ICICIBANK
ICICI BANK LTD.
Historical option data for ICICIBANK
08 Jul 2024 04:11 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 8 Jul | 1235.05 | 178 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Jul | 1233.40 | 178 | - | 0 | 0 | 0 | ||||
| 4 Jul | 1233.00 | 178 | - | 0 | 0 | 0 | ||||
| 3 Jul | 1201.60 | 178 | - | 0 | 0 | 0 | ||||
| 2 Jul | 1190.60 | 178 | - | 0 | 0 | 0 | ||||
| 1 Jul | 1211.85 | 178 | - | 0 | 0 | 0 | ||||
| 28 Jun | 1199.60 | 178 | - | 0 | 0 | 0 | ||||
| 27 Jun | 1219.90 | 178 | - | 700 | 0 | 1,05,700 | ||||
| 26 Jun | 1218.00 | 168 | - | 4,200 | 700 | 1,05,700 | ||||
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| 25 Jun | 1197.95 | 148.1 | - | 2,800 | -700 | 1,05,000 | ||||
| 24 Jun | 1170.10 | 123 | - | 2,100 | 1,400 | 1,05,700 | ||||
| 21 Jun | 1158.65 | 116.00 | - | 7,700 | -7,000 | 1,04,300 | ||||
| 20 Jun | 1156.80 | 112.50 | - | 4,200 | 2,100 | 1,10,600 | ||||
| 19 Jun | 1144.45 | 102.25 | - | 83,300 | 23,100 | 1,08,500 | ||||
| 18 Jun | 1122.85 | 81.85 | - | 93,800 | 48,300 | 84,700 | ||||
| 14 Jun | 1105.65 | 68.40 | - | 32,900 | 25,200 | 36,400 | ||||
| 13 Jun | 1107.35 | 73.50 | - | 9,800 | 8,400 | 9,800 | ||||
| 12 Jun | 1119.55 | 84.45 | - | 0 | 1,400 | 0 | ||||
| 11 Jun | 1118.20 | 84.45 | - | 1,400 | 700 | 700 | ||||
| 10 Jun | 1123.80 | 87.50 | - | 0 | 0 | 0 | ||||
| 7 Jun | 1121.70 | 87.50 | - | 0 | 0 | 0 | ||||
| 6 Jun | 1110.40 | 87.50 | - | 0 | 0 | 0 | ||||
| 5 Jun | 1108.65 | 87.50 | - | 0 | 0 | 0 | ||||
| 4 Jun | 1071.45 | 87.50 | - | 0 | 0 | 0 | ||||
| 3 Jun | 1160.00 | 87.50 | - | 0 | 0 | 0 | ||||
| 31 May | 1121.05 | 87.50 | - | 0 | 0 | 0 | ||||
For ICICI BANK LTD. - strike price 1050 expiring on 25JUL2024
Delta for 1050 CE is -
Historical price for 1050 CE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 178, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 178, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 178, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 178, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 178, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 178, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 178, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 178, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 105700
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 168, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 105700
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 148.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -700 which decreased total open position to 105000
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 123, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 105700
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 116.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -7000 which decreased total open position to 104300
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 112.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 110600
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 102.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 23100 which increased total open position to 108500
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 81.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 48300 which increased total open position to 84700
On 14 Jun ICICIBANK was trading at 1105.65. The strike last trading price was 68.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 25200 which increased total open position to 36400
On 13 Jun ICICIBANK was trading at 1107.35. The strike last trading price was 73.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 8400 which increased total open position to 9800
On 12 Jun ICICIBANK was trading at 1119.55. The strike last trading price was 84.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 0
On 11 Jun ICICIBANK was trading at 1118.20. The strike last trading price was 84.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 700
On 10 Jun ICICIBANK was trading at 1123.80. The strike last trading price was 87.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun ICICIBANK was trading at 1121.70. The strike last trading price was 87.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun ICICIBANK was trading at 1110.40. The strike last trading price was 87.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun ICICIBANK was trading at 1108.65. The strike last trading price was 87.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun ICICIBANK was trading at 1071.45. The strike last trading price was 87.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun ICICIBANK was trading at 1160.00. The strike last trading price was 87.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May ICICIBANK was trading at 1121.05. The strike last trading price was 87.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 8 Jul | 1235.05 | 0.9 | 0.10 | - | 42,000 | -15,400 | 5,86,600 |
