ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 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 | |||
| 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 | |||
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| 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 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: -0.03
Vega: 0.25
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.03
Historical price for 1140 PE is as follows
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
