ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1270 CE | ||||||||||
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Delta: 0.85
Vega: 0.38
Theta: -0.74
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 25.85 | -3.45 | 14.05 | 1,669 | 135 | 292 | |||
| 19 Dec | 1286.90 | 29.3 | -23.70 | 22.65 | 614 | 54 | 156 | |||
| 18 Dec | 1314.15 | 53 | -17.25 | 24.14 | 92 | 13 | 102 | |||
| 17 Dec | 1333.75 | 70.25 | -9.75 | 27.36 | 20 | -5 | 88 | |||
| 16 Dec | 1346.10 | 80 | 1.60 | 28.06 | 4 | 1 | 93 | |||
| 13 Dec | 1344.90 | 78.4 | 10.70 | - | 35 | -10 | 93 | |||
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| 12 Dec | 1329.25 | 67.7 | 2.50 | 19.69 | 19 | -14 | 103 | |||
| 11 Dec | 1327.50 | 65.2 | -1.30 | 18.00 | 49 | 5 | 118 | |||
| 10 Dec | 1330.45 | 66.5 | 0.10 | - | 1 | 0 | 113 | |||
| 9 Dec | 1322.30 | 66.4 | -3.80 | 24.14 | 8 | -1 | 114 | |||
| 6 Dec | 1328.75 | 70.2 | -3.50 | 19.99 | 14 | -10 | 115 | |||
| 5 Dec | 1336.50 | 73.7 | 15.20 | - | 50 | -6 | 129 | |||
| 4 Dec | 1316.05 | 58.5 | 5.95 | 17.88 | 38 | -3 | 135 | |||
| 3 Dec | 1308.40 | 52.55 | 1.85 | 18.50 | 204 | 22 | 138 | |||
| 2 Dec | 1304.65 | 50.7 | 0.65 | 18.54 | 84 | -8 | 115 | |||
| 29 Nov | 1300.10 | 50.05 | 7.60 | 19.33 | 162 | 17 | 124 | |||
| 28 Nov | 1286.35 | 42.45 | -12.60 | 18.95 | 187 | 19 | 107 | |||
| 27 Nov | 1300.70 | 55.05 | -0.95 | 20.83 | 39 | -3 | 88 | |||
| 26 Nov | 1304.95 | 56 | -0.40 | 18.92 | 30 | 9 | 90 | |||
| 25 Nov | 1300.95 | 56.4 | 17.00 | 19.82 | 162 | -17 | 82 | |||
| 22 Nov | 1278.05 | 39.4 | 11.00 | 18.41 | 609 | -9 | 90 | |||
| 21 Nov | 1250.55 | 28.4 | 4.35 | 18.94 | 159 | 24 | 99 | |||
| 20 Nov | 1249.10 | 24.05 | 0.00 | 19.01 | 191 | 57 | 75 | |||
| 19 Nov | 1249.10 | 24.05 | -3.55 | 19.01 | 191 | 57 | 75 | |||
| 18 Nov | 1253.45 | 27.6 | -8.25 | 18.48 | 61 | 5 | 19 | |||
| 14 Nov | 1256.95 | 35.85 | 0.65 | 20.04 | 3 | 0 | 13 | |||
| 13 Nov | 1253.70 | 35.2 | -8.00 | 19.62 | 15 | 10 | 11 | |||
| 12 Nov | 1270.60 | 43.2 | 4.85 | 20.43 | 3 | 0 | 2 | |||
| 11 Nov | 1269.30 | 38.35 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 8 Nov | 1258.85 | 38.35 | -31.80 | 19.44 | 4 | 2 | 2 | |||
| 7 Nov | 1278.70 | 70.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 70.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 70.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1277.20 | 70.15 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1270 expiring on 26DEC2024
Delta for 1270 CE is 0.85
Historical price for 1270 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 25.85, which was -3.45 lower than the previous day. The implied volatity was 14.05, the open interest changed by 135 which increased total open position to 292
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 29.3, which was -23.70 lower than the previous day. The implied volatity was 22.65, the open interest changed by 54 which increased total open position to 156
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 53, which was -17.25 lower than the previous day. The implied volatity was 24.14, the open interest changed by 13 which increased total open position to 102
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 70.25, which was -9.75 lower than the previous day. The implied volatity was 27.36, the open interest changed by -5 which decreased total open position to 88
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 80, which was 1.60 higher than the previous day. The implied volatity was 28.06, the open interest changed by 1 which increased total open position to 93
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 78.4, which was 10.70 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 93
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 67.7, which was 2.50 higher than the previous day. The implied volatity was 19.69, the open interest changed by -14 which decreased total open position to 103
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 65.2, which was -1.30 lower than the previous day. The implied volatity was 18.00, the open interest changed by 5 which increased total open position to 118
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 66.5, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 113
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 66.4, which was -3.80 lower than the previous day. The implied volatity was 24.14, the open interest changed by -1 which decreased total open position to 114
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 70.2, which was -3.50 lower than the previous day. The implied volatity was 19.99, the open interest changed by -10 which decreased total open position to 115
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 73.7, which was 15.20 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 129
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 58.5, which was 5.95 higher than the previous day. The implied volatity was 17.88, the open interest changed by -3 which decreased total open position to 135
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 52.55, which was 1.85 higher than the previous day. The implied volatity was 18.50, the open interest changed by 22 which increased total open position to 138
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 50.7, which was 0.65 higher than the previous day. The implied volatity was 18.54, the open interest changed by -8 which decreased total open position to 115
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 50.05, which was 7.60 higher than the previous day. The implied volatity was 19.33