69 | 4 | 2 | 211 | |||||||||
| 17 Aug | 1898.30 | 12.4 | -0.05 | 23.58 | 1 | 0 | 20 | |||||||||
For Icici Lombard Gic Limited - strike price 2100 expiring on 30SEP2025
Delta for 2100 CE is 0.03
Historical price for 2100 CE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 32.60, the open interest changed by 9 which increased total open position to 247
On 14 Sept ICICIGI was trading at 1893.60. The strike last trading price was 2.25, which was 0.9 higher than the previous day. The implied volatity was 25.69, the open interest changed by 2 which increased total open position to 211
On 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 12.4, which was -0.05 lower than the previous day. The implied volatity was 23.58, the open interest changed by 0 which decreased total open position to 20
| ICICIGI 30SEP2025 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1866.00 | 190.15 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1893.60 | 190.15 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1898.30 | 190.15 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 2100 expiring on 30SEP2025
Delta for 2100 PE is -
Historical price for 2100 PE is as follows
On 21 Sept ICICIGI was trading at 1866.00. The strike last trading price was 190.15, 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 190.15, 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 17 Aug ICICIGI was trading at 1898.30. The strike last trading price was 190.15, 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
