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 | 105.9 | -8.10 | - | 700 | 0 | 88,900 | |||
| 5 Jul | 1233.40 | 114 | - | 700 | 88,900 | 88,900 | ||||
| 4 Jul | 1233.00 | 81.45 | - | 0 | -4,200 | 0 | ||||
| 3 Jul | 1201.60 | 81.45 | - | 7,000 | -4,200 | 89,600 | ||||
| 2 Jul | 1190.60 | 74.05 | - | 71,400 | 12,600 | 94,500 | ||||
| 1 Jul | 1211.85 | 85.45 | - | 23,100 | -2,800 | 81,900 | ||||
| 28 Jun | 1199.60 | 79.3 | - | 84,700 | -28,000 | 84,700 | ||||
| 27 Jun | 1219.90 | 95.35 | - | 64,400 | 16,100 | 1,12,700 | ||||
| 26 Jun | 1218.00 | 91.85 | - | 68,600 | 2,100 | 99,400 | ||||
| 25 Jun | 1197.95 | 79.7 | - | 1,06,400 | 8,400 | 97,300 | ||||
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| 24 Jun | 1170.10 | 54.65 | - | 1,02,900 | -700 | 89,600 | ||||
| 21 Jun | 1158.65 | 44.40 | - | 69,300 | -3,500 | 88,900 | ||||
| 20 Jun | 1156.80 | 44.40 | - | 1,07,100 | 21,700 | 91,000 | ||||
| 19 Jun | 1144.45 | 38.10 | - | 3,26,200 | 9,100 | 69,300 | ||||
| 18 Jun | 1122.85 | 26.05 | - | 53,900 | 17,500 | 60,200 | ||||
| 14 Jun | 1105.65 | 20.15 | - | 28,000 | 9,100 | 42,700 | ||||
| 13 Jun | 1107.35 | 24.30 | - | 26,600 | 19,600 | 31,500 | ||||
| 12 Jun | 1119.55 | 28.75 | - | 14,000 | 3,500 | 12,600 | ||||
| 11 Jun | 1118.20 | 31.75 | - | 8,400 | 5,600 | 8,400 | ||||
| 10 Jun | 1123.80 | 47.70 | - | 2,800 | 700 | 700 | ||||
| 7 Jun | 1121.70 | 38.20 | - | 0 | 0 | 0 | ||||
| 6 Jun | 1110.40 | 38.20 | - | 0 | 0 | 0 | ||||
| 5 Jun | 1108.65 | 38.20 | - | 0 | 0 | 0 | ||||
| 4 Jun | 1071.45 | 38.20 | - | 0 | 0 | 0 | ||||
| 3 Jun | 1160.00 | 38.20 | - | 0 | 0 | 0 | ||||
| 31 May | 1121.05 | 38.20 | - | 0 | 0 | 0 | ||||
For ICICI BANK LTD. - strike price 1130 expiring on 25JUL2024
Delta for 1130 CE is -
Historical price for 1130 CE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 105.9, which was -8.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 88900
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 114, which was lower than the previous day. The implied volatity was -, the open interest changed by 88900 which increased total open position to 88900
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 81.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -4200 which decreased total open position to 0
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 81.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -4200 which decreased total open position to 89600
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 74.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 12600 which increased total open position to 94500
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 85.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -2800 which decreased total open position to 81900
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 79.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -28000 which decreased total open position to 84700
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 95.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 16100 which increased total open position to 112700
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 91.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 99400
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 79.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 8400 which increased total open position to 97300
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 54.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -700 which decreased total open position to 89600
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 44.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -3500 which decreased total open position to 88900
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 44.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 21700 which increased total open position to 91000
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 38.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 9100 which increased total open position to 69300
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 26.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 17500 which increased total open position to 60200
On 14 Jun ICICIBANK was trading at 1105.65. The strike last trading price was 20.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 9100 which increased total open position to 42700
On 13 Jun ICICIBANK was trading at 1107.35. The strike last trading price was 24.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 19600 which increased total open position to 31500
On 12 Jun ICICIBANK was trading at 1119.55. The strike last trading price was 28.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 12600
On 11 Jun ICICIBANK was trading at 1118.20. The strike last trading price was 31.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 8400
On 10 Jun ICICIBANK was trading at 1123.80. The strike last trading price was 47.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 700
