ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1080 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 | |||
| 27 Dec | 1307.55 | 235.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Dec | 1297.35 | 235.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 24 Dec | 1297.25 | 235.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 23 Dec | 1296.80 | 235.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Dec | 1288.40 | 235.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 1286.90 | 235.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1314.15 | 235.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1333.75 | 235.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1329.25 | 235.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 29 Nov | 1300.10 | 235.3 | 235.30 | - | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 0 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1080 expiring on 30JAN2025
Delta for 1080 CE is 0.00
Historical price for 1080 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 235.3, 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 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 235.3, 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 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 235.3, 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 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 235.3, 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 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 235.3, 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 235.3, 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 235.3, 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 235.3, 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 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 235.3, 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 235.3, which was 235.30 higher than the previous day. The implied volatity was -, 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 -, 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 -, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 30JAN2025 1080 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.17
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 0.8 | -0.10 | 31.72 | 105 | 17 | 200 |
| 26 Dec | 1297.35 | 0.9 | -0.30 | 30.79 | 37 | 9 | 183 |
| 24 Dec | 1297.25 | 1.2 | -0.05 | 31.63 | 108 | 82 | 176 |
| 23 Dec | 1296.80 | 1.25 | -0.70 | 31.30 | 33 | 15 | 93 |
| 20 Dec | 1288.40 | 1.95 | -0.55 | 32.13 | 26 | 25 | 77 |
| 19 Dec | 1286.90 | 2.5 | 1.45 | 33.06 | 52 | 31 | 41 |
| 18 Dec | 1314.15 | 1.05 | 0.05 | 30.58 | 7 | 3 | 10 |
| 17 Dec | 1333.75 | 1 | -1.60 | 31.51 | 1 | 0 | 7 |
| 12 Dec | 1329.25 | 2.6 | 0.00 | 34.80 | 3 | 1 | 5 |
| 29 Nov | 1300.10 | 2.6 | 0.10 | 28.87 | 1 | 0 | 4 |
| 14 Nov | 1256.95 | 2.5 | 1.50 | 22.62 | 3 | 1 | 2 |
| 6 Nov | 1302.35 | 1 | 21.81 | 1 | 0 | 1 | |
For Icici Bank Ltd. - strike price 1080 expiring on 30JAN2025
Delta for 1080 PE is -0.02
Historical price for 1080 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 31.72, the open interest changed by 17 which increased total open position to 200
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was 30.79, the open interest changed by 9 which increased total open position to 183
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 31.63, the open interest changed by 82 which increased total open position to 176
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 1.25, which was -0.70 lower than the previous day. The implied volatity was 31.30, the open interest changed by 15 which increased total open position to 93
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 1.95, which was -0.55 lower than the previous day. The implied volatity was 32.13, the open interest changed by 25 which increased total open position to 77
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 2.5, which was 1.45 higher than the previous day. The implied volatity was 33.06, the open interest changed by 31 which increased total open position to 41
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 30.58, the open interest changed by 3 which increased total open position to 10
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 1, which was -1.60 lower than the previous day. The implied volatity was 31.51, the open interest changed by 0 which decreased total open position to 7
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 2.6, which was 0.00 lower than the previous day. The implied volatity was 34.80, the open interest changed by 1 which increased total open position to 5
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 2.6, which was 0.10 higher than the previous day. The implied volatity was 28.87, the open interest changed by 0 which decreased total open position to 4
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 2.5, which was 1.50 higher than the previous day. The implied volatity was 22.62, the open interest changed by 1 which increased total open position to 2
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 1, which was lower than the previous day. The implied volatity was 21.81, the open interest changed by 0 which decreased total open position to 1
