ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1230 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 58.4 | -3.90 | - | 18 | -12 | 31 | |||
| 19 Dec | 1286.90 | 62.3 | -28.95 | 19.37 | 1 | 0 | 44 | |||
| 18 Dec | 1314.15 | 91.25 | -24.75 | 31.34 | 17 | -14 | 45 | |||
| 17 Dec | 1333.75 | 116 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1346.10 | 116 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 13 Dec | 1344.90 | 116 | 26.00 | - | 1 | 0 | 60 | |||
| 12 Dec | 1329.25 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1327.50 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1330.45 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1322.30 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1328.75 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1336.50 | 90 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 4 Dec | 1316.05 | 90 | 10.25 | - | 1 | 0 | 61 | |||
| 3 Dec | 1308.40 | 79.75 | -8.25 | - | 2 | 0 | 61 | |||
| 2 Dec | 1304.65 | 88 | 5.00 | 24.80 | 6 | 0 | 62 | |||
| 29 Nov | 1300.10 | 83 | 12.00 | 21.15 | 24 | 9 | 60 | |||
| 28 Nov | 1286.35 | 71 | -14.00 | 17.42 | 9 | 2 | 50 | |||
| 27 Nov | 1300.70 | 85 | -3.75 | 19.33 | 9 | 5 | 48 | |||
| 26 Nov | 1304.95 | 88.75 | 1.20 | 19.43 | 3 | 0 | 40 | |||
| 25 Nov | 1300.95 | 87.55 | 22.85 | 19.26 | 9 | 7 | 42 | |||
| 22 Nov | 1278.05 | 64.7 | 17.00 | 15.97 | 18 | 8 | 43 | |||
| 21 Nov | 1250.55 | 47.7 | -1.95 | 16.00 | 46 | 4 | 35 | |||
| 20 Nov | 1249.10 | 49.65 | 0.00 | 22.31 | 35 | 31 | 25 | |||
| 19 Nov | 1249.10 | 49.65 | -46.50 | 22.31 | 35 | 25 | 25 | |||
| 18 Nov | 1253.45 | 96.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 96.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 96.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 96.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1269.30 | 96.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 96.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 96.15 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 6 Nov | 1302.35 | 96.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 96.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1277.20 | 96.15 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1230 expiring on 26DEC2024
Delta for 1230 CE is -
Historical price for 1230 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 58.4, which was -3.90 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 31
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 62.3, which was -28.95 lower than the previous day. The implied volatity was 19.37, the open interest changed by 0 which decreased total open position to 44
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 91.25, which was -24.75 lower than the previous day. The implied volatity was 31.34, the open interest changed by -14 which decreased total open position to 45
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 116, 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 116, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 116, which was 26.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 60
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 90, 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 90, 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 90, 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 90, 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 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 90, 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 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 90, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 90, which was 10.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 79.75, which was -8.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 88, which was 5.00 higher than the previous day. The implied volatity was 24.80, the open interest changed by 0 which decreased total open position to 62
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 83, which was 12.00 higher than the previous day. The implied volatity was 21.15, the open interest changed by 9 which increased total open position to 60
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 71, which was -14.00 lower than the previous day. The implied volatity was 17.42, the open interest changed by 2 which increased total open position to 50
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 85, which was -3.75 lower than the previous day. The implied volatity was 19.33, the open interest changed by 5 which increased total open position to 48
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 88.75, which was 1.20 higher than the previous day. The implied volatity was 19.43, the open interest changed by 0 which decreased total open position to 40
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 87.55, which was 22.85 higher than the previous day. The implied volatity was 19.26, the open interest changed by 7 which increased total open position to 42
