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

1308.4 3.75 (0.29%)

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Historical option data for ICICIBANK

03 Dec 2024 04:10 PM IST
ICICIBANK 26DEC2024 1240 CE
Delta: 0.84
Vega: 0.79
Theta: -0.69
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 1308.40 81.25 5.25 24.04 4 1 77
2 Dec 1304.65 76 1.50 19.97 11 0 78
29 Nov 1300.10 74.5 4.60 20.91 11 -2 79
28 Nov 1286.35 69.9 -5.55 24.53 6 3 81
27 Nov 1300.70 75.45 -5.35 18.06 25 -4 75
26 Nov 1304.95 80.8 5.80 20.18 8 7 79
25 Nov 1300.95 75 16.20 13.44 46 -29 73
22 Nov 1278.05 58.8 13.15 17.81 155 -18 84
21 Nov 1250.55 45.65 6.00 19.42 290 15 102
20 Nov 1249.10 39.65 0.00 19.56 119 64 88
19 Nov 1249.10 39.65 -3.50 19.56 119 65 88
18 Nov 1253.45 43.15 -2.95 18.10 2 1 22
14 Nov 1256.95 46.1 -3.70 15.63 16 11 20
13 Nov 1253.70 49.8 -25.20 18.15 7 6 8
12 Nov 1270.60 75 20.00 28.99 2 0 2
11 Nov 1269.30 55 0.00 0.00 0 0 0
8 Nov 1258.85 55 -13.75 19.10 3 1 3
7 Nov 1278.70 68.75 0.00 0.00 0 0 0
6 Nov 1302.35 68.75 0.00 0.00 0 0 0
5 Nov 1296.70 68.75 -12.25 - 1 0 2
4 Nov 1277.20 81 12.55 26.68 1 0 1
31 Oct 1292.25 68.45 0.00 - 0 0 1
30 Oct 1312.15 68.45 0.00 - 0 0 1
29 Oct 1331.85 68.45 0.00 - 0 0 1
28 Oct 1292.85 68.45 0.00 - 0 1 1
24 Oct 1252.75 68.45 0.00 - 0 0 1
23 Oct 1251.60 68.45 0.00 - 0 0 1
22 Oct 1267.50 68.45 0.00 - 0 0 1
21 Oct 1259.05 68.45 0.00 - 0 0 1
18 Oct 1264.50 68.45 0.00 - 0 0 1
17 Oct 1231.25 68.45 0.00 - 0 0 1
16 Oct 1243.15 68.45 0.00 - 0 0 1
15 Oct 1255.50 68.45 0.00 - 0 0 1
14 Oct 1231.75 68.45 0.00 - 0 0 1
10 Oct 1243.50 68.45 0.00 - 1 0 1
9 Oct 1244.15 68.45 0.00 - 1 0 1
8 Oct 1236.60 68.45 68.45 - 1 0 1
4 Oct 1239.75 0 0.00 - 0 0 0
3 Oct 1256.35 0 0.00 - 0 0 0
1 Oct 1274.40 0 0.00 - 0 0 0
30 Sept 1273.00 0 - 0 0 0


For Icici Bank Ltd. - strike price 1240 expiring on 26DEC2024

Delta for 1240 CE is 0.84

Historical price for 1240 CE is as follows

On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 81.25, which was 5.25 higher than the previous day. The implied volatity was 24.04, the open interest changed by 1 which increased total open position to 77


On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 76, which was 1.50 higher than the previous day. The implied volatity was 19.97, the open interest changed by 0 which decreased total open position to 78


On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 74.5, which was 4.60 higher than the previous day. The implied volatity was 20.91, the open interest changed by -2 which decreased total open position to 79


On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 69.9, which was -5.55 lower than the previous day. The implied volatity was 24.53, the open interest changed by 3 which increased total open position to 81


On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 75.45, which was -5.35 lower than the previous day. The implied volatity was 18.06, the open interest changed by -4 which decreased total open position to 75


On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 80.8, which was 5.80 higher than the previous day. The implied volatity was 20.18, the open interest changed by 7 which increased total open position to 79


On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 75, which was 16.20 higher than the previous day. The implied volatity was 13.44, the open interest changed by -29 which decreased total open position to 73


On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 58.8, which was 13.15 higher than the previous day. The implied volatity was 17.81, the open interest changed by -18 which decreased total open position to 84


On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 45.65, which was 6.00 higher than the previous day. The implied volatity was 19.42, the open interest changed by 15 which increased total open position to 102


