ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
03 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1210 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 | |||
| 3 Dec | 1308.40 | 98 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 98 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 98 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 28 Nov | 1286.35 | 98 | -12.80 | 29.67 | 1 | 0 | 0 | |||
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| 27 Nov | 1300.70 | 110.8 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1304.95 | 110.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1300.95 | 110.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1278.05 | 110.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1250.55 | 110.8 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1249.10 | 110.8 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1249.10 | 110.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1253.45 | 110.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 110.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 110.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 110.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1269.30 | 110.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 110.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 110.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 110.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 110.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1277.20 | 110.8 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1210 expiring on 26DEC2024
Delta for 1210 CE is 0.00
Historical price for 1210 CE is as follows
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 98, 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 98, 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 98, 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 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 98, which was -12.80 lower than the previous day. The implied volatity was 29.67, 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 110.8, 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 110.8, 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 110.8, 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 110.8, 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 110.8, 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 110.8, 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 110.8, 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 110.8, 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 110.8, 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 110.8, 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 110.8, 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 110.8, 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 110.8, 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 110.8, 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 110.8, 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 110.8, 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 110.8, 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 1210 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.43
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1308.40 | 2.3 | -0.85 | 22.73 | 244 | 22 | 327 |
| 2 Dec | 1304.65 | 3.15 | -0.55 | 23.55 | 339 | 57 | 308 |
| 29 Nov | 1300.10 | 3.7 | -1.50 | 22.58 | 542 | 145 | 255 |
| 28 Nov | 1286.35 | 5.2 | 1.30 | 22.61 | 161 | 61 | 109 |
| 27 Nov | 1300.70 | 3.9 | -0.25 | 22.61 | 12 | -1 | 48 |
| 26 Nov | 1304.95 | 4.15 | -0.50 | 23.21 | 27 | 1 | 48 |
| 25 Nov | 1300.95 | 4.65 | -9.55 | 23.36 | 157 | 14 | 44 |
| 22 Nov | 1278.05 | 14.2 | 0.00 | 0.00 | 0 | -4 | 0 |
| 21 Nov | 1250.55 | 14.2 | -2.80 | 23.64 | 52 | -4 | 30 |
| 20 Nov | 1249.10 | 17 | 0.00 | 22.84 | 19 | 15 | 34 |
| 19 Nov | 1249.10 | 17 | 2.10 | 22.84 | 19 | 15 | 34 |
| 18 Nov | 1253.45 | 14.9 | -0.25 | 22.73 | 21 | 18 | 18 |
| 14 Nov | 1256.95 | 15.15 | 0.00 | 4.19 | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 15.15 | 0.00 | 4.11 | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 15.15 | 0.00 | 4.75 | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 15.15 | 0.00 | 4.82 | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 15.15 | 0.00 | 4.08 | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 15.15 | 0.00 | 5.14 | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 15.15 | 0.00 | 6.35 | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 15.15 | 0.00 | 6.03 | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 15.15 | 4.80 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1210 expiring on 26DEC2024
Delta for 1210 PE is -0.07
Historical price for 1210 PE is as follows
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 2.3, which was -0.85 lower than the previous day. The implied volatity was 22.73, the open interest changed by 22 which increased total open position to 327
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 3.15, which was -0.55 lower than the previous day. The implied volatity was 23.55, the open interest changed by 57 which increased total open position to 308
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 3.7, which was -1.50 lower than the previous day. The implied volatity was 22.58, the open interest changed by 145 which increased total open position to 255
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 5.2, which was 1.30 higher than the previous day. The implied volatity was 22.61, the open interest changed by 61 which increased total open position to 109
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 3.9, which was -0.25 lower than the previous day. The implied volatity was 22.61, the open interest changed by -1 which decreased total open position to 48
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 4.15, which was -0.50 lower than the previous day. The implied volatity was 23.21, the open interest changed by 1 which increased total open position to 48
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 4.65, which was -9.55 lower than the previous day. The implied volatity was 23.36, the open interest changed by 14 which increased total open position to 44
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 14.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 14.2, which was -2.80 lower than the previous day. The implied volatity was 23.64, the open interest changed by -4 which decreased total open position to 30
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 17, which was 0.00 lower than the previous day. The implied volatity was 22.84, the open interest changed by 15 which increased total open position to 34
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 17, which was 2.10 higher than the previous day. The implied volatity was 22.84, the open interest changed by 15 which increased total open position to 34
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 14.9, which was -0.25 lower than the previous day. The implied volatity was 22.73, the open interest changed by 18 which increased total open position to 18
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 15.15, which was 0.00 lower than the previous day. The implied volatity was 4.19, 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 15.15, which was 0.00 lower than the previous day. The implied volatity was 4.11, 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 15.15, which was 0.00 lower than the previous day. The implied volatity was 4.75, 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 15.15, which was 0.00 lower than the previous day. The implied volatity was 4.82, 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 15.15, which was 0.00 lower than the previous day. The implied volatity was 4.08, 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 15.15, which was 0.00 lower than the previous day. The implied volatity was 5.14, 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 15.15, which was 0.00 lower than the previous day. The implied volatity was 6.35, 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 15.15, which was 0.00 lower than the previous day. The implied volatity was 6.03, 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 15.15, which was lower than the previous day. The implied volatity was 4.80, the open interest changed by 0 which decreased total open position to 0
