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[--[65.84.65.76]--]
ICICIBANK
Icici Bank Ltd.

1258.85 -4.90 (-0.39%)

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Historical option data for ICICIBANK

09 Jan 2025 09:50 AM IST
ICICIBANK 30JAN2025 1210 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Jan 1258.40 70 0.00 0.00 0 2 0
8 Jan 1263.75 70 -14.50 23.80 5 2 6
7 Jan 1279.25 84.5 -1.50 24.82 2 0 5
6 Jan 1264.10 86 0.00 0.00 0 0 0
3 Jan 1265.05 86 0.00 0.00 0 1 0
2 Jan 1290.60 86 -7.00 - 4 0 4
1 Jan 1283.65 93 -16.20 26.77 6 4 0
31 Dec 1281.65 109.2 0.00 - 0 0 0
30 Dec 1294.65 109.2 0.00 - 0 0 0
27 Dec 1307.55 109.2 0.00 - 0 0 0
26 Dec 1297.35 109.2 0.00 - 0 0 0
24 Dec 1297.25 109.2 0.00 - 0 0 0
23 Dec 1296.80 109.2 0.00 - 0 0 0
20 Dec 1288.40 109.2 0.00 - 0 0 0
19 Dec 1286.90 109.2 0.00 - 0 0 0
18 Dec 1314.15 109.2 0.00 - 0 0 0
17 Dec 1333.75 109.2 0.00 - 0 0 0
16 Dec 1346.10 109.2 0.00 - 0 0 0
13 Dec 1344.90 109.2 0.00 - 0 0 0
12 Dec 1329.25 109.2 0.00 - 0 0 0
11 Dec 1327.50 109.2 0.00 - 0 0 0
10 Dec 1330.45 109.2 0.00 - 0 0 0
9 Dec 1322.30 109.2 0.00 - 0 0 0
6 Dec 1328.75 109.2 0.00 - 0 0 0
5 Dec 1336.50 109.2 0.00 - 0 0 0
4 Dec 1316.05 109.2 0.00 - 0 0 0
3 Dec 1308.40 109.2 0.00 - 0 0 0
2 Dec 1304.65 109.2 0.00 - 0 0 0
29 Nov 1300.10 109.2 - 0 0 0


For Icici Bank Ltd. - strike price 1210 expiring on 30JAN2025

Delta for 1210 CE is 0.00

Historical price for 1210 CE is as follows

On 9 Jan ICICIBANK was trading at 1258.40. The strike last trading price was 70, 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 8 Jan ICICIBANK was trading at 1263.75. The strike last trading price was 70, which was -14.50 lower than the previous day. The implied volatity was 23.80, the open interest changed by 2 which increased total open position to 6


On 7 Jan ICICIBANK was trading at 1279.25. The strike last trading price was 84.5, which was -1.50 lower than the previous day. The implied volatity was 24.82, the open interest changed by 0 which decreased total open position to 5


On 6 Jan ICICIBANK was trading at 1264.10. The strike last trading price was 86, 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 Jan ICICIBANK was trading at 1265.05. The strike last trading price was 86, 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 2 Jan ICICIBANK was trading at 1290.60. The strike last trading price was 86, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 1 Jan ICICIBANK was trading at 1283.65. The strike last trading price was 93, which was -16.20 lower than the previous day. The implied volatity was 26.77, the open interest changed by 4 which increased total open position to 0


On 31 Dec ICICIBANK was trading at 1281.65. The strike last trading price was 109.2, 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 30 Dec ICICIBANK was trading at 1294.65. The strike last trading price was 109.2, 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 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 109.2, 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 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 109.2, 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 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 109.2, 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 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 109.2, 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 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 109.2, 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 109.2, 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 109.2, 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 109.2, 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 109.2, 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 109.2, 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 109.2, 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 109.2, 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 109.2, 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 109.2, 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 109.2, 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 109.2, 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 109.2, 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 109.2, 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 109.2, 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 109.2, 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 1210 PE
Delta: -0.22
Vega: 0.90
Theta: -0.45
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Jan 1258.40 9.9 2.05 25.13 125 19 677
8 Jan 1263.75 7.85 0.85 23.95 887 1 659
7 Jan 1279.25 7 -3.90 25.74 700 65 659
6 Jan 1264.10 10.9 1.45 26.65 1,174 -17 599
3 Jan 1265.05 9.45 4.20 23.80 968 132 615
2 Jan 1290.60 5.25 -0.60 23.28 622 93 485
1 Jan 1283.65 5.85 0.00 22.50 682 36 395
31 Dec 1281.65 5.85 1.70 22.13 470 189 361
30 Dec 1294.65 4.15 0.95 21.17 365 79 173
27 Dec 1307.55 3.2 -1.55 20.93 145 42 90
26 Dec 1297.35 4.75 0.25 21.46 41 7 51
24 Dec 1297.25 4.5 -2.50 20.92 39 -12 42
23 Dec 1296.80 7 -2.05 23.44 20 13 53
20 Dec 1288.40 9.05 0.95 23.98 33 9 40
19 Dec 1286.90 8.1 4.45 22.47 32 19 31
18 Dec 1314.15 3.65 0.00 0.00 0 0 0
17 Dec 1333.75 3.65 0.00 0.00 0 0 0
16 Dec 1346.10 3.65 0.00 0.00 0 0 0
13 Dec 1344.90 3.65 -1.25 23.11 1 0 12
12 Dec 1329.25 4.9 0.00 0.00 0 0 0
11 Dec 1327.50 4.9 0.00 0.00 0 0 0
10 Dec 1330.45 4.9 0.00 0.00 0 0 0
9 Dec 1322.30 4.9 0.00 0.00 0 11 0
6 Dec 1328.75 4.9 -2.40 21.56 11 8 9
5 Dec 1336.50 7.3 0.00 0.00 0 1 0
4 Dec 1316.05 7.3 -10.40 22.30 1 0 0
3 Dec 1308.40 17.7 0.00 6.37 0 0 0
2 Dec 1304.65 17.7 0.00 6.11 0 0 0
29 Nov 1300.10 17.7 5.30 0 0 0


