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 | |||
| 8 Jul | 1235.05 | 30.9 | 1.40 | - | 20,09,000 | -88,900 | 13,50,300 | |||
| 5 Jul | 1233.40 | 29.5 | - | 49,15,400 | -1,91,100 | 14,39,200 | ||||
| 4 Jul | 1233.00 | 32.45 | - | 84,15,400 | -2,55,500 | 16,30,300 | ||||
| 3 Jul | 1201.60 | 18.25 | - | 91,61,600 | -1,19,700 | 18,85,800 | ||||
| 2 Jul | 1190.60 | 17.1 | - | 53,60,600 | 1,46,300 | 20,39,800 | ||||
| 1 Jul | 1211.85 | 22.7 | - | 33,00,500 | -71,400 | 18,93,500 | ||||
| 28 Jun | 1199.60 | 20.35 | - | 54,43,900 | 7,81,900 | 19,64,900 | ||||
| 27 Jun | 1219.90 | 29.1 | - | 59,26,900 | -1,14,800 | 11,83,000 | ||||
| 26 Jun | 1218.00 | 28.4 | - | 73,67,500 | 7,04,200 | 13,01,300 | ||||
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| 25 Jun | 1197.95 | 24.1 | - | 15,16,200 | 1,55,400 | 5,97,100 | ||||
| 24 Jun | 1170.10 | 11.6 | - | 6,52,400 | 2,79,300 | 4,41,000 | ||||
| 21 Jun | 1158.65 | 8.70 | - | 1,26,700 | 44,100 | 1,63,100 | ||||
| 20 Jun | 1156.80 | 9.50 | - | 1,42,800 | 80,500 | 1,19,000 | ||||
| 19 Jun | 1144.45 | 6.85 | - | 54,600 | 38,500 | 38,500 | ||||
| 18 Jun | 1122.85 | 20.65 | - | 0 | 0 | 0 | ||||
| 14 Jun | 1105.65 | 20.65 | - | 0 | 0 | 0 | ||||
| 13 Jun | 1107.35 | 20.65 | - | 0 | 0 | 0 | ||||
| 12 Jun | 1119.55 | 20.65 | - | 0 | 0 | 0 | ||||
| 11 Jun | 1118.20 | 20.65 | - | 0 | 0 | 0 | ||||
| 10 Jun | 1123.80 | 20.65 | - | 0 | 0 | 0 | ||||
For ICICI BANK LTD. - strike price 1220 expiring on 25JUL2024
Delta for 1220 CE is -
Historical price for 1220 CE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 30.9, which was 1.40 higher than the previous day. The implied volatity was -, the open interest changed by -88900 which decreased total open position to 1350300
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 29.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -191100 which decreased total open position to 1439200
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 32.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -255500 which decreased total open position to 1630300
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 18.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -119700 which decreased total open position to 1885800
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 17.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 146300 which increased total open position to 2039800
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 22.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -71400 which decreased total open position to 1893500
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 20.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 781900 which increased total open position to 1964900
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 29.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -114800 which decreased total open position to 1183000
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 28.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 704200 which increased total open position to 1301300
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 24.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 155400 which increased total open position to 597100
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 11.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 279300 which increased total open position to 441000
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 8.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 44100 which increased total open position to 163100
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 9.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 80500 which increased total open position to 119000
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 38500 which increased total open position to 38500
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 20.65, 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 14 Jun ICICIBANK was trading at 1105.65. The strike last trading price was 20.65, 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 13 Jun ICICIBANK was trading at 1107.35. The strike last trading price was 20.65, 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 12 Jun ICICIBANK was trading at 1119.55. The strike last trading price was 20.65, 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 20.65, 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 20.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 15.65 | -1.55 | - | 30,80,700 | 42,000 | 14,19,600 |
| 5 Jul | 1233.40 | 17.2 | - | 79,45,000 | -3,08,000 | 13,77,600 | |
| 4 Jul | 1233.00 | 19 | - | 74,87,900 | 12,60,700 | 16,85,600 | |
| 3 Jul | 1201.60 | 32.2 | - | 17,53,500 | -16,800 | 4,24,900 | |
| 2 Jul | 1190.60 | 37.9 | - | 14,00,000 | -53,900 | 4,71,800 | |
| 1 Jul | 1211.85 | 31 | - | 5,90,100 | 35,000 | 5,25,700 | |
| 28 Jun | 1199.60 | 35.35 | - | 28,79,100 | -86,800 | 4,90,700 | |
| 27 Jun | 1219.90 | 28.8 | - | 36,35,100 | 1,70,800 | 5,77,500 | |
| 26 Jun | 1218.00 | 32.95 | - | 19,81,700 | 3,31,100 | 4,06,000 | |
| 25 Jun | 1197.95 | 38.95 | - | 1,59,600 | 49,000 | 74,900 | |
| 24 Jun | 1170.10 | 59.75 | - | 24,500 | 23,100 | 26,600 | |
| 21 Jun | 1158.65 | 65.15 | - | 2,100 | 0 | 1,400 | |
| 20 Jun | 1156.80 | 68.50 | - | 1,400 | 700 | 700 | |
| 19 Jun | 1144.45 | 104.90 | - | 0 | 0 | 0 | |
| 18 Jun | 1122.85 | 104.90 | - | 0 | 0 | 0 | |
| 14 Jun | 1105.65 | 104.90 | - | 0 | 0 | 0 | |
| 13 Jun | 1107.35 | 104.90 | - | 0 | 0 | 0 | |
| 12 Jun | 1119.55 | 104.90 | - | 0 | 0 | 0 | |
| 11 Jun | 1118.20 | 104.90 | - | 0 | 0 | 0 | |
| 10 Jun | 1123.80 | 104.90 | - | 0 | 0 | 0 | |
For ICICI BANK LTD. - strike price 1220 expiring on 25JUL2024
Delta for 1220 PE is -
Historical price for 1220 PE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 15.65, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 42000 which increased total open position to 1419600
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 17.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -308000 which decreased total open position to 1377600
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 19, which was lower than the previous day. The implied volatity was -, the open interest changed by 1260700 which increased total open position to 1685600
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 32.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -16800 which decreased total open position to 424900
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 37.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -53900 which decreased total open position to 471800
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 31, which was lower than the previous day. The implied volatity was -, the open interest changed by 35000 which increased total open position to 525700
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 35.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -86800 which decreased total open position to 490700
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 28.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 170800 which increased total open position to 577500
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 32.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 331100 which increased total open position to 406000
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 38.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 49000 which increased total open position to 74900
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 59.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 23100 which increased total open position to 26600
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 65.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1400
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 68.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 700
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 104.90, 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 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 104.90, 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 14 Jun ICICIBANK was trading at 1105.65. The strike last trading price was 104.90, 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 13 Jun ICICIBANK was trading at 1107.35. The strike last trading price was 104.90, 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 12 Jun ICICIBANK was trading at 1119.55. The strike last trading price was 104.90, 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 104.90, 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 104.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0