ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1120 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 | |||
| 27 Dec | 1307.55 | 194.2 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 26 Dec | 1297.35 | 194.2 | 10.90 | 38.76 | 6 | 5 | 13 | |||
| 24 Dec | 1297.25 | 183.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 23 Dec | 1296.80 | 183.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Dec | 1288.40 | 183.3 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 19 Dec | 1286.90 | 183.3 | -24.60 | 23.37 | 12 | -5 | 8 | |||
| 18 Dec | 1314.15 | 207.9 | -6.25 | - | 14 | -2 | 14 | |||
| 17 Dec | 1333.75 | 214.15 | -18.95 | - | 13 | 12 | 15 | |||
| 16 Dec | 1346.10 | 233.1 | 33.70 | - | 1 | 0 | 2 | |||
| 12 Dec | 1329.25 | 199.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Nov | 1300.10 | 199.4 | 199.40 | - | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 0 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1120 expiring on 30JAN2025
Delta for 1120 CE is 0.00
Historical price for 1120 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 194.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 194.2, which was 10.90 higher than the previous day. The implied volatity was 38.76, the open interest changed by 5 which increased total open position to 13
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 183.3, 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 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 183.3, 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 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 183.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 183.3, which was -24.60 lower than the previous day. The implied volatity was 23.37, the open interest changed by -5 which decreased total open position to 8
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 207.9, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 14
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 214.15, which was -18.95 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 15
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 233.1, which was 33.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 199.4, 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 199.4, which was 199.40 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 -, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 30JAN2025 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.20
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 0.85 | -1.05 | 26.95 | 77 | 19 | 67 |
| 26 Dec | 1297.35 | 1.9 | 0.15 | 29.36 | 19 | 0 | 36 |
| 24 Dec | 1297.25 | 1.75 | 0.50 | 28.33 | 16 | 8 | 35 |
| 23 Dec | 1296.80 | 1.25 | -1.20 | 26.25 | 18 | 11 | 27 |
| 20 Dec | 1288.40 | 2.45 | -0.15 | 28.22 | 1 | 0 | 16 |
| 19 Dec | 1286.90 | 2.6 | 0.75 | 27.99 | 25 | 4 | 14 |
| 18 Dec | 1314.15 | 1.85 | 1.20 | 28.68 | 7 | -1 | 11 |
| 17 Dec | 1333.75 | 0.65 | 0.55 | 25.37 | 17 | 9 | 10 |
| 16 Dec | 1346.10 | 0.1 | -6.90 | 0.00 | 0 | 1 | 0 |
| 12 Dec | 1329.25 | 7 | 0.00 | 13.09 | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 7 | 0.00 | 10.23 | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 7 | 7.73 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1120 expiring on 30JAN2025
Delta for 1120 PE is -0.02
Historical price for 1120 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 0.85, which was -1.05 lower than the previous day. The implied volatity was 26.95, the open interest changed by 19 which increased total open position to 67
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 1.9, which was 0.15 higher than the previous day. The implied volatity was 29.36, the open interest changed by 0 which decreased total open position to 36
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 1.75, which was 0.50 higher than the previous day. The implied volatity was 28.33, the open interest changed by 8 which increased total open position to 35
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 1.25, which was -1.20 lower than the previous day. The implied volatity was 26.25, the open interest changed by 11 which increased total open position to 27
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 2.45, which was -0.15 lower than the previous day. The implied volatity was 28.22, the open interest changed by 0 which decreased total open position to 16
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 2.6, which was 0.75 higher than the previous day. The implied volatity was 27.99, the open interest changed by 4 which increased total open position to 14
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 1.85, which was 1.20 higher than the previous day. The implied volatity was 28.68, the open interest changed by -1 which decreased total open position to 11
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 0.65, which was 0.55 higher than the previous day. The implied volatity was 25.37, the open interest changed by 9 which increased total open position to 10
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 0.1, which was -6.90 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 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 13.09, 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 7, which was 0.00 lower than the previous day. The implied volatity was 10.23, 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 7, which was lower than the previous day. The implied volatity was 7.73, the open interest changed by 0 which decreased total open position to 0
