ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1180 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 | 137 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 1286.90 | 137 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1314.15 | 137 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1333.75 | 137 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1346.10 | 137 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 13 Dec | 1344.90 | 137 | 29.00 | - | 3 | -1 | 2 | |||
| 12 Dec | 1329.25 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1327.50 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1330.45 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1322.30 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1328.75 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1336.50 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1316.05 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1308.40 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 1286.35 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1300.70 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 1304.95 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 1300.95 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 1278.05 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 1250.55 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1249.10 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1249.10 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1253.45 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 14 Nov | 1256.95 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 108 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 108 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 11 Nov | 1269.30 | 108 | -72.50 | 20.26 | 3 | 1 | 1 | |||
| 8 Nov | 1258.85 | 180.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 180.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 180.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 180.5 | 180.50 | - | 0 | 0 | 0 | |||
| 4 Oct | 1239.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1256.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1274.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1273.00 | 0 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1180 expiring on 26DEC2024
Delta for 1180 CE is 0.00
Historical price for 1180 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 137, 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 137, 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 137, 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 137, 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 137, 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 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 137, which was 29.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 108, which was -72.50 lower than the previous day. The implied volatity was 20.26, the open interest changed by 1 which increased total open position to 1
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 180.5, 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 180.5, 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 180.5, 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 180.5, which was 180.50 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct ICICIBANK was trading at 1274.40. 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 30 Sept ICICIBANK was trading at 1273.00. 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 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.09
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 0.5 | -0.25 | 36.20 | 36 | -4 | 330 |
| 19 Dec | 1286.90 | 0.75 | 0.15 | 35.31 | 92 | -11 | 336 |
| 18 Dec | 1314.15 | 0.6 | 0.10 | 37.90 | 24 | -2 | 347 |
| 17 Dec | 1333.75 | 0.5 | -0.05 | 38.15 | 31 | -14 | 350 |
| 16 Dec | 1346.10 | 0.55 | 0.05 | 38.53 | 57 | 0 | 362 |
| 13 Dec | 1344.90 | 0.5 | -0.05 | 33.80 | 26 | -10 | 362 |
| 12 Dec | 1329.25 | 0.55 | -0.05 | 30.78 | 42 | -9 | 372 |
| 11 Dec | 1327.50 | 0.6 | -0.15 | 29.80 | 99 | 11 | 383 |
| 10 Dec | 1330.45 | 0.75 | -0.05 | 30.45 | 63 | -20 | 375 |
| 9 Dec | 1322.30 | 0.8 | 0.00 | 28.74 | 17 | -4 | 395 |
| 6 Dec | 1328.75 | 0.8 | -0.10 | 27.41 | 258 | -33 | 398 |
| 5 Dec | 1336.50 | 0.9 | -0.05 | 28.35 | 531 | 32 | 440 |
| 4 Dec | 1316.05 | 0.95 | -0.20 | 25.19 | 251 | 43 | 402 |
| 3 Dec | 1308.40 | 1.15 | -0.45 | 24.32 | 276 | 10 | 362 |
| 2 Dec | 1304.65 | 1.6 | -0.45 | 25.03 | 444 | 73 | 352 |
| 29 Nov | 1300.10 | 2.05 | -1.10 | 24.25 | 355 | 112 | 279 |
| 28 Nov | 1286.35 | 3.15 | 0.80 | 24.66 | 168 | 51 | 170 |
| 27 Nov | 1300.70 | 2.35 | -0.20 | 24.66 | 38 | -14 | 118 |
| 26 Nov | 1304.95 | 2.55 | -0.60 | 25.16 | 47 | 14 | 130 |
| 25 Nov | 1300.95 | 3.15 | -2.85 | 25.66 | 244 | -9 | 117 |
| 22 Nov | 1278.05 | 6 | -2.25 | 25.54 | 191 | 28 | 154 |
| 21 Nov | 1250.55 | 8.25 | -2.75 | 24.29 | 208 | 90 | 125 |
| 20 Nov | 1249.10 | 11 | 0.00 | 24.36 | 45 | 2 | 35 |
| 19 Nov | 1249.10 | 11 | 2.80 | 24.36 | 45 | 2 | 35 |
| 18 Nov | 1253.45 | 8.2 | 0.00 | 0.00 | 0 | -1 | 0 |
| 14 Nov | 1256.95 | 8.2 | 0.20 | 22.99 | 1 | 0 | 34 |
| 13 Nov | 1253.70 | 8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 8 | -2.00 | 23.56 | 1 | 0 | 34 |
| 8 Nov | 1258.85 | 10 | 2.45 | 23.47 | 8 | 5 | 32 |
| 7 Nov | 1278.70 | 7.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 7.55 | 0.00 | 0.00 | 0 | 27 | 0 |
| 5 Nov | 1296.70 | 7.55 | -2.65 | 24.95 | 62 | 27 | 27 |
| 4 Oct | 1239.75 | 10.2 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1256.35 | 10.2 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1274.40 | 10.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1273.00 | 10.2 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1180 expiring on 26DEC2024
