ICICIBANK
ICICI BANK LTD.
Historical option data for ICICIBANK
08 Jul 2024 04:11 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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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 | ||||
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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: -
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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