ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1040 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 308.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 1286.90 | 308.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1314.15 | 308.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1333.75 | 308.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1344.90 | 308.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1328.75 | 308.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1308.40 | 308.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 308.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 308.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 1286.35 | 308.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 1300.95 | 308.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 1278.05 | 308.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 1250.55 | 308.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1253.45 | 308.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 308.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 308.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 308.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 6 Nov | 1302.35 | 308.65 | 0.00 | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1040 expiring on 26DEC2024
Delta for 1040 CE is 0.00
Historical price for 1040 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 308.65, which was 0.00 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 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 308.65, which was 0.00 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 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 308.65, which was 0.00 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 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 308.65, which was 0.00 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 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 308.65, which was 0.00 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 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 308.65, which was 0.00 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 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 308.65, which was 0.00 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 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 308.65, which was 0.00 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 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 308.65, which was 0.00 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 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 308.65, which was 0.00 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 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 308.65, which was 0.00 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 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 308.65, which was 0.00 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 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 308.65, which was 0.00 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 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 308.65, which was 0.00 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 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 308.65, which was 0.00 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 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 308.65, which was 0.00 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 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 308.65, which was 0.00 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 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 308.65, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 26DEC2024 1040 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 0.2 | -0.15 | - | 4 | 2 | 17 |
| 19 Dec | 1286.90 | 0.35 | 0.20 | - | 3 | 1 | 16 |
| 18 Dec | 1314.15 | 0.15 | -0.05 | - | 3 | -2 | 16 |
| 17 Dec | 1333.75 | 0.2 | 0.00 | - | 4 | -3 | 19 |
| 13 Dec | 1344.90 | 0.2 | -0.10 | - | 26 | -4 | 28 |
| 6 Dec | 1328.75 | 0.3 | -0.25 | 44.04 | 1 | 0 | 33 |
| 3 Dec | 1308.40 | 0.55 | 0.15 | 41.96 | 2 | 1 | 32 |
| 2 Dec | 1304.65 | 0.4 | -0.15 | 39.12 | 13 | 1 | 33 |
| 29 Nov | 1300.10 | 0.55 | -0.05 | 38.07 | 17 | 0 | 34 |
| 28 Nov | 1286.35 | 0.6 | -0.20 | 36.59 | 5 | 3 | 32 |
| 25 Nov | 1300.95 | 0.8 | -0.50 | 37.90 | 4 | 5 | 29 |
| 22 Nov | 1278.05 | 1.3 | -0.05 | 36.50 | 2 | 1 | 25 |
| 21 Nov | 1250.55 | 1.35 | -0.55 | 33.86 | 16 | 2 | 24 |
| 18 Nov | 1253.45 | 1.9 | -0.05 | 34.29 | 7 | 5 | 20 |
| 14 Nov | 1256.95 | 1.95 | 0.00 | 33.67 | 3 | 1 | 14 |
| 13 Nov | 1253.70 | 1.95 | 0.05 | 33.06 | 3 | 2 | 12 |
| 12 Nov | 1270.60 | 1.9 | 1.65 | 33.74 | 10 | 8 | 9 |
| 6 Nov | 1302.35 | 0.25 | 26.25 | 1 | 0 | 1 | |
For Icici Bank Ltd. - strike price 1040 expiring on 26DEC2024
Delta for 1040 PE is -
Historical price for 1040 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 17
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.35, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 16
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 16
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 19
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 28
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 44.04, the open interest changed by 0 which decreased total open position to 33
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 41.96, the open interest changed by 1 which increased total open position to 32
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 39.12, the open interest changed by 1 which increased total open position to 33
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 38.07, the open interest changed by 0 which decreased total open position to 34
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 36.59, the open interest changed by 3 which increased total open position to 32
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 0.8, which was -0.50 lower than the previous day. The implied volatity was 37.90, the open interest changed by 5 which increased total open position to 29
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 36.50, the open interest changed by 1 which increased total open position to 25
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 1.35, which was -0.55 lower than the previous day. The implied volatity was 33.86, the open interest changed by 2 which increased total open position to 24
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 34.29, the open interest changed by 5 which increased total open position to 20
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was 33.67, the open interest changed by 1 which increased total open position to 14
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 1.95, which was 0.05 higher than the previous day. The implied volatity was 33.06, the open interest changed by 2 which increased total open position to 12
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 1.9, which was 1.65 higher than the previous day. The implied volatity was 33.74, the open interest changed by 8 which increased total open position to 9
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was 26.25, the open interest changed by 0 which decreased total open position to 1
