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 | |||
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| 8 Jul | 1235.05 | 134.25 | -0.30 | - | 3,500 | -2,800 | 2,21,900 | |||
| 5 Jul | 1233.40 | 134.55 | - | 4,200 | 700 | 2,24,700 | ||||
| 4 Jul | 1233.00 | 133.3 | - | 22,400 | -700 | 2,24,000 | ||||
| 3 Jul | 1201.60 | 108 | - | 43,400 | -4,900 | 2,24,700 | ||||
| 2 Jul | 1190.60 | 101.5 | - | 56,700 | -16,800 | 2,30,300 | ||||
| 1 Jul | 1211.85 | 114.85 | - | 41,300 | 2,100 | 2,47,100 | ||||
| 28 Jun | 1199.60 | 107 | - | 45,500 | -14,000 | 2,45,000 | ||||
| 27 Jun | 1219.90 | 124.8 | - | 1,35,100 | 21,700 | 2,59,000 | ||||
| 26 Jun | 1218.00 | 118.05 | - | 1,78,500 | -51,100 | 2,35,900 | ||||
| 25 Jun | 1197.95 | 108 | - | 4,13,000 | -1,26,000 | 2,87,000 | ||||
| 24 Jun | 1170.10 | 78 | - | 9,52,700 | -4,96,300 | 4,13,000 | ||||
| 21 Jun | 1158.65 | 70.00 | - | 1,25,300 | 1,400 | 9,10,700 | ||||
| 20 Jun | 1156.80 | 67.90 | - | 1,66,600 | 10,500 | 9,09,300 | ||||
| 19 Jun | 1144.45 | 59.40 | - | 9,99,600 | -86,100 | 8,98,800 | ||||
| 18 Jun | 1122.85 | 43.70 | - | 4,06,000 | 1,37,200 | 9,84,200 | ||||
| 14 Jun | 1105.65 | 35.40 | - | 8,42,100 | 5,58,600 | 8,47,000 | ||||
| 13 Jun | 1107.35 | 39.65 | - | 2,47,100 | 1,90,400 | 2,87,700 | ||||
| 12 Jun | 1119.55 | 43.00 | - | 26,600 | 7,700 | 96,600 | ||||
| 11 Jun | 1118.20 | 44.45 | - | 17,500 | 11,200 | 86,100 | ||||
| 10 Jun | 1123.80 | 47.00 | - | 31,500 | 22,400 | 74,900 | ||||
| 7 Jun | 1121.70 | 53.90 | - | 66,500 | 25,900 | 51,800 | ||||
| 6 Jun | 1110.40 | 49.00 | - | 23,800 | 7,700 | 25,900 | ||||
| 5 Jun | 1108.65 | 44.55 | - | 32,900 | 18,200 | 18,200 | ||||
| 4 Jun | 1071.45 | 68.25 | - | 0 | 0 | 0 | ||||
| 3 Jun | 1160.00 | 68.25 | - | 0 | 0 | 0 | ||||
| 31 May | 1121.05 | 68.25 | - | 0 | 0 | 0 | ||||
For ICICI BANK LTD. - strike price 1100 expiring on 25JUL2024
Delta for 1100 CE is -
Historical price for 1100 CE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 134.25, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by -2800 which decreased total open position to 221900
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 134.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 224700
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 133.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -700 which decreased total open position to 224000
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 108, which was lower than the previous day. The implied volatity was -, the open interest changed by -4900 which decreased total open position to 224700
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 101.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -16800 which decreased total open position to 230300
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 114.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 247100
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 107, which was lower than the previous day. The implied volatity was -, the open interest changed by -14000 which decreased total open position to 245000
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 124.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 21700 which increased total open position to 259000
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 118.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -51100 which decreased total open position to 235900
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 108, which was lower than the previous day. The implied volatity was -, the open interest changed by -126000 which decreased total open position to 287000
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 78, which was lower than the previous day. The implied volatity was -, the open interest changed by -496300 which decreased total open position to 413000
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 70.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 910700
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 67.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 909300
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 59.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -86100 which decreased total open position to 898800
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 43.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 137200 which increased total open position to 984200
On 14 Jun ICICIBANK was trading at 1105.65. The strike last trading price was 35.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 558600 which increased total open position to 847000
On 13 Jun ICICIBANK was trading at 1107.35. The strike last trading price was 39.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 190400 which increased total open position to 287700
On 12 Jun ICICIBANK was trading at 1119.55. The strike last trading price was 43.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7700 which increased total open position to 96600
On 11 Jun ICICIBANK was trading at 1118.20. The strike last trading price was 44.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 11200 which increased total open position to 86100
On 10 Jun ICICIBANK was trading at 1123.80. The strike last trading price was 47.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 22400 which increased total open position to 74900
On 7 Jun ICICIBANK was trading at 1121.70. The strike last trading price was 53.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 25900 which increased total open position to 51800
On 6 Jun ICICIBANK was trading at 1110.40. The strike last trading price was 49.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7700 which increased total open position to 25900
On 5 Jun ICICIBANK was trading at 1108.65. The strike last trading price was 44.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 18200 which increased total open position to 18200
