ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 180 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 1286.90 | 180 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1314.15 | 180 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1333.75 | 180 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1346.10 | 180 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1344.90 | 180 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1329.25 | 180 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1327.50 | 180 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 10 Dec | 1330.45 | 180 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 9 Dec | 1322.30 | 180 | -8.25 | 36.06 | 5 | 1 | 15 | |||
| 6 Dec | 1328.75 | 188.25 | -1.70 | 40.94 | 8 | 0 | 16 | |||
| 5 Dec | 1336.50 | 189.95 | 20.15 | - | 11 | -6 | 16 | |||
| 4 Dec | 1316.05 | 169.8 | 4.95 | - | 21 | -8 | 22 | |||
| 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 | |||
| 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 0.00
Historical price for 1150 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 180, 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 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 180, 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 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 180, 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 180, 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 180, 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 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 180, 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 180, 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 180, 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 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 180, 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 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 180, which was -8.25 lower than the previous day. The implied volatity was 36.06, the open interest changed by 1 which increased total open position to 15
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 188.25, which was -1.70 lower than the previous day. The implied volatity was 40.94, the open interest changed by 0 which decreased total open position to 16
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 189.95, which was 20.15 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 16
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 169.8, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 22
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: -0.01
Vega: 0.05
Theta: -0.18
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 0.3 | -0.05 | 41.50 | 23 | -1 | 247 |
| 19 Dec | 1286.90 | 0.35 | 0.10 | 38.78 | 67 | -13 | 249 |
| 18 Dec | 1314.15 | 0.25 | -0.05 | 40.06 | 36 | -5 | 262 |
| 17 Dec | 1333.75 | 0.3 | 0.05 | 41.84 | 42 | -20 | 270 |
| 16 Dec | 1346.10 | 0.25 | 0.05 | 40.43 | 74 | -23 | 293 |
| 13 Dec | 1344.90 | 0.2 | -0.10 | 35.15 | 111 | -49 | 316 |
| 12 Dec | 1329.25 | 0.3 | -0.05 | 33.32 | 299 | 3 | 365 |
| 11 Dec | 1327.50 | 0.35 | -0.10 | 32.53 | 13 | -10 | 362 |
| 10 Dec | 1330.45 | 0.45 | -0.05 | 33.13 | 31 | -7 | 372 |
| 9 Dec | 1322.30 | 0.5 | -0.05 | 31.59 | 23 | -4 | 380 |
| 6 Dec | 1328.75 | 0.55 | -0.05 | 30.39 | 396 | -138 | 384 |
| 5 Dec | 1336.50 | 0.6 | 0.00 | 31.03 | 127 | -13 | 524 |
| 4 Dec | 1316.05 | 0.6 | -0.05 | 27.88 | 195 | 11 | 547 |
| 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 -0.01
Historical price for 1150 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 41.50, the open interest changed by -1 which decreased total open position to 247
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 38.78, the open interest changed by -13 which decreased total open position to 249
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 40.06, the open interest changed by -5 which decreased total open position to 262
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 41.84, the open interest changed by -20 which decreased total open position to 270
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 40.43, the open interest changed by -23 which decreased total open position to 293
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 35.15, the open interest changed by -49 which decreased total open position to 316
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 33.32, the open interest changed by 3 which increased total open position to 365
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 32.53, the open interest changed by -10 which decreased total open position to 362
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 33.13, the open interest changed by -7 which decreased total open position to 372
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 31.59, the open interest changed by -4 which decreased total open position to 380
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 30.39, the open interest changed by -138 which decreased total open position to 384
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 31.03, the open interest changed by -13 which decreased total open position to 524
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 27.88, the open interest changed by 11 which increased total open position to 547
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
