ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 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 | |||
| 27 Dec | 1307.55 | 175.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 26 Dec | 1297.35 | 175.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 24 Dec | 1297.25 | 175.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 23 Dec | 1296.80 | 175.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Dec | 1288.40 | 175.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 1286.90 | 175.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1314.15 | 175.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1333.75 | 175.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1346.10 | 175.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1329.25 | 175.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1322.30 | 175.5 | 9.90 | - | 2 | 1 | 1 | |||
| 6 Dec | 1328.75 | 165.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1336.50 | 165.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1316.05 | 165.6 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1308.40 | 165.6 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 165.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 165.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 165.6 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 165.6 | 165.60 | - | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 0 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1160 expiring on 30JAN2025
Delta for 1160 CE is 0.00
Historical price for 1160 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 175.5, 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 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 175.5, 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 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 175.5, 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 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 175.5, 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 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 175.5, 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 175.5, 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 175.5, 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 175.5, 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 175.5, 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 175.5, 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 175.5, which was 9.90 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 165.6, 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 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 165.6, 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 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 165.6, 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 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 165.6, 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 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 165.6, 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 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 165.6, 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 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 165.6, 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 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 165.6, which was 165.60 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 30JAN2025 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.28
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 1.15 | -0.90 | 23.13 | 817 | 452 | 610 |
| 26 Dec | 1297.35 | 2.05 | 0.10 | 24.23 | 215 | 27 | 158 |
| 24 Dec | 1297.25 | 1.95 | -0.45 | 23.64 | 141 | 83 | 129 |
| 23 Dec | 1296.80 | 2.4 | -1.65 | 24.21 | 50 | 26 | 46 |
| 20 Dec | 1288.40 | 4.05 | 2.75 | 25.78 | 33 | 13 | 25 |
| 19 Dec | 1286.90 | 1.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1314.15 | 1.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1333.75 | 1.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 1346.10 | 1.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 1.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 1.3 | -0.65 | 21.16 | 7 | 6 | 11 |
| 6 Dec | 1328.75 | 1.95 | -1.05 | 22.84 | 2 | 0 | 5 |
| 5 Dec | 1336.50 | 3 | -0.60 | 24.98 | 2 | 0 | 5 |
| 4 Dec | 1316.05 | 3.6 | 1.30 | 24.21 | 2 | 0 | 4 |
| 3 Dec | 1308.40 | 2.3 | -1.80 | 20.99 | 1 | 0 | 3 |
| 2 Dec | 1304.65 | 4.1 | -0.35 | 23.41 | 3 | 0 | 2 |
| 29 Nov | 1300.10 | 4.45 | -8.05 | 22.95 | 2 | 0 | 2 |
| 14 Nov | 1256.95 | 12.5 | 0.00 | 5.85 | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 12.5 | 0.00 | 5.80 | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 12.5 | 6.01 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1160 expiring on 30JAN2025
Delta for 1160 PE is -0.03
Historical price for 1160 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 1.15, which was -0.90 lower than the previous day. The implied volatity was 23.13, the open interest changed by 452 which increased total open position to 610
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 2.05, which was 0.10 higher than the previous day. The implied volatity was 24.23, the open interest changed by 27 which increased total open position to 158
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 1.95, which was -0.45 lower than the previous day. The implied volatity was 23.64, the open interest changed by 83 which increased total open position to 129
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 2.4, which was -1.65 lower than the previous day. The implied volatity was 24.21, the open interest changed by 26 which increased total open position to 46
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 4.05, which was 2.75 higher than the previous day. The implied volatity was 25.78, the open interest changed by 13 which increased total open position to 25
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 1.3, 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 1.3, 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 1.3, 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 1.3, 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 1.3, 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 1.3, which was -0.65 lower than the previous day. The implied volatity was 21.16, the open interest changed by 6 which increased total open position to 11
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 1.95, which was -1.05 lower than the previous day. The implied volatity was 22.84, the open interest changed by 0 which decreased total open position to 5
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 3, which was -0.60 lower than the previous day. The implied volatity was 24.98, the open interest changed by 0 which decreased total open position to 5
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 3.6, which was 1.30 higher than the previous day. The implied volatity was 24.21, the open interest changed by 0 which decreased total open position to 4
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 2.3, which was -1.80 lower than the previous day. The implied volatity was 20.99, the open interest changed by 0 which decreased total open position to 3
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 4.1, which was -0.35 lower than the previous day. The implied volatity was 23.41, the open interest changed by 0 which decreased total open position to 2
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 4.45, which was -8.05 lower than the previous day. The implied volatity was 22.95, the open interest changed by 0 which decreased total open position to 2
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was 5.85, 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 12.5, which was 0.00 lower than the previous day. The implied volatity was 5.80, 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 12.5, which was lower than the previous day. The implied volatity was 6.01, the open interest changed by 0 which decreased total open position to 0
