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 | 15.5 | 0.60 | - | 47,50,200 | 4,10,200 | 28,93,800 | |||
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| 5 Jul | 1233.40 | 14.9 | - | 71,42,800 | 5,29,200 | 24,83,600 | ||||
| 4 Jul | 1233.00 | 17.35 | - | 80,43,000 | 5,38,300 | 19,54,400 | ||||
| 3 Jul | 1201.60 | 9.15 | - | 52,08,000 | -1,50,500 | 14,16,100 | ||||
| 2 Jul | 1190.60 | 8.95 | - | 42,35,700 | 5,49,500 | 15,87,600 | ||||
| 1 Jul | 1211.85 | 12.5 | - | 31,38,800 | -7,700 | 10,38,100 | ||||
| 28 Jun | 1199.60 | 11.6 | - | 28,72,800 | 2,82,800 | 10,45,800 | ||||
| 27 Jun | 1219.90 | 17.6 | - | 38,12,200 | 1,21,800 | 7,63,000 | ||||
| 26 Jun | 1218.00 | 17.2 | - | 37,12,800 | 70,700 | 6,39,800 | ||||
| 25 Jun | 1197.95 | 14.5 | - | 20,49,600 | 3,16,400 | 5,69,100 | ||||
| 24 Jun | 1170.10 | 6.4 | - | 5,79,600 | 18,900 | 2,51,300 | ||||
| 21 Jun | 1158.65 | 4.90 | - | 8,56,800 | -95,900 | 2,33,800 | ||||
| 20 Jun | 1156.80 | 5.60 | - | 8,84,100 | 1,88,300 | 3,28,300 | ||||
| 19 Jun | 1144.45 | 4.10 | - | 5,36,900 | 59,500 | 1,40,000 | ||||
| 18 Jun | 1122.85 | 2.60 | - | 76,300 | 39,200 | 80,500 | ||||
| 14 Jun | 1105.65 | 2.25 | - | 8,400 | 3,500 | 41,300 | ||||
| 13 Jun | 1107.35 | 2.65 | - | 8,400 | 3,500 | 37,800 | ||||
| 12 Jun | 1119.55 | 3.60 | - | 30,100 | 18,200 | 32,900 | ||||
| 11 Jun | 1118.20 | 4.15 | - | 3,500 | 2,100 | 14,000 | ||||
| 10 Jun | 1123.80 | 4.90 | - | 11,900 | 0 | 0 | ||||
For ICICI BANK LTD. - strike price 1250 expiring on 25JUL2024
Delta for 1250 CE is -
Historical price for 1250 CE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 15.5, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by 410200 which increased total open position to 2893800
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 14.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 529200 which increased total open position to 2483600
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 17.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 538300 which increased total open position to 1954400
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 9.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -150500 which decreased total open position to 1416100
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 8.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 549500 which increased total open position to 1587600
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 12.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -7700 which decreased total open position to 1038100
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 11.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 282800 which increased total open position to 1045800
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 17.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 121800 which increased total open position to 763000
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 17.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 70700 which increased total open position to 639800
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 14.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 316400 which increased total open position to 569100
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 6.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 18900 which increased total open position to 251300
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 4.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -95900 which decreased total open position to 233800
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 5.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 188300 which increased total open position to 328300
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 4.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 59500 which increased total open position to 140000
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 2.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 39200 which increased total open position to 80500
On 14 Jun ICICIBANK was trading at 1105.65. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 41300
On 13 Jun ICICIBANK was trading at 1107.35. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 37800
On 12 Jun ICICIBANK was trading at 1119.55. The strike last trading price was 3.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 18200 which increased total open position to 32900
On 11 Jun ICICIBANK was trading at 1118.20. The strike last trading price was 4.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 14000
On 10 Jun ICICIBANK was trading at 1123.80. The strike last trading price was 4.90, 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 | 29.95 | -2.55 | - | 12,29,200 | 1,28,100 | 5,76,100 |
| 5 Jul | 1233.40 | 32.5 | - | 24,84,300 | -94,500 | 4,48,000 | |
| 4 Jul | 1233.00 | 33.7 | - | 16,10,000 | 3,89,200 | 5,42,500 | |
| 3 Jul | 1201.60 | 53.85 | - | 6,49,600 | -30,800 | 1,53,300 | |
| 2 Jul | 1190.60 | 59.55 | - | 3,66,100 | 42,700 | 1,83,400 | |
| 1 Jul | 1211.85 | 50.25 | - | 4,38,200 | -45,500 | 1,40,700 | |
| 28 Jun | 1199.60 | 56.5 | - | 5,62,100 | -9,800 | 1,86,200 | |
| 27 Jun | 1219.90 | 46.85 | - | 14,46,200 | 59,500 | 1,96,000 | |
| 26 Jun | 1218.00 | 51.5 | - | 4,85,800 | 26,600 | 1,35,800 | |
| 25 Jun | 1197.95 | 59.4 | - | 1,40,000 | 91,000 | 1,09,200 | |
| 24 Jun | 1170.10 | 83.1 | - | 60,200 | -40,600 | 16,800 | |
| 21 Jun | 1158.65 | 92.45 | - | 59,500 | 49,700 | 56,000 | |
| 20 Jun | 1156.80 | 94.45 | - | 11,200 | 5,600 | 5,600 | |
| 19 Jun | 1144.45 | 128.85 | - | 0 | 0 | 0 | |
| 18 Jun | 1122.85 | 128.85 | - | 0 | 0 | 0 | |
| 14 Jun | 1105.65 | 128.85 | - | 0 | 0 | 0 | |
| 13 Jun | 1107.35 | 128.85 | - | 0 | 0 | 0 | |
| 12 Jun | 1119.55 | 128.85 | - | 0 | 0 | 0 | |
| 11 Jun | 1118.20 | 128.85 | - | 0 | 0 | 0 | |
| 10 Jun | 1123.80 | 128.85 | - | 0 | 0 | 0 | |
For ICICI BANK LTD. - strike price 1250 expiring on 25JUL2024
Delta for 1250 PE is -
Historical price for 1250 PE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 29.95, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 128100 which increased total open position to 576100
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 32.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -94500 which decreased total open position to 448000
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 33.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 389200 which increased total open position to 542500
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 53.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -30800 which decreased total open position to 153300
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 59.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 42700 which increased total open position to 183400
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 50.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -45500 which decreased total open position to 140700
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 56.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -9800 which decreased total open position to 186200
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 46.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 59500 which increased total open position to 196000
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 51.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 26600 which increased total open position to 135800
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 59.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 91000 which increased total open position to 109200
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 83.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -40600 which decreased total open position to 16800
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 92.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 49700 which increased total open position to 56000
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 94.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 5600
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 128.85, 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 128.85, 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 128.85, 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 128.85, 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 128.85, 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 128.85, 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 128.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0