ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
30 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1270 CE | ||||||||||
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Delta: 0.69
Vega: 1.34
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 30 Dec | 1294.65 | 50.2 | -6.15 | 20.26 | 43 | 6 | 67 | |||
| 27 Dec | 1307.55 | 56.35 | 6.40 | 15.41 | 38 | -2 | 61 | |||
| 26 Dec | 1297.35 | 49.95 | -3.15 | 16.36 | 50 | -2 | 63 | |||
| 24 Dec | 1297.25 | 53.1 | -1.90 | 16.81 | 84 | 47 | 65 | |||
| 23 Dec | 1296.80 | 55 | 3.00 | 18.60 | 29 | 8 | 19 | |||
| 20 Dec | 1288.40 | 52 | -2.50 | 17.95 | 41 | 10 | 12 | |||
| 19 Dec | 1286.90 | 54.5 | -14.55 | 20.26 | 1 | 0 | 1 | |||
| 18 Dec | 1314.15 | 69.05 | -0.75 | 15.88 | 1 | 0 | 0 | |||
| 17 Dec | 1333.75 | 69.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1346.10 | 69.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1344.90 | 69.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1329.25 | 69.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1327.50 | 69.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1330.45 | 69.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1322.30 | 69.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1328.75 | 69.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1336.50 | 69.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1316.05 | 69.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1308.40 | 69.8 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 69.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 69.8 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1270 expiring on 30JAN2025
Delta for 1270 CE is 0.69
Historical price for 1270 CE is as follows
On 30 Dec ICICIBANK was trading at 1294.65. The strike last trading price was 50.2, which was -6.15 lower than the previous day. The implied volatity was 20.26, the open interest changed by 6 which increased total open position to 67
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 56.35, which was 6.40 higher than the previous day. The implied volatity was 15.41, the open interest changed by -2 which decreased total open position to 61
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 49.95, which was -3.15 lower than the previous day. The implied volatity was 16.36, the open interest changed by -2 which decreased total open position to 63
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 53.1, which was -1.90 lower than the previous day. The implied volatity was 16.81, the open interest changed by 47 which increased total open position to 65
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 55, which was 3.00 higher than the previous day. The implied volatity was 18.60, the open interest changed by 8 which increased total open position to 19
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 52, which was -2.50 lower than the previous day. The implied volatity was 17.95, the open interest changed by 10 which increased total open position to 12
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 54.5, which was -14.55 lower than the previous day. The implied volatity was 20.26, the open interest changed by 0 which decreased total open position to 1
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 69.05, which was -0.75 lower than the previous day. The implied volatity was 15.88, the open interest changed by 0 which decreased total open position to 0
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 69.8, 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 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 69.8, 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 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 69.8, 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 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 69.8, 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 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 69.8, 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 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 69.8, 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 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 69.8, 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 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 69.8, 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 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 69.8, 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 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 69.8, 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 69.8, 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 69.8, 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 69.8, 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 1270 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.30
Vega: 1.32
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 1294.65 | 14.05 | 3.30 | 18.79 | 1,238 | 84 | 460 |
| 27 Dec | 1307.55 | 10.75 | -3.70 | 18.56 | 675 | 34 | 380 |
| 26 Dec | 1297.35 | 14.45 | 0.55 | 19.04 | 799 | 163 | 340 |
| 24 Dec | 1297.25 | 13.9 | -2.95 | 18.68 | 268 | 72 | 182 |
| 23 Dec | 1296.80 | 16.85 | -6.00 | 20.23 | 263 | 10 | 109 |
| 20 Dec | 1288.40 | 22.85 | 1.60 | 22.46 | 295 | 72 | 99 |
| 19 Dec | 1286.90 | 21.25 | 6.65 | 20.75 | 36 | 11 | 27 |
| 18 Dec | 1314.15 | 14.6 | 4.40 | 21.42 | 15 | 8 | 16 |
| 17 Dec | 1333.75 | 10.2 | 0.30 | 20.71 | 7 | 4 | 8 |
| 16 Dec | 1346.10 | 9.9 | -27.65 | 21.69 | 6 | 5 | 5 |
| 13 Dec | 1344.90 | 37.55 | 0.00 | 5.36 | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 37.55 | 0.00 | 4.49 | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 37.55 | 0.00 | 4.37 | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 37.55 | 0.00 | 4.44 | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 37.55 | 0.00 | 4.10 | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 37.55 | 0.00 | 4.35 | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 37.55 | 0.00 | 4.69 | 0 | 0 | 0 |
| 4 Dec | 1316.05 | 37.55 | 0.00 | 3.57 | 0 | 0 | 0 |
| 3 Dec | 1308.40 | 37.55 | 0.00 | 3.13 | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 37.55 | 0.00 | 2.98 | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 37.55 | 2.72 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1270 expiring on 30JAN2025
Delta for 1270 PE is -0.30
Historical price for 1270 PE is as follows
On 30 Dec ICICIBANK was trading at 1294.65. The strike last trading price was 14.05, which was 3.30 higher than the previous day. The implied volatity was 18.79, the open interest changed by 84 which increased total open position to 460
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 10.75, which was -3.70 lower than the previous day. The implied volatity was 18.56, the open interest changed by 34 which increased total open position to 380
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 14.45, which was 0.55 higher than the previous day. The implied volatity was 19.04, the open interest changed by 163 which increased total open position to 340
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 13.9, which was -2.95 lower than the previous day. The implied volatity was 18.68, the open interest changed by 72 which increased total open position to 182
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 16.85, which was -6.00 lower than the previous day. The implied volatity was 20.23, the open interest changed by 10 which increased total open position to 109
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 22.85, which was 1.60 higher than the previous day. The implied volatity was 22.46, the open interest changed by 72 which increased total open position to 99
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 21.25, which was 6.65 higher than the previous day. The implied volatity was 20.75, the open interest changed by 11 which increased total open position to 27
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 14.6, which was 4.40 higher than the previous day. The implied volatity was 21.42, the open interest changed by 8 which increased total open position to 16
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 10.2, which was 0.30 higher than the previous day. The implied volatity was 20.71, the open interest changed by 4 which increased total open position to 8
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 9.9, which was -27.65 lower than the previous day. The implied volatity was 21.69, the open interest changed by 5 which increased total open position to 5
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 37.55, which was 0.00 lower than the previous day. The implied volatity was 5.36, 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 37.55, which was 0.00 lower than the previous day. The implied volatity was 4.49, 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 37.55, which was 0.00 lower than the previous day. The implied volatity was 4.37, 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 37.55, which was 0.00 lower than the previous day. The implied volatity was 4.44, 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 37.55, which was 0.00 lower than the previous day. The implied volatity was 4.10, 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 37.55, which was 0.00 lower than the previous day. The implied volatity was 4.35, 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 37.55, which was 0.00 lower than the previous day. The implied volatity was 4.69, 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 37.55, which was 0.00 lower than the previous day. The implied volatity was 3.57, 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 37.55, which was 0.00 lower than the previous day. The implied volatity was 3.13, 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 37.55, which was 0.00 lower than the previous day. The implied volatity was 2.98, 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 37.55, which was lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0
