Historical option data for ICICIGI
11 Jun 2026 04:12 PM IST
| ICICIGI 30-Jun-2026 (18d) 1780 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.01
Theta: -0.8
Gamma: 0.00364
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 1712.40 | 12.75 | -7 (-35.44%) | 22.17 | 129 | 7 | 149 | |||||||||
| 10 Jun | 1732.20 | 19.95 | -20.1 (-50.19%) | 22.01 | 281 | 15 | 141 | |||||||||
| 9 Jun | 1777.70 | 40.1 | 15.15 (60.72%) | 22.62 | 1,749 | 67 | 127 | |||||||||
| 8 Jun | 1738.40 | 23.3 | -12.45 (-34.83%) | 22.34 | 84 | 7 | 60 | |||||||||
| 5 Jun | 1758.00 | 36.8 | 10.3 (38.87%) | 23.69 | 291 | -4 | 52 | |||||||||
| 4 Jun | 1732.90 | 27 | -5.25 (-16.28%) | 23.39 | 80 | 12 | 55 | |||||||||
| 3 Jun | 1740.80 | 31.2 | -1.8 (-5.45%) | 23.39 | 37 | 5 | 42 | |||||||||
| 2 Jun | 1746.50 | 33.3 | 0.25 (0.76%) | 23.25 | 114 | 3 | 39 | |||||||||
| 1 Jun | 1747.90 | 33.35 | -80.8 (-70.78%) | 22.23 | 60 | 35 | 36 | |||||||||
| 29 May | 1792.20 | 114.15 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 27 May | 1850.60 | 114.15 | 0 (0.00%) | 26.17 | 1 | 0 | 1 | |||||||||
| 26 May | 1860.30 | 114.15 | 30.15 (35.89%) | 26.17 | 1 | 0 | 0 | |||||||||
| 25 May | 1854.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 1826.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 1801.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 1813.00 | 0 | -84 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1835.20 | 0 | -84 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1848.90 | 0 | -84 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1804.20 | 0 | -84 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1782.80 | 0 | -84 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1828.60 | 0 | -84 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1828.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1850.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Lombard Gic Limited - strike price 1780 expiring on 30JUN2026
Delta for 1780 CE is 0.25
Historical price for 1780 CE is as follows
On 11 Jun ICICIGI was trading at 1712.40. The strike last trading price was 12.75, which was -7 lower than the previous day. The implied volatity was 22.17, the open interest changed by 7 which increased total open position to 149
On 10 Jun ICICIGI was trading at 1732.20. The strike last trading price was 19.95, which was -20.1 lower than the previous day. The implied volatity was 22.01, the open interest changed by 15 which increased total open position to 141
On 9 Jun ICICIGI was trading at 1777.70. The strike last trading price was 40.1, which was 15.15 higher than the previous day. The implied volatity was 22.62, the open interest changed by 67 which increased total open position to 127
On 8 Jun ICICIGI was trading at 1738.40. The strike last trading price was 23.3, which was -12.45 lower than the previous day. The implied volatity was 22.34, the open interest changed by 7 which increased total open position to 60
On 5 Jun ICICIGI was trading at 1758.00. The strike last trading price was 36.8, which was 10.3 higher than the previous day. The implied volatity was 23.69, the open interest changed by -4 which decreased total open position to 52
On 4 Jun ICICIGI was trading at 1732.90. The strike last trading price was 27, which was -5.25 lower than the previous day. The implied volatity was 23.39, the open interest changed by 12 which increased total open position to 55
On 3 Jun ICICIGI was trading at 1740.80. The strike last trading price was 31.2, which was -1.8 lower than the previous day. The implied volatity was 23.39, the open interest changed by 5 which increased total open position to 42
On 2 Jun ICICIGI was trading at 1746.50. The strike last trading price was 33.3, which was 0.25 higher than the previous day. The implied volatity was 23.25, the open interest changed by 3 which increased total open position to 39
On 1 Jun ICICIGI was trading at 1747.90. The strike last trading price was 33.35, which was -80.8 lower than the previous day. The implied volatity was 22.23, the open interest changed by 35 which increased total open position to 36
On 29 May ICICIGI was trading at 1792.20. The strike last trading price was 114.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 May ICICIGI was trading at 1850.60. The strike last trading price was 114.15, which was 0 lower than the previous day. The implied volatity was 26.17, the open interest changed by 0 which decreased total open position to 1
On 26 May ICICIGI was trading at 1860.30. The strike last trading price was 114.15, which was 30.15 higher than the previous day. The implied volatity was 26.17, the open interest changed by 0 which decreased total open position to 0
On 25 May ICICIGI was trading at 1854.30. 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 22 May ICICIGI was trading at 1826.20. 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 May ICICIGI was trading at 1801.00. 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 18 May ICICIGI was trading at 1813.00. The strike last trading price was 0, which was -84 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ICICIGI was trading at 1835.20. The strike last trading price was 0, which was -84 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ICICIGI was trading at 1848.90. The strike last trading price was 0, which was -84 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ICICIGI was trading at 1804.20. The strike last trading price was 0, which was -84 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ICICIGI was trading at 1782.80. The strike last trading price was 0, which was -84 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ICICIGI was trading at 1828.60. The strike last trading price was 0, which was -84 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ICICIGI was trading at 1828.00. 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 7 May ICICIGI was trading at 1850.20. 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