On 4 Jun ICICIBANK was trading at 1071.45. The strike last trading price was 68.25, 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 68.25, 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 68.25, 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 | 1.65 | -0.20 | - | 5,49,500 | -1,35,100 | 20,81,100 |
| 5 Jul | 1233.40 | 1.85 | - | 9,62,500 | 96,600 | 22,16,200 | |
| 4 Jul | 1233.00 | 1.9 | - | 10,35,300 | 2,88,400 | 21,19,600 | |
| 3 Jul | 1201.60 | 2.4 | - | 9,44,300 | 1,10,600 | 18,31,200 | |
| 2 Jul | 1190.60 | 3.45 | - | 13,45,400 | 2,76,500 | 17,17,800 | |
| 1 Jul | 1211.85 | 2.75 | - | 7,87,500 | 1,53,300 | 14,41,300 | |
| 28 Jun | 1199.60 | 3 | - | 10,75,200 | 2,08,600 | 12,88,000 | |
| 27 Jun | 1219.90 | 3.1 | - | 11,22,100 | 1,26,700 | 10,79,400 | |
| 26 Jun | 1218.00 | 4.05 | - | 14,67,200 | -19,600 | 9,53,400 | |
| 25 Jun | 1197.95 | 4.25 | - | 12,25,700 | 1,16,200 | 9,73,000 | |
| 24 Jun | 1170.10 | 6.35 | - | 10,21,300 | -17,500 | 8,56,100 | |
| 21 Jun | 1158.65 | 8.00 | - | 10,08,700 | 1,21,100 | 8,72,900 | |
| 20 Jun | 1156.80 | 8.30 | - | 7,65,800 | 2,19,800 | 7,51,800 | |
| 19 Jun | 1144.45 | 12.50 | - | 12,46,000 | 1,65,200 | 5,32,000 | |
| 18 Jun | 1122.85 | 17.70 | - | 2,61,100 | 98,000 | 3,67,500 | |
| 14 Jun | 1105.65 | 25.50 | - | 2,54,100 | 94,500 | 2,69,500 | |
| 13 Jun | 1107.35 | 22.40 | - | 1,48,400 | 48,300 | 1,73,600 | |
| 12 Jun | 1119.55 | 19.40 | - | 58,800 | 24,500 | 1,23,900 | |
| 11 Jun | 1118.20 | 19.80 | - | 35,000 | 24,500 | 98,000 | |
| 10 Jun | 1123.80 | 21.35 | - | 40,600 | 20,300 | 73,500 | |
| 7 Jun | 1121.70 | 23.00 | - | 53,200 | 4,200 | 53,200 | |
| 6 Jun | 1110.40 | 27.50 | - | 60,900 | 18,200 | 49,000 | |
| 5 Jun | 1108.65 | 29.70 | - | 10,500 | -700 | 30,800 | |
| 4 Jun | 1071.45 | 53.60 | - | 44,800 | 6,300 | 31,500 | |
| 3 Jun | 1160.00 | 17.00 | - | 41,300 | 16,800 | 25,200 | |
| 31 May | 1121.05 | 23.40 | - | 8,400 | 4,200 | 4,200 | |
For ICICI BANK LTD. - strike price 1100 expiring on 25JUL2024
Delta for 1100 PE is -
Historical price for 1100 PE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 1.65, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -135100 which decreased total open position to 2081100
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 96600 which increased total open position to 2216200
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 288400 which increased total open position to 2119600
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 110600 which increased total open position to 1831200
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 276500 which increased total open position to 1717800
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 153300 which increased total open position to 1441300
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by 208600 which increased total open position to 1288000
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 126700 which increased total open position to 1079400
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -19600 which decreased total open position to 953400
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 116200 which increased total open position to 973000
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -17500 which decreased total open position to 856100
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 121100 which increased total open position to 872900
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 8.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 219800 which increased total open position to 751800
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 12.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 165200 which increased total open position to 532000
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 17.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 98000 which increased total open position to 367500
On 14 Jun ICICIBANK was trading at 1105.65. The strike last trading price was 25.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 94500 which increased total open position to 269500
On 13 Jun ICICIBANK was trading at 1107.35. The strike last trading price was 22.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 48300 which increased total open position to 173600
On 12 Jun ICICIBANK was trading at 1119.55. The strike last trading price was 19.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 24500 which increased total open position to 123900
On 11 Jun ICICIBANK was trading at 1118.20. The strike last trading price was 19.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 24500 which increased total open position to 98000
On 10 Jun ICICIBANK was trading at 1123.80. The strike last trading price was 21.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 20300 which increased total open position to 73500
On 7 Jun ICICIBANK was trading at 1121.70. The strike last trading price was 23.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 53200
On 6 Jun ICICIBANK was trading at 1110.40. The strike last trading price was 27.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 18200 which increased total open position to 49000
On 5 Jun ICICIBANK was trading at 1108.65. The strike last trading price was 29.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -700 which decreased total open position to 30800
On 4 Jun ICICIBANK was trading at 1071.45. The strike last trading price was 53.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 31500
On 3 Jun ICICIBANK was trading at 1160.00. The strike last trading price was 17.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 16800 which increased total open position to 25200
On 31 May ICICIBANK was trading at 1121.05. The strike last trading price was 23.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 4200