ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1160 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 | 156.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 1286.90 | 156.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1314.15 | 156.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1333.75 | 156.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1346.10 | 156.15 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 13 Dec | 1344.90 | 156.15 | 40.05 | - | 3 | 0 | 3 | |||
| 12 Dec | 1329.25 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1327.50 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1330.45 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1322.30 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1328.75 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1336.50 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1316.05 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 3 Dec | 1308.40 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 1286.35 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1300.70 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 1304.95 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 1300.95 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 1278.05 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 1250.55 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1249.10 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1249.10 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1253.45 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 116.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1269.30 | 116.1 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 8 Nov | 1258.85 | 116.1 | -81.50 | 16.08 | 3 | 0 | 0 | |||
| 7 Nov | 1278.70 | 197.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 197.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 197.6 | 197.60 | - | 0 | 0 | 0 | |||
| 4 Oct | 1239.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1256.35 | 0 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1160 expiring on 26DEC2024
Delta for 1160 CE is 0.00
Historical price for 1160 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 156.15, 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 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 156.15, 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 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 156.15, 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 156.15, 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 156.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 156.15, which was 40.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 116.1, 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 116.1, 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 116.1, 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 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 116.1, 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 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 116.1, 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 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 116.1, 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 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 116.1, 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 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 116.1, 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 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 116.1, 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 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 116.1, 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 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 116.1, 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 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 116.1, 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 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 116.1, 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 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 116.1, 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 116.1, 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 116.1, 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 116.1, 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 116.1, 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 116.1, 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 116.1, 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 116.1, 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 116.1, 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 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 116.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 116.1, which was -81.50 lower than the previous day. The implied volatity was 16.08, 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 197.6, 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 197.6, 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 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 197.6, which was 197.60 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct ICICIBANK was trading at 1256.35. 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 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.05
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 0.25 | -0.10 | 37.89 | 9 | 0 | 246 |
| 19 Dec | 1286.90 | 0.35 | 0.05 | 36.27 | 13 | 0 | 247 |
| 18 Dec | 1314.15 | 0.3 | 0.05 | 38.75 | 13 | 0 | 247 |
| 17 Dec | 1333.75 | 0.25 | -0.05 | 38.80 | 11 | -8 | 248 |
| 16 Dec | 1346.10 | 0.3 | 0.00 | 39.38 | 3 | 1 | 257 |
| 13 Dec | 1344.90 | 0.3 | 0.00 | 34.93 | 16 | -10 | 256 |
| 12 Dec | 1329.25 | 0.3 | -0.05 | 31.46 | 11 | 7 | 266 |
| 11 Dec | 1327.50 | 0.35 | -0.45 | 30.86 | 18 | -8 | 259 |
| 10 Dec | 1330.45 | 0.8 | 0.00 | 34.31 | 1 | 0 | 267 |
| 9 Dec | 1322.30 | 0.8 | 0.25 | 32.19 | 7 | -5 | 267 |
| 6 Dec | 1328.75 | 0.55 | -0.10 | 28.87 | 31 | -12 | 272 |
| 5 Dec | 1336.50 | 0.65 | 0.05 | 29.90 | 191 | -20 | 288 |
| 4 Dec | 1316.05 | 0.6 | -0.15 | 26.29 | 36 | -29 | 309 |
| 3 Dec | 1308.40 | 0.75 | -0.25 | 25.54 | 83 | -6 | 340 |
| 2 Dec | 1304.65 | 1 | -0.30 | 25.85 | 201 | 38 | 348 |
| 29 Nov | 1300.10 | 1.3 | -1.00 | 25.07 | 524 | 229 | 310 |
| 28 Nov | 1286.35 | 2.3 | 0.95 | 26.09 | 91 | 3 | 81 |
| 27 Nov | 1300.70 | 1.35 | -0.55 | 24.81 | 22 | -8 | 79 |
| 26 Nov | 1304.95 | 1.9 | -0.35 | 26.60 | 12 | -3 | 87 |
| 25 Nov | 1300.95 | 2.25 | -2.00 | 26.75 | 81 | -18 | 91 |
| 22 Nov | 1278.05 | 4.25 | -2.15 | 26.36 | 65 | 4 | 113 |
| 21 Nov | 1250.55 | 6.4 | -1.45 | 25.79 | 40 | -4 | 110 |
| 20 Nov | 1249.10 | 7.85 | 0.00 | 25.01 | 38 | 8 | 115 |
| 19 Nov | 1249.10 | 7.85 | 1.95 | 25.01 | 38 | 9 | 115 |
