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[--[65.84.65.76]--]
ICICIBANK
Icici Bank Ltd.

1288.4 1.50 (0.12%)

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Historical option data for ICICIBANK

20 Dec 2024 04:10 PM IST
ICICIBANK 26DEC2024 1060 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1288.40 239 0.00 0.00 0 0 0
19 Dec 1286.90 239 0.00 0.00 0 0 0
18 Dec 1314.15 239 0.00 0.00 0 0 0
17 Dec 1333.75 239 0.00 0.00 0 0 0
13 Dec 1344.90 239 0.00 0.00 0 0 0
9 Dec 1322.30 239 0.00 0.00 0 0 0
6 Dec 1328.75 239 0.00 0.00 0 0 0
3 Dec 1308.40 239 0.00 0.00 0 0 0
2 Dec 1304.65 239 0.00 0.00 0 0 0
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 20 Dec ICICIBANK was trading at 1288.40. 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 19 Dec ICICIBANK was trading at 1286.90. 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 18 Dec ICICIBANK was trading at 1314.15. 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 17 Dec ICICIBANK was trading at 1333.75. 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 13 Dec ICICIBANK was trading at 1344.90. 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 9 Dec ICICIBANK was trading at 1322.30. 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 6 Dec ICICIBANK was trading at 1328.75. 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 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: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1288.40 0.35 0.30 - 2 0 22
19 Dec 1286.90 0.05 0.00 0.00 0 0 0
18 Dec 1314.15 0.05 -0.20 - 45 1 23
17 Dec 1333.75 0.25 0.00 0.00 0 0 0
13 Dec 1344.90 0.25 0.00 0.00 0 0 0
9 Dec 1322.30 0.25 0.00 42.77 1 0 21
6 Dec 1328.75 0.25 0.00 0.00 0 0 0
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 -

Historical price for 1060 PE is as follows

On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.35, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.05, 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 0.05, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 23


On 17 Dec ICICIBANK was trading at 1333.75. 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 13 Dec ICICIBANK was trading at 1344.90. 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 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 42.77, the open interest changed by 0 which decreased total open position to 21


On 6 Dec ICICIBANK was trading at 1328.75. 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 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