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 64.7, which was 17.00 higher than the previous day. The implied volatity was 15.97, the open interest changed by 8 which increased total open position to 43
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 47.7, which was -1.95 lower than the previous day. The implied volatity was 16.00, the open interest changed by 4 which increased total open position to 35
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 49.65, which was 0.00 lower than the previous day. The implied volatity was 22.31, the open interest changed by 31 which increased total open position to 25
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 49.65, which was -46.50 lower than the previous day. The implied volatity was 22.31, the open interest changed by 25 which increased total open position to 25
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 96.15, 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 96.15, 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 96.15, 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 96.15, 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 96.15, 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 96.15, 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 96.15, 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 96.15, 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 96.15, 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 96.15, 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 1230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.22
Theta: -0.48
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 1.4 | -0.60 | 27.12 | 2,214 | -73 | 481 |
| 19 Dec | 1286.90 | 2 | 0.95 | 26.74 | 1,547 | 136 | 568 |
| 18 Dec | 1314.15 | 1.05 | 0.15 | 28.47 | 1,205 | 38 | 434 |
| 17 Dec | 1333.75 | 0.9 | 0.00 | 29.91 | 461 | 87 | 405 |
| 16 Dec | 1346.10 | 0.9 | 0.15 | 30.41 | 274 | 15 | 322 |
| 13 Dec | 1344.90 | 0.75 | -0.30 | 26.34 | 961 | -105 | 294 |
| 12 Dec | 1329.25 | 1.05 | -0.20 | 24.41 | 535 | -64 | 408 |
| 11 Dec | 1327.50 | 1.25 | -0.45 | 24.00 | 389 | 43 | 472 |
| 10 Dec | 1330.45 | 1.7 | -0.35 | 25.44 | 382 | 36 | 428 |
| 9 Dec | 1322.30 | 2.05 | 0.20 | 24.38 | 439 | -3 | 393 |
| 6 Dec | 1328.75 | 1.85 | -0.25 | 23.04 | 617 | 0 | 396 |
| 5 Dec | 1336.50 | 2.1 | -0.90 | 24.39 | 747 | -29 | 401 |
| 4 Dec | 1316.05 | 3 | -0.70 | 22.48 | 616 | 3 | 432 |
| 3 Dec | 1308.40 | 3.7 | -1.15 | 21.78 | 569 | 3 | 434 |
| 2 Dec | 1304.65 | 4.85 | -0.75 | 22.56 | 752 | 76 | 434 |
| 29 Nov | 1300.10 | 5.6 | -1.95 | 21.62 | 774 | 92 | 357 |
| 28 Nov | 1286.35 | 7.55 | 2.20 | 21.50 | 510 | 81 | 264 |
| 27 Nov | 1300.70 | 5.35 | -0.30 | 21.11 | 174 | -20 | 182 |
| 26 Nov | 1304.95 | 5.65 | -0.95 | 21.78 | 219 | 13 | 202 |
| 25 Nov | 1300.95 | 6.6 | -6.55 | 22.31 | 341 | 118 | 189 |
| 22 Nov | 1278.05 | 13.15 | -5.30 | 23.14 | 133 | 23 | 94 |
| 21 Nov | 1250.55 | 18.45 | -5.20 | 22.25 | 156 | 5 | 71 |
| 20 Nov | 1249.10 | 23.65 | 0.00 | 22.58 | 37 | 2 | 70 |
| 19 Nov | 1249.10 | 23.65 | 4.10 | 22.58 | 37 | 6 | 70 |
| 18 Nov | 1253.45 | 19.55 | 1.55 | 21.55 | 48 | 22 | 64 |
| 14 Nov | 1256.95 | 18 | -1.30 | 21.17 | 31 | 23 | 41 |
| 13 Nov | 1253.70 | 19.3 | -0.95 | 21.66 | 26 | 16 | 16 |
| 12 Nov | 1270.60 | 20.25 | 0.00 | 3.49 | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 20.25 | 0.00 | 3.44 | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 20.25 | 0.00 | 2.86 | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 20.25 | 0.00 | 3.96 | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 20.25 | 0.00 | 5.33 | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 20.25 | 0.00 | 4.90 | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 20.25 | 3.90 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1230 expiring on 26DEC2024
Delta for 1230 PE is -0.07
Historical price for 1230 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 1.4, which was -0.60 lower than the previous day. The implied volatity was 27.12, the open interest changed by -73 which decreased total open position to 481
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 2, which was 0.95 higher than the previous day. The implied volatity was 26.74, the open interest changed by 136 which increased total open position to 568
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 1.05, which was 0.15 higher than the previous day. The implied volatity was 28.47, the open interest changed by 38 which increased total open position to 434
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 29.91, the open interest changed by 87 which increased total open position to 405
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 30.41, the open interest changed by 15 which increased total open position to 322
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was 26.34, the open interest changed by -105 which decreased total open position to 294
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 1.05, which was -0.20 lower than the previous day. The implied volatity was 24.41, the open interest changed by -64 which decreased total open position to 408
