ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
09 Jan 2025 12:00 PM IST
ICICIBANK 30JAN2025 1140 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
9 Jan | 1248.95 | 182.2 | 0.00 | - | 0 | 0 | 0 | |||
8 Jan | 1263.75 | 182.2 | 0.00 | - | 0 | 0 | 0 | |||
7 Jan | 1279.25 | 182.2 | 0.00 | - | 0 | 0 | 0 | |||
6 Jan | 1264.10 | 182.2 | 0.00 | - | 0 | 0 | 0 | |||
3 Jan | 1265.05 | 182.2 | 0.00 | - | 0 | 0 | 0 | |||
2 Jan | 1290.60 | 182.2 | 0.00 | - | 0 | 0 | 0 | |||
1 Jan | 1283.65 | 182.2 | 0.00 | - | 0 | 0 | 0 | |||
31 Dec | 1281.65 | 182.2 | 0.00 | - | 0 | 0 | 0 | |||
30 Dec | 1294.65 | 182.2 | 0.00 | - | 0 | 0 | 0 | |||
27 Dec | 1307.55 | 182.2 | 0.00 | - | 0 | 0 | 0 | |||
26 Dec | 1297.35 | 182.2 | 0.00 | - | 0 | 0 | 0 | |||
24 Dec | 1297.25 | 182.2 | 0.00 | - | 0 | 0 | 0 | |||
23 Dec | 1296.80 | 182.2 | 0.00 | - | 0 | 0 | 0 | |||
20 Dec | 1288.40 | 182.2 | 0.00 | - | 0 | 0 | 0 | |||
19 Dec | 1286.90 | 182.2 | 0.00 | - | 0 | 0 | 0 | |||
18 Dec | 1314.15 | 182.2 | 0.00 | - | 0 | 0 | 0 | |||
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17 Dec | 1333.75 | 182.2 | 0.00 | - | 0 | 0 | 0 | |||
16 Dec | 1346.10 | 182.2 | 0.00 | - | 0 | 0 | 0 | |||
12 Dec | 1329.25 | 182.2 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 1300.10 | 182.2 | 182.20 | - | 0 | 0 | 0 | |||
14 Nov | 1256.95 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1140 expiring on 30JAN2025
Delta for 1140 CE is -
Historical price for 1140 CE is as follows
On 9 Jan ICICIBANK was trading at 1248.95. The strike last trading price was 182.2, 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 Jan ICICIBANK was trading at 1263.75. The strike last trading price was 182.2, 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 Jan ICICIBANK was trading at 1279.25. The strike last trading price was 182.2, 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 Jan ICICIBANK was trading at 1264.10. The strike last trading price was 182.2, 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 Jan ICICIBANK was trading at 1265.05. The strike last trading price was 182.2, 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 Jan ICICIBANK was trading at 1290.60. The strike last trading price was 182.2, 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 1 Jan ICICIBANK was trading at 1283.65. The strike last trading price was 182.2, 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 31 Dec ICICIBANK was trading at 1281.65. The strike last trading price was 182.2, 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 30 Dec ICICIBANK was trading at 1294.65. The strike last trading price was 182.2, 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 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 182.2, 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 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 182.2, 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 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 182.2, 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 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 182.2, 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 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 182.2, 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 182.2, 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 182.2, 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 182.2, 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 182.2, 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 182.2, 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 182.2, which was 182.20 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 1140 PE | |||||||
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Delta: -0.06
Vega: 0.35
Theta: -0.20
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
9 Jan | 1248.95 | 2 | 0.75 | 26.19 | 242 | -58 | 852 |
8 Jan | 1263.75 | 1.25 | -0.15 | 25.75 | 555 | 124 | 911 |
7 Jan | 1279.25 | 1.4 | -1.10 | 28.05 | 377 | 51 | 779 |
6 Jan | 1264.10 | 2.5 | 0.95 | 28.70 | 857 | -158 | 726 |
3 Jan | 1265.05 | 1.55 | 0.60 | 24.56 | 718 | 295 | 893 |
2 Jan | 1290.60 | 0.95 | -0.20 | 25.19 | 374 | 125 | 591 |
1 Jan | 1283.65 | 1.15 | 0.10 | 24.76 | 734 | 207 | 464 |
31 Dec | 1281.65 | 1.05 | -0.05 | 23.95 | 326 | 155 | 257 |
30 Dec | 1294.65 | 1.1 | 0.05 | 24.97 | 91 | 38 | 100 |
27 Dec | 1307.55 | 1.05 | -0.70 | 25.32 | 83 | 24 | 64 |
26 Dec | 1297.35 | 1.75 | 0.50 | 26.18 | 39 | 5 | 41 |
24 Dec | 1297.25 | 1.25 | -1.00 | 24.13 | 1 | 0 | 36 |
