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 | 96.85 | 2.30 | - | 11,900 | -7,700 | 1,08,500 | |||
| 5 Jul | 1233.40 | 94.55 | - | 3,30,400 | -2,47,100 | 1,16,200 | ||||
| 4 Jul | 1233.00 | 95.75 | - | 37,100 | 0 | 3,63,300 | ||||
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| 3 Jul | 1201.60 | 71.45 | - | 42,700 | 0 | 3,63,300 | ||||
| 2 Jul | 1190.60 | 65.6 | - | 1,78,500 | 3,500 | 3,65,400 | ||||
| 1 Jul | 1211.85 | 77.5 | - | 52,500 | 700 | 3,61,900 | ||||
| 28 Jun | 1199.60 | 70.7 | - | 1,42,100 | -7,700 | 3,61,200 | ||||
| 27 Jun | 1219.90 | 85.7 | - | 37,100 | 1,400 | 3,68,900 | ||||
| 26 Jun | 1218.00 | 82.65 | - | 98,700 | 0 | 3,67,500 | ||||
| 25 Jun | 1197.95 | 72.45 | - | 2,75,800 | -24,500 | 3,67,500 | ||||
| 24 Jun | 1170.10 | 47.75 | - | 8,12,000 | -4,90,700 | 3,94,100 | ||||
| 21 Jun | 1158.65 | 38.00 | - | 3,14,300 | 70,000 | 8,81,300 | ||||
| 20 Jun | 1156.80 | 38.30 | - | 6,21,600 | 2,47,800 | 8,10,600 | ||||
| 19 Jun | 1144.45 | 32.45 | - | 13,41,200 | 4,85,800 | 5,62,800 | ||||
| 18 Jun | 1122.85 | 21.95 | - | 1,01,500 | -13,300 | 77,000 | ||||
| 14 Jun | 1105.65 | 17.60 | - | 85,400 | 18,200 | 90,300 | ||||
| 13 Jun | 1107.35 | 20.20 | - | 43,400 | 21,000 | 72,100 | ||||
| 12 Jun | 1119.55 | 23.10 | - | 44,100 | 23,100 | 50,400 | ||||
| 11 Jun | 1118.20 | 23.25 | - | 39,200 | -17,500 | 25,200 | ||||
| 10 Jun | 1123.80 | 28.20 | - | 0 | 0 | 0 | ||||
| 7 Jun | 1121.70 | 28.20 | - | 0 | 32,200 | 0 | ||||
| 6 Jun | 1110.40 | 28.20 | - | 39,200 | 32,200 | 41,300 | ||||
| 5 Jun | 1108.65 | 23.00 | - | 6,300 | 4,200 | 9,100 | ||||
| 4 Jun | 1071.45 | 38.00 | - | 3,500 | 2,100 | 4,900 | ||||
| 3 Jun | 1160.00 | 58.55 | - | 6,300 | 2,100 | 2,800 | ||||
| 31 May | 1121.05 | 48.00 | - | 0 | 0 | 0 | ||||
For ICICI BANK LTD. - strike price 1140 expiring on 25JUL2024
Delta for 1140 CE is -
Historical price for 1140 CE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 96.85, which was 2.30 higher than the previous day. The implied volatity was -, the open interest changed by -7700 which decreased total open position to 108500
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 94.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -247100 which decreased total open position to 116200
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 95.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 363300
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 71.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 363300
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 65.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 365400
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 77.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 361900
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 70.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -7700 which decreased total open position to 361200
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 85.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 368900
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 82.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 367500
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 72.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -24500 which decreased total open position to 367500
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 47.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -490700 which decreased total open position to 394100
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 38.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 70000 which increased total open position to 881300
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 38.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 247800 which increased total open position to 810600
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 32.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 485800 which increased total open position to 562800
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 21.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -13300 which decreased total open position to 77000
On 14 Jun ICICIBANK was trading at 1105.65. The strike last trading price was 17.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 18200 which increased total open position to 90300
On 13 Jun ICICIBANK was trading at 1107.35. The strike last trading price was 20.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 72100
On 12 Jun ICICIBANK was trading at 1119.55. The strike last trading price was 23.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 23100 which increased total open position to 50400
On 11 Jun ICICIBANK was trading at 1118.20. The strike last trading price was 23.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -17500 which decreased total open position to 25200
On 10 Jun ICICIBANK was trading at 1123.80. The strike last trading price was 28.20, 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 7 Jun ICICIBANK was trading at 1121.70. The strike last trading price was 28.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 32200 which increased total open position to 0
On 6 Jun ICICIBANK was trading at 1110.40. The strike last trading price was 28.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 32200 which increased total open position to 41300
