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 | |||
| 8 Jul | 1235.05 | 111.25 | 0.15 | - | 2,100 | -700 | 1,13,400 | |||
| 5 Jul | 1233.40 | 111.1 | - | 700 | -700 | 1,14,100 | ||||
| 4 Jul | 1233.00 | 109.5 | - | 1,400 | -1,400 | 1,14,800 | ||||
| 3 Jul | 1201.60 | 92 | - | 7,000 | 1,400 | 1,16,200 | ||||
| 2 Jul | 1190.60 | 82.95 | - | 32,900 | 6,300 | 1,16,200 | ||||
| 1 Jul | 1211.85 | 94.45 | - | 1,400 | 3,500 | 1,09,900 | ||||
| 28 Jun | 1199.60 | 89.95 | - | 50,400 | -7,700 | 1,06,400 | ||||
| 27 Jun | 1219.90 | 103 | - | 35,700 | 9,100 | 1,14,100 | ||||
| 26 Jun | 1218.00 | 100.9 | - | 53,200 | 23,800 | 1,04,300 | ||||
| 25 Jun | 1197.95 | 90 | - | 84,700 | 2,800 | 80,500 | ||||
| 24 Jun | 1170.10 | 62.5 | - | 74,900 | -9,100 | 77,700 | ||||
| 21 Jun | 1158.65 | 51.60 | - | 90,300 | -23,800 | 88,900 | ||||
| 20 Jun | 1156.80 | 52.10 | - | 1,07,100 | 21,000 | 1,11,300 | ||||
| 19 Jun | 1144.45 | 44.75 | - | 4,36,800 | -51,100 | 90,300 | ||||
| 18 Jun | 1122.85 | 31.50 | - | 2,13,500 | 9,100 | 1,40,700 | ||||
| 14 Jun | 1105.65 | 24.70 | - | 1,98,800 | 1,400 | 1,31,600 | ||||
| 13 Jun | 1107.35 | 28.95 | - | 68,600 | 28,000 | 1,29,500 | ||||
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| 12 Jun | 1119.55 | 32.45 | - | 55,300 | 33,600 | 1,00,800 | ||||
| 11 Jun | 1118.20 | 32.80 | - | 16,100 | 8,400 | 67,200 | ||||
| 10 Jun | 1123.80 | 36.00 | - | 65,100 | 57,400 | 57,400 | ||||
| 7 Jun | 1121.70 | 57.40 | - | 0 | 0 | 0 | ||||
| 6 Jun | 1110.40 | 57.40 | - | 0 | 0 | 0 | ||||
| 5 Jun | 1108.65 | 57.40 | - | 0 | 0 | 0 | ||||
| 4 Jun | 1071.45 | 57.40 | - | 0 | 0 | 0 | ||||
| 3 Jun | 1160.00 | 57.40 | - | 0 | 0 | 0 | ||||
| 31 May | 1121.05 | 57.40 | - | 0 | 0 | 0 | ||||
For ICICI BANK LTD. - strike price 1120 expiring on 25JUL2024
Delta for 1120 CE is -
Historical price for 1120 CE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 111.25, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -700 which decreased total open position to 113400
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 111.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -700 which decreased total open position to 114100
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 109.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -1400 which decreased total open position to 114800
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 92, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 116200
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 82.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 116200
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 94.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 109900
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 89.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -7700 which decreased total open position to 106400
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 103, which was lower than the previous day. The implied volatity was -, the open interest changed by 9100 which increased total open position to 114100
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 100.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 23800 which increased total open position to 104300
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 80500
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 62.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -9100 which decreased total open position to 77700
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 51.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -23800 which decreased total open position to 88900
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 52.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 111300
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 44.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -51100 which decreased total open position to 90300
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 31.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 9100 which increased total open position to 140700
On 14 Jun ICICIBANK was trading at 1105.65. The strike last trading price was 24.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 131600
On 13 Jun ICICIBANK was trading at 1107.35. The strike last trading price was 28.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 28000 which increased total open position to 129500
On 12 Jun ICICIBANK was trading at 1119.55. The strike last trading price was 32.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 33600 which increased total open position to 100800
On 11 Jun ICICIBANK was trading at 1118.20. The strike last trading price was 32.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 8400 which increased total open position to 67200
On 10 Jun ICICIBANK was trading at 1123.80. The strike last trading price was 36.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 57400 which increased total open position to 57400
On 7 Jun ICICIBANK was trading at 1121.70. The strike last trading price was 57.40, 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 6 Jun ICICIBANK was trading at 1110.40. The strike last trading price was 57.40, 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 5 Jun ICICIBANK was trading at 1108.65. The strike last trading price was 57.40, 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 4 Jun ICICIBANK was trading at 1071.45. The strike last trading price was 57.40, 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 57.40, 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 57.40, 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 | 2 | -0.25 | - | 2,55,500 | -50,400 | 2,97,500 |