23 Dec | 1296.80 | 2.25 | -0.70 | 26.58 | 3 | 2 | 35 |
20 Dec | 1288.40 | 2.95 | 0.25 | 26.62 | 46 | 31 | 34 |
19 Dec | 1286.90 | 2.7 | 0.55 | 25.55 | 3 | 2 | 2 |
18 Dec | 1314.15 | 2.15 | 0.00 | 0.00 | 0 | 0 | 0 |
17 Dec | 1333.75 | 2.15 | 0.00 | 0.00 | 0 | 0 | 0 |
16 Dec | 1346.10 | 2.15 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Dec | 1329.25 | 2.15 | -7.30 | 0.00 | 0 | 0 | 0 |
29 Nov | 1300.10 | 9.45 | 9.45 | 9.29 | 0 | 0 | 0 |
14 Nov | 1256.95 | 0 | 6.79 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1140 expiring on 30JAN2025
Delta for 1140 PE is -0.06
Historical price for 1140 PE is as follows
On 9 Jan ICICIBANK was trading at 1248.95. The strike last trading price was 2, which was 0.75 higher than the previous day. The implied volatity was 26.19, the open interest changed by -58 which decreased total open position to 852
On 8 Jan ICICIBANK was trading at 1263.75. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 25.75, the open interest changed by 124 which increased total open position to 911
On 7 Jan ICICIBANK was trading at 1279.25. The strike last trading price was 1.4, which was -1.10 lower than the previous day. The implied volatity was 28.05, the open interest changed by 51 which increased total open position to 779
On 6 Jan ICICIBANK was trading at 1264.10. The strike last trading price was 2.5, which was 0.95 higher than the previous day. The implied volatity was 28.70, the open interest changed by -158 which decreased total open position to 726
On 3 Jan ICICIBANK was trading at 1265.05. The strike last trading price was 1.55, which was 0.60 higher than the previous day. The implied volatity was 24.56, the open interest changed by 295 which increased total open position to 893
On 2 Jan ICICIBANK was trading at 1290.60. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 25.19, the open interest changed by 125 which increased total open position to 591
On 1 Jan ICICIBANK was trading at 1283.65. The strike last trading price was 1.15, which was 0.10 higher than the previous day. The implied volatity was 24.76, the open interest changed by 207 which increased total open position to 464
On 31 Dec ICICIBANK was trading at 1281.65. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 23.95, the open interest changed by 155 which increased total open position to 257
On 30 Dec ICICIBANK was trading at 1294.65. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 24.97, the open interest changed by 38 which increased total open position to 100
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 1.05, which was -0.70 lower than the previous day. The implied volatity was 25.32, the open interest changed by 24 which increased total open position to 64
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 1.75, which was 0.50 higher than the previous day. The implied volatity was 26.18, the open interest changed by 5 which increased total open position to 41
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 1.25, which was -1.00 lower than the previous day. The implied volatity was 24.13, the open interest changed by 0 which decreased total open position to 36
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 2.25, which was -0.70 lower than the previous day. The implied volatity was 26.58, the open interest changed by 2 which increased total open position to 35
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 2.95, which was 0.25 higher than the previous day. The implied volatity was 26.62, the open interest changed by 31 which increased total open position to 34
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 2.7, which was 0.55 higher than the previous day. The implied volatity was 25.55, the open interest changed by 2 which increased total open position to 2
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 2.15, 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 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 2.15, 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 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 2.15, 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 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 2.15, which was -7.30 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 9.45, which was 9.45 higher than the previous day. The implied volatity was 9.29, 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 6.79, the open interest changed by 0 which decreased total open position to 0