ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
30 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1250 CE | ||||||||||
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Delta: 0.76
Vega: 1.16
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 1294.65 | 65.45 | -7.20 | 21.26 | 62 | 21 | 97 | |||
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| 27 Dec | 1307.55 | 72.65 | 7.35 | 15.20 | 57 | 20 | 76 | |||
| 26 Dec | 1297.35 | 65.3 | -3.20 | 16.49 | 56 | -1 | 57 | |||
| 24 Dec | 1297.25 | 68.5 | -1.50 | 17.01 | 52 | 17 | 59 | |||
| 23 Dec | 1296.80 | 70 | 5.10 | 18.98 | 49 | 4 | 41 | |||
| 20 Dec | 1288.40 | 64.9 | -1.45 | 16.94 | 121 | 2 | 33 | |||
| 19 Dec | 1286.90 | 66.35 | -21.60 | 19.11 | 52 | 1 | 30 | |||
| 18 Dec | 1314.15 | 87.95 | -12.35 | 18.26 | 23 | 18 | 29 | |||
| 17 Dec | 1333.75 | 100.3 | -13.30 | 13.64 | 2 | 1 | 11 | |||
| 16 Dec | 1346.10 | 113.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Dec | 1344.90 | 113.6 | 11.60 | 15.32 | 3 | 1 | 10 | |||
| 12 Dec | 1329.25 | 102 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1327.50 | 102 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 10 Dec | 1330.45 | 102 | 3.00 | 15.67 | 4 | 3 | 8 | |||
| 9 Dec | 1322.30 | 99 | -13.00 | 19.49 | 6 | 1 | 6 | |||
| 6 Dec | 1328.75 | 112 | 23.00 | 24.39 | 1 | 0 | 4 | |||
| 5 Dec | 1336.50 | 89 | 7.20 | - | 4 | 2 | 2 | |||
| 4 Dec | 1316.05 | 81.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1308.40 | 81.8 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 81.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 81.8 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1250 expiring on 30JAN2025
Delta for 1250 CE is 0.76
Historical price for 1250 CE is as follows
On 30 Dec ICICIBANK was trading at 1294.65. The strike last trading price was 65.45, which was -7.20 lower than the previous day. The implied volatity was 21.26, the open interest changed by 21 which increased total open position to 97
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 72.65, which was 7.35 higher than the previous day. The implied volatity was 15.20, the open interest changed by 20 which increased total open position to 76
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 65.3, which was -3.20 lower than the previous day. The implied volatity was 16.49, the open interest changed by -1 which decreased total open position to 57
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 68.5, which was -1.50 lower than the previous day. The implied volatity was 17.01, the open interest changed by 17 which increased total open position to 59
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 70, which was 5.10 higher than the previous day. The implied volatity was 18.98, the open interest changed by 4 which increased total open position to 41
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 64.9, which was -1.45 lower than the previous day. The implied volatity was 16.94, the open interest changed by 2 which increased total open position to 33
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 66.35, which was -21.60 lower than the previous day. The implied volatity was 19.11, the open interest changed by 1 which increased total open position to 30
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 87.95, which was -12.35 lower than the previous day. The implied volatity was 18.26, the open interest changed by 18 which increased total open position to 29
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 100.3, which was -13.30 lower than the previous day. The implied volatity was 13.64, the open interest changed by 1 which increased total open position to 11
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 113.6, 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 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 113.6, which was 11.60 higher than the previous day. The implied volatity was 15.32, the open interest changed by 1 which increased total open position to 10
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 102, 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 102, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 102, which was 3.00 higher than the previous day. The implied volatity was 15.67, the open interest changed by 3 which increased total open position to 8
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 99, which was -13.00 lower than the previous day. The implied volatity was 19.49, the open interest changed by 1 which increased total open position to 6
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 112, which was 23.00 higher than the previous day. The implied volatity was 24.39, the open interest changed by 0 which decreased total open position to 4
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 89, which was 7.20 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 81.8, 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 81.8, 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 81.8, 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 81.8, 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 1250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 1.11
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 1294.65 | 9.55 | 2.35 | 19.61 | 2,471 | 202 | 1,167 |
| 27 Dec | 1307.55 | 7.2 | -2.60 | 19.28 | 1,642 | 46 | 967 |
| 26 Dec | 1297.35 | 9.8 | 0.65 | 19.59 | 1,807 | 218 | 922 |
| 24 Dec | 1297.25 | 9.15 | -2.25 | 18.98 | 697 | 193 | 704 |
| 23 Dec | 1296.80 | 11.4 | -5.35 | 20.36 | 545 | 172 | 511 |
