ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1100 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 | |||
| 20 Dec | 1288.40 | 220.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 1286.90 | 220.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1314.15 | 220.05 | -9.75 | - | 3 | 0 | 14 | |||
| 17 Dec | 1333.75 | 229.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1346.10 | 229.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1344.90 | 229.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1329.25 | 229.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1327.50 | 229.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1330.45 | 229.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1322.30 | 229.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1328.75 | 229.8 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 5 Dec | 1336.50 | 229.8 | 34.20 | - | 7 | -4 | 14 | |||
| 4 Dec | 1316.05 | 195.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1308.40 | 195.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 2 Dec | 1304.65 | 195.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 195.6 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 28 Nov | 1286.35 | 195.6 | -14.05 | - | 40 | -3 | 18 | |||
| 27 Nov | 1300.70 | 209.65 | -0.85 | - | 8 | -4 | 22 | |||
| 26 Nov | 1304.95 | 210.5 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 25 Nov | 1300.95 | 210.5 | 28.80 | - | 8 | 22 | 25 | |||
| 22 Nov | 1278.05 | 181.7 | 21.80 | - | 15 | 14 | 17 | |||
| 21 Nov | 1250.55 | 159.9 | -11.10 | - | 3 | 1 | 3 | |||
| 20 Nov | 1249.10 | 171 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1249.10 | 171 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1253.45 | 171 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 14 Nov | 1256.95 | 171 | -80.70 | - | 2 | 0 | 0 | |||
| 13 Nov | 1253.70 | 251.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 251.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1269.30 | 251.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 251.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 251.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 251.7 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1100 expiring on 26DEC2024
Delta for 1100 CE is 0.00
Historical price for 1100 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 220.05, 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 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 220.05, 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 220.05, which was -9.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 229.8, 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 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 229.8, 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 229.8, 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 229.8, 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 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 229.8, 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 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 229.8, 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 229.8, 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 229.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 229.8, which was 34.20 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 14
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 195.6, 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 195.6, 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 195.6, 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 195.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 195.6, which was -14.05 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 18
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 209.65, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 22
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 210.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 210.5, which was 28.80 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 25
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 181.7, which was 21.80 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 17
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 159.9, which was -11.10 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 171, 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 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 171, 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 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 171, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 171, which was -80.70 lower than the previous day. The implied volatity was -, 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 251.7, 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 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 251.7, 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 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 251.7, 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 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 251.7, 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 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 251.7, 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 251.7, 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 26DEC2024 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 0.35 | 0.05 | - | 72 | -28 | 243 |
| 19 Dec | 1286.90 | 0.3 | 0.00 | 50.42 | 40 | 27 | 271 |
| 18 Dec | 1314.15 | 0.3 | 0.00 | 52.44 | 12 | -2 | 242 |
| 17 Dec | 1333.75 | 0.3 | 0.05 | - | 16 | -7 | 243 |
| 16 Dec | 1346.10 | 0.25 | -0.05 | 50.45 | 155 | -76 | 251 |
| 13 Dec | 1344.90 | 0.3 | 0.00 | 45.67 | 143 | -29 | 327 |
| 12 Dec | 1329.25 | 0.3 | 0.00 | 41.76 | 43 | 22 | 354 |
| 11 Dec | 1327.50 | 0.3 | -0.10 | 40.17 | 10 | -1 | 332 |
| 10 Dec | 1330.45 | 0.4 | 0.05 | 40.89 | 38 | 14 | 332 |
| 9 Dec | 1322.30 | 0.35 | -0.05 | 38.03 | 23 | -1 | 318 |
| 6 Dec | 1328.75 | 0.4 | -0.10 | 36.48 | 77 | 12 | 319 |
| 5 Dec | 1336.50 | 0.5 | 0.00 | 37.71 | 123 | -10 | 306 |
| 4 Dec | 1316.05 | 0.5 | 0.00 | 34.33 | 42 | 15 | 317 |
| 3 Dec | 1308.40 | 0.5 | -0.20 | 32.59 | 137 | 5 | 301 |
