ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1260 CE | ||||||||||
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Delta: 0.83
Vega: 1.02
Theta: -0.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 65.5 | 7.90 | 16.55 | 126 | 46 | 149 | |||
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| 26 Dec | 1297.35 | 57.6 | -3.90 | 16.59 | 313 | 24 | 102 | |||
| 24 Dec | 1297.25 | 61.5 | -0.50 | 17.65 | 59 | 26 | 78 | |||
| 23 Dec | 1296.80 | 62 | 4.50 | 18.56 | 44 | 14 | 51 | |||
| 20 Dec | 1288.40 | 57.5 | -2.15 | 16.97 | 39 | 7 | 37 | |||
| 19 Dec | 1286.90 | 59.65 | -20.20 | 19.34 | 23 | 4 | 30 | |||
| 18 Dec | 1314.15 | 79.85 | -16.15 | 18.28 | 47 | 3 | 26 | |||
| 17 Dec | 1333.75 | 96 | -9.00 | 19.43 | 23 | 18 | 22 | |||
| 16 Dec | 1346.10 | 105 | 30.00 | 19.61 | 7 | 0 | 4 | |||
| 13 Dec | 1344.90 | 75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1329.25 | 75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1327.50 | 75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1330.45 | 75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1322.30 | 75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1328.75 | 75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1336.50 | 75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1316.05 | 75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1308.40 | 75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 75 | 32.00 | 18.15 | 1 | 0 | 4 | |||
| 28 Nov | 1286.35 | 43 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1300.70 | 43 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 1304.95 | 43 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 1278.05 | 43 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 1250.55 | 43 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 18 Nov | 1253.45 | 43 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 14 Nov | 1256.95 | 43 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 13 Nov | 1253.70 | 43 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 12 Nov | 1270.60 | 43 | -22.00 | 8.61 | 5 | -1 | 0 | |||
| 11 Nov | 1269.30 | 65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 1258.85 | 65 | 65.00 | 21.28 | 1 | 0 | 0 | |||
| 7 Nov | 1278.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1277.20 | 0 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1260 expiring on 30JAN2025
Delta for 1260 CE is 0.83
Historical price for 1260 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 65.5, which was 7.90 higher than the previous day. The implied volatity was 16.55, the open interest changed by 46 which increased total open position to 149
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 57.6, which was -3.90 lower than the previous day. The implied volatity was 16.59, the open interest changed by 24 which increased total open position to 102
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 61.5, which was -0.50 lower than the previous day. The implied volatity was 17.65, the open interest changed by 26 which increased total open position to 78
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 62, which was 4.50 higher than the previous day. The implied volatity was 18.56, the open interest changed by 14 which increased total open position to 51
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 57.5, which was -2.15 lower than the previous day. The implied volatity was 16.97, the open interest changed by 7 which increased total open position to 37
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 59.65, which was -20.20 lower than the previous day. The implied volatity was 19.34, the open interest changed by 4 which increased total open position to 30
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 79.85, which was -16.15 lower than the previous day. The implied volatity was 18.28, the open interest changed by 3 which increased total open position to 26
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 96, which was -9.00 lower than the previous day. The implied volatity was 19.43, the open interest changed by 18 which increased total open position to 22
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 105, which was 30.00 higher than the previous day. The implied volatity was 19.61, the open interest changed by 0 which decreased total open position to 4
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 75, 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 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 75, 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 75, 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 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 75, 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 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 75, 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 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 75, 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 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 75, 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 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 75, 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 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 75, 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 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 75, 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 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 75, which was 32.00 higher than the previous day. The implied volatity was 18.15, the open interest changed by 0 which decreased total open position to 4
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 43, 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 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 43, 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 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 43, 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 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 43, 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 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 43, 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 4
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 43, 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 4
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 43, 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 4
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 43, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 43, which was -22.00 lower than the previous day. The implied volatity was 8.61, the open interest changed by -1 which decreased total open position to 0
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 65, 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 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 65, which was 65.00 higher than the previous day. The implied volatity was 21.28, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 0, 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 0, 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 0, 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 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 1.12
