ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1250 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 42.45 | -3.15 | - | 861 | 38 | 216 | |||
| 19 Dec | 1286.90 | 45.6 | -24.90 | 24.35 | 485 | 72 | 178 | |||
| 18 Dec | 1314.15 | 70.5 | -19.50 | 22.20 | 39 | 11 | 107 | |||
| 17 Dec | 1333.75 | 90 | -9.95 | 32.70 | 14 | -2 | 96 | |||
| 16 Dec | 1346.10 | 99.95 | 3.95 | 33.52 | 28 | -18 | 98 | |||
| 13 Dec | 1344.90 | 96 | 10.30 | - | 70 | 0 | 116 | |||
| 12 Dec | 1329.25 | 85.7 | 2.70 | 16.57 | 25 | -5 | 116 | |||
| 11 Dec | 1327.50 | 83 | -2.10 | - | 11 | -2 | 121 | |||
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| 10 Dec | 1330.45 | 85.1 | 3.00 | - | 2 | 1 | 123 | |||
| 9 Dec | 1322.30 | 82.1 | -5.90 | 22.06 | 14 | 2 | 123 | |||
| 6 Dec | 1328.75 | 88 | -4.00 | 20.20 | 10 | -1 | 121 | |||
| 5 Dec | 1336.50 | 92 | 17.20 | - | 60 | -22 | 122 | |||
| 4 Dec | 1316.05 | 74.8 | 1.60 | 16.14 | 58 | 15 | 144 | |||
| 3 Dec | 1308.40 | 73.2 | 6.30 | 24.03 | 72 | -1 | 129 | |||
| 2 Dec | 1304.65 | 66.9 | 1.40 | 19.05 | 85 | -24 | 131 | |||
| 29 Nov | 1300.10 | 65.5 | 8.00 | 19.83 | 195 | -30 | 155 | |||
| 28 Nov | 1286.35 | 57.5 | -10.90 | 19.97 | 184 | 33 | 186 | |||
| 27 Nov | 1300.70 | 68.4 | -2.60 | 19.43 | 42 | -1 | 150 | |||
| 26 Nov | 1304.95 | 71 | -0.90 | 18.45 | 39 | -2 | 156 | |||
| 25 Nov | 1300.95 | 71.9 | 19.90 | 20.30 | 175 | -92 | 159 | |||
| 22 Nov | 1278.05 | 52 | 12.50 | 18.18 | 699 | -54 | 197 | |||
| 21 Nov | 1250.55 | 39.5 | 5.50 | 19.33 | 465 | 21 | 247 | |||
| 20 Nov | 1249.10 | 34 | 0.00 | 19.41 | 630 | 155 | 228 | |||
| 19 Nov | 1249.10 | 34 | -4.30 | 19.41 | 630 | 157 | 228 | |||
| 18 Nov | 1253.45 | 38.3 | -4.70 | 18.79 | 97 | 44 | 71 | |||
| 14 Nov | 1256.95 | 43 | -3.90 | 17.75 | 51 | 7 | 24 | |||
| 13 Nov | 1253.70 | 46.9 | -5.10 | 20.16 | 44 | 10 | 16 | |||
| 12 Nov | 1270.60 | 52 | -2.00 | 18.57 | 9 | -4 | 6 | |||
| 11 Nov | 1269.30 | 54 | 4.25 | 19.61 | 11 | 2 | 9 | |||
| 8 Nov | 1258.85 | 49.75 | -32.80 | 19.78 | 30 | 7 | 7 | |||
| 7 Nov | 1278.70 | 82.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 82.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 82.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1277.20 | 82.55 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1250 expiring on 26DEC2024
Delta for 1250 CE is -
Historical price for 1250 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 42.45, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 216
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 45.6, which was -24.90 lower than the previous day. The implied volatity was 24.35, the open interest changed by 72 which increased total open position to 178
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 70.5, which was -19.50 lower than the previous day. The implied volatity was 22.20, the open interest changed by 11 which increased total open position to 107
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 90, which was -9.95 lower than the previous day. The implied volatity was 32.70, the open interest changed by -2 which decreased total open position to 96
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 99.95, which was 3.95 higher than the previous day. The implied volatity was 33.52, the open interest changed by -18 which decreased total open position to 98
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 96, which was 10.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 116
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 85.7, which was 2.70 higher than the previous day. The implied volatity was 16.57, the open interest changed by -5 which decreased total open position to 116
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 83, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 121
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 85.1, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 123
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 82.1, which was -5.90 lower than the previous day. The implied volatity was 22.06, the open interest changed by 2 which increased total open position to 123
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 88, which was -4.00 lower than the previous day. The implied volatity was 20.20, the open interest changed by -1 which decreased total open position to 121
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 92, which was 17.20 higher than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 122
