ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
30 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1200 CE | ||||||||||
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Delta: 0.89
Vega: 0.73
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 1294.65 | 108.9 | -10.10 | 24.52 | 71 | -16 | 108 | |||
| 27 Dec | 1307.55 | 119 | 11.15 | 14.59 | 21 | -3 | 124 | |||
| 26 Dec | 1297.35 | 107.85 | -3.15 | - | 28 | 1 | 121 | |||
| 24 Dec | 1297.25 | 111 | 3.25 | - | 30 | 13 | 116 | |||
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| 23 Dec | 1296.80 | 107.75 | 5.25 | - | 48 | 9 | 103 | |||
| 20 Dec | 1288.40 | 102.5 | -5.50 | - | 76 | 9 | 94 | |||
| 19 Dec | 1286.90 | 108 | -23.00 | 20.43 | 63 | 24 | 85 | |||
| 18 Dec | 1314.15 | 131 | -19.20 | 11.18 | 41 | 18 | 56 | |||
| 17 Dec | 1333.75 | 150.2 | -10.90 | 20.51 | 49 | 12 | 40 | |||
| 16 Dec | 1346.10 | 161.1 | 10.65 | 23.28 | 17 | 16 | 27 | |||
| 13 Dec | 1344.90 | 150.45 | 12.40 | - | 3 | -1 | 11 | |||
| 12 Dec | 1329.25 | 138.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1327.50 | 138.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1330.45 | 138.05 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 9 Dec | 1322.30 | 138.05 | -18.95 | - | 4 | 1 | 11 | |||
| 6 Dec | 1328.75 | 157 | 26.95 | 28.28 | 1 | 0 | 9 | |||
| 5 Dec | 1336.50 | 130.05 | -4.95 | - | 6 | 4 | 7 | |||
| 4 Dec | 1316.05 | 135 | 0.40 | 16.38 | 3 | 0 | 0 | |||
| 3 Dec | 1308.40 | 134.6 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 134.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 134.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1286.35 | 134.6 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1300.70 | 134.6 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1304.95 | 134.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1278.05 | 134.6 | 134.60 | - | 0 | 0 | 0 | |||
| 18 Nov | 1253.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1269.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1277.20 | 0 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1200 expiring on 30JAN2025
Delta for 1200 CE is 0.89
Historical price for 1200 CE is as follows
On 30 Dec ICICIBANK was trading at 1294.65. The strike last trading price was 108.9, which was -10.10 lower than the previous day. The implied volatity was 24.52, the open interest changed by -16 which decreased total open position to 108
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 119, which was 11.15 higher than the previous day. The implied volatity was 14.59, the open interest changed by -3 which decreased total open position to 124
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 107.85, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 121
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 111, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 116
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 107.75, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 103
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 102.5, which was -5.50 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 94
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 108, which was -23.00 lower than the previous day. The implied volatity was 20.43, the open interest changed by 24 which increased total open position to 85
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 131, which was -19.20 lower than the previous day. The implied volatity was 11.18, the open interest changed by 18 which increased total open position to 56
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 150.2, which was -10.90 lower than the previous day. The implied volatity was 20.51, the open interest changed by 12 which increased total open position to 40
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 161.1, which was 10.65 higher than the previous day. The implied volatity was 23.28, the open interest changed by 16 which increased total open position to 27
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 150.45, which was 12.40 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 11
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 138.05, 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 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 138.05, 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 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 138.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 138.05, which was -18.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 157, which was 26.95 higher than the previous day. The implied volatity was 28.28, the open interest changed by 0 which decreased total open position to 9
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 130.05, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 7
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 135, which was 0.40 higher than the previous day. The implied volatity was 16.38, 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 134.6, 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 134.6, 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 134.6, 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 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 134.6, 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 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 134.6, 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 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 134.6, 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 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 134.6, which was 134.60 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 Nov ICICIBANK was trading at 1277.20. 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 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.60
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 1294.65 | 3.4 | 0.60 | 21.67 | 1,710 | 257 | 1,768 |
| 27 Dec | 1307.55 | 2.8 | -1.15 | 21.72 | 1,319 | 372 | 1,517 |
| 26 Dec | 1297.35 | 3.95 | 0.30 | 21.92 | 970 | 316 | 1,142 |
| 24 Dec | 1297.25 | 3.65 | -0.90 | 21.24 | 578 | 217 | 824 |
| 23 Dec | 1296.80 | 4.55 | -2.85 | 22.07 | 686 | 103 | 609 |
| 20 Dec | 1288.40 | 7.4 | 0.85 | 23.98 | 827 | 175 | 506 |
| 19 Dec | 1286.90 | 6.55 | 3.10 | 22.49 | 514 | 111 | 340 |
| 18 Dec | 1314.15 | 3.45 | 0.25 | 21.83 | 286 | 13 | 229 |
| 17 Dec | 1333.75 | 3.2 | -0.10 | 23.17 | 153 | 44 | 217 |
| 16 Dec | 1346.10 | 3.3 | 0.25 | 24.16 | 121 | 49 | 173 |
| 13 Dec | 1344.90 | 3.05 | -0.75 | 23.29 | 54 | 3 | 124 |
| 12 Dec | 1329.25 | 3.8 | -0.40 | 22.71 | 25 | 2 | 120 |
| 11 Dec | 1327.50 | 4.2 | -0.70 | 22.80 | 30 | 1 | 118 |
| 10 Dec | 1330.45 | 4.9 | 0.20 | 23.90 | 11 | 7 | 119 |
| 9 Dec | 1322.30 | 4.7 | 0.20 | 22.60 | 11 | 3 | 111 |
| 6 Dec | 1328.75 | 4.5 | -0.60 | 22.43 | 41 | 23 | 107 |
| 5 Dec | 1336.50 | 5.1 | -0.90 | 23.80 | 26 | 3 | 83 |
| 4 Dec | 1316.05 | 6 | -1.00 | 22.41 | 28 | 5 | 79 |
| 3 Dec | 1308.40 | 7 | -0.25 | 22.27 | 39 | 26 | 73 |
| 2 Dec | 1304.65 | 7.25 | -1.15 | 21.99 | 36 | 20 | 45 |
| 29 Nov | 1300.10 | 8.4 | -0.80 | 22.03 | 14 | 7 | 25 |
| 28 Nov | 1286.35 | 9.2 | 1.80 | 21.26 | 20 | 12 | 18 |
| 27 Nov | 1300.70 | 7.4 | 0.40 | 21.21 | 5 | 1 | 4 |
| 26 Nov | 1304.95 | 7 | -13.75 | 21.11 | 3 | 0 | 0 |
