ICICIBANK
ICICI BANK LTD.
Historical option data for ICICIBANK
08 Jul 2024 04:11 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
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| 8 Jul | 1235.05 | 44.65 | 1.65 | - | 12,12,400 | -56,700 | 18,48,700 | |||
| 5 Jul | 1233.40 | 43 | - | 30,19,100 | 3,41,600 | 19,05,400 | ||||
| 4 Jul | 1233.00 | 45.65 | - | 52,91,300 | -6,81,800 | 15,63,800 | ||||
| 3 Jul | 1201.60 | 27.45 | - | 1,32,55,200 | -6,95,800 | 22,45,600 | ||||
| 2 Jul | 1190.60 | 25.6 | - | 91,44,100 | 13,98,600 | 30,26,800 | ||||
| 1 Jul | 1211.85 | 33.2 | - | 42,59,500 | 18,200 | 16,28,200 | ||||
| 28 Jun | 1199.60 | 29.45 | - | 38,27,600 | 1,55,400 | 16,10,000 | ||||
| 27 Jun | 1219.90 | 40.2 | - | 37,42,900 | -2,47,100 | 14,54,600 | ||||
| 26 Jun | 1218.00 | 37.9 | - | 96,58,600 | 23,800 | 17,03,100 | ||||
| 25 Jun | 1197.95 | 33.3 | - | 76,23,700 | 4,64,100 | 16,79,300 | ||||
| 24 Jun | 1170.10 | 17.5 | - | 27,17,400 | 84,000 | 12,15,200 | ||||
| 21 Jun | 1158.65 | 12.95 | - | 13,67,800 | 74,900 | 11,33,300 | ||||
| 20 Jun | 1156.80 | 14.00 | - | 17,69,600 | -1,15,500 | 10,70,300 | ||||
| 19 Jun | 1144.45 | 10.50 | - | 31,87,100 | 5,44,600 | 11,85,800 | ||||
| 18 Jun | 1122.85 | 6.15 | - | 3,84,300 | 39,200 | 6,45,400 | ||||
| 14 Jun | 1105.65 | 5.30 | - | 3,13,600 | 47,600 | 6,06,200 | ||||
| 13 Jun | 1107.35 | 5.95 | - | 1,61,000 | 25,200 | 5,57,200 | ||||
| 12 Jun | 1119.55 | 8.00 | - | 3,16,400 | 1,10,600 | 5,31,300 | ||||
| 11 Jun | 1118.20 | 7.90 | - | 2,53,400 | 1,54,000 | 4,20,700 | ||||
| 10 Jun | 1123.80 | 9.55 | - | 4,13,700 | 1,91,100 | 2,66,700 | ||||
| 7 Jun | 1121.70 | 11.75 | - | 58,100 | 19,600 | 75,600 | ||||
| 6 Jun | 1110.40 | 11.40 | - | 1,16,200 | -7,700 | 56,000 | ||||
| 5 Jun | 1108.65 | 10.20 | - | 91,700 | 20,300 | 63,700 | ||||
| 4 Jun | 1071.45 | 11.85 | - | 66,500 | 5,600 | 43,400 | ||||
| 3 Jun | 1160.00 | 32.00 | - | 83,300 | 37,100 | 37,800 | ||||
| 31 May | 1121.05 | 18.00 | - | 1,400 | 700 | 700 | ||||
For ICICI BANK LTD. - strike price 1200 expiring on 25JUL2024
Delta for 1200 CE is -
Historical price for 1200 CE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 44.65, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by -56700 which decreased total open position to 1848700
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 43, which was lower than the previous day. The implied volatity was -, the open interest changed by 341600 which increased total open position to 1905400
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 45.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -681800 which decreased total open position to 1563800
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 27.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -695800 which decreased total open position to 2245600
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 25.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 1398600 which increased total open position to 3026800
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 33.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 18200 which increased total open position to 1628200
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 29.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 155400 which increased total open position to 1610000
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 40.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -247100 which decreased total open position to 1454600
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 37.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 23800 which increased total open position to 1703100
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 33.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 464100 which increased total open position to 1679300
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 17.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 84000 which increased total open position to 1215200
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 12.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 74900 which increased total open position to 1133300
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 14.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -115500 which decreased total open position to 1070300
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 10.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 544600 which increased total open position to 1185800
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 6.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 39200 which increased total open position to 645400
On 14 Jun ICICIBANK was trading at 1105.65. The strike last trading price was 5.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 47600 which increased total open position to 606200
On 13 Jun ICICIBANK was trading at 1107.35. The strike last trading price was 5.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 25200 which increased total open position to 557200
On 12 Jun ICICIBANK was trading at 1119.55. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 110600 which increased total open position to 531300
On 11 Jun ICICIBANK was trading at 1118.20. The strike last trading price was 7.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 154000 which increased total open position to 420700
On 10 Jun ICICIBANK was trading at 1123.80. The strike last trading price was 9.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 191100 which increased total open position to 266700
On 7 Jun ICICIBANK was trading at 1121.70. The strike last trading price was 11.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 19600 which increased total open position to 75600
On 6 Jun ICICIBANK was trading at 1110.40. The strike last trading price was 11.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -7700 which decreased total open position to 56000
On 5 Jun ICICIBANK was trading at 1108.65. The strike last trading price was 10.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 20300 which increased total open position to 63700
