ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1190 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1286.90 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 1314.15 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1333.75 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1346.10 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1344.90 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1329.25 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1327.50 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1330.45 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1322.30 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1328.75 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1336.50 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1316.05 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1308.40 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1286.35 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1300.70 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1304.95 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1300.95 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1278.05 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1250.55 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1249.10 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1249.10 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1253.45 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1269.30 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 6 Nov | 1302.35 | 126.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 126.5 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1190 expiring on 26DEC2024
Delta for 1190 CE is -
Historical price for 1190 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 126.5, 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 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 126.5, 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 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 126.5, 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 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 126.5, 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 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 126.5, 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 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 126.5, 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 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 126.5, 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 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 126.5, 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 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 126.5, 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 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 126.5, 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 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 126.5, 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 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 126.5, 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 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 126.5, 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 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 126.5, 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 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 126.5, 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 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 126.5, 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 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 126.5, 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 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 126.5, 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 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 126.5, 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 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 126.5, 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 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 126.5, 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 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 126.5, 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 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 126.5, 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 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 126.5, 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 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 126.5, 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 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 126.5, 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 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 126.5, 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 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 126.5, 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 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 126.5, 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 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 126.5, 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 126.5, 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 126.5, 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 126.5, 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 1190 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.10
Theta: -0.29
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 0.6 | -0.20 | 34.39 | 181 | 16 | 240 |
| 19 Dec | 1286.90 | 0.8 | 0.20 | 32.93 | 290 | 5 | 222 |
| 18 Dec | 1314.15 | 0.6 | 0.20 | 35.46 | 93 | 2 | 215 |
| 17 Dec | 1333.75 | 0.4 | -0.15 | 34.77 | 27 | 1 | 213 |
| 16 Dec | 1346.10 | 0.55 | 0.20 | 36.42 | 8 | 0 | 212 |
| 13 Dec | 1344.90 | 0.35 | -0.20 | 30.39 | 10 | 0 | 212 |
| 12 Dec | 1329.25 | 0.55 | -0.05 | 28.70 | 10 | 0 | 212 |
| 11 Dec | 1327.50 | 0.6 | -0.20 | 28.03 | 51 | -4 | 212 |
| 10 Dec | 1330.45 | 0.8 | -0.10 | 29.01 | 23 | 0 | 216 |
| 9 Dec | 1322.30 | 0.9 | 0.00 | 27.57 | 166 | -10 | 216 |
| 6 Dec | 1328.75 | 0.9 | -0.10 | 26.35 | 334 | -52 | 227 |
| 5 Dec | 1336.50 | 1 | -0.15 | 27.28 | 434 | -14 | 282 |
| 4 Dec | 1316.05 | 1.15 | -0.30 | 24.46 | 428 | 74 | 296 |
| 3 Dec | 1308.40 | 1.45 | -0.45 | 23.79 | 285 | -4 | 227 |
| 2 Dec | 1304.65 | 1.9 | -0.60 | 24.19 | 323 | 33 | 229 |
| 29 Nov | 1300.10 | 2.5 | -1.10 | 23.70 | 241 | 33 | 201 |
| 28 Nov | 1286.35 | 3.6 | 0.60 | 23.78 | 37 | -2 | 168 |
| 27 Nov | 1300.70 | 3 | 0.00 | 0.00 | 0 | 56 | 0 |
| 26 Nov | 1304.95 | 3 | -0.55 | 24.50 | 98 | 56 | 170 |
| 25 Nov | 1300.95 | 3.55 | -3.15 | 24.91 | 85 | 23 | 115 |
| 22 Nov | 1278.05 | 6.7 | -3.25 | 24.66 | 201 | 39 | 131 |
| 21 Nov | 1250.55 | 9.95 | -1.90 | 24.07 | 125 | 76 | 92 |
| 20 Nov | 1249.10 | 11.85 | 0.00 | 23.10 | 4 | 2 | 15 |
| 19 Nov | 1249.10 | 11.85 | 1.10 | 23.10 | 4 | 1 | 15 |
| 18 Nov | 1253.45 | 10.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 10.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 10.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 10.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 10.75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 1258.85 | 10.75 | 2.05 | 22.45 | 7 | 1 | 14 |
| 7 Nov | 1278.70 | 8.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 8.7 | 0.00 | 0.00 | 0 | 13 | 0 |
| 5 Nov | 1296.70 | 8.7 | 24.62 | 23 | 13 | 13 | |
For Icici Bank Ltd. - strike price 1190 expiring on 26DEC2024
Delta for 1190 PE is -0.03
Historical price for 1190 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 34.39, the open interest changed by 16 which increased total open position to 240
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.8, which was 0.20 higher than the previous day. The implied volatity was 32.93, the open interest changed by 5 which increased total open position to 222
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 0.6, which was 0.20 higher than the previous day. The implied volatity was 35.46, the open interest changed by 2 which increased total open position to 215
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 34.77, the open interest changed by 1 which increased total open position to 213
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 0.55, which was 0.20 higher than the previous day. The implied volatity was 36.42, the open interest changed by 0 which decreased total open position to 212
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 30.39, the open interest changed by 0 which decreased total open position to 212
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 28.70, the open interest changed by 0 which decreased total open position to 212
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 28.03, the open interest changed by -4 which decreased total open position to 212
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 29.01, the open interest changed by 0 which decreased total open position to 216
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 27.57, the open interest changed by -10 which decreased total open position to 216
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 26.35, the open interest changed by -52 which decreased total open position to 227
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 27.28, the open interest changed by -14 which decreased total open position to 282
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 1.15, which was -0.30 lower than the previous day. The implied volatity was 24.46, the open interest changed by 74 which increased total open position to 296
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 1.45, which was -0.45 lower than the previous day. The implied volatity was 23.79, the open interest changed by -4 which decreased total open position to 227
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 1.9, which was -0.60 lower than the previous day. The implied volatity was 24.19, the open interest changed by 33 which increased total open position to 229
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 2.5, which was -1.10 lower than the previous day. The implied volatity was 23.70, the open interest changed by 33 which increased total open position to 201
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 3.6, which was 0.60 higher than the previous day. The implied volatity was 23.78, the open interest changed by -2 which decreased total open position to 168
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 56 which increased total open position to 0
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 3, which was -0.55 lower than the previous day. The implied volatity was 24.50, the open interest changed by 56 which increased total open position to 170
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 3.55, which was -3.15 lower than the previous day. The implied volatity was 24.91, the open interest changed by 23 which increased total open position to 115
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 6.7, which was -3.25 lower than the previous day. The implied volatity was 24.66, the open interest changed by 39 which increased total open position to 131
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 9.95, which was -1.90 lower than the previous day. The implied volatity was 24.07, the open interest changed by 76 which increased total open position to 92
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 11.85, which was 0.00 lower than the previous day. The implied volatity was 23.10, the open interest changed by 2 which increased total open position to 15
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 11.85, which was 1.10 higher than the previous day. The implied volatity was 23.10, the open interest changed by 1 which increased total open position to 15
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 10.75, 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 10.75, 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 10.75, 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 10.75, 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 10.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 10.75, which was 2.05 higher than the previous day. The implied volatity was 22.45, the open interest changed by 1 which increased total open position to 14
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 8.7, 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 8.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 8.7, which was lower than the previous day. The implied volatity was 24.62, the open interest changed by 13 which increased total open position to 13