| 18 Nov | 1253.45 | 5.9 | 0.20 | 23.77 | 35 | 25 | 106 |
| 14 Nov | 1256.95 | 5.7 | -0.65 | 23.51 | 33 | 8 | 80 |
| 13 Nov | 1253.70 | 6.35 | 1.95 | 23.92 | 159 | 30 | 68 |
| 12 Nov | 1270.60 | 4.4 | 0.00 | 22.71 | 10 | 5 | 33 |
| 11 Nov | 1269.30 | 4.4 | -1.60 | 22.45 | 9 | -1 | 29 |
| 8 Nov | 1258.85 | 6 | 1.80 | 22.61 | 17 | 12 | 29 |
| 7 Nov | 1278.70 | 4.2 | -1.35 | 22.58 | 15 | -4 | 17 |
| 6 Nov | 1302.35 | 5.55 | 0.00 | 0.00 | 0 | 21 | 0 |
| 5 Nov | 1296.70 | 5.55 | -2.05 | 25.48 | 43 | 21 | 21 |
| 4 Oct | 1239.75 | 7.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1256.35 | 7.6 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1160 expiring on 26DEC2024
Delta for 1160 PE is -0.01
Historical price for 1160 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 37.89, the open interest changed by 0 which decreased total open position to 246
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 36.27, the open interest changed by 0 which decreased total open position to 247
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 38.75, the open interest changed by 0 which decreased total open position to 247
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 38.80, the open interest changed by -8 which decreased total open position to 248
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 39.38, the open interest changed by 1 which increased total open position to 257
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 34.93, the open interest changed by -10 which decreased total open position to 256
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 31.46, the open interest changed by 7 which increased total open position to 266
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 0.35, which was -0.45 lower than the previous day. The implied volatity was 30.86, the open interest changed by -8 which decreased total open position to 259
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 34.31, the open interest changed by 0 which decreased total open position to 267
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 0.8, which was 0.25 higher than the previous day. The implied volatity was 32.19, the open interest changed by -5 which decreased total open position to 267
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 28.87, the open interest changed by -12 which decreased total open position to 272
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 29.90, the open interest changed by -20 which decreased total open position to 288
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 26.29, the open interest changed by -29 which decreased total open position to 309
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 25.54, the open interest changed by -6 which decreased total open position to 340
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 25.85, the open interest changed by 38 which increased total open position to 348
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 1.3, which was -1.00 lower than the previous day. The implied volatity was 25.07, the open interest changed by 229 which increased total open position to 310
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 2.3, which was 0.95 higher than the previous day. The implied volatity was 26.09, the open interest changed by 3 which increased total open position to 81
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 1.35, which was -0.55 lower than the previous day. The implied volatity was 24.81, the open interest changed by -8 which decreased total open position to 79
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 1.9, which was -0.35 lower than the previous day. The implied volatity was 26.60, the open interest changed by -3 which decreased total open position to 87
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 2.25, which was -2.00 lower than the previous day. The implied volatity was 26.75, the open interest changed by -18 which decreased total open position to 91
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 4.25, which was -2.15 lower than the previous day. The implied volatity was 26.36, the open interest changed by 4 which increased total open position to 113
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 6.4, which was -1.45 lower than the previous day. The implied volatity was 25.79, the open interest changed by -4 which decreased total open position to 110
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was 25.01, the open interest changed by 8 which increased total open position to 115
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 7.85, which was 1.95 higher than the previous day. The implied volatity was 25.01, the open interest changed by 9 which increased total open position to 115
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 5.9, which was 0.20 higher than the previous day. The implied volatity was 23.77, the open interest changed by 25 which increased total open position to 106
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 5.7, which was -0.65 lower than the previous day. The implied volatity was 23.51, the open interest changed by 8 which increased total open position to 80
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 6.35, which was 1.95 higher than the previous day. The implied volatity was 23.92, the open interest changed by 30 which increased total open position to 68
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 4.4, which was 0.00 lower than the previous day. The implied volatity was 22.71, the open interest changed by 5 which increased total open position to 33
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 4.4, which was -1.60 lower than the previous day. The implied volatity was 22.45, the open interest changed by -1 which decreased total open position to 29
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 6, which was 1.80 higher than the previous day. The implied volatity was 22.61, the open interest changed by 12 which increased total open position to 29
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 4.2, which was -1.35 lower than the previous day. The implied volatity was 22.58, the open interest changed by -4 which decreased total open position to 17
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 5.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 5.55, which was -2.05 lower than the previous day. The implied volatity was 25.48, the open interest changed by 21 which increased total open position to 21
On 4 Oct ICICIBANK was trading at 1239.75. The strike last trading price was 7.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct ICICIBANK was trading at 1256.35. The strike last trading price was 7.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