On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 39.65, which was 0.00 lower than the previous day. The implied volatity was 19.56, the open interest changed by 64 which increased total open position to 88


On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 39.65, which was -3.50 lower than the previous day. The implied volatity was 19.56, the open interest changed by 65 which increased total open position to 88


On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 43.15, which was -2.95 lower than the previous day. The implied volatity was 18.10, the open interest changed by 1 which increased total open position to 22


On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 46.1, which was -3.70 lower than the previous day. The implied volatity was 15.63, the open interest changed by 11 which increased total open position to 20


On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 49.8, which was -25.20 lower than the previous day. The implied volatity was 18.15, the open interest changed by 6 which increased total open position to 8


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 75, which was 20.00 higher than the previous day. The implied volatity was 28.99, the open interest changed by 0 which decreased total open position to 2


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 55, 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 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 55, which was -13.75 lower than the previous day. The implied volatity was 19.10, the open interest changed by 1 which increased total open position to 3


On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 68.75, 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 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 68.75, 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 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 68.75, which was -12.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 81, which was 12.55 higher than the previous day. The implied volatity was 26.68, the open interest changed by 0 which decreased total open position to 1


On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 68.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct ICICIBANK was trading at 1312.15. The strike last trading price was 68.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 68.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct ICICIBANK was trading at 1292.85. The strike last trading price was 68.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct ICICIBANK was trading at 1252.75. The strike last trading price was 68.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct ICICIBANK was trading at 1251.60. The strike last trading price was 68.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct ICICIBANK was trading at 1267.50. The strike last trading price was 68.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct ICICIBANK was trading at 1259.05. The strike last trading price was 68.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct ICICIBANK was trading at 1264.50. The strike last trading price was 68.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct ICICIBANK was trading at 1231.25. The strike last trading price was 68.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct ICICIBANK was trading at 1243.15. The strike last trading price was 68.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct ICICIBANK was trading at 1255.50. The strike last trading price was 68.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct ICICIBANK was trading at 1231.75. The strike last trading price was 68.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct ICICIBANK was trading at 1243.50. The strike last trading price was 68.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct ICICIBANK was trading at 1244.15. The strike last trading price was 68.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct ICICIBANK was trading at 1236.60. The strike last trading price was 68.45, which was 68.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct ICICIBANK was trading at 1239.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct ICICIBANK was trading at 1256.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct ICICIBANK was trading at 1274.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept ICICIBANK was trading at 1273.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ICICIBANK 26DEC2024 1240 PE
Delta: -0.13
Vega: 0.70
Theta: -0.28
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 1308.40 4.8 -1.15 21.49 685 53 835
2 Dec 1304.65 5.95 -0.90 22.01 894 205 787
29 Nov 1300.10 6.85 -2.15 21.12 940 1 582
28 Nov 1286.35 9 2.50 20.86 818 161 580
27 Nov 1300.70 6.5 -0.40 20.71 327 94 419
26 Nov 1304.95 6.9 -1.60 21.37 132 5 326
25 Nov 1300.95 8.5 -7.00 22.31 513 189 321
22 Nov 1278.05 15.5 -6.20 22.81 244 20 152
21 Nov 1250.55 21.7 -5.30 22.00 250 54 131
20 Nov 1249.10 27 0.00 22.07 63 25 79
19 Nov 1249.10 27 3.85 22.07 63 27 79
18 Nov 1253.45 23.15 2.05 21.46 17 8 51
14 Nov 1256.95 21.1 -0.80 20.95 41 19 44
13 Nov 1253.70 21.9 7.15 21.08 25 21 23
12 Nov 1270.60 14.75 -7.00 18.54 2 -1 1
11 Nov 1269.30 21.75 0.00 0.00 0 1 0
8 Nov 1258.85 21.75 -1.85 20.44 3 0 1
7 Nov 1278.70 23.6 0.00 0.00 0 0 0
6 Nov 1302.35 23.6 0.00 0.00 0 1 0
5 Nov 1296.70 23.6 1.65 27.07 1 0 0
4 Nov 1277.20 21.95 0.00 3.16 0 0 0
31 Oct 1292.25 21.95 0.00 - 0 0 0
30 Oct 1312.15 21.95 0.00 - 0 0 0
29 Oct 1331.85 21.95 0.00 - 0 0 0
28 Oct 1292.85 21.95 0.00 - 0 0 0
24 Oct 1252.75 21.95 0.00 - 0 0 0
23 Oct 1251.60 21.95 0.00 - 0 0 0
22 Oct 1267.50 21.95 0.00 - 0 0 0
21 Oct 1259.05 21.95 0.00 - 0 0 0
18 Oct 1264.50 21.95 0.00 - 0 0 0
17 Oct 1231.25 21.95 0.00 - 0 0 0
16 Oct 1243.15 21.95 0.00 - 0 0 0
15 Oct 1255.50 21.95 0.00 - 0 0 0
14 Oct 1231.75 21.95 0.00 - 0 0 0
10 Oct 1243.50 21.95 0.00 - 0 0 0
9 Oct 1244.15 21.95 0.00 - 0 0 0
8 Oct 1236.60 21.95 0.00 - 0 0 0
4 Oct 1239.75 21.95 0.00 - 0 0 0
3 Oct 1256.35 21.95 0.00 - 0 0 0
1 Oct 1274.40 21.95 0.00 - 0 0 0
30 Sept 1273.00 21.95 - 0 0 0