On 7 Jun ICICIBANK was trading at 1121.70. The strike last trading price was 38.20, 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 38.20, 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 38.20, 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 38.20, 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 38.20, 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 38.20, 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 | 2.3 | -0.30 | - | 1,65,900 | -18,200 | 2,70,900 |
| 5 Jul | 1233.40 | 2.6 | - | 4,00,400 | -40,600 | 2,89,100 | |
| 4 Jul | 1233.00 | 2.85 | - | 3,81,500 | -3,500 | 3,29,700 | |
| 3 Jul | 1201.60 | 4.1 | - | 6,65,700 | 23,800 | 3,33,200 | |
| 2 Jul | 1190.60 | 5.85 | - | 8,84,100 | 23,800 | 3,08,700 | |
| 1 Jul | 1211.85 | 4.55 | - | 4,56,400 | 36,400 | 2,84,900 | |
| 28 Jun | 1199.60 | 5.25 | - | 4,84,400 | 5,600 | 2,48,500 | |
| 27 Jun | 1219.90 | 4.9 | - | 6,47,500 | -32,200 | 2,42,900 | |
| 26 Jun | 1218.00 | 6.25 | - | 5,53,000 | 88,200 | 2,75,100 | |
| 25 Jun | 1197.95 | 7.2 | - | 3,72,400 | 53,900 | 1,86,900 | |
| 24 Jun | 1170.10 | 12.4 | - | 2,26,800 | 13,300 | 1,29,500 | |
| 21 Jun | 1158.65 | 14.45 | - | 1,81,300 | 4,200 | 1,15,500 | |
| 20 Jun | 1156.80 | 15.05 | - | 1,46,300 | 21,700 | 1,11,300 | |
| 19 Jun | 1144.45 | 21.00 | - | 2,54,100 | 46,900 | 89,600 | |
| 18 Jun | 1122.85 | 30.35 | - | 11,900 | 4,900 | 42,700 | |
| 14 Jun | 1105.65 | 40.65 | - | 13,300 | 700 | 37,800 | |
| 13 Jun | 1107.35 | 37.00 | - | 2,100 | 0 | 36,400 | |
| 12 Jun | 1119.55 | 31.60 | - | 34,300 | 25,900 | 31,500 | |
| 11 Jun | 1118.20 | 33.90 | - | 7,000 | 2,100 | 4,900 | |
| 10 Jun | 1123.80 | 32.45 | - | 4,200 | 1,400 | 1,400 | |
| 7 Jun | 1121.70 | 41.95 | - | 0 | 0 | 0 | |
| 6 Jun | 1110.40 | 41.95 | - | 0 | 0 | 0 | |
| 5 Jun | 1108.65 | 41.95 | - | 0 | 0 | 0 | |
| 4 Jun | 1071.45 | 41.95 | - | 0 | 0 | 0 | |
| 3 Jun | 1160.00 | 41.95 | - | 0 | 0 | 0 | |
| 31 May | 1121.05 | 41.95 | - | 0 | 0 | 0 | |
For ICICI BANK LTD. - strike price 1130 expiring on 25JUL2024
Delta for 1130 PE is -
Historical price for 1130 PE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 2.3, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by -18200 which decreased total open position to 270900
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 2.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -40600 which decreased total open position to 289100
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -3500 which decreased total open position to 329700
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 4.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 23800 which increased total open position to 333200
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 5.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 23800 which increased total open position to 308700
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 36400 which increased total open position to 284900
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 248500
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 4.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -32200 which decreased total open position to 242900
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 6.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 88200 which increased total open position to 275100
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 7.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 53900 which increased total open position to 186900
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 12.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 13300 which increased total open position to 129500
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 14.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 115500
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 15.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 21700 which increased total open position to 111300
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 21.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 46900 which increased total open position to 89600
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 30.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4900 which increased total open position to 42700
On 14 Jun ICICIBANK was trading at 1105.65. The strike last trading price was 40.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 37800
On 13 Jun ICICIBANK was trading at 1107.35. The strike last trading price was 37.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36400
On 12 Jun ICICIBANK was trading at 1119.55. The strike last trading price was 31.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 25900 which increased total open position to 31500
On 11 Jun ICICIBANK was trading at 1118.20. The strike last trading price was 33.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 4900
On 10 Jun ICICIBANK was trading at 1123.80. The strike last trading price was 32.45, 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 7 Jun ICICIBANK was trading at 1121.70. The strike last trading price was 41.95, 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 41.95, 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 41.95, 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 41.95, 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 41.95, 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 41.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0