On 5 Jun ICICIBANK was trading at 1108.65. The strike last trading price was 23.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 9100
On 4 Jun ICICIBANK was trading at 1071.45. The strike last trading price was 38.00, 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 3 Jun ICICIBANK was trading at 1160.00. The strike last trading price was 58.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 2800
On 31 May ICICIBANK was trading at 1121.05. The strike last trading price was 48.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 2.7 | -0.35 | - | 2,79,300 | -16,800 | 6,90,900 |
| 5 Jul | 1233.40 | 3.05 | - | 9,06,500 | -2,84,900 | 7,07,700 | |
| 4 Jul | 1233.00 | 3.4 | - | 6,20,900 | 4,900 | 9,92,600 | |
| 3 Jul | 1201.60 | 5.2 | - | 12,41,800 | 30,800 | 9,87,700 | |
| 2 Jul | 1190.60 | 7.3 | - | 16,15,600 | 73,500 | 9,59,700 | |
| 1 Jul | 1211.85 | 5.5 | - | 11,01,800 | 58,100 | 8,86,200 | |
| 28 Jun | 1199.60 | 6.6 | - | 7,80,500 | 1,56,800 | 8,28,100 | |
| 27 Jun | 1219.90 | 5.8 | - | 11,91,400 | -2,100 | 6,71,300 | |
| 26 Jun | 1218.00 | 7.4 | - | 7,58,100 | 1,33,000 | 6,72,700 | |
| 25 Jun | 1197.95 | 8.75 | - | 5,64,200 | 7,700 | 5,39,700 | |
| 24 Jun | 1170.10 | 15.35 | - | 3,80,800 | 5,600 | 5,31,300 | |
| 21 Jun | 1158.65 | 18.05 | - | 6,39,100 | 1,07,800 | 5,25,000 | |
| 20 Jun | 1156.80 | 18.50 | - | 7,20,300 | 2,98,200 | 4,16,500 | |
| 19 Jun | 1144.45 | 24.50 | - | 3,35,300 | 1,16,200 | 1,18,300 | |
| 18 Jun | 1122.85 | 37.60 | - | 2,100 | 1,400 | 1,400 | |
| 14 Jun | 1105.65 | 53.40 | - | 0 | 0 | 0 | |
| 13 Jun | 1107.35 | 53.40 | - | 0 | 0 | 0 | |
| 12 Jun | 1119.55 | 53.40 | - | 0 | 0 | 0 | |
| 11 Jun | 1118.20 | 53.40 | - | 0 | 0 | 0 | |
| 10 Jun | 1123.80 | 53.40 | - | 0 | 0 | 0 | |
| 7 Jun | 1121.70 | 53.40 | - | 0 | 0 | 0 | |
| 6 Jun | 1110.40 | 53.40 | - | 0 | 0 | 0 | |
| 5 Jun | 1108.65 | 53.40 | - | 0 | 0 | 0 | |
| 4 Jun | 1071.45 | 53.40 | - | 0 | 0 | 0 | |
| 3 Jun | 1160.00 | 53.40 | - | 0 | 0 | 0 | |
| 31 May | 1121.05 | 53.40 | - | 0 | 0 | 0 | |
For ICICI BANK LTD. - strike price 1140 expiring on 25JUL2024
Delta for 1140 PE is -
Historical price for 1140 PE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 2.7, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -16800 which decreased total open position to 690900
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -284900 which decreased total open position to 707700
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 4900 which increased total open position to 992600
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 5.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 30800 which increased total open position to 987700
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 7.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 73500 which increased total open position to 959700
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 58100 which increased total open position to 886200
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 6.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 156800 which increased total open position to 828100
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 5.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -2100 which decreased total open position to 671300
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 7.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 133000 which increased total open position to 672700
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 8.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 7700 which increased total open position to 539700
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 15.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 531300
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 18.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 107800 which increased total open position to 525000
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 18.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 298200 which increased total open position to 416500
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 24.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 116200 which increased total open position to 118300
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 37.60, 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 53.40, 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 13 Jun ICICIBANK was trading at 1107.35. The strike last trading price was 53.40, 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 12 Jun ICICIBANK was trading at 1119.55. The strike last trading price was 53.40, 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 53.40, 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 53.40, 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 53.40, 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 53.40, 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 53.40, 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 53.40, 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 53.40, 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 53.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0