ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1240 CE | ||||||||||
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Delta: 0.92
Vega: 0.57
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 81.05 | 12.00 | 14.48 | 6 | 3 | 33 | |||
| 26 Dec | 1297.35 | 69.05 | -4.45 | 8.41 | 9 | 6 | 32 | |||
| 24 Dec | 1297.25 | 73.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 23 Dec | 1296.80 | 73.5 | -1.75 | 14.40 | 1 | 0 | 25 | |||
| 20 Dec | 1288.40 | 75.25 | 2.55 | 19.11 | 77 | -6 | 25 | |||
| 19 Dec | 1286.90 | 72.7 | -23.35 | 18.21 | 79 | 15 | 29 | |||
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| 18 Dec | 1314.15 | 96.05 | -10.75 | 17.88 | 14 | 2 | 2 | |||
| 17 Dec | 1333.75 | 106.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1346.10 | 106.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1344.90 | 106.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1329.25 | 106.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1327.50 | 106.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1330.45 | 106.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1322.30 | 106.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1328.75 | 106.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1336.50 | 106.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1316.05 | 106.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1308.40 | 106.8 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 106.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 106.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1286.35 | 106.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1300.70 | 106.8 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1304.95 | 106.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1278.05 | 106.8 | 106.80 | - | 0 | 0 | 0 | |||
| 18 Nov | 1253.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1269.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1277.20 | 0 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1240 expiring on 30JAN2025
Delta for 1240 CE is 0.92
Historical price for 1240 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 81.05, which was 12.00 higher than the previous day. The implied volatity was 14.48, the open interest changed by 3 which increased total open position to 33
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 69.05, which was -4.45 lower than the previous day. The implied volatity was 8.41, the open interest changed by 6 which increased total open position to 32
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 73.5, 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 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 73.5, which was -1.75 lower than the previous day. The implied volatity was 14.40, the open interest changed by 0 which decreased total open position to 25
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 75.25, which was 2.55 higher than the previous day. The implied volatity was 19.11, the open interest changed by -6 which decreased total open position to 25
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 72.7, which was -23.35 lower than the previous day. The implied volatity was 18.21, the open interest changed by 15 which increased total open position to 29
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 96.05, which was -10.75 lower than the previous day. The implied volatity was 17.88, the open interest changed by 2 which increased total open position to 2
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 106.8, 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 106.8, 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 106.8, 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 106.8, 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 106.8, 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 106.8, 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 106.8, 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 106.8, 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 106.8, 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 106.8, 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 106.8, 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 106.8, 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 106.8, 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 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 106.8, 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 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 106.8, 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 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 106.8, 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 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 106.8, which was 106.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ICICIBANK was trading at 1253.45. 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 0 which decreased total open position to 0
On 14 Nov ICICIBANK was trading at 1256.95. 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 0 which decreased total open position to 0
On 13 Nov ICICIBANK was trading at 1253.70. 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 0 which decreased total open position to 0
On 12 Nov ICICIBANK was trading at 1270.60. 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 0 which decreased total open position to 0
On 11 Nov ICICIBANK was trading at 1269.30. 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 0 which decreased total open position to 0
On 8 Nov ICICIBANK was trading at 1258.85. 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 0 which decreased total open position to 0
On 7 Nov ICICIBANK was trading at 1278.70. 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 0 which decreased total open position to 0
On 5 Nov ICICIBANK was trading at 1296.70. 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 0 which decreased total open position to 0
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 0, 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 1240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.91
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 6 | -2.10 | 19.80 | 910 | -24 | 330 |
| 26 Dec | 1297.35 | 8.1 | 0.50 | 19.97 | 601 | 53 | 353 |
| 24 Dec | 1297.25 | 7.6 | -1.85 | 19.40 | 298 | 128 | 297 |
| 23 Dec | 1296.80 | 9.45 | -5.40 | 20.61 | 197 | 45 | 169 |
| 20 Dec | 1288.40 | 14.85 | 1.75 | 23.36 | 81 | 18 | 119 |
| 19 Dec | 1286.90 | 13.1 | 4.40 | 21.41 | 126 | 90 | 99 |
