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ICICIBANK
Icici Bank Ltd.
1307.55 10.21 (0.79%)

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Historical option data for ICICIBANK

27 Dec 2024 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
ICICIBANK 30JAN2025 1250 CE
Delta: 0.88
Vega: 0.78
Theta: -0.47
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 0.88

Historical price for 1250 CE is as follows

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
Delta: -0.17
Vega: 1.01
Theta: -0.22
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.17

Historical price for 1250 PE is as follows

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