ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1120 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1286.90 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 1314.15 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1333.75 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1346.10 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1344.90 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1329.25 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1327.50 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1330.45 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1322.30 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1328.75 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1336.50 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1316.05 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1308.40 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1286.35 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1300.70 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1304.95 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1300.95 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1278.05 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1250.55 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1249.10 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 19 Nov | 1249.10 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1253.45 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1269.30 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 233.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 233.25 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1120 expiring on 26DEC2024
Delta for 1120 CE is -
Historical price for 1120 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 233.25, 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 233.25, 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 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 233.25, 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 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 233.25, 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 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 233.25, 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 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 233.25, 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 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 233.25, 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 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 233.25, 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 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 233.25, 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 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 233.25, 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 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 233.25, 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 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 233.25, 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 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 233.25, 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 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 233.25, 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 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 233.25, 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 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 233.25, 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 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 233.25, 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 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 233.25, 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 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 233.25, 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 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 233.25, 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 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 233.25, 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 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 233.25, 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 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 233.25, 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 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 233.25, 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 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 233.25, 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 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 233.25, 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 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 233.25, 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 233.25, 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 233.25, 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 233.25, 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 233.25, 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 233.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 26DEC2024 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.04
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 0.25 | 0.00 | 48.39 | 1 | 0 | 6 |
| 19 Dec | 1286.90 | 0.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1314.15 | 0.25 | 0.00 | 0.00 | 0 | -1 | 0 |
| 17 Dec | 1333.75 | 0.25 | 0.05 | 47.18 | 2 | 0 | 7 |
| 16 Dec | 1346.10 | 0.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 1344.90 | 0.2 | -0.20 | 39.99 | 15 | 5 | 12 |
| 12 Dec | 1329.25 | 0.4 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Dec | 1327.50 | 0.4 | 0.10 | 38.26 | 2 | -1 | 7 |
| 10 Dec | 1330.45 | 0.3 | -0.15 | 36.13 | 19 | -9 | 9 |
| 9 Dec | 1322.30 | 0.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 0.45 | 0.00 | 0.00 | 0 | -3 | 0 |
| 5 Dec | 1336.50 | 0.45 | -0.35 | 34.25 | 7 | -2 | 19 |
| 4 Dec | 1316.05 | 0.8 | -1.70 | 33.68 | 22 | 0 | 18 |
| 3 Dec | 1308.40 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 1286.35 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 1300.70 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 1304.95 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 1300.95 | 2.5 | 0.00 | 0.00 | 0 | 16 | 0 |
| 22 Nov | 1278.05 | 2.5 | -1.05 | 29.07 | 2 | 0 | 19 |
| 21 Nov | 1250.55 | 3.55 | 0.05 | 28.09 | 23 | 13 | 16 |
| 20 Nov | 1249.10 | 3.5 | 0.00 | 25.76 | 2 | 1 | 3 |
| 19 Nov | 1249.10 | 3.5 | 0.20 | 25.76 | 2 | 1 | 3 |
| 18 Nov | 1253.45 | 3.3 | 0.80 | 26.17 | 4 | 0 | 1 |
| 14 Nov | 1256.95 | 2.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 1253.70 | 2.5 | -1.50 | 23.96 | 4 | 1 | 1 |
| 12 Nov | 1270.60 | 4 | 0.00 | 10.04 | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 4 | 0.00 | 9.83 | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 4 | 0.00 | 9.21 | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 4 | 0.00 | 10.19 | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 4 | 11.09 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1120 expiring on 26DEC2024
Delta for 1120 PE is -0.01
Historical price for 1120 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 48.39, the open interest changed by 0 which decreased total open position to 6
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.25, 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 0.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 47.18, the open interest changed by 0 which decreased total open position to 7
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 0.2, 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 0.2, which was -0.20 lower than the previous day. The implied volatity was 39.99, the open interest changed by 5 which increased total open position to 12
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 0.4, which was 0.10 higher than the previous day. The implied volatity was 38.26, the open interest changed by -1 which decreased total open position to 7
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 36.13, the open interest changed by -9 which decreased total open position to 9
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 0.45, 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 0.45, 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 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 0.45, which was -0.35 lower than the previous day. The implied volatity was 34.25, the open interest changed by -2 which decreased total open position to 19
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 0.8, which was -1.70 lower than the previous day. The implied volatity was 33.68, the open interest changed by 0 which decreased total open position to 18
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 2.5, 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 2.5, 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 2.5, 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 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 2.5, 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 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 2.5, 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 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 2.5, 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 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 2.5, which was -1.05 lower than the previous day. The implied volatity was 29.07, the open interest changed by 0 which decreased total open position to 19
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 3.55, which was 0.05 higher than the previous day. The implied volatity was 28.09, the open interest changed by 13 which increased total open position to 16
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was 25.76, the open interest changed by 1 which increased total open position to 3
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 3.5, which was 0.20 higher than the previous day. The implied volatity was 25.76, the open interest changed by 1 which increased total open position to 3
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 3.3, which was 0.80 higher than the previous day. The implied volatity was 26.17, the open interest changed by 0 which decreased total open position to 1
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 2.5, which was -1.50 lower than the previous day. The implied volatity was 23.96, the open interest changed by 1 which increased total open position to 1
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 10.04, 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 4, which was 0.00 lower than the previous day. The implied volatity was 9.83, 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 4, which was 0.00 lower than the previous day. The implied volatity was 9.21, 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 4, which was 0.00 lower than the previous day. The implied volatity was 10.19, 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 4, which was lower than the previous day. The implied volatity was 11.09, the open interest changed by 0 which decreased total open position to 0