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 74.8, which was 1.60 higher than the previous day. The implied volatity was 16.14, the open interest changed by 15 which increased total open position to 144
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 73.2, which was 6.30 higher than the previous day. The implied volatity was 24.03, the open interest changed by -1 which decreased total open position to 129
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 66.9, which was 1.40 higher than the previous day. The implied volatity was 19.05, the open interest changed by -24 which decreased total open position to 131
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 65.5, which was 8.00 higher than the previous day. The implied volatity was 19.83, the open interest changed by -30 which decreased total open position to 155
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 57.5, which was -10.90 lower than the previous day. The implied volatity was 19.97, the open interest changed by 33 which increased total open position to 186
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 68.4, which was -2.60 lower than the previous day. The implied volatity was 19.43, the open interest changed by -1 which decreased total open position to 150
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 71, which was -0.90 lower than the previous day. The implied volatity was 18.45, the open interest changed by -2 which decreased total open position to 156
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 71.9, which was 19.90 higher than the previous day. The implied volatity was 20.30, the open interest changed by -92 which decreased total open position to 159
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 52, which was 12.50 higher than the previous day. The implied volatity was 18.18, the open interest changed by -54 which decreased total open position to 197
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 39.5, which was 5.50 higher than the previous day. The implied volatity was 19.33, the open interest changed by 21 which increased total open position to 247
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 34, which was 0.00 lower than the previous day. The implied volatity was 19.41, the open interest changed by 155 which increased total open position to 228
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 34, which was -4.30 lower than the previous day. The implied volatity was 19.41, the open interest changed by 157 which increased total open position to 228
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 38.3, which was -4.70 lower than the previous day. The implied volatity was 18.79, the open interest changed by 44 which increased total open position to 71
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 43, which was -3.90 lower than the previous day. The implied volatity was 17.75, the open interest changed by 7 which increased total open position to 24
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 46.9, which was -5.10 lower than the previous day. The implied volatity was 20.16, the open interest changed by 10 which increased total open position to 16
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 52, which was -2.00 lower than the previous day. The implied volatity was 18.57, the open interest changed by -4 which decreased total open position to 6
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 54, which was 4.25 higher than the previous day. The implied volatity was 19.61, the open interest changed by 2 which increased total open position to 9
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 49.75, which was -32.80 lower than the previous day. The implied volatity was 19.78, the open interest changed by 7 which increased total open position to 7
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 82.55, 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 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 82.55, 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 82.55, 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 82.55, 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 26DEC2024 1250 PE | |||||||
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Delta: -0.13
Vega: 0.34
Theta: -0.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 2.55 | -1.10 | 24.03 | 9,425 | 246 | 1,598 |
| 19 Dec | 1286.90 | 3.65 | 2.05 | 24.22 | 4,109 | -37 | 1,358 |