| ICICIGI 30-Jun-2026 (18d) 1780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.01
Theta: -0.46
Gamma: 0.00376
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 1712.40 | 73.1 | 12.1 (19.84%) | 20.73 | 15 | 0 | 66 |
| 10 Jun | 1732.20 | 60.1 | 24.1 (66.94%) | 22.44 | 93 | -30 | 66 |
| 9 Jun | 1777.70 | 35.65 | -21.75 (-37.89%) | 20.18 | 1,371 | 65 | 100 |
| 8 Jun | 1738.40 | 59.2 | 5.2 (9.63%) | 22.21 | 22 | 0 | 35 |
| 5 Jun | 1758.00 | 53.5 | 53.5 | - | 8 | 0 | 35 |
| 4 Jun | 1732.90 | 53.5 | 53.5 (8.00%) | 19.15 | 8 | 0 | 35 |
| 3 Jun | 1740.80 | 54 | 4 (8.00%) | 19.15 | 8 | -1 | 37 |
| 2 Jun | 1746.50 | 50 | -4 (-7.41%) | 18.27 | 16 | 3 | 38 |
| 1 Jun | 1747.90 | 55 | 27 (96.43%) | 20.6 | 50 | -4 | 35 |
| 29 May | 1792.20 | 34 | -26 (-43.33%) | 18.27 | 65 | 34 | 36 |
| 27 May | 1850.60 | 60 | 60 (0.00%) | - | 2 | 0 | 2 |
| 26 May | 1860.30 | 60 | 0 (0.00%) | - | 2 | 0 | 2 |
| 25 May | 1854.30 | 60 | 0 (0.00%) | - | 2 | 0 | 2 |
| 22 May | 1826.20 | 59.5 | 0 (0.00%) | 32.02 | 2 | 0 | 2 |
| 21 May | 1801.00 | 59.5 | -14.95 (-20.08%) | 32.02 | 2 | 2 | 2 |
| 18 May | 1813.00 | 0 | -74.45 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1835.20 | 0 | -74.45 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1848.90 | 0 | -74.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1804.20 | 0 | -74.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1782.80 | 0 | -74.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1828.60 | 0 | -74 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1828.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 1850.20 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Lombard Gic Limited - strike price 1780 expiring on 30JUN2026
Delta for 1780 PE is -0.77
Historical price for 1780 PE is as follows
On 11 Jun ICICIGI was trading at 1712.40. The strike last trading price was 73.1, which was 12.1 higher than the previous day. The implied volatity was 20.73, the open interest changed by 0 which decreased total open position to 66
On 10 Jun ICICIGI was trading at 1732.20. The strike last trading price was 60.1, which was 24.1 higher than the previous day. The implied volatity was 22.44, the open interest changed by -30 which decreased total open position to 66
On 9 Jun ICICIGI was trading at 1777.70. The strike last trading price was 35.65, which was -21.75 lower than the previous day. The implied volatity was 20.18, the open interest changed by 65 which increased total open position to 100
On 8 Jun ICICIGI was trading at 1738.40. The strike last trading price was 59.2, which was 5.2 higher than the previous day. The implied volatity was 22.21, the open interest changed by 0 which decreased total open position to 35
On 5 Jun ICICIGI was trading at 1758.00. The strike last trading price was 53.5, which was 53.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 4 Jun ICICIGI was trading at 1732.90. The strike last trading price was 53.5, which was 53.5 higher than the previous day. The implied volatity was 19.15, the open interest changed by 0 which decreased total open position to 35
On 3 Jun ICICIGI was trading at 1740.80. The strike last trading price was 54, which was 4 higher than the previous day. The implied volatity was 19.15, the open interest changed by -1 which decreased total open position to 37
On 2 Jun ICICIGI was trading at 1746.50. The strike last trading price was 50, which was -4 lower than the previous day. The implied volatity was 18.27, the open interest changed by 3 which increased total open position to 38
On 1 Jun ICICIGI was trading at 1747.90. The strike last trading price was 55, which was 27 higher than the previous day. The implied volatity was 20.6, the open interest changed by -4 which decreased total open position to 35
On 29 May ICICIGI was trading at 1792.20. The strike last trading price was 34, which was -26 lower than the previous day. The implied volatity was 18.27, the open interest changed by 34 which increased total open position to 36
On 27 May ICICIGI was trading at 1850.60. The strike last trading price was 60, which was 60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 May ICICIGI was trading at 1860.30. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 May ICICIGI was trading at 1854.30. The strike last trading price was 60, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 May ICICIGI was trading at 1826.20. The strike last trading price was 59.5, which was 0 lower than the previous day. The implied volatity was 32.02, the open interest changed by 0 which decreased total open position to 2
On 21 May ICICIGI was trading at 1801.00. The strike last trading price was 59.5, which was -14.95 lower than the previous day. The implied volatity was 32.02, the open interest changed by 2 which increased total open position to 2
On 18 May ICICIGI was trading at 1813.00. The strike last trading price was 0, which was -74.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ICICIGI was trading at 1835.20. The strike last trading price was 0, which was -74.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ICICIGI was trading at 1848.90. The strike last trading price was 0, which was -74.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ICICIGI was trading at 1804.20. The strike last trading price was 0, which was -74.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May ICICIGI was trading at 1782.80. The strike last trading price was 0, which was -74.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ICICIGI was trading at 1828.60. The strike last trading price was 0, which was -74 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May ICICIGI was trading at 1828.00. 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 7 May ICICIGI was trading at 1850.20. 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