For Icici Bank Ltd. - strike price 1210 expiring on 30JAN2025

Delta for 1210 PE is -0.22

Historical price for 1210 PE is as follows

On 9 Jan ICICIBANK was trading at 1258.40. The strike last trading price was 9.9, which was 2.05 higher than the previous day. The implied volatity was 25.13, the open interest changed by 19 which increased total open position to 677


On 8 Jan ICICIBANK was trading at 1263.75. The strike last trading price was 7.85, which was 0.85 higher than the previous day. The implied volatity was 23.95, the open interest changed by 1 which increased total open position to 659


On 7 Jan ICICIBANK was trading at 1279.25. The strike last trading price was 7, which was -3.90 lower than the previous day. The implied volatity was 25.74, the open interest changed by 65 which increased total open position to 659


On 6 Jan ICICIBANK was trading at 1264.10. The strike last trading price was 10.9, which was 1.45 higher than the previous day. The implied volatity was 26.65, the open interest changed by -17 which decreased total open position to 599


On 3 Jan ICICIBANK was trading at 1265.05. The strike last trading price was 9.45, which was 4.20 higher than the previous day. The implied volatity was 23.80, the open interest changed by 132 which increased total open position to 615


On 2 Jan ICICIBANK was trading at 1290.60. The strike last trading price was 5.25, which was -0.60 lower than the previous day. The implied volatity was 23.28, the open interest changed by 93 which increased total open position to 485


On 1 Jan ICICIBANK was trading at 1283.65. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 22.50, the open interest changed by 36 which increased total open position to 395


On 31 Dec ICICIBANK was trading at 1281.65. The strike last trading price was 5.85, which was 1.70 higher than the previous day. The implied volatity was 22.13, the open interest changed by 189 which increased total open position to 361


On 30 Dec ICICIBANK was trading at 1294.65. The strike last trading price was 4.15, which was 0.95 higher than the previous day. The implied volatity was 21.17, the open interest changed by 79 which increased total open position to 173


On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 3.2, which was -1.55 lower than the previous day. The implied volatity was 20.93, the open interest changed by 42 which increased total open position to 90


On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 4.75, which was 0.25 higher than the previous day. The implied volatity was 21.46, the open interest changed by 7 which increased total open position to 51


On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 4.5, which was -2.50 lower than the previous day. The implied volatity was 20.92, the open interest changed by -12 which decreased total open position to 42


On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 7, which was -2.05 lower than the previous day. The implied volatity was 23.44, the open interest changed by 13 which increased total open position to 53


On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 9.05, which was 0.95 higher than the previous day. The implied volatity was 23.98, the open interest changed by 9 which increased total open position to 40


On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 8.1, which was 4.45 higher than the previous day. The implied volatity was 22.47, the open interest changed by 19 which increased total open position to 31


On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 3.65, 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 3.65, 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 3.65, 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 3.65, which was -1.25 lower than the previous day. The implied volatity was 23.11, the open interest changed by 0 which decreased total open position to 12


On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 4.9, 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 4.9, 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 4.9, 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 4.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0


On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 4.9, which was -2.40 lower than the previous day. The implied volatity was 21.56, the open interest changed by 8 which increased total open position to 9


On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 7.3, 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 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 7.3, which was -10.40 lower than the previous day. The implied volatity was 22.30, 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 17.7, which was 0.00 lower than the previous day. The implied volatity was 6.37, 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 17.7, which was 0.00 lower than the previous day. The implied volatity was 6.11, 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 17.7, which was lower than the previous day. The implied volatity was 5.30, the open interest changed by 0 which decreased total open position to 0