ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1100 CE | ||||||||||
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Delta: 0.97
Vega: 0.25
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 220 | 20.00 | 31.87 | 2 | 1 | 31 | |||
| 26 Dec | 1297.35 | 200 | -17.10 | - | 30 | 26 | 26 | |||
| 24 Dec | 1297.25 | 217.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 1296.80 | 217.1 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 1288.40 | 217.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1286.90 | 217.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1314.15 | 217.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1333.75 | 217.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 12 Dec | 1329.25 | 217.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 217.1 | 217.10 | - | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1100 expiring on 30JAN2025
Delta for 1100 CE is 0.97
Historical price for 1100 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 220, which was 20.00 higher than the previous day. The implied volatity was 31.87, the open interest changed by 1 which increased total open position to 31
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 200, which was -17.10 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 26
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 217.1, 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 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 217.1, 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 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 217.1, 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 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 217.1, 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 217.1, 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 217.1, 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 217.1, 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 217.1, which was 217.10 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 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 30JAN2025 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.18
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 | 29.19 | 7 | 1 | 32 |
| 26 Dec | 1297.35 | 0.9 | -0.80 | 28.26 | 35 | 26 | 31 |
| 24 Dec | 1297.25 | 1.7 | -0.30 | 30.51 | 5 | 1 | 3 |
| 23 Dec | 1296.80 | 2 | -3.10 | 31.40 | 2 | 0 | 0 |
| 20 Dec | 1288.40 | 5.1 | 5.10 | 13.24 | 0 | 0 | 0 |
| 19 Dec | 1286.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1314.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1333.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 0 | 0.00 | 11.15 | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 0 | 0.00 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1100 expiring on 30JAN2025
Delta for 1100 PE is -0.02
Historical price for 1100 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 29.19, the open interest changed by 1 which increased total open position to 32
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 0.9, which was -0.80 lower than the previous day. The implied volatity was 28.26, the open interest changed by 26 which increased total open position to 31
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 1.7, which was -0.30 lower than the previous day. The implied volatity was 30.51, the open interest changed by 1 which increased total open position to 3
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 2, which was -3.10 lower than the previous day. The implied volatity was 31.40, 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 5.1, which was 5.10 higher than the previous day. The implied volatity was 13.24, 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 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 18 Dec ICICIBANK was trading at 1314.15. 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 17 Dec ICICIBANK was trading at 1333.75. 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 Dec ICICIBANK was trading at 1329.25. 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 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 11.15, 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