For Icici Bank Ltd. - strike price 1240 expiring on 26DEC2024

Delta for 1240 PE is -0.13

Historical price for 1240 PE is as follows

On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 4.8, which was -1.15 lower than the previous day. The implied volatity was 21.49, the open interest changed by 53 which increased total open position to 835


On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 5.95, which was -0.90 lower than the previous day. The implied volatity was 22.01, the open interest changed by 205 which increased total open position to 787


On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 6.85, which was -2.15 lower than the previous day. The implied volatity was 21.12, the open interest changed by 1 which increased total open position to 582


On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 9, which was 2.50 higher than the previous day. The implied volatity was 20.86, the open interest changed by 161 which increased total open position to 580


On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 6.5, which was -0.40 lower than the previous day. The implied volatity was 20.71, the open interest changed by 94 which increased total open position to 419


On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 6.9, which was -1.60 lower than the previous day. The implied volatity was 21.37, the open interest changed by 5 which increased total open position to 326


On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 8.5, which was -7.00 lower than the previous day. The implied volatity was 22.31, the open interest changed by 189 which increased total open position to 321


On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 15.5, which was -6.20 lower than the previous day. The implied volatity was 22.81, the open interest changed by 20 which increased total open position to 152


On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 21.7, which was -5.30 lower than the previous day. The implied volatity was 22.00, the open interest changed by 54 which increased total open position to 131


On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 27, which was 0.00 lower than the previous day. The implied volatity was 22.07, the open interest changed by 25 which increased total open position to 79


On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 27, which was 3.85 higher than the previous day. The implied volatity was 22.07, the open interest changed by 27 which increased total open position to 79


On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 23.15, which was 2.05 higher than the previous day. The implied volatity was 21.46, the open interest changed by 8 which increased total open position to 51


On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 21.1, which was -0.80 lower than the previous day. The implied volatity was 20.95, the open interest changed by 19 which increased total open position to 44


On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 21.9, which was 7.15 higher than the previous day. The implied volatity was 21.08, the open interest changed by 21 which increased total open position to 23


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 14.75, which was -7.00 lower than the previous day. The implied volatity was 18.54, the open interest changed by -1 which decreased total open position to 1


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 21.75, 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 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 21.75, which was -1.85 lower than the previous day. The implied volatity was 20.44, the open interest changed by 0 which decreased total open position to 1


On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 23.6, 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 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 23.6, 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 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 23.6, which was 1.65 higher than the previous day. The implied volatity was 27.07, 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 21.95, which was 0.00 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0


On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct ICICIBANK was trading at 1312.15. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct ICICIBANK was trading at 1292.85. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct ICICIBANK was trading at 1252.75. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct ICICIBANK was trading at 1251.60. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct ICICIBANK was trading at 1267.50. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct ICICIBANK was trading at 1259.05. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct ICICIBANK was trading at 1264.50. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct ICICIBANK was trading at 1231.25. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct ICICIBANK was trading at 1243.15. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct ICICIBANK was trading at 1255.50. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct ICICIBANK was trading at 1231.75. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct ICICIBANK was trading at 1243.50. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct ICICIBANK was trading at 1244.15. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct ICICIBANK was trading at 1236.60. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct ICICIBANK was trading at 1239.75. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct ICICIBANK was trading at 1256.35. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct ICICIBANK was trading at 1274.40. The strike last trading price was 21.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept ICICIBANK was trading at 1273.00. The strike last trading price was 21.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to