| 5 Jul | 1233.40 | 2.25 | - | 4,88,600 | -66,500 | 3,47,900 | |
| 4 Jul | 1233.00 | 2.35 | - | 3,61,900 | -2,800 | 4,14,400 | |
| 3 Jul | 1201.60 | 3.3 | - | 5,39,000 | -24,500 | 4,17,200 | |
| 2 Jul | 1190.60 | 4.8 | - | 7,39,900 | 42,700 | 4,42,400 | |
| 1 Jul | 1211.85 | 3.7 | - | 3,43,000 | 16,100 | 3,99,700 | |
| 28 Jun | 1199.60 | 4.3 | - | 5,39,000 | -9,100 | 3,83,600 | |
| 27 Jun | 1219.90 | 4.05 | - | 5,45,300 | 26,600 | 3,92,700 | |
| 26 Jun | 1218.00 | 5.4 | - | 3,53,500 | 19,600 | 3,66,100 | |
| 25 Jun | 1197.95 | 5.95 | - | 5,09,600 | 1,05,700 | 3,46,500 | |
| 24 Jun | 1170.10 | 10 | - | 2,77,900 | 87,500 | 2,40,800 | |
| 21 Jun | 1158.65 | 11.75 | - | 2,74,400 | 39,900 | 1,54,000 | |
| 20 Jun | 1156.80 | 12.25 | - | 2,03,700 | 42,700 | 1,13,400 | |
| 19 Jun | 1144.45 | 17.90 | - | 2,86,300 | 68,600 | 70,700 | |
| 18 Jun | 1122.85 | 27.00 | - | 1,400 | 1,400 | 1,400 | |
| 14 Jun | 1105.65 | 22.00 | - | 0 | 700 | 0 | |
| 13 Jun | 1107.35 | 22.00 | - | 700 | 0 | 0 | |
| 12 Jun | 1119.55 | 43.40 | - | 0 | 0 | 0 | |
| 11 Jun | 1118.20 | 43.40 | - | 0 | 0 | 0 | |
| 10 Jun | 1123.80 | 43.40 | - | 0 | 0 | 0 | |
| 7 Jun | 1121.70 | 43.40 | - | 0 | 0 | 0 | |
| 6 Jun | 1110.40 | 43.40 | - | 0 | 0 | 0 | |
| 5 Jun | 1108.65 | 43.40 | - | 0 | 0 | 0 | |
| 4 Jun | 1071.45 | 43.40 | - | 0 | 0 | 0 | |
| 3 Jun | 1160.00 | 43.40 | - | 0 | 0 | 0 | |
| 31 May | 1121.05 | 43.40 | - | 0 | 0 | 0 | |
For ICICI BANK LTD. - strike price 1120 expiring on 25JUL2024
Delta for 1120 PE is -
Historical price for 1120 PE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 2, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -50400 which decreased total open position to 297500
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -66500 which decreased total open position to 347900
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -2800 which decreased total open position to 414400
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 3.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -24500 which decreased total open position to 417200
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 4.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 42700 which increased total open position to 442400
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 16100 which increased total open position to 399700
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 4.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -9100 which decreased total open position to 383600
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 26600 which increased total open position to 392700
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 5.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 19600 which increased total open position to 366100
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 5.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 105700 which increased total open position to 346500
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 10, which was lower than the previous day. The implied volatity was -, the open interest changed by 87500 which increased total open position to 240800
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 11.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 39900 which increased total open position to 154000
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 12.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 42700 which increased total open position to 113400
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 17.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 68600 which increased total open position to 70700
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 27.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 1400
On 14 Jun ICICIBANK was trading at 1105.65. The strike last trading price was 22.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 0
On 13 Jun ICICIBANK was trading at 1107.35. The strike last trading price was 22.00, 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 12 Jun ICICIBANK was trading at 1119.55. The strike last trading price was 43.40, 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 11 Jun ICICIBANK was trading at 1118.20. The strike last trading price was 43.40, 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 10 Jun ICICIBANK was trading at 1123.80. The strike last trading price was 43.40, 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 7 Jun ICICIBANK was trading at 1121.70. The strike last trading price was 43.40, 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 6 Jun ICICIBANK was trading at 1110.40. The strike last trading price was 43.40, 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 5 Jun ICICIBANK was trading at 1108.65. The strike last trading price was 43.40, 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 4 Jun ICICIBANK was trading at 1071.45. The strike last trading price was 43.40, 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 43.40, 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 43.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0