On 4 Jun ICICIBANK was trading at 1071.45. The strike last trading price was 11.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 43400
On 3 Jun ICICIBANK was trading at 1160.00. The strike last trading price was 32.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 37100 which increased total open position to 37800
On 31 May ICICIBANK was trading at 1121.05. The strike last trading price was 18.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 700
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 8 Jul | 1235.05 | 9.7 | -1.05 | - | 75,18,000 | 1,02,900 | 33,43,900 |
| 5 Jul | 1233.40 | 10.75 | - | 1,11,25,800 | 1,64,500 | 32,41,000 | |
| 4 Jul | 1233.00 | 12.4 | - | 76,27,900 | 12,04,700 | 30,76,500 | |
| 3 Jul | 1201.60 | 21.65 | - | 91,25,900 | 38,500 | 18,71,800 | |
| 2 Jul | 1190.60 | 26.6 | - | 74,69,000 | 2,35,200 | 19,19,400 | |
| 1 Jul | 1211.85 | 21 | - | 44,96,100 | 3,16,400 | 16,84,200 | |
| 28 Jun | 1199.60 | 24.5 | - | 75,87,300 | -2,42,200 | 13,67,800 | |
| 27 Jun | 1219.90 | 19.95 | - | 52,92,000 | 2,92,600 | 16,10,000 | |
| 26 Jun | 1218.00 | 23.2 | - | 47,52,300 | 8,70,800 | 13,32,800 | |
| 25 Jun | 1197.95 | 28.3 | - | 15,84,800 | 3,56,300 | 4,62,000 | |
| 24 Jun | 1170.10 | 44.6 | - | 1,86,200 | 30,800 | 1,02,900 | |
| 21 Jun | 1158.65 | 51.30 | - | 64,400 | -2,800 | 73,500 | |
| 20 Jun | 1156.80 | 52.65 | - | 46,200 | -9,100 | 75,600 | |
| 19 Jun | 1144.45 | 62.25 | - | 1,97,400 | 81,200 | 84,700 | |
| 18 Jun | 1122.85 | 85.50 | - | 8,400 | 1,400 | 4,900 | |
| 14 Jun | 1105.65 | 89.95 | - | 700 | 0 | 3,500 | |
| 13 Jun | 1107.35 | 86.85 | - | 3,500 | 1,400 | 2,100 | |
| 12 Jun | 1119.55 | 79.85 | - | 0 | 0 | 0 | |
| 11 Jun | 1118.20 | 79.85 | - | 0 | 0 | 0 | |
| 10 Jun | 1123.80 | 79.85 | - | 0 | 700 | 0 | |
| 7 Jun | 1121.70 | 79.85 | - | 700 | 0 | 0 | |
| 6 Jun | 1110.40 | 90.40 | - | 0 | 0 | 0 | |
| 5 Jun | 1108.65 | 90.40 | - | 0 | 0 | 0 | |
| 4 Jun | 1071.45 | 90.40 | - | 0 | 0 | 0 | |
| 3 Jun | 1160.00 | 90.40 | - | 0 | 0 | 0 | |
| 31 May | 1121.05 | 90.40 | - | 0 | 0 | 0 | |
For ICICI BANK LTD. - strike price 1200 expiring on 25JUL2024
Delta for 1200 PE is -
Historical price for 1200 PE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 9.7, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 102900 which increased total open position to 3343900
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 10.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 164500 which increased total open position to 3241000
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 12.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1204700 which increased total open position to 3076500
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 21.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 38500 which increased total open position to 1871800
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 26.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 235200 which increased total open position to 1919400
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 21, which was lower than the previous day. The implied volatity was -, the open interest changed by 316400 which increased total open position to 1684200
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 24.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -242200 which decreased total open position to 1367800
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 19.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 292600 which increased total open position to 1610000
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 23.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 870800 which increased total open position to 1332800
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 28.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 356300 which increased total open position to 462000
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 44.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 30800 which increased total open position to 102900
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 51.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -2800 which decreased total open position to 73500
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 52.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -9100 which decreased total open position to 75600
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 62.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 81200 which increased total open position to 84700
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 85.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 4900
On 14 Jun ICICIBANK was trading at 1105.65. The strike last trading price was 89.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3500
On 13 Jun ICICIBANK was trading at 1107.35. The strike last trading price was 86.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 2100
On 12 Jun ICICIBANK was trading at 1119.55. The strike last trading price was 79.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun ICICIBANK was trading at 1118.20. The strike last trading price was 79.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun ICICIBANK was trading at 1123.80. The strike last trading price was 79.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 0
On 7 Jun ICICIBANK was trading at 1121.70. The strike last trading price was 79.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun ICICIBANK was trading at 1110.40. The strike last trading price was 90.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun ICICIBANK was trading at 1108.65. The strike last trading price was 90.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun ICICIBANK was trading at 1071.45. The strike last trading price was 90.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun ICICIBANK was trading at 1160.00. The strike last trading price was 90.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May ICICIBANK was trading at 1121.05. The strike last trading price was 90.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0