Delta for 1180 PE is -0.02
Historical price for 1180 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 36.20, the open interest changed by -4 which decreased total open position to 330
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 35.31, the open interest changed by -11 which decreased total open position to 336
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 37.90, the open interest changed by -2 which decreased total open position to 347
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 38.15, the open interest changed by -14 which decreased total open position to 350
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 38.53, the open interest changed by 0 which decreased total open position to 362
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 33.80, the open interest changed by -10 which decreased total open position to 362
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 30.78, the open interest changed by -9 which decreased total open position to 372
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 29.80, the open interest changed by 11 which increased total open position to 383
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 30.45, the open interest changed by -20 which decreased total open position to 375
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 28.74, the open interest changed by -4 which decreased total open position to 395
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 27.41, the open interest changed by -33 which decreased total open position to 398
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 28.35, the open interest changed by 32 which increased total open position to 440
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 25.19, the open interest changed by 43 which increased total open position to 402
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 24.32, the open interest changed by 10 which increased total open position to 362
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 1.6, which was -0.45 lower than the previous day. The implied volatity was 25.03, the open interest changed by 73 which increased total open position to 352
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 2.05, which was -1.10 lower than the previous day. The implied volatity was 24.25, the open interest changed by 112 which increased total open position to 279
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 3.15, which was 0.80 higher than the previous day. The implied volatity was 24.66, the open interest changed by 51 which increased total open position to 170
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 2.35, which was -0.20 lower than the previous day. The implied volatity was 24.66, the open interest changed by -14 which decreased total open position to 118
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 2.55, which was -0.60 lower than the previous day. The implied volatity was 25.16, the open interest changed by 14 which increased total open position to 130
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 3.15, which was -2.85 lower than the previous day. The implied volatity was 25.66, the open interest changed by -9 which decreased total open position to 117
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 6, which was -2.25 lower than the previous day. The implied volatity was 25.54, the open interest changed by 28 which increased total open position to 154
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 8.25, which was -2.75 lower than the previous day. The implied volatity was 24.29, the open interest changed by 90 which increased total open position to 125
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was 24.36, the open interest changed by 2 which increased total open position to 35
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 11, which was 2.80 higher than the previous day. The implied volatity was 24.36, the open interest changed by 2 which increased total open position to 35
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 8.2, 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 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 8.2, which was 0.20 higher than the previous day. The implied volatity was 22.99, 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 8, 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 8, 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 8, which was -2.00 lower than the previous day. The implied volatity was 23.56, the open interest changed by 0 which decreased total open position to 34
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 10, which was 2.45 higher than the previous day. The implied volatity was 23.47, the open interest changed by 5 which increased total open position to 32
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 7.55, 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 7.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 27 which increased total open position to 0
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 7.55, which was -2.65 lower than the previous day. The implied volatity was 24.95, the open interest changed by 27 which increased total open position to 27
On 4 Oct ICICIBANK was trading at 1239.75. The strike last trading price was 10.2, 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 10.2, 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 1 Oct ICICIBANK was trading at 1274.40. The strike last trading price was 10.2, 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 30 Sept ICICIBANK was trading at 1273.00. The strike last trading price was 10.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