| 22 Nov | 1278.05 | 20.75 | 0.00 | 5.17 | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 20.75 | 0.00 | 3.94 | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 20.75 | 0.00 | 4.18 | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 20.75 | 0.00 | 3.97 | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 20.75 | 0.00 | 4.66 | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 20.75 | 0.00 | 4.63 | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 20.75 | 0.00 | 4.14 | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 20.75 | 0.00 | 4.67 | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 20.75 | 0.00 | 5.45 | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 20.75 | 4.49 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1200 expiring on 30JAN2025
Delta for 1200 PE is -0.09
Historical price for 1200 PE is as follows
On 30 Dec ICICIBANK was trading at 1294.65. The strike last trading price was 3.4, which was 0.60 higher than the previous day. The implied volatity was 21.67, the open interest changed by 257 which increased total open position to 1768
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 2.8, which was -1.15 lower than the previous day. The implied volatity was 21.72, the open interest changed by 372 which increased total open position to 1517
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 3.95, which was 0.30 higher than the previous day. The implied volatity was 21.92, the open interest changed by 316 which increased total open position to 1142
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 3.65, which was -0.90 lower than the previous day. The implied volatity was 21.24, the open interest changed by 217 which increased total open position to 824
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 4.55, which was -2.85 lower than the previous day. The implied volatity was 22.07, the open interest changed by 103 which increased total open position to 609
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 7.4, which was 0.85 higher than the previous day. The implied volatity was 23.98, the open interest changed by 175 which increased total open position to 506
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 6.55, which was 3.10 higher than the previous day. The implied volatity was 22.49, the open interest changed by 111 which increased total open position to 340
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 3.45, which was 0.25 higher than the previous day. The implied volatity was 21.83, the open interest changed by 13 which increased total open position to 229
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 3.2, which was -0.10 lower than the previous day. The implied volatity was 23.17, the open interest changed by 44 which increased total open position to 217
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 3.3, which was 0.25 higher than the previous day. The implied volatity was 24.16, the open interest changed by 49 which increased total open position to 173
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 3.05, which was -0.75 lower than the previous day. The implied volatity was 23.29, the open interest changed by 3 which increased total open position to 124
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 3.8, which was -0.40 lower than the previous day. The implied volatity was 22.71, the open interest changed by 2 which increased total open position to 120
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 4.2, which was -0.70 lower than the previous day. The implied volatity was 22.80, the open interest changed by 1 which increased total open position to 118
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 4.9, which was 0.20 higher than the previous day. The implied volatity was 23.90, the open interest changed by 7 which increased total open position to 119
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 4.7, which was 0.20 higher than the previous day. The implied volatity was 22.60, the open interest changed by 3 which increased total open position to 111
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 4.5, which was -0.60 lower than the previous day. The implied volatity was 22.43, the open interest changed by 23 which increased total open position to 107
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 5.1, which was -0.90 lower than the previous day. The implied volatity was 23.80, the open interest changed by 3 which increased total open position to 83
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 6, which was -1.00 lower than the previous day. The implied volatity was 22.41, the open interest changed by 5 which increased total open position to 79
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 7, which was -0.25 lower than the previous day. The implied volatity was 22.27, the open interest changed by 26 which increased total open position to 73
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 7.25, which was -1.15 lower than the previous day. The implied volatity was 21.99, the open interest changed by 20 which increased total open position to 45
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 8.4, which was -0.80 lower than the previous day. The implied volatity was 22.03, the open interest changed by 7 which increased total open position to 25
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 9.2, which was 1.80 higher than the previous day. The implied volatity was 21.26, the open interest changed by 12 which increased total open position to 18
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 7.4, which was 0.40 higher than the previous day. The implied volatity was 21.21, the open interest changed by 1 which increased total open position to 4
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 7, which was -13.75 lower than the previous day. The implied volatity was 21.11, 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 20.75, which was 0.00 lower than the previous day. The implied volatity was 5.17, 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 20.75, which was 0.00 lower than the previous day. The implied volatity was 3.94, 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 20.75, which was 0.00 lower than the previous day. The implied volatity was 4.18, 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 20.75, which was 0.00 lower than the previous day. The implied volatity was 3.97, 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 20.75, which was 0.00 lower than the previous day. The implied volatity was 4.66, 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 20.75, which was 0.00 lower than the previous day. The implied volatity was 4.63, 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 20.75, which was 0.00 lower than the previous day. The implied volatity was 4.14, 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 20.75, which was 0.00 lower than the previous day. The implied volatity was 4.67, 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 20.75, which was 0.00 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 20.75, which was lower than the previous day. The implied volatity was 4.49, the open interest changed by 0 which decreased total open position to 0
