ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
03 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0.16
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1308.40 | 164.85 | -0.10 | 26.61 | 3 | 0 | 30 | |||
| 2 Dec | 1304.65 | 164.95 | 7.50 | 36.19 | 5 | 0 | 29 | |||
| 29 Nov | 1300.10 | 157.45 | 10.55 | 20.88 | 2 | 0 | 29 | |||
| 28 Nov | 1286.35 | 146.9 | -9.70 | 21.73 | 32 | 17 | 28 | |||
| 27 Nov | 1300.70 | 156.6 | -6.40 | - | 9 | 6 | 10 | |||
| 26 Nov | 1304.95 | 163 | 42.85 | - | 2 | 0 | 2 | |||
| 25 Nov | 1300.95 | 120.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 1278.05 | 120.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 1250.55 | 120.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1249.10 | 120.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1249.10 | 120.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 18 Nov | 1253.45 | 120.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 120.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 120.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 120.15 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 11 Nov | 1269.30 | 120.15 | 120.15 | - | 2 | 0 | 0 | |||
| 8 Nov | 1258.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1150 expiring on 26DEC2024
Delta for 1150 CE is 0.98
Historical price for 1150 CE is as follows
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 164.85, which was -0.10 lower than the previous day. The implied volatity was 26.61, the open interest changed by 0 which decreased total open position to 30
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 164.95, which was 7.50 higher than the previous day. The implied volatity was 36.19, the open interest changed by 0 which decreased total open position to 29
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 157.45, which was 10.55 higher than the previous day. The implied volatity was 20.88, the open interest changed by 0 which decreased total open position to 29
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 146.9, which was -9.70 lower than the previous day. The implied volatity was 21.73, the open interest changed by 17 which increased total open position to 28
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 156.6, which was -6.40 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 10
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 163, which was 42.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 120.15, 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 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 120.15, 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 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 120.15, 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 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 120.15, 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 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 120.15, 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 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 120.15, 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 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 120.15, 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 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 120.15, 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 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 120.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 120.15, which was 120.15 higher 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 0, 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 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 0, 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 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 26DEC2024 1150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.16
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1308.40 | 0.65 | -0.20 | 26.43 | 70 | -11 | 547 |
| 2 Dec | 1304.65 | 0.85 | -0.30 | 26.63 | 532 | 249 | 558 |
| 29 Nov | 1300.10 | 1.15 | -0.80 | 25.98 | 354 | 164 | 309 |
| 28 Nov | 1286.35 | 1.95 | 0.35 | 26.74 | 157 | 50 | 147 |
| 27 Nov | 1300.70 | 1.6 | 0.10 | 27.06 | 38 | 27 | 97 |
| 26 Nov | 1304.95 | 1.5 | -0.30 | 26.76 | 3 | 0 | 70 |
| 25 Nov | 1300.95 | 1.8 | -1.75 | 27.08 | 85 | 1 | 69 |
| 22 Nov | 1278.05 | 3.55 | -1.75 | 26.74 | 203 | -3 | 65 |
| 21 Nov | 1250.55 | 5.3 | -1.00 | 26.06 | 290 | 5 | 68 |
| 20 Nov | 1249.10 | 6.3 | 0.00 | 24.98 | 79 | 58 | 63 |
| 19 Nov | 1249.10 | 6.3 | 1.05 | 24.98 | 79 | 58 | 63 |
| 18 Nov | 1253.45 | 5.25 | -0.20 | 24.69 | 6 | 4 | 4 |
| 14 Nov | 1256.95 | 5.45 | 0.00 | 7.90 | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 5.45 | 0.00 | 7.83 | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 5.45 | 0.00 | 8.36 | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 5.45 | 5.45 | 8.16 | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 0 | 0.00 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1150 expiring on 26DEC2024
Delta for 1150 PE is -0.02
Historical price for 1150 PE is as follows
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 26.43, the open interest changed by -11 which decreased total open position to 547
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 0.85, which was -0.30 lower than the previous day. The implied volatity was 26.63, the open interest changed by 249 which increased total open position to 558
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 1.15, which was -0.80 lower than the previous day. The implied volatity was 25.98, the open interest changed by 164 which increased total open position to 309
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 1.95, which was 0.35 higher than the previous day. The implied volatity was 26.74, the open interest changed by 50 which increased total open position to 147
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 1.6, which was 0.10 higher than the previous day. The implied volatity was 27.06, the open interest changed by 27 which increased total open position to 97
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was 26.76, the open interest changed by 0 which decreased total open position to 70
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 1.8, which was -1.75 lower than the previous day. The implied volatity was 27.08, the open interest changed by 1 which increased total open position to 69
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 3.55, which was -1.75 lower than the previous day. The implied volatity was 26.74, the open interest changed by -3 which decreased total open position to 65
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 5.3, which was -1.00 lower than the previous day. The implied volatity was 26.06, the open interest changed by 5 which increased total open position to 68
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 6.3, which was 0.00 lower than the previous day. The implied volatity was 24.98, the open interest changed by 58 which increased total open position to 63
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 6.3, which was 1.05 higher than the previous day. The implied volatity was 24.98, the open interest changed by 58 which increased total open position to 63
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 5.25, which was -0.20 lower than the previous day. The implied volatity was 24.69, the open interest changed by 4 which increased total open position to 4
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 5.45, which was 0.00 lower than the previous day. The implied volatity was 7.90, 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 5.45, which was 0.00 lower than the previous day. The implied volatity was 7.83, 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 5.45, which was 0.00 lower than the previous day. The implied volatity was 8.36, 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 5.45, which was 5.45 higher than the previous day. The implied volatity was 8.16, 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 0, 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 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 0, 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 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