| 2 Dec | 1304.65 | 0.7 | -0.05 | 33.18 | 70 | 37 | 295 |
| 29 Nov | 1300.10 | 0.75 | -0.30 | 31.13 | 70 | 12 | 252 |
| 28 Nov | 1286.35 | 1.05 | -0.05 | 30.95 | 123 | 38 | 242 |
| 27 Nov | 1300.70 | 1.1 | 0.10 | 32.38 | 51 | 28 | 198 |
| 26 Nov | 1304.95 | 1 | -0.05 | 31.74 | 23 | 8 | 172 |
| 25 Nov | 1300.95 | 1.05 | -0.80 | 31.20 | 140 | -49 | 165 |
| 22 Nov | 1278.05 | 1.85 | -0.85 | 30.19 | 254 | -82 | 132 |
| 21 Nov | 1250.55 | 2.7 | -0.15 | 29.37 | 336 | 163 | 214 |
| 20 Nov | 1249.10 | 2.85 | 0.00 | 27.51 | 24 | 4 | 51 |
| 19 Nov | 1249.10 | 2.85 | 0.30 | 27.51 | 24 | 4 | 51 |
| 18 Nov | 1253.45 | 2.55 | -0.95 | 27.54 | 56 | 30 | 43 |
| 14 Nov | 1256.95 | 3.5 | 0.65 | 28.97 | 2 | 1 | 13 |
| 13 Nov | 1253.70 | 2.85 | 0.05 | 27.39 | 13 | 5 | 11 |
| 12 Nov | 1270.60 | 2.8 | 0.90 | 28.24 | 2 | 1 | 6 |
| 11 Nov | 1269.30 | 1.9 | -0.60 | 25.81 | 4 | 0 | 5 |
| 8 Nov | 1258.85 | 2.5 | 0.90 | 25.68 | 3 | 1 | 5 |
| 7 Nov | 1278.70 | 1.6 | 0.10 | 25.13 | 4 | 2 | 4 |
| 6 Nov | 1302.35 | 1.5 | 26.92 | 2 | 1 | 2 | |
For Icici Bank Ltd. - strike price 1100 expiring on 26DEC2024
Delta for 1100 PE is -
Historical price for 1100 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 243
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 50.42, the open interest changed by 27 which increased total open position to 271
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 52.44, the open interest changed by -2 which decreased total open position to 242
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 243
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 50.45, the open interest changed by -76 which decreased total open position to 251
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 45.67, the open interest changed by -29 which decreased total open position to 327
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 41.76, the open interest changed by 22 which increased total open position to 354
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 40.17, the open interest changed by -1 which decreased total open position to 332
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 40.89, the open interest changed by 14 which increased total open position to 332
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 38.03, the open interest changed by -1 which decreased total open position to 318
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 36.48, the open interest changed by 12 which increased total open position to 319
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 37.71, the open interest changed by -10 which decreased total open position to 306
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 34.33, the open interest changed by 15 which increased total open position to 317
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 32.59, the open interest changed by 5 which increased total open position to 301
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 33.18, the open interest changed by 37 which increased total open position to 295
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was 31.13, the open interest changed by 12 which increased total open position to 252
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 30.95, the open interest changed by 38 which increased total open position to 242
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 32.38, the open interest changed by 28 which increased total open position to 198
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 31.74, the open interest changed by 8 which increased total open position to 172
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 1.05, which was -0.80 lower than the previous day. The implied volatity was 31.20, the open interest changed by -49 which decreased total open position to 165
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 1.85, which was -0.85 lower than the previous day. The implied volatity was 30.19, the open interest changed by -82 which decreased total open position to 132
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 2.7, which was -0.15 lower than the previous day. The implied volatity was 29.37, the open interest changed by 163 which increased total open position to 214
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 27.51, the open interest changed by 4 which increased total open position to 51
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 2.85, which was 0.30 higher than the previous day. The implied volatity was 27.51, the open interest changed by 4 which increased total open position to 51
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 2.55, which was -0.95 lower than the previous day. The implied volatity was 27.54, the open interest changed by 30 which increased total open position to 43
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 3.5, which was 0.65 higher than the previous day. The implied volatity was 28.97, the open interest changed by 1 which increased total open position to 13
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 2.85, which was 0.05 higher than the previous day. The implied volatity was 27.39, the open interest changed by 5 which increased total open position to 11
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 2.8, which was 0.90 higher than the previous day. The implied volatity was 28.24, the open interest changed by 1 which increased total open position to 6
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 1.9, which was -0.60 lower than the previous day. The implied volatity was 25.81, the open interest changed by 0 which decreased total open position to 5
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 2.5, which was 0.90 higher than the previous day. The implied volatity was 25.68, the open interest changed by 1 which increased total open position to 5
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 1.6, which was 0.10 higher than the previous day. The implied volatity was 25.13, the open interest changed by 2 which increased total open position to 4
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was 26.92, the open interest changed by 1 which increased total open position to 2
