ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1140 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1286.90 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 1314.15 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1333.75 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1346.10 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1344.90 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1329.25 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1327.50 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1330.45 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1322.30 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Dec | 1328.75 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1336.50 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1316.05 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1308.40 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1286.35 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1300.70 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1304.95 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1300.95 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1278.05 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1250.55 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1249.10 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1249.10 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1253.45 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1269.30 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 215.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 215.2 | 215.20 | - | 0 | 0 | 0 | |||
| 4 Oct | 1239.75 | 0 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1140 expiring on 26DEC2024
Delta for 1140 CE is -
Historical price for 1140 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 215.2, 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 215.2, 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 215.2, 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 215.2, 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 215.2, 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 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 215.2, 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 215.2, 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 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 215.2, 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 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 215.2, 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 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 215.2, 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 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 215.2, 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 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 215.2, 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 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 215.2, 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 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 215.2, 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 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 215.2, 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 215.2, 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 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 215.2, 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 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 215.2, 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 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 215.2, 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 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 215.2, 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 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 215.2, 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 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 215.2, 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 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 215.2, 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 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 215.2, 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 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 215.2, 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 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 215.2, 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 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 215.2, 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 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 215.2, 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 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 215.2, 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 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 215.2, 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 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 215.2, 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 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 215.2, which was 215.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Oct ICICIBANK was trading at 1239.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 26DEC2024 1140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.04
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 0.2 | 0.00 | 41.94 | 15 | -1 | 200 |
| 19 Dec | 1286.90 | 0.2 | -0.05 | 38.37 | 47 | 2 | 202 |
| 18 Dec | 1314.15 | 0.25 | 0.10 | 42.29 | 23 | 0 | 200 |
| 17 Dec | 1333.75 | 0.15 | -0.10 | 40.37 | 78 | 0 | 200 |
| 16 Dec | 1346.10 | 0.25 | 0.05 | 42.46 | 20 | -10 | 200 |
| 13 Dec | 1344.90 | 0.2 | -0.15 | 36.58 | 30 | 0 | 210 |
| 12 Dec | 1329.25 | 0.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 0.35 | -0.05 | 34.22 | 6 | 0 | 210 |
| 10 Dec | 1330.45 | 0.4 | -0.10 | 34.20 | 10 | 0 | 210 |
| 9 Dec | 1322.30 | 0.5 | -0.10 | 33.23 | 18 | -14 | 212 |
| 6 Dec | 1328.75 | 0.6 | 0.00 | 0.00 | 0 | -1 | 0 |
| 5 Dec | 1336.50 | 0.6 | 0.10 | 32.62 | 6 | 0 | 227 |
| 4 Dec | 1316.05 | 0.5 | -0.10 | 28.51 | 117 | -28 | 238 |
| 3 Dec | 1308.40 | 0.6 | -0.10 | 27.59 | 52 | -31 | 266 |
| 2 Dec | 1304.65 | 0.7 | -0.20 | 27.33 | 27 | 2 | 298 |
| 29 Nov | 1300.10 | 0.9 | -0.60 | 26.32 | 373 | 256 | 286 |
| 28 Nov | 1286.35 | 1.5 | 0.60 | 26.88 | 16 | 2 | 20 |
| 27 Nov | 1300.70 | 0.9 | -0.80 | 25.86 | 4 | 1 | 18 |
| 26 Nov | 1304.95 | 1.7 | 0.15 | 29.03 | 9 | -1 | 17 |
| 25 Nov | 1300.95 | 1.55 | -1.50 | 27.58 | 8 | 3 | 18 |
| 22 Nov | 1278.05 | 3.05 | -1.45 | 27.31 | 7 | 6 | 21 |
| 21 Nov | 1250.55 | 4.5 | 0.50 | 26.53 | 41 | 16 | 16 |
| 20 Nov | 1249.10 | 4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1249.10 | 4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 4 | -1.55 | 24.34 | 2 | 0 | 0 |
| 14 Nov | 1256.95 | 5.55 | 0.00 | 8.37 | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 5.55 | 0.00 | 8.29 | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 5.55 | 0.00 | 8.91 | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 5.55 | 0.00 | 8.92 | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 5.55 | 0.00 | 7.98 | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 5.55 | 0.00 | 9.03 | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 5.55 | 5.55 | 10.55 | 0 | 0 | 0 |
| 4 Oct | 1239.75 | 0 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1140 expiring on 26DEC2024
Delta for 1140 PE is -0.01
Historical price for 1140 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 41.94, the open interest changed by -1 which decreased total open position to 200
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 38.37, the open interest changed by 2 which increased total open position to 202
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 0.25, which was 0.10 higher than the previous day. The implied volatity was 42.29, the open interest changed by 0 which decreased total open position to 200
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 40.37, the open interest changed by 0 which decreased total open position to 200
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 42.46, the open interest changed by -10 which decreased total open position to 200
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 36.58, the open interest changed by 0 which decreased total open position to 210
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 0.35, 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 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 34.22, the open interest changed by 0 which decreased total open position to 210
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 34.20, the open interest changed by 0 which decreased total open position to 210
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 33.23, the open interest changed by -14 which decreased total open position to 212
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 32.62, the open interest changed by 0 which decreased total open position to 227
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 28.51, the open interest changed by -28 which decreased total open position to 238
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 27.59, the open interest changed by -31 which decreased total open position to 266
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 27.33, the open interest changed by 2 which increased total open position to 298
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 0.9, which was -0.60 lower than the previous day. The implied volatity was 26.32, the open interest changed by 256 which increased total open position to 286
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 1.5, which was 0.60 higher than the previous day. The implied volatity was 26.88, the open interest changed by 2 which increased total open position to 20
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 0.9, which was -0.80 lower than the previous day. The implied volatity was 25.86, the open interest changed by 1 which increased total open position to 18
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 29.03, the open interest changed by -1 which decreased total open position to 17
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 1.55, which was -1.50 lower than the previous day. The implied volatity was 27.58, the open interest changed by 3 which increased total open position to 18
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 3.05, which was -1.45 lower than the previous day. The implied volatity was 27.31, the open interest changed by 6 which increased total open position to 21
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 4.5, which was 0.50 higher than the previous day. The implied volatity was 26.53, the open interest changed by 16 which increased total open position to 16
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 4, 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 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 4, 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 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 4, which was -1.55 lower than the previous day. The implied volatity was 24.34, 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 5.55, which was 0.00 lower than the previous day. The implied volatity was 8.37, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 5.55, which was 0.00 lower than the previous day. The implied volatity was 8.29, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 5.55, which was 0.00 lower than the previous day. The implied volatity was 8.91, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 5.55, which was 0.00 lower than the previous day. The implied volatity was 8.92, the open interest changed by 0 which decreased total open position to 0
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 5.55, which was 0.00 lower than the previous day. The implied volatity was 7.98, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 5.55, which was 0.00 lower than the previous day. The implied volatity was 9.03, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 5.55, which was 5.55 higher than the previous day. The implied volatity was 10.55, the open interest changed by 0 which decreased total open position to 0
On 4 Oct ICICIBANK was trading at 1239.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