| 18 Dec | 1314.15 | 1.6 | 0.25 | 25.40 | 1,558 | 92 | 1,402 |
| 17 Dec | 1333.75 | 1.35 | 0.00 | 27.25 | 1,432 | 35 | 1,321 |
| 16 Dec | 1346.10 | 1.35 | 0.15 | 28.05 | 1,334 | 151 | 1,310 |
| 13 Dec | 1344.90 | 1.2 | -0.50 | 24.58 | 2,005 | -71 | 1,163 |
| 12 Dec | 1329.25 | 1.7 | -0.45 | 22.68 | 716 | -20 | 1,237 |
| 11 Dec | 1327.50 | 2.15 | -0.65 | 22.71 | 784 | 58 | 1,278 |
| 10 Dec | 1330.45 | 2.8 | -0.50 | 24.25 | 835 | 34 | 1,226 |
| 9 Dec | 1322.30 | 3.3 | 0.40 | 23.09 | 833 | 53 | 1,191 |
| 6 Dec | 1328.75 | 2.9 | -0.25 | 21.73 | 1,737 | -32 | 1,145 |
| 5 Dec | 1336.50 | 3.15 | -1.65 | 23.07 | 2,464 | -95 | 1,179 |
| 4 Dec | 1316.05 | 4.8 | -1.20 | 21.52 | 1,902 | 110 | 1,286 |
| 3 Dec | 1308.40 | 6 | -1.40 | 20.98 | 1,366 | -9 | 1,186 |
| 2 Dec | 1304.65 | 7.4 | -0.95 | 21.59 | 1,917 | 162 | 1,195 |
| 29 Nov | 1300.10 | 8.35 | -2.60 | 20.61 | 1,792 | 76 | 1,034 |
| 28 Nov | 1286.35 | 10.95 | 3.00 | 20.42 | 2,752 | 301 | 957 |
| 27 Nov | 1300.70 | 7.95 | -0.45 | 20.13 | 660 | 93 | 665 |
| 26 Nov | 1304.95 | 8.4 | -1.10 | 20.97 | 553 | 57 | 572 |
| 25 Nov | 1300.95 | 9.5 | -8.75 | 21.41 | 957 | 255 | 502 |
| 22 Nov | 1278.05 | 18.25 | -7.40 | 22.52 | 681 | 77 | 324 |
| 21 Nov | 1250.55 | 25.65 | -7.35 | 21.94 | 412 | 84 | 246 |
| 20 Nov | 1249.10 | 33 | 0.00 | 22.98 | 421 | 48 | 162 |
| 19 Nov | 1249.10 | 33 | 6.55 | 22.98 | 421 | 48 | 162 |
| 18 Nov | 1253.45 | 26.45 | -0.10 | 20.91 | 89 | 51 | 114 |
| 14 Nov | 1256.95 | 26.55 | -0.05 | 21.94 | 56 | 27 | 61 |
| 13 Nov | 1253.70 | 26.6 | 3.30 | 21.57 | 69 | 17 | 33 |
| 12 Nov | 1270.60 | 23.3 | 1.30 | 21.86 | 20 | 9 | 15 |
| 11 Nov | 1269.30 | 22 | -3.55 | 20.82 | 5 | 2 | 5 |
| 8 Nov | 1258.85 | 25.55 | 4.55 | 20.44 | 2 | 0 | 1 |
| 7 Nov | 1278.70 | 21 | 10.10 | 21.79 | 1 | 0 | 1 |
| 6 Nov | 1302.35 | 10.9 | -15.50 | 19.23 | 2 | 1 | 1 |
| 5 Nov | 1296.70 | 26.4 | 0.00 | 3.51 | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 26.4 | 2.58 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1250 expiring on 26DEC2024
Delta for 1250 PE is -0.13
Historical price for 1250 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 2.55, which was -1.10 lower than the previous day. The implied volatity was 24.03, the open interest changed by 246 which increased total open position to 1598
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 3.65, which was 2.05 higher than the previous day. The implied volatity was 24.22, the open interest changed by -37 which decreased total open position to 1358
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 1.6, which was 0.25 higher than the previous day. The implied volatity was 25.40, the open interest changed by 92 which increased total open position to 1402
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 27.25, the open interest changed by 35 which increased total open position to 1321
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 1.35, which was 0.15 higher than the previous day. The implied volatity was 28.05, the open interest changed by 151 which increased total open position to 1310
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 1.2, which was -0.50 lower than the previous day. The implied volatity was 24.58, the open interest changed by -71 which decreased total open position to 1163
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 1.7, which was -0.45 lower than the previous day. The implied volatity was 22.68, the open interest changed by -20 which decreased total open position to 1237
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 2.15, which was -0.65 lower than the previous day. The implied volatity was 22.71, the open interest changed by 58 which increased total open position to 1278
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 2.8, which was -0.50 lower than the previous day. The implied volatity was 24.25, the open interest changed by 34 which increased total open position to 1226
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 3.3, which was 0.40 higher than the previous day. The implied volatity was 23.09, the open interest changed by 53 which increased total open position to 1191
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 2.9, which was -0.25 lower than the previous day. The implied volatity was 21.73, the open interest changed by -32 which decreased total open position to 1145
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 3.15, which was -1.65 lower than the previous day. The implied volatity was 23.07, the open interest changed by -95 which decreased total open position to 1179
