ICICIBANK
ICICI BANK LTD.
Historical option data for ICICIBANK
08 Jul 2024 04:11 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 8 Jul | 1235.05 | 88.2 | 2.50 | - | 27,300 | 5,600 | 5,05,400 | |||
| 5 Jul | 1233.40 | 85.7 | - | 2,84,900 | -1,28,100 | 4,99,800 | ||||
| 4 Jul | 1233.00 | 87.1 | - | 1,69,400 | -27,300 | 6,27,900 | ||||
| 3 Jul | 1201.60 | 62.2 | - | 1,54,000 | -2,800 | 6,55,200 | ||||
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| 2 Jul | 1190.60 | 57.5 | - | 5,04,000 | -12,600 | 6,62,900 | ||||
| 1 Jul | 1211.85 | 68.45 | - | 1,50,500 | -18,900 | 6,75,500 | ||||
| 28 Jun | 1199.60 | 62.4 | - | 1,67,300 | 0 | 6,94,400 | ||||
| 27 Jun | 1219.90 | 77.4 | - | 6,47,500 | 3,36,700 | 6,94,400 | ||||
| 26 Jun | 1218.00 | 74.6 | - | 4,87,200 | -1,16,900 | 3,59,100 | ||||
| 25 Jun | 1197.95 | 65.25 | - | 7,27,300 | 76,300 | 4,76,000 | ||||
| 24 Jun | 1170.10 | 40.6 | - | 8,58,200 | -84,000 | 4,06,000 | ||||
| 21 Jun | 1158.65 | 32.20 | - | 10,23,400 | 1,03,600 | 4,92,100 | ||||
| 20 Jun | 1156.80 | 32.75 | - | 10,82,200 | 86,100 | 3,90,600 | ||||
| 19 Jun | 1144.45 | 27.40 | - | 17,42,300 | 17,500 | 3,04,500 | ||||
| 18 Jun | 1122.85 | 17.80 | - | 3,57,000 | 37,800 | 2,87,000 | ||||
| 14 Jun | 1105.65 | 13.85 | - | 2,49,900 | 66,500 | 2,49,200 | ||||
| 13 Jun | 1107.35 | 17.55 | - | 1,07,800 | 60,900 | 1,79,900 | ||||
| 12 Jun | 1119.55 | 19.15 | - | 40,600 | 14,000 | 1,18,300 | ||||
| 11 Jun | 1118.20 | 19.90 | - | 1,02,200 | 48,300 | 1,02,900 | ||||
| 10 Jun | 1123.80 | 23.50 | - | 55,300 | 29,400 | 53,900 | ||||
| 7 Jun | 1121.70 | 27.95 | - | 10,500 | 2,100 | 23,100 | ||||
| 6 Jun | 1110.40 | 25.00 | - | 15,400 | 6,300 | 21,000 | ||||
| 5 Jun | 1108.65 | 18.00 | - | 3,500 | 14,700 | 14,700 | ||||
| 4 Jun | 1071.45 | 55.00 | - | 0 | 10,500 | 0 | ||||
| 3 Jun | 1160.00 | 55.00 | - | 13,300 | 10,500 | 10,500 | ||||
| 31 May | 1121.05 | 29.75 | - | 0 | 0 | 0 | ||||
For ICICI BANK LTD. - strike price 1150 expiring on 25JUL2024
Delta for 1150 CE is -
Historical price for 1150 CE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 88.2, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 505400
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 85.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -128100 which decreased total open position to 499800
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 87.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -27300 which decreased total open position to 627900
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 62.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -2800 which decreased total open position to 655200
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 57.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -12600 which decreased total open position to 662900
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 68.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -18900 which decreased total open position to 675500
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 62.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 694400
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 77.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 336700 which increased total open position to 694400
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 74.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -116900 which decreased total open position to 359100
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 65.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 76300 which increased total open position to 476000
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 40.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -84000 which decreased total open position to 406000
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 32.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 103600 which increased total open position to 492100
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 32.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 86100 which increased total open position to 390600
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 27.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 17500 which increased total open position to 304500
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 17.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 37800 which increased total open position to 287000
On 14 Jun ICICIBANK was trading at 1105.65. The strike last trading price was 13.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 66500 which increased total open position to 249200
On 13 Jun ICICIBANK was trading at 1107.35. The strike last trading price was 17.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 60900 which increased total open position to 179900
On 12 Jun ICICIBANK was trading at 1119.55. The strike last trading price was 19.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 14000 which increased total open position to 118300
On 11 Jun ICICIBANK was trading at 1118.20. The strike last trading price was 19.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 48300 which increased total open position to 102900
On 10 Jun ICICIBANK was trading at 1123.80. The strike last trading price was 23.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 29400 which increased total open position to 53900
On 7 Jun ICICIBANK was trading at 1121.70. The strike last trading price was 27.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 23100
On 6 Jun ICICIBANK was trading at 1110.40. The strike last trading price was 25.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 21000
On 5 Jun ICICIBANK was trading at 1108.65. The strike last trading price was 18.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 14700 which increased total open position to 14700
On 4 Jun ICICIBANK was trading at 1071.45. The strike last trading price was 55.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 0
