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[--[65.84.65.76]--]
ICICIBANK
Icici Bank Ltd.

1250.95 -12.80 (-1.01%)

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Historical option data for ICICIBANK

09 Jan 2025 12:00 PM IST
ICICIBANK 30JAN2025 1140 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.06
Vega: 0.35
Theta: -0.20
Gamma: 0.00
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