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 4.8, which was -1.20 lower than the previous day. The implied volatity was 21.52, the open interest changed by 110 which increased total open position to 1286
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 6, which was -1.40 lower than the previous day. The implied volatity was 20.98, the open interest changed by -9 which decreased total open position to 1186
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 7.4, which was -0.95 lower than the previous day. The implied volatity was 21.59, the open interest changed by 162 which increased total open position to 1195
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 8.35, which was -2.60 lower than the previous day. The implied volatity was 20.61, the open interest changed by 76 which increased total open position to 1034
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 10.95, which was 3.00 higher than the previous day. The implied volatity was 20.42, the open interest changed by 301 which increased total open position to 957
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 7.95, which was -0.45 lower than the previous day. The implied volatity was 20.13, the open interest changed by 93 which increased total open position to 665
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 8.4, which was -1.10 lower than the previous day. The implied volatity was 20.97, the open interest changed by 57 which increased total open position to 572
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 9.5, which was -8.75 lower than the previous day. The implied volatity was 21.41, the open interest changed by 255 which increased total open position to 502
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 18.25, which was -7.40 lower than the previous day. The implied volatity was 22.52, the open interest changed by 77 which increased total open position to 324
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 25.65, which was -7.35 lower than the previous day. The implied volatity was 21.94, the open interest changed by 84 which increased total open position to 246
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 33, which was 0.00 lower than the previous day. The implied volatity was 22.98, the open interest changed by 48 which increased total open position to 162
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 33, which was 6.55 higher than the previous day. The implied volatity was 22.98, the open interest changed by 48 which increased total open position to 162
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 26.45, which was -0.10 lower than the previous day. The implied volatity was 20.91, the open interest changed by 51 which increased total open position to 114
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 26.55, which was -0.05 lower than the previous day. The implied volatity was 21.94, the open interest changed by 27 which increased total open position to 61
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 26.6, which was 3.30 higher than the previous day. The implied volatity was 21.57, the open interest changed by 17 which increased total open position to 33
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 23.3, which was 1.30 higher than the previous day. The implied volatity was 21.86, the open interest changed by 9 which increased total open position to 15
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 22, which was -3.55 lower than the previous day. The implied volatity was 20.82, the open interest changed by 2 which increased total open position to 5
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 25.55, which was 4.55 higher 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 21, which was 10.10 higher than the previous day. The implied volatity was 21.79, the open interest changed by 0 which decreased total open position to 1
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 10.9, which was -15.50 lower than the previous day. The implied volatity was 19.23, the open interest changed by 1 which increased total open position to 1
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 26.4, which was 0.00 lower than the previous day. The implied volatity was 3.51, 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 26.4, which was lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