| 20 Dec | 1288.40 | 16.75 | 1.15 | 22.74 | 631 | 54 | 333 |
| 19 Dec | 1286.90 | 15.6 | 6.70 | 21.28 | 420 | 15 | 281 |
| 18 Dec | 1314.15 | 8.9 | 1.60 | 20.52 | 376 | 73 | 277 |
| 17 Dec | 1333.75 | 7.3 | 0.40 | 21.31 | 268 | 34 | 204 |
| 16 Dec | 1346.10 | 6.9 | -0.50 | 22.00 | 207 | 10 | 169 |
| 13 Dec | 1344.90 | 7.4 | -1.45 | 22.16 | 135 | 29 | 159 |
| 12 Dec | 1329.25 | 8.85 | -0.75 | 21.37 | 108 | -24 | 128 |
| 11 Dec | 1327.50 | 9.6 | -1.05 | 21.48 | 38 | 7 | 152 |
| 10 Dec | 1330.45 | 10.65 | -0.60 | 22.62 | 51 | 14 | 146 |
| 9 Dec | 1322.30 | 11.25 | 0.85 | 21.84 | 55 | 25 | 132 |
| 6 Dec | 1328.75 | 10.4 | -0.25 | 21.45 | 100 | 84 | 106 |
| 5 Dec | 1336.50 | 10.65 | -3.35 | 22.49 | 16 | 3 | 21 |
| 4 Dec | 1316.05 | 14 | -1.40 | 21.96 | 7 | -1 | 17 |
| 3 Dec | 1308.40 | 15.4 | -0.60 | 21.48 | 20 | 13 | 17 |
| 2 Dec | 1304.65 | 16 | 5.95 | 21.25 | 3 | 2 | 4 |
| 29 Nov | 1300.10 | 10.05 | 16.52 | 2 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1250 expiring on 30JAN2025
Delta for 1250 PE is -0.22
Historical price for 1250 PE is as follows
On 30 Dec ICICIBANK was trading at 1294.65. The strike last trading price was 9.55, which was 2.35 higher than the previous day. The implied volatity was 19.61, the open interest changed by 202 which increased total open position to 1167
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 7.2, which was -2.60 lower than the previous day. The implied volatity was 19.28, the open interest changed by 46 which increased total open position to 967
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 9.8, which was 0.65 higher than the previous day. The implied volatity was 19.59, the open interest changed by 218 which increased total open position to 922
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 9.15, which was -2.25 lower than the previous day. The implied volatity was 18.98, the open interest changed by 193 which increased total open position to 704
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 11.4, which was -5.35 lower than the previous day. The implied volatity was 20.36, the open interest changed by 172 which increased total open position to 511
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 16.75, which was 1.15 higher than the previous day. The implied volatity was 22.74, the open interest changed by 54 which increased total open position to 333
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 15.6, which was 6.70 higher than the previous day. The implied volatity was 21.28, the open interest changed by 15 which increased total open position to 281
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 8.9, which was 1.60 higher than the previous day. The implied volatity was 20.52, the open interest changed by 73 which increased total open position to 277
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 7.3, which was 0.40 higher than the previous day. The implied volatity was 21.31, the open interest changed by 34 which increased total open position to 204
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 6.9, which was -0.50 lower than the previous day. The implied volatity was 22.00, the open interest changed by 10 which increased total open position to 169
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 7.4, which was -1.45 lower than the previous day. The implied volatity was 22.16, the open interest changed by 29 which increased total open position to 159
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 8.85, which was -0.75 lower than the previous day. The implied volatity was 21.37, the open interest changed by -24 which decreased total open position to 128
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 9.6, which was -1.05 lower than the previous day. The implied volatity was 21.48, the open interest changed by 7 which increased total open position to 152
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 10.65, which was -0.60 lower than the previous day. The implied volatity was 22.62, the open interest changed by 14 which increased total open position to 146
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 11.25, which was 0.85 higher than the previous day. The implied volatity was 21.84, the open interest changed by 25 which increased total open position to 132
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 10.4, which was -0.25 lower than the previous day. The implied volatity was 21.45, the open interest changed by 84 which increased total open position to 106
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 10.65, which was -3.35 lower than the previous day. The implied volatity was 22.49, the open interest changed by 3 which increased total open position to 21
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 14, which was -1.40 lower than the previous day. The implied volatity was 21.96, the open interest changed by -1 which decreased total open position to 17
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 15.4, which was -0.60 lower than the previous day. The implied volatity was 21.48, the open interest changed by 13 which increased total open position to 17
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 16, which was 5.95 higher than the previous day. The implied volatity was 21.25, the open interest changed by 2 which increased total open position to 4
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 10.05, which was lower than the previous day. The implied volatity was 16.52, the open interest changed by 0 which decreased total open position to 0
