ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
03 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1308.40 | 239 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 239 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 29 Nov | 1300.10 | 239 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 28 Nov | 1286.35 | 239 | -7.00 | 44.75 | 4 | 2 | 26 | |||
| 27 Nov | 1300.70 | 246 | 28.00 | - | 20 | 0 | 4 | |||
| 25 Nov | 1300.95 | 218 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 22 Nov | 1278.05 | 218 | 33.00 | - | 1 | 0 | 3 | |||
| 21 Nov | 1250.55 | 185 | 185.00 | - | 3 | 0 | 0 | |||
| 18 Nov | 1253.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1060 expiring on 26DEC2024
Delta for 1060 CE is 0.00
Historical price for 1060 CE is as follows
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 239, 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 239, 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 239, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 239, which was -7.00 lower than the previous day. The implied volatity was 44.75, the open interest changed by 2 which increased total open position to 26
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 246, which was 28.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 218, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 218, which was 33.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 185, which was 185.00 higher than the previous day. The implied volatity was -, 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 0, 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 0, 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 0, 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 0, 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 0, 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 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1308.40 | 0.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 0.25 | -0.25 | 34.10 | 93 | 13 | 34 |
| 29 Nov | 1300.10 | 0.5 | 0.20 | 34.82 | 4 | 1 | 20 |
| 28 Nov | 1286.35 | 0.3 | 0.10 | 31.13 | 4 | 2 | 17 |
| 27 Nov | 1300.70 | 0.2 | -1.10 | 30.37 | 15 | 0 | 0 |
| 25 Nov | 1300.95 | 1.3 | 0.00 | 19.11 | 0 | 0 | 0 |
| 22 Nov | 1278.05 | 1.3 | 0.00 | 16.54 | 0 | 0 | 0 |
| 21 Nov | 1250.55 | 1.3 | 1.30 | 14.30 | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 0 | 0.00 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1060 expiring on 26DEC2024
Delta for 1060 PE is 0.00
Historical price for 1060 PE is as follows
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 0.25, 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 0.25, which was -0.25 lower than the previous day. The implied volatity was 34.10, the open interest changed by 13 which increased total open position to 34
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 0.5, which was 0.20 higher than the previous day. The implied volatity was 34.82, the open interest changed by 1 which increased total open position to 20
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 0.3, which was 0.10 higher than the previous day. The implied volatity was 31.13, the open interest changed by 2 which increased total open position to 17
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 0.2, which was -1.10 lower than the previous day. The implied volatity was 30.37, 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 1.3, which was 0.00 lower than the previous day. The implied volatity was 19.11, 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 1.3, which was 0.00 lower than the previous day. The implied volatity was 16.54, 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 1.3, which was 1.30 higher than the previous day. The implied volatity was 14.30, 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 0, 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 0, 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 0, 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 0, 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 0, 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
