ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1230 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 80.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Dec | 1297.35 | 80.05 | -4.95 | 13.02 | 5 | 2 | 28 | |||
| 24 Dec | 1297.25 | 85 | 3.00 | 16.73 | 5 | 1 | 25 | |||
| 23 Dec | 1296.80 | 82 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 20 Dec | 1288.40 | 82 | -23.00 | 17.98 | 10 | 2 | 17 | |||
| 19 Dec | 1286.90 | 105 | 0.00 | 0.00 | 0 | 15 | 0 | |||
| 18 Dec | 1314.15 | 105 | 10.05 | 18.14 | 15 | 10 | 10 | |||
| 17 Dec | 1333.75 | 94.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1346.10 | 94.95 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1344.90 | 94.95 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1329.25 | 94.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1327.50 | 94.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1330.45 | 94.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1322.30 | 94.95 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 6 Dec | 1328.75 | 94.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1336.50 | 94.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1316.05 | 94.95 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1308.40 | 94.95 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 94.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 94.95 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1230 expiring on 30JAN2025
Delta for 1230 CE is 0.00
Historical price for 1230 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 80.05, 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 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 80.05, which was -4.95 lower than the previous day. The implied volatity was 13.02, the open interest changed by 2 which increased total open position to 28
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 85, which was 3.00 higher than the previous day. The implied volatity was 16.73, the open interest changed by 1 which increased total open position to 25
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 82, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 82, which was -23.00 lower than the previous day. The implied volatity was 17.98, the open interest changed by 2 which increased total open position to 17
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 105, which was 10.05 higher than the previous day. The implied volatity was 18.14, the open interest changed by 10 which increased total open position to 10
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 94.95, 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 94.95, 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 94.95, 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 94.95, 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 94.95, 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 94.95, 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 94.95, 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 94.95, 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 94.95, 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 94.95, 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 94.95, 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 94.95, 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 94.95, 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 1230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.80
Theta: -0.19
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 4.85 | -1.90 | 20.14 | 663 | 79 | 344 |
| 26 Dec | 1297.35 | 6.75 | 0.50 | 20.43 | 306 | 28 | 266 |
| 24 Dec | 1297.25 | 6.25 | -2.00 | 19.77 | 404 | 116 | 238 |
| 23 Dec | 1296.80 | 8.25 | -4.75 | 21.30 | 81 | 37 | 124 |
| 20 Dec | 1288.40 | 13 | 2.40 | 23.84 | 52 | 33 | 87 |
| 19 Dec | 1286.90 | 10.6 | 3.05 | 21.28 | 39 | 31 | 54 |
| 18 Dec | 1314.15 | 7.55 | 1.50 | 22.46 | 27 | 20 | 22 |
| 17 Dec | 1333.75 | 6.05 | 0.00 | 0.00 | 0 | 2 | 0 |
| 16 Dec | 1346.10 | 6.05 | -17.15 | 23.94 | 3 | 2 | 2 |
| 13 Dec | 1344.90 | 23.2 | 0.00 | 7.54 | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 23.2 | 0.00 | 6.72 | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 23.2 | 0.00 | 6.58 | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 23.2 | 0.00 | 6.60 | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 23.2 | 0.00 | 6.28 | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 23.2 | 0.00 | 6.85 | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 23.2 | 0.00 | 6.83 | 0 | 0 | 0 |
| 4 Dec | 1316.05 | 23.2 | 0.00 | 5.68 | 0 | 0 | 0 |
| 3 Dec | 1308.40 | 23.2 | 0.00 | 5.33 | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 23.2 | 0.00 | 5.05 | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 23.2 | 4.68 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1230 expiring on 30JAN2025
Delta for 1230 PE is -0.12
Historical price for 1230 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 4.85, which was -1.90 lower than the previous day. The implied volatity was 20.14, the open interest changed by 79 which increased total open position to 344
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 6.75, which was 0.50 higher than the previous day. The implied volatity was 20.43, the open interest changed by 28 which increased total open position to 266
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 6.25, which was -2.00 lower than the previous day. The implied volatity was 19.77, the open interest changed by 116 which increased total open position to 238
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 8.25, which was -4.75 lower than the previous day. The implied volatity was 21.30, the open interest changed by 37 which increased total open position to 124
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 13, which was 2.40 higher than the previous day. The implied volatity was 23.84, the open interest changed by 33 which increased total open position to 87
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 10.6, which was 3.05 higher than the previous day. The implied volatity was 21.28, the open interest changed by 31 which increased total open position to 54
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 7.55, which was 1.50 higher than the previous day. The implied volatity was 22.46, the open interest changed by 20 which increased total open position to 22
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 6.05, 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 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 6.05, which was -17.15 lower than the previous day. The implied volatity was 23.94, the open interest changed by 2 which increased total open position to 2
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 23.2, which was 0.00 lower than the previous day. The implied volatity was 7.54, 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 23.2, which was 0.00 lower than the previous day. The implied volatity was 6.72, 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 23.2, which was 0.00 lower than the previous day. The implied volatity was 6.58, 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 23.2, which was 0.00 lower than the previous day. The implied volatity was 6.60, 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 23.2, which was 0.00 lower than the previous day. The implied volatity was 6.28, 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 23.2, which was 0.00 lower than the previous day. The implied volatity was 6.85, 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 23.2, which was 0.00 lower than the previous day. The implied volatity was 6.83, 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 23.2, which was 0.00 lower than the previous day. The implied volatity was 5.68, 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 23.2, 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 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 23.2, which was 0.00 lower than the previous day. The implied volatity was 5.05, 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 23.2, which was lower than the previous day. The implied volatity was 4.68, the open interest changed by 0 which decreased total open position to 0
