[--[65.84.65.76]--]
ICICIBANK
ICICI BANK LTD.

1235.05 1.65 (0.13%)

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Historical option data for ICICIBANK

08 Jul 2024 04:11 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
8 Jul 1235.05 11.85 0.30 - 18,78,800 60,900 13,34,200
5 Jul 1233.40 11.55 - 39,31,900 3,44,400 12,73,300
4 Jul 1233.00 13.95 - 33,78,200 2,72,300 9,28,900
3 Jul 1201.60 7.3 - 22,18,300 36,400 6,56,600
2 Jul 1190.60 7.2 - 22,77,800 -1,88,300 6,23,000
1 Jul 1211.85 10.05 - 14,82,600 -1,68,700 8,11,300
28 Jun 1199.60 9.5 - 14,56,700 59,500 9,80,000
27 Jun 1219.90 14.6 - 12,11,700 -33,600 9,20,500
26 Jun 1218.00 14.7 - 19,55,100 8,57,500 9,52,700
25 Jun 1197.95 12.3 - 2,70,200 64,400 95,200
24 Jun 1170.10 4.95 - 37,100 8,400 32,900
21 Jun 1158.65 3.70 - 23,100 10,500 23,800
20 Jun 1156.80 4.70 - 16,100 2,100 9,800
19 Jun 1144.45 4.25 - 25,900 7,700 7,700
18 Jun 1122.85 12.75 - 0 0 0
14 Jun 1105.65 12.75 - 0 0 0
13 Jun 1107.35 12.75 - 0 0 0
12 Jun 1119.55 12.75 - 0 0 0
11 Jun 1118.20 12.75 - 0 0 0
10 Jun 1123.80 12.75 - 0 0 0


For ICICI BANK LTD. - strike price 1260 expiring on 25JUL2024

Delta for 1260 CE is -

Historical price for 1260 CE is as follows

On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 11.85, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 60900 which increased total open position to 1334200


On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 11.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 344400 which increased total open position to 1273300


On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 13.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 272300 which increased total open position to 928900


On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 7.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 36400 which increased total open position to 656600


On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 7.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -188300 which decreased total open position to 623000


On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 10.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -168700 which decreased total open position to 811300


On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 9.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 59500 which increased total open position to 980000


On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 14.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -33600 which decreased total open position to 920500


On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 14.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 857500 which increased total open position to 952700


On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 12.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 64400 which increased total open position to 95200


On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 4.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 8400 which increased total open position to 32900


On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 3.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 23800


On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 4.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 9800


On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 7700 which increased total open position to 7700


On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 12.75, 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 12.75, 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 12.75, 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 12.75, 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 12.75, 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 12.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
8 Jul 1235.05 36.25 -2.95 - 2,10,700 2,100 88,200
5 Jul 1233.40 39.2 - 3,62,600 12,600 86,100
4 Jul 1233.00 40.15 - 2,01,600 50,400 73,500
3 Jul 1201.60 61.75 - 91,000 -21,000 23,100
2 Jul 1190.60 68.8 - 1,21,800 -26,600 44,800
1 Jul 1211.85 57.25 - 29,400 -14,700 71,400
28 Jun 1199.60 62.3 - 66,500 -16,100 86,100
27 Jun 1219.90 53.85 - 1,75,000 9,800 1,02,200
26 Jun 1218.00 58.25 - 2,14,200 91,000 91,000
25 Jun 1197.95 116.05 - 0 0 0
24 Jun 1170.10 116.05 - 0 0 0
21 Jun 1158.65 116.05 - 0 0 0
20 Jun 1156.80 116.05 - 0 7,700 0
19 Jun 1144.45 116.05 - 9,800 7,700 7,700
18 Jun 1122.85 136.25 - 0 0 0
14 Jun 1105.65 136.25 - 0 0 0
13 Jun 1107.35 136.25 - 0 0 0
12 Jun 1119.55 136.25 - 0 0 0
11 Jun 1118.20 136.25 - 0 0 0
10 Jun 1123.80 136.25 - 0 0 0


For ICICI BANK LTD. - strike price 1260 expiring on 25JUL2024

Delta for 1260 PE is -

Historical price for 1260 PE is as follows

On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 36.25, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 88200


On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 39.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 12600 which increased total open position to 86100


On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 40.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 50400 which increased total open position to 73500


On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 61.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -21000 which decreased total open position to 23100


On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 68.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -26600 which decreased total open position to 44800


On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 57.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -14700 which decreased total open position to 71400


On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 62.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -16100 which decreased total open position to 86100


On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 53.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 9800 which increased total open position to 102200


On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 58.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 91000 which increased total open position to 91000


On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 116.05, 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 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 116.05, 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 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 116.05, 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 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 116.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 7700 which increased total open position to 0


On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 116.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 7700 which increased total open position to 7700


On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 136.25, 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 136.25, 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 136.25, 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 136.25, 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 136.25, 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 136.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0