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 | 19.85 | 0.85 | - | 49,51,800 | 1,12,000 | 17,73,800 | |||
| 5 Jul | 1233.40 | 19 | - | 70,87,500 | 2,06,500 | 16,61,800 | ||||
| 4 Jul | 1233.00 | 21.8 | - | 73,66,100 | 2,39,400 | 14,55,300 | ||||
| 3 Jul | 1201.60 | 11.45 | - | 62,71,300 | 4,59,200 | 12,15,900 | ||||
| 2 Jul | 1190.60 | 11.15 | - | 24,74,500 | 1,90,400 | 7,64,400 | ||||
| 1 Jul | 1211.85 | 15.4 | - | 16,74,400 | -7,700 | 5,74,000 | ||||
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| 28 Jun | 1199.60 | 14 | - | 18,20,000 | 1,46,300 | 5,81,700 | ||||
| 27 Jun | 1219.90 | 20.85 | - | 31,29,000 | 1,32,300 | 4,35,400 | ||||
| 26 Jun | 1218.00 | 20.4 | - | 19,18,700 | 3,500 | 3,01,000 | ||||
| 25 Jun | 1197.95 | 17.4 | - | 10,09,400 | 2,19,100 | 2,97,500 | ||||
| 24 Jun | 1170.10 | 7.8 | - | 1,37,200 | 23,100 | 67,900 | ||||
| 21 Jun | 1158.65 | 5.80 | - | 21,000 | 3,500 | 42,000 | ||||
| 20 Jun | 1156.80 | 6.55 | - | 59,500 | 7,700 | 28,700 | ||||
| 19 Jun | 1144.45 | 4.85 | - | 26,600 | 21,000 | 21,000 | ||||
| 18 Jun | 1122.85 | 16.30 | - | 0 | 0 | 0 | ||||
| 14 Jun | 1105.65 | 16.30 | - | 0 | 0 | 0 | ||||
| 13 Jun | 1107.35 | 16.30 | - | 0 | 0 | 0 | ||||
| 12 Jun | 1119.55 | 16.30 | - | 0 | 0 | 0 | ||||
| 11 Jun | 1118.20 | 16.30 | - | 0 | 0 | 0 | ||||
| 10 Jun | 1123.80 | 16.30 | - | 0 | 0 | 0 | ||||
For ICICI BANK LTD. - strike price 1240 expiring on 25JUL2024
Delta for 1240 CE is -
Historical price for 1240 CE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 19.85, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 112000 which increased total open position to 1773800
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 19, which was lower than the previous day. The implied volatity was -, the open interest changed by 206500 which increased total open position to 1661800
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 21.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 239400 which increased total open position to 1455300
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 459200 which increased total open position to 1215900
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 11.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 190400 which increased total open position to 764400
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 15.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -7700 which decreased total open position to 574000
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 14, which was lower than the previous day. The implied volatity was -, the open interest changed by 146300 which increased total open position to 581700
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 20.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 132300 which increased total open position to 435400
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 20.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 301000
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 17.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 219100 which increased total open position to 297500
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 7.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 23100 which increased total open position to 67900
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 5.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 42000
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 6.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 7700 which increased total open position to 28700
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 21000
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 16.30, 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 16.30, 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 16.30, 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 16.30, 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 16.30, 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 16.30, 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 | 24.45 | -2.05 | - | 20,97,200 | -2,800 | 3,55,600 |
| 5 Jul | 1233.40 | 26.5 | - | 29,50,500 | -9,800 | 3,58,400 | |
| 4 Jul | 1233.00 | 28.1 | - | 15,23,900 | 2,53,400 | 3,68,200 | |
| 3 Jul | 1201.60 | 46.05 | - | 3,31,100 | 36,400 | 1,14,800 | |
| 2 Jul | 1190.60 | 52 | - | 2,75,100 | 13,300 | 81,900 | |
| 1 Jul | 1211.85 | 43.85 | - | 86,100 | 11,200 | 68,600 | |
| 28 Jun | 1199.60 | 48.65 | - | 4,52,200 | -12,600 | 57,400 | |
| 27 Jun | 1219.90 | 40.5 | - | 10,22,000 | 50,400 | 70,000 | |
| 26 Jun | 1218.00 | 44.55 | - | 1,91,800 | 18,200 | 18,200 | |
| 25 Jun | 1197.95 | 120.15 | - | 0 | 0 | 0 | |
| 24 Jun | 1170.10 | 120.15 | - | 0 | 0 | 0 | |
| 21 Jun | 1158.65 | 120.15 | - | 0 | 0 | 0 | |
| 20 Jun | 1156.80 | 120.15 | - | 0 | 0 | 0 | |
| 19 Jun | 1144.45 | 120.15 | - | 0 | 0 | 0 | |
| 18 Jun | 1122.85 | 120.15 | - | 0 | 0 | 0 | |
| 14 Jun | 1105.65 | 120.15 | - | 0 | 0 | 0 | |
| 13 Jun | 1107.35 | 120.15 | - | 0 | 0 | 0 | |
| 12 Jun | 1119.55 | 120.15 | - | 0 | 0 | 0 | |
| 11 Jun | 1118.20 | 120.15 | - | 0 | 0 | 0 | |
| 10 Jun | 1123.80 | 120.15 | - | 0 | 0 | 0 | |
For ICICI BANK LTD. - strike price 1240 expiring on 25JUL2024
Delta for 1240 PE is -
Historical price for 1240 PE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 24.45, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by -2800 which decreased total open position to 355600
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 26.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -9800 which decreased total open position to 358400
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 28.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 253400 which increased total open position to 368200
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 46.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 36400 which increased total open position to 114800
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 52, which was lower than the previous day. The implied volatity was -, the open interest changed by 13300 which increased total open position to 81900
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 43.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 11200 which increased total open position to 68600
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 48.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -12600 which decreased total open position to 57400
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 40.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 50400 which increased total open position to 70000
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 44.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 18200 which increased total open position to 18200
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 120.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 120.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 120.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 120.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 120.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 120.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun ICICIBANK was trading at 1105.65. The strike last trading price was 120.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun ICICIBANK was trading at 1107.35. The strike last trading price was 120.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun ICICIBANK was trading at 1119.55. The strike last trading price was 120.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun ICICIBANK was trading at 1118.20. The strike last trading price was 120.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun ICICIBANK was trading at 1123.80. The strike last trading price was 120.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0