ICICIBANK
ICICI BANK LTD.
Historical option data for ICICIBANK
08 Jul 2024 04:11 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 8 Jul | 1235.05 | 9.05 | 0.15 | - | 17,12,200 | 43,400 | 8,80,600 | |||
| 5 Jul | 1233.40 | 8.9 | - | 41,96,500 | 57,400 | 8,37,200 | ||||
| 4 Jul | 1233.00 | 11.05 | - | 28,25,200 | 1,55,400 | 7,79,800 | ||||
| 3 Jul | 1201.60 | 5.8 | - | 21,47,600 | 13,300 | 6,24,400 | ||||
| 2 Jul | 1190.60 | 5.75 | - | 15,00,100 | 95,200 | 6,12,500 | ||||
| 1 Jul | 1211.85 | 8.15 | - | 10,06,600 | 60,200 | 5,17,300 | ||||
| 28 Jun | 1199.60 | 7.75 | - | 10,61,900 | 1,14,100 | 4,57,100 | ||||
| 27 Jun | 1219.90 | 12 | - | 7,35,000 | -4,900 | 3,43,000 | ||||
| 26 Jun | 1218.00 | 12.15 | - | 11,79,500 | 2,38,000 | 3,44,400 | ||||
| 25 Jun | 1197.95 | 10.15 | - | 2,49,200 | 72,100 | 1,06,400 | ||||
| 24 Jun | 1170.10 | 4.3 | - | 59,500 | 17,500 | 34,300 | ||||
| 21 Jun | 1158.65 | 3.50 | - | 4,200 | 2,100 | 16,800 | ||||
| 20 Jun | 1156.80 | 2.95 | - | 4,200 | 700 | 14,700 | ||||
| 19 Jun | 1144.45 | 4.35 | - | 18,900 | 14,000 | 14,000 | ||||
| 18 Jun | 1122.85 | 4.55 | - | 0 | 0 | 0 | ||||
| 14 Jun | 1105.65 | 4.55 | - | 0 | 0 | 0 | ||||
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| 13 Jun | 1107.35 | 4.55 | - | 0 | 0 | 0 | ||||
| 12 Jun | 1119.55 | 4.55 | - | 0 | 0 | 0 | ||||
| 11 Jun | 1118.20 | 4.55 | - | 0 | 0 | 0 | ||||
| 10 Jun | 1123.80 | 4.55 | - | 0 | 0 | 0 | ||||
For ICICI BANK LTD. - strike price 1270 expiring on 25JUL2024
Delta for 1270 CE is -
Historical price for 1270 CE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 9.05, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 43400 which increased total open position to 880600
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 8.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 57400 which increased total open position to 837200
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 155400 which increased total open position to 779800
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 5.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 13300 which increased total open position to 624400
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 5.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 95200 which increased total open position to 612500
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 8.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 60200 which increased total open position to 517300
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 7.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 114100 which increased total open position to 457100
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 12, which was lower than the previous day. The implied volatity was -, the open interest changed by -4900 which decreased total open position to 343000
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 12.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 238000 which increased total open position to 344400
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 10.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 72100 which increased total open position to 106400
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 4.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 17500 which increased total open position to 34300
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 3.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 16800
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 14700
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 14000 which increased total open position to 14000
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 4.55, 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 4.55, 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 4.55, 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 4.55, 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 4.55, 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 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 8 Jul | 1235.05 | 43.65 | -2.55 | - | 78,400 | 7,000 | 46,900 |
| 5 Jul | 1233.40 | 46.2 | - | 2,15,600 | 5,600 | 39,900 | |
| 4 Jul | 1233.00 | 47.75 | - | 53,900 | 9,100 | 34,300 | |
| 3 Jul | 1201.60 | 70.45 | - | 46,900 | -6,300 | 25,200 | |
| 2 Jul | 1190.60 | 77.1 | - | 41,300 | 6,300 | 32,900 | |
| 1 Jul | 1211.85 | 65.95 | - | 28,700 | -11,900 | 26,600 | |
| 28 Jun | 1199.60 | 72.3 | - | 64,400 | -13,300 | 38,500 | |
| 27 Jun | 1219.90 | 61.55 | - | 1,07,800 | -1,400 | 51,800 | |
| 26 Jun | 1218.00 | 66.3 | - | 1,31,600 | 53,900 | 53,900 | |
| 25 Jun | 1197.95 | 100.9 | - | 0 | 32,900 | 0 | |
| 24 Jun | 1170.10 | 100.9 | - | 42,700 | 31,500 | 35,000 | |
| 21 Jun | 1158.65 | 118.20 | - | 0 | 0 | 0 | |
| 20 Jun | 1156.80 | 118.20 | - | 0 | 2,100 | 0 | |
| 19 Jun | 1144.45 | 118.20 | - | 3,500 | 2,100 | 2,100 | |
| 18 Jun | 1122.85 | 146.70 | - | 0 | 0 | 0 | |
| 14 Jun | 1105.65 | 146.70 | - | 0 | 0 | 0 | |
| 13 Jun | 1107.35 | 146.70 | - | 0 | 0 | 0 | |
| 12 Jun | 1119.55 | 146.70 | - | 0 | 0 | 0 | |
| 11 Jun | 1118.20 | 146.70 | - | 0 | 0 | 0 | |
| 10 Jun | 1123.80 | 146.70 | - | 0 | 0 | 0 | |
For ICICI BANK LTD. - strike price 1270 expiring on 25JUL2024
Delta for 1270 PE is -
Historical price for 1270 PE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 43.65, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 7000 which increased total open position to 46900
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 46.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 39900
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 47.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 9100 which increased total open position to 34300
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 70.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -6300 which decreased total open position to 25200
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 77.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 32900
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 65.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -11900 which decreased total open position to 26600
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 72.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -13300 which decreased total open position to 38500
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 61.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -1400 which decreased total open position to 51800
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 66.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 53900 which increased total open position to 53900
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 100.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 32900 which increased total open position to 0
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 100.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 35000
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 118.20, 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 118.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 0
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 118.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 2100
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 146.70, 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 146.70, 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 146.70, 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 146.70, 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 146.70, 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 146.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0