On 3 Jun ICICIBANK was trading at 1160.00. The strike last trading price was 55.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 10500
On 31 May ICICIBANK was trading at 1121.05. The strike last trading price was 29.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 8 Jul | 1235.05 | 3.25 | -0.45 | - | 9,52,000 | 18,200 | 15,80,600 |
| 5 Jul | 1233.40 | 3.7 | - | 14,47,600 | -1,05,000 | 15,62,400 | |
| 4 Jul | 1233.00 | 4.2 | - | 19,41,100 | -22,400 | 16,67,400 | |
| 3 Jul | 1201.60 | 6.65 | - | 31,33,900 | -2,12,800 | 16,89,800 | |
| 2 Jul | 1190.60 | 9.15 | - | 33,34,800 | 1,76,400 | 19,10,300 | |
| 1 Jul | 1211.85 | 6.9 | - | 17,17,100 | 96,600 | 17,33,900 | |
| 28 Jun | 1199.60 | 8.35 | - | 23,72,300 | 3,19,200 | 16,37,300 | |
| 27 Jun | 1219.90 | 7.1 | - | 27,16,700 | 2,21,900 | 13,18,100 | |
| 26 Jun | 1218.00 | 9 | - | 22,20,400 | 3,01,000 | 10,96,200 | |
| 25 Jun | 1197.95 | 10.8 | - | 15,53,300 | 3,46,500 | 7,95,200 | |
| 24 Jun | 1170.10 | 18.85 | - | 9,09,300 | 2,100 | 4,51,500 | |
| 21 Jun | 1158.65 | 22.30 | - | 8,95,300 | 44,100 | 4,49,400 | |
| 20 Jun | 1156.80 | 22.80 | - | 7,18,900 | 1,67,300 | 4,05,300 | |
| 19 Jun | 1144.45 | 29.40 | - | 7,26,600 | 1,48,400 | 2,38,000 | |
| 18 Jun | 1122.85 | 41.75 | - | 42,700 | 21,000 | 88,200 | |
| 14 Jun | 1105.65 | 52.00 | - | 33,600 | 2,100 | 67,200 | |
| 13 Jun | 1107.35 | 50.00 | - | 11,900 | 2,800 | 65,100 | |
| 12 Jun | 1119.55 | 42.15 | - | 14,700 | 11,900 | 61,600 | |
| 11 Jun | 1118.20 | 41.95 | - | 16,800 | 9,800 | 46,900 | |
| 10 Jun | 1123.80 | 43.55 | - | 39,200 | 35,000 | 35,700 | |
| 7 Jun | 1121.70 | 36.00 | - | 0 | 700 | 0 | |
| 6 Jun | 1110.40 | 36.00 | - | 0 | 700 | 0 | |
| 5 Jun | 1108.65 | 36.00 | - | 0 | 700 | 700 | |
| 4 Jun | 1071.45 | 36.00 | - | 0 | 0 | 0 | |
| 3 Jun | 1160.00 | 36.00 | - | 700 | 0 | 0 | |
| 31 May | 1121.05 | 53.25 | - | 0 | 0 | 0 | |
For ICICI BANK LTD. - strike price 1150 expiring on 25JUL2024
Delta for 1150 PE is -
Historical price for 1150 PE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 3.25, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 18200 which increased total open position to 1580600
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -105000 which decreased total open position to 1562400
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -22400 which decreased total open position to 1667400
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 6.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -212800 which decreased total open position to 1689800
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 9.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 176400 which increased total open position to 1910300
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 6.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 96600 which increased total open position to 1733900
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 8.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 319200 which increased total open position to 1637300
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 7.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 221900 which increased total open position to 1318100
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by 301000 which increased total open position to 1096200
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 10.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 346500 which increased total open position to 795200
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 18.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 451500
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 22.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 44100 which increased total open position to 449400
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 22.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 167300 which increased total open position to 405300
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 29.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 148400 which increased total open position to 238000
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 41.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 88200
On 14 Jun ICICIBANK was trading at 1105.65. The strike last trading price was 52.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 67200
On 13 Jun ICICIBANK was trading at 1107.35. The strike last trading price was 50.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 65100
On 12 Jun ICICIBANK was trading at 1119.55. The strike last trading price was 42.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 11900 which increased total open position to 61600
On 11 Jun ICICIBANK was trading at 1118.20. The strike last trading price was 41.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 9800 which increased total open position to 46900
On 10 Jun ICICIBANK was trading at 1123.80. The strike last trading price was 43.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 35000 which increased total open position to 35700
On 7 Jun ICICIBANK was trading at 1121.70. The strike last trading price was 36.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 0
On 6 Jun ICICIBANK was trading at 1110.40. The strike last trading price was 36.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 0
On 5 Jun ICICIBANK was trading at 1108.65. The strike last trading price was 36.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 700
On 4 Jun ICICIBANK was trading at 1071.45. The strike last trading price was 36.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun ICICIBANK was trading at 1160.00. The strike last trading price was 36.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May ICICIBANK was trading at 1121.05. The strike last trading price was 53.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0