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 8.75 | -3.15 | 18.86 | 1,544 | 133 | 908 |
| 26 Dec | 1297.35 | 11.9 | 0.60 | 19.29 | 1,236 | 93 | 775 |
| 24 Dec | 1297.25 | 11.3 | -2.80 | 18.80 | 685 | 151 | 683 |
| 23 Dec | 1296.80 | 14.1 | -5.55 | 20.42 | 481 | 164 | 530 |
| 20 Dec | 1288.40 | 19.65 | 1.20 | 22.62 | 530 | 151 | 365 |
| 19 Dec | 1286.90 | 18.45 | 6.85 | 21.14 | 254 | 32 | 214 |
| 18 Dec | 1314.15 | 11.6 | 2.30 | 21.03 | 225 | 175 | 182 |
| 17 Dec | 1333.75 | 9.3 | -30.10 | 21.58 | 8 | 6 | 6 |
| 16 Dec | 1346.10 | 39.4 | 0.00 | 5.93 | 0 | 0 | 0 |
| 13 Dec | 1344.90 | 39.4 | 0.00 | 5.91 | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 39.4 | 0.00 | 5.04 | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 39.4 | 0.00 | 4.98 | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 39.4 | 0.00 | 5.06 | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 39.4 | 0.00 | 4.65 | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 39.4 | 0.00 | 4.86 | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 39.4 | 0.00 | 5.21 | 0 | 0 | 0 |
| 4 Dec | 1316.05 | 39.4 | 0.00 | 4.14 | 0 | 0 | 0 |
| 3 Dec | 1308.40 | 39.4 | 0.00 | 3.67 | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 39.4 | 0.00 | 3.49 | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 39.4 | 0.00 | 3.22 | 0 | 0 | 0 |
| 28 Nov | 1286.35 | 39.4 | 0.00 | 2.64 | 0 | 0 | 0 |
| 27 Nov | 1300.70 | 39.4 | 0.00 | 3.33 | 0 | 0 | 0 |
| 26 Nov | 1304.95 | 39.4 | 0.00 | 3.50 | 0 | 0 | 0 |
| 22 Nov | 1278.05 | 39.4 | 0.00 | 2.02 | 0 | 0 | 0 |
| 21 Nov | 1250.55 | 39.4 | 0.00 | 1.04 | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 39.4 | 0.00 | 0.99 | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 39.4 | 0.00 | 1.00 | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 39.4 | 0.00 | 1.79 | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 39.4 | 0.00 | 2.56 | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 39.4 | 0.00 | 2.03 | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 39.4 | 39.40 | 1.45 | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 0 | 0.00 | 2.24 | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 0 | 0.00 | 3.16 | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 0 | 2.10 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1260 expiring on 30JAN2025
Delta for 1260 PE is -0.20
Historical price for 1260 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 8.75, which was -3.15 lower than the previous day. The implied volatity was 18.86, the open interest changed by 133 which increased total open position to 908
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 11.9, which was 0.60 higher than the previous day. The implied volatity was 19.29, the open interest changed by 93 which increased total open position to 775
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 11.3, which was -2.80 lower than the previous day. The implied volatity was 18.80, the open interest changed by 151 which increased total open position to 683
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 14.1, which was -5.55 lower than the previous day. The implied volatity was 20.42, the open interest changed by 164 which increased total open position to 530
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 19.65, which was 1.20 higher than the previous day. The implied volatity was 22.62, the open interest changed by 151 which increased total open position to 365
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 18.45, which was 6.85 higher than the previous day. The implied volatity was 21.14, the open interest changed by 32 which increased total open position to 214
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 11.6, which was 2.30 higher than the previous day. The implied volatity was 21.03, the open interest changed by 175 which increased total open position to 182
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 9.3, which was -30.10 lower than the previous day. The implied volatity was 21.58, the open interest changed by 6 which increased total open position to 6
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 39.4, which was 0.00 lower than the previous day. The implied volatity was 5.93, the open interest changed by 0 which decreased total open position to 0
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 39.4, which was 0.00 lower than the previous day. The implied volatity was 5.91, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 39.4, which was 0.00 lower than the previous day. The implied volatity was 5.04, 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 39.4, which was 0.00 lower than the previous day. The implied volatity was 4.98, the open interest changed by 0 which decreased total open position to 0
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 39.4, which was 0.00 lower than the previous day. The implied volatity was 5.06, the open interest changed by 0 which decreased total open position to 0
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 39.4, which was 0.00 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 39.4, which was 0.00 lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 39.4, which was 0.00 lower than the previous day. The implied volatity was 5.21, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 39.4, which was 0.00 lower than the previous day. The implied volatity was 4.14, 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 39.4, which was 0.00 lower than the previous day. The implied volatity was 3.67, 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 39.4, which was 0.00 lower than the previous day. The implied volatity was 3.49, 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 39.4, which was 0.00 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 39.4, which was 0.00 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 39.4, which was 0.00 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 39.4, which was 0.00 lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 39.4, which was 0.00 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 39.4, which was 0.00 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 39.4, which was 0.00 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 39.4, which was 0.00 lower than the previous day. The implied volatity was 1.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 39.4, which was 0.00 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 39.4, which was 0.00 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 39.4, which was 0.00 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 39.4, which was 39.40 higher than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.24, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.16, 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 0, which was lower than the previous day. The implied volatity was 2.10, the open interest changed by 0 which decreased total open position to 0