| 5 Jul | 1233.40 | 0.8 | - | 29,400 | -1,400 | 6,02,000 | |
| 4 Jul | 1233.00 | 0.85 | - | 1,61,000 | 37,100 | 6,03,400 | |
| 3 Jul | 1201.60 | 1 | - | 1,30,200 | -44,100 | 5,66,300 | |
| 2 Jul | 1190.60 | 1.6 | - | 2,61,100 | 18,900 | 6,10,400 | |
| 1 Jul | 1211.85 | 1.3 | - | 1,16,900 | -3,500 | 5,91,500 | |
| 28 Jun | 1199.60 | 1.4 | - | 2,65,300 | 2,800 | 5,95,000 | |
| 27 Jun | 1219.90 | 1.7 | - | 1,08,500 | 9,800 | 5,92,200 | |
| 26 Jun | 1218.00 | 2.3 | - | 1,83,400 | -3,500 | 5,82,400 | |
| 25 Jun | 1197.95 | 2.25 | - | 3,40,200 | -29,400 | 5,85,900 | |
| 24 Jun | 1170.10 | 2.65 | - | 4,06,700 | 25,200 | 6,15,300 | |
| 21 Jun | 1158.65 | 3.75 | - | 3,66,800 | 49,000 | 5,92,900 | |
| 20 Jun | 1156.80 | 3.75 | - | 4,97,000 | 1,59,600 | 5,40,400 | |
| 19 Jun | 1144.45 | 5.65 | - | 4,97,000 | 1,12,700 | 3,80,800 | |
| 18 Jun | 1122.85 | 6.25 | - | 3,39,500 | 1,93,900 | 2,66,700 | |
| 14 Jun | 1105.65 | 9.50 | - | 1,67,300 | 21,000 | 72,800 | |
| 13 Jun | 1107.35 | 8.45 | - | 53,900 | 44,800 | 46,900 | |
| 12 Jun | 1119.55 | 8.00 | - | 700 | 0 | 1,400 | |
| 11 Jun | 1118.20 | 12.10 | - | 0 | 0 | 0 | |
| 10 Jun | 1123.80 | 12.10 | - | 700 | 0 | 1,400 | |
| 7 Jun | 1121.70 | 14.00 | - | 0 | 700 | 0 | |
| 6 Jun | 1110.40 | 14.00 | - | 1,400 | 700 | 700 | |
| 5 Jun | 1108.65 | 12.10 | - | 0 | 0 | 0 | |
| 4 Jun | 1071.45 | 12.10 | - | 0 | 0 | 0 | |
| 3 Jun | 1160.00 | 12.10 | - | 0 | 0 | 0 | |
| 31 May | 1121.05 | 12.10 | - | 0 | 0 | 0 | |
For ICICI BANK LTD. - strike price 1050 expiring on 25JUL2024
Delta for 1050 PE is -
Historical price for 1050 PE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 0.9, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by -15400 which decreased total open position to 586600
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -1400 which decreased total open position to 602000
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 37100 which increased total open position to 603400
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by -44100 which decreased total open position to 566300
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 18900 which increased total open position to 610400
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -3500 which decreased total open position to 591500
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 595000
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 9800 which increased total open position to 592200
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -3500 which decreased total open position to 582400
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -29400 which decreased total open position to 585900
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 25200 which increased total open position to 615300
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 49000 which increased total open position to 592900
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 159600 which increased total open position to 540400
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 5.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 112700 which increased total open position to 380800
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 6.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 193900 which increased total open position to 266700
On 14 Jun ICICIBANK was trading at 1105.65. The strike last trading price was 9.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 72800
On 13 Jun ICICIBANK was trading at 1107.35. The strike last trading price was 8.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 44800 which increased total open position to 46900
On 12 Jun ICICIBANK was trading at 1119.55. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1400
On 11 Jun ICICIBANK was trading at 1118.20. The strike last trading price was 12.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun ICICIBANK was trading at 1123.80. The strike last trading price was 12.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1400
On 7 Jun ICICIBANK was trading at 1121.70. The strike last trading price was 14.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 0
On 6 Jun ICICIBANK was trading at 1110.40. The strike last trading price was 14.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 700
On 5 Jun ICICIBANK was trading at 1108.65. The strike last trading price was 12.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun ICICIBANK was trading at 1071.45. The strike last trading price was 12.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun ICICIBANK was trading at 1160.00. The strike last trading price was 12.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May ICICIBANK was trading at 1121.05. The strike last trading price was 12.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0