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was 24.00, the open interest changed by 43 which increased total open position to 472
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 25.44, the open interest changed by 36 which increased total open position to 428
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 2.05, which was 0.20 higher than the previous day. The implied volatity was 24.38, the open interest changed by -3 which decreased total open position to 393
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 1.85, which was -0.25 lower than the previous day. The implied volatity was 23.04, the open interest changed by 0 which decreased total open position to 396
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 2.1, which was -0.90 lower than the previous day. The implied volatity was 24.39, the open interest changed by -29 which decreased total open position to 401
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 3, which was -0.70 lower than the previous day. The implied volatity was 22.48, the open interest changed by 3 which increased total open position to 432
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 3.7, which was -1.15 lower than the previous day. The implied volatity was 21.78, the open interest changed by 3 which increased total open position to 434
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 4.85, which was -0.75 lower than the previous day. The implied volatity was 22.56, the open interest changed by 76 which increased total open position to 434
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 5.6, which was -1.95 lower than the previous day. The implied volatity was 21.62, the open interest changed by 92 which increased total open position to 357
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 7.55, which was 2.20 higher than the previous day. The implied volatity was 21.50, the open interest changed by 81 which increased total open position to 264
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 5.35, which was -0.30 lower than the previous day. The implied volatity was 21.11, the open interest changed by -20 which decreased total open position to 182
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 5.65, which was -0.95 lower than the previous day. The implied volatity was 21.78, the open interest changed by 13 which increased total open position to 202
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 6.6, which was -6.55 lower than the previous day. The implied volatity was 22.31, the open interest changed by 118 which increased total open position to 189
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 13.15, which was -5.30 lower than the previous day. The implied volatity was 23.14, the open interest changed by 23 which increased total open position to 94
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 18.45, which was -5.20 lower than the previous day. The implied volatity was 22.25, the open interest changed by 5 which increased total open position to 71
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 23.65, which was 0.00 lower than the previous day. The implied volatity was 22.58, the open interest changed by 2 which increased total open position to 70
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 23.65, which was 4.10 higher than the previous day. The implied volatity was 22.58, the open interest changed by 6 which increased total open position to 70
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 19.55, which was 1.55 higher than the previous day. The implied volatity was 21.55, the open interest changed by 22 which increased total open position to 64
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 18, which was -1.30 lower than the previous day. The implied volatity was 21.17, the open interest changed by 23 which increased total open position to 41
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 19.3, which was -0.95 lower than the previous day. The implied volatity was 21.66, the open interest changed by 16 which increased total open position to 16
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 20.25, which was 0.00 lower than the previous day. The implied volatity was 3.49, 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 20.25, which was 0.00 lower than the previous day. The implied volatity was 3.44, 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 20.25, which was 0.00 lower than the previous day. The implied volatity was 2.86, 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 20.25, which was 0.00 lower than the previous day. The implied volatity was 3.96, 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 20.25, which was 0.00 lower than the previous day. The implied volatity was 5.33, 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 20.25, which was 0.00 lower than the previous day. The implied volatity was 4.90, 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 20.25, which was lower than the previous day. The implied volatity was 3.90, the open interest changed by 0 which decreased total open position to 0