| 18 Dec | 1314.15 | 8.7 | 2.70 | 21.97 | 6 | 0 | 8 |
| 17 Dec | 1333.75 | 6 | 0.20 | 21.46 | 6 | 3 | 8 |
| 16 Dec | 1346.10 | 5.8 | -26.45 | 22.25 | 7 | 6 | 6 |
| 13 Dec | 1344.90 | 32.25 | 0.00 | 7.01 | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 32.25 | 0.00 | 6.17 | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 32.25 | 0.00 | 6.04 | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 32.25 | 0.00 | 6.15 | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 32.25 | 0.00 | 5.74 | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 32.25 | 0.00 | 5.92 | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 32.25 | 0.00 | 6.25 | 0 | 0 | 0 |
| 4 Dec | 1316.05 | 32.25 | 0.00 | 5.20 | 0 | 0 | 0 |
| 3 Dec | 1308.40 | 32.25 | 0.00 | 4.73 | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 32.25 | 0.00 | 4.55 | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 32.25 | 0.00 | 4.25 | 0 | 0 | 0 |
| 28 Nov | 1286.35 | 32.25 | 0.00 | 3.69 | 0 | 0 | 0 |
| 27 Nov | 1300.70 | 32.25 | 0.00 | 4.36 | 0 | 0 | 0 |
| 26 Nov | 1304.95 | 32.25 | 0.00 | 4.51 | 0 | 0 | 0 |
| 22 Nov | 1278.05 | 32.25 | 32.25 | 3.17 | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 0 | 0.00 | 1.92 | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 0 | 0.00 | 1.98 | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 0 | 0.00 | 1.95 | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 0 | 0.00 | 2.83 | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 0 | 0.00 | 2.60 | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 0 | 0.00 | 2.19 | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 0 | 0.00 | 3.16 | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 0 | 0.00 | 4.04 | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 0 | 3.00 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1240 expiring on 30JAN2025
Delta for 1240 PE is -0.14
Historical price for 1240 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 6, which was -2.10 lower than the previous day. The implied volatity was 19.80, the open interest changed by -24 which decreased total open position to 330
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 8.1, which was 0.50 higher than the previous day. The implied volatity was 19.97, the open interest changed by 53 which increased total open position to 353
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 7.6, which was -1.85 lower than the previous day. The implied volatity was 19.40, the open interest changed by 128 which increased total open position to 297
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 9.45, which was -5.40 lower than the previous day. The implied volatity was 20.61, the open interest changed by 45 which increased total open position to 169
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 14.85, which was 1.75 higher than the previous day. The implied volatity was 23.36, the open interest changed by 18 which increased total open position to 119
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 13.1, which was 4.40 higher than the previous day. The implied volatity was 21.41, the open interest changed by 90 which increased total open position to 99
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 8.7, which was 2.70 higher than the previous day. The implied volatity was 21.97, the open interest changed by 0 which decreased total open position to 8
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 6, which was 0.20 higher than the previous day. The implied volatity was 21.46, the open interest changed by 3 which increased total open position to 8
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 5.8, which was -26.45 lower than the previous day. The implied volatity was 22.25, the open interest changed by 6 which increased total open position to 6
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 32.25, which was 0.00 lower than the previous day. The implied volatity was 7.01, 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 32.25, which was 0.00 lower than the previous day. The implied volatity was 6.17, 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 32.25, which was 0.00 lower than the previous day. The implied volatity was 6.04, 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 32.25, which was 0.00 lower than the previous day. The implied volatity was 6.15, 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 32.25, which was 0.00 lower than the previous day. The implied volatity was 5.74, 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 32.25, which was 0.00 lower than the previous day. The implied volatity was 5.92, 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 32.25, which was 0.00 lower than the previous day. The implied volatity was 6.25, 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 32.25, which was 0.00 lower than the previous day. The implied volatity was 5.20, 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 32.25, which was 0.00 lower than the previous day. The implied volatity was 4.73, 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 32.25, which was 0.00 lower than the previous day. The implied volatity was 4.55, 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 32.25, which was 0.00 lower than the previous day. The implied volatity was 4.25, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 32.25, which was 0.00 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 32.25, which was 0.00 lower than the previous day. The implied volatity was 4.36, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 32.25, which was 0.00 lower than the previous day. The implied volatity was 4.51, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 32.25, which was 32.25 higher than the previous day. The implied volatity was 3.17, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.92, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.98, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.95, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.83, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.60, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.19, 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 0, 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 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.04, 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 0, which was lower than the previous day. The implied volatity was 3.00, the open interest changed by 0 which decreased total open position to 0
