ICICIGI
Icici Lombard Gic Limited
Historical option data for ICICIGI
01 Apr 2026 04:11 PM IST
| ICICIGI 28-Apr-2026 (27d) 1740 CE | ||||||||||||||||
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Delta: 0.42
Vega: 1.81
Theta: -1.14
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 1694.90 | 39 | -8.6 | 28.65 | 302 | 81 | 128 | |||||||||
| 30 Mar | 1710.60 | 48.8 | -17.15 | 29.96 | 97 | 25 | 48 | |||||||||
| 27 Mar | 1747.00 | 65.2 | 2.9 | 27.97 | 30 | 19 | 24 | |||||||||
| 25 Mar | 1770.30 | 62.3 | -141.55 | - | 0 | 0 | 5 | |||||||||
| 24 Mar | 1730.10 | 62.3 | -141.55 | - | 0 | 0 | 5 | |||||||||
| 23 Mar | 1722.20 | 62.3 | -141.55 | 29.09 | 5 | 0 | 0 | |||||||||
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| 20 Mar | 1777.20 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1792.10 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1831.20 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1835.80 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1850.50 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1837.10 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1855.30 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1875.20 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1889.30 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1889.70 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1880.30 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1875.20 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1855.50 | 203.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1740 expiring on 28APR2026
Delta for 1740 CE is 0.42
Historical price for 1740 CE is as follows
On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 39, which was -8.6 lower than the previous day. The implied volatity was 28.65, the open interest changed by 81 which increased total open position to 128
On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 48.8, which was -17.15 lower than the previous day. The implied volatity was 29.96, the open interest changed by 25 which increased total open position to 48
On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 65.2, which was 2.9 higher than the previous day. The implied volatity was 27.97, the open interest changed by 19 which increased total open position to 24
On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 62.3, which was -141.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 62.3, which was -141.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 62.3, which was -141.55 lower than the previous day. The implied volatity was 29.09, the open interest changed by 0 which decreased total open position to 0
On 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 203.85, 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 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 203.85, 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 18 Mar ICICIGI was trading at 1831.20. The strike last trading price was 203.85, 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 17 Mar ICICIGI was trading at 1835.80. The strike last trading price was 203.85, 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 16 Mar ICICIGI was trading at 1850.50. The strike last trading price was 203.85, 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 13 Mar ICICIGI was trading at 1837.10. The strike last trading price was 203.85, 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 12 Mar ICICIGI was trading at 1855.30. The strike last trading price was 203.85, 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 11 Mar ICICIGI was trading at 1875.20. The strike last trading price was 203.85, 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 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 203.85, 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 9 Mar ICICIGI was trading at 1889.70. The strike last trading price was 203.85, 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 6 Mar ICICIGI was trading at 1880.30. The strike last trading price was 203.85, 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 5 Mar ICICIGI was trading at 1875.20. The strike last trading price was 203.85, 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 4 Mar ICICIGI was trading at 1855.50. The strike last trading price was 203.85, 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
| ICICIGI 28-Apr-2026 (27d) 1740 PE | |||||||
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Delta: -0.57
Vega: 1.81
Theta: -0.75
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 1694.90 | 74.1 | 1.65 | 30.76 | 61 | 19 | 54 |
| 30 Mar | 1710.60 | 71.9 | 21.45 | 32.09 | 24 | 0 | 35 |
| 27 Mar | 1747.00 | 50.95 | 20.95 | 28.49 | 30 | 13 | 35 |
| 25 Mar | 1770.30 | 30 | 1.1 | 23.75 | 3 | 2 | 22 |
| 24 Mar | 1730.10 | 28.9 | 7.85 | - | 0 | 0 | 20 |
| 23 Mar | 1722.20 | 28.9 | 7.85 | - | 0 | 0 | 20 |
| 20 Mar | 1777.20 | 28.9 | 7.85 | 22.18 | 5 | 4 | 19 |
| 19 Mar | 1792.10 | 21.05 | 9 | - | 0 | 0 | 15 |
| 18 Mar | 1831.20 | 21.05 | 9 | - | 0 | 0 | 15 |
| 17 Mar | 1835.80 | 21.05 | 9 | 25.94 | 24 | 11 | 13 |
| 16 Mar | 1850.50 | 12.05 | -8 | - | 0 | 0 | 0 |
| 13 Mar | 1837.10 | 12.05 | -8 | - | 0 | 0 | 0 |
| 12 Mar | 1855.30 | 12.05 | -8 | - | 0 | 0 | 2 |
| 11 Mar | 1875.20 | 12.05 | -8 | - | 0 | 0 | 2 |
| 10 Mar | 1889.30 | 12.05 | -8 | - | 0 | 0 | 2 |
| 9 Mar | 1889.70 | 12.05 | -8 | - | 0 | 0 | 2 |
| 6 Mar | 1880.30 | 12.05 | -8 | - | 0 | 0 | 2 |
| 5 Mar | 1875.20 | 12.05 | -8 | - | 0 | 0 | 2 |
| 4 Mar | 1855.50 | 12.05 | -8 | - | 0 | 0 | 2 |
For Icici Lombard Gic Limited - strike price 1740 expiring on 28APR2026
Delta for 1740 PE is -0.57
Historical price for 1740 PE is as follows
On 1 Apr ICICIGI was trading at 1694.90. The strike last trading price was 74.1, which was 1.65 higher than the previous day. The implied volatity was 30.76, the open interest changed by 19 which increased total open position to 54
On 30 Mar ICICIGI was trading at 1710.60. The strike last trading price was 71.9, which was 21.45 higher than the previous day. The implied volatity was 32.09, the open interest changed by 0 which decreased total open position to 35
On 27 Mar ICICIGI was trading at 1747.00. The strike last trading price was 50.95, which was 20.95 higher than the previous day. The implied volatity was 28.49, the open interest changed by 13 which increased total open position to 35
On 25 Mar ICICIGI was trading at 1770.30. The strike last trading price was 30, which was 1.1 higher than the previous day. The implied volatity was 23.75, the open interest changed by 2 which increased total open position to 22
On 24 Mar ICICIGI was trading at 1730.10. The strike last trading price was 28.9, which was 7.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 23 Mar ICICIGI was trading at 1722.20. The strike last trading price was 28.9, which was 7.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 20 Mar ICICIGI was trading at 1777.20. The strike last trading price was 28.9, which was 7.85 higher than the previous day. The implied volatity was 22.18, the open interest changed by 4 which increased total open position to 19
On 19 Mar ICICIGI was trading at 1792.10. The strike last trading price was 21.05, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 18 Mar ICICIGI was trading at 1831.20. The strike last trading price was 21.05, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 17 Mar ICICIGI was trading at 1835.80. The strike last trading price was 21.05, which was 9 higher than the previous day. The implied volatity was 25.94, the open interest changed by 11 which increased total open position to 13
On 16 Mar ICICIGI was trading at 1850.50. The strike last trading price was 12.05, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar ICICIGI was trading at 1837.10. The strike last trading price was 12.05, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar ICICIGI was trading at 1855.30. The strike last trading price was 12.05, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Mar ICICIGI was trading at 1875.20. The strike last trading price was 12.05, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar ICICIGI was trading at 1889.30. The strike last trading price was 12.05, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Mar ICICIGI was trading at 1889.70. The strike last trading price was 12.05, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Mar ICICIGI was trading at 1880.30. The strike last trading price was 12.05, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Mar ICICIGI was trading at 1875.20. The strike last trading price was 12.05, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Mar ICICIGI was trading at 1855.50. The strike last trading price was 12.05, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
