ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1170 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 143.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1286.90 | 143.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1314.15 | 143.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1333.75 | 143.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1346.10 | 143.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1344.90 | 143.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1329.25 | 143.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1327.50 | 143.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1330.45 | 143.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1322.30 | 143.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1328.75 | 143.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1336.50 | 143.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1316.05 | 143.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1308.40 | 143.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 143.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 143.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1286.35 | 143.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1300.70 | 143.1 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1304.95 | 143.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1300.95 | 143.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1278.05 | 143.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1250.55 | 143.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Nov | 1249.10 | 143.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1249.10 | 143.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1253.45 | 143.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 143.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 143.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 143.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1269.30 | 143.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 143.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 143.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 143.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 143.1 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1170 expiring on 26DEC2024
Delta for 1170 CE is -
Historical price for 1170 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 143.1, 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 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 143.1, 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 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 143.1, 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 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 143.1, 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 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 143.1, 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 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 143.1, 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 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 143.1, 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 143.1, 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 143.1, 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 143.1, 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 143.1, 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 143.1, 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 143.1, 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 143.1, 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 143.1, 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 143.1, 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 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 143.1, 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 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 143.1, 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 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 143.1, 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 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 143.1, 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 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 143.1, 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 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 143.1, 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 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 143.1, 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 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 143.1, 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 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 143.1, 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 143.1, 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 143.1, 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 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 143.1, 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 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 143.1, 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 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 143.1, 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 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 143.1, 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 143.1, 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 143.1, 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 26DEC2024 1170 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.07
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 0.35 | -0.15 | 36.98 | 36 | 0 | 284 |
| 19 Dec | 1286.90 | 0.5 | 0.20 | 35.62 | 29 | 1 | 286 |
| 18 Dec | 1314.15 | 0.3 | -0.05 | 36.49 | 5 | 0 | 285 |
| 17 Dec | 1333.75 | 0.35 | 0.05 | 38.39 | 24 | -14 | 285 |
| 16 Dec | 1346.10 | 0.3 | 0.00 | 37.38 | 33 | 0 | 299 |
| 13 Dec | 1344.90 | 0.3 | -0.05 | 33.25 | 140 | -1 | 309 |
| 12 Dec | 1329.25 | 0.35 | -0.15 | 30.55 | 30 | -7 | 310 |
| 11 Dec | 1327.50 | 0.5 | -0.10 | 30.71 | 43 | -2 | 328 |
| 10 Dec | 1330.45 | 0.6 | 0.00 | 31.11 | 10 | -2 | 332 |
| 9 Dec | 1322.30 | 0.6 | 0.05 | 29.11 | 13 | 0 | 336 |
| 6 Dec | 1328.75 | 0.55 | -0.20 | 27.35 | 34 | 0 | 336 |
| 5 Dec | 1336.50 | 0.75 | 0.00 | 29.04 | 198 | -12 | 337 |
| 4 Dec | 1316.05 | 0.75 | -0.15 | 25.71 | 61 | -5 | 348 |
| 3 Dec | 1308.40 | 0.9 | -0.30 | 24.80 | 70 | 22 | 357 |
| 2 Dec | 1304.65 | 1.2 | -0.50 | 25.15 | 501 | 33 | 335 |
| 29 Nov | 1300.10 | 1.7 | -0.95 | 24.86 | 619 | 128 | 306 |
| 28 Nov | 1286.35 | 2.65 | 1.00 | 25.29 | 98 | 43 | 181 |
| 27 Nov | 1300.70 | 1.65 | -0.55 | 24.29 | 30 | 19 | 138 |
| 26 Nov | 1304.95 | 2.2 | -0.40 | 25.83 | 15 | 5 | 118 |
| 25 Nov | 1300.95 | 2.6 | -2.55 | 26.42 | 233 | 58 | 114 |
| 22 Nov | 1278.05 | 5.15 | -1.00 | 26.09 | 194 | 88 | 144 |
| 21 Nov | 1250.55 | 6.15 | 0.00 | 0.00 | 0 | 3 | 0 |
| 20 Nov | 1249.10 | 6.15 | 0.00 | 21.34 | 27 | 3 | 57 |
| 19 Nov | 1249.10 | 6.15 | -0.85 | 21.34 | 27 | 4 | 57 |
| 18 Nov | 1253.45 | 7 | -1.15 | 23.35 | 71 | 16 | 50 |
| 14 Nov | 1256.95 | 8.15 | 1.10 | 24.56 | 5 | 0 | 34 |
| 13 Nov | 1253.70 | 7.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 7.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 7.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 7.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 7.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 7.05 | 0.00 | 0.00 | 0 | 34 | 0 |
| 5 Nov | 1296.70 | 7.05 | 25.86 | 38 | 34 | 34 | |
For Icici Bank Ltd. - strike price 1170 expiring on 26DEC2024
Delta for 1170 PE is -0.02
Historical price for 1170 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 36.98, the open interest changed by 0 which decreased total open position to 284
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.5, which was 0.20 higher than the previous day. The implied volatity was 35.62, the open interest changed by 1 which increased total open position to 286
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 36.49, the open interest changed by 0 which decreased total open position to 285
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 38.39, the open interest changed by -14 which decreased total open position to 285
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 37.38, the open interest changed by 0 which decreased total open position to 299
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 33.25, the open interest changed by -1 which decreased total open position to 309
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 30.55, the open interest changed by -7 which decreased total open position to 310
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 30.71, the open interest changed by -2 which decreased total open position to 328
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 31.11, the open interest changed by -2 which decreased total open position to 332
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 29.11, the open interest changed by 0 which decreased total open position to 336
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 27.35, the open interest changed by 0 which decreased total open position to 336
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 29.04, the open interest changed by -12 which decreased total open position to 337
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 25.71, the open interest changed by -5 which decreased total open position to 348
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was 24.80, the open interest changed by 22 which increased total open position to 357
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 1.2, which was -0.50 lower than the previous day. The implied volatity was 25.15, the open interest changed by 33 which increased total open position to 335
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 1.7, which was -0.95 lower than the previous day. The implied volatity was 24.86, the open interest changed by 128 which increased total open position to 306
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 2.65, which was 1.00 higher than the previous day. The implied volatity was 25.29, the open interest changed by 43 which increased total open position to 181
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 1.65, which was -0.55 lower than the previous day. The implied volatity was 24.29, the open interest changed by 19 which increased total open position to 138
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 2.2, which was -0.40 lower than the previous day. The implied volatity was 25.83, the open interest changed by 5 which increased total open position to 118
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 2.6, which was -2.55 lower than the previous day. The implied volatity was 26.42, the open interest changed by 58 which increased total open position to 114
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 5.15, which was -1.00 lower than the previous day. The implied volatity was 26.09, the open interest changed by 88 which increased total open position to 144
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 6.15, 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 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 6.15, which was 0.00 lower than the previous day. The implied volatity was 21.34, the open interest changed by 3 which increased total open position to 57
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 6.15, which was -0.85 lower than the previous day. The implied volatity was 21.34, the open interest changed by 4 which increased total open position to 57
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 7, which was -1.15 lower than the previous day. The implied volatity was 23.35, the open interest changed by 16 which increased total open position to 50
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 8.15, which was 1.10 higher than the previous day. The implied volatity was 24.56, the open interest changed by 0 which decreased total open position to 34
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 7.05, 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 7.05, 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 7.05, 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 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 7.05, 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 7.05, 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 7.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 34 which increased total open position to 0
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 7.05, which was lower than the previous day. The implied volatity was 25.86, the open interest changed by 34 which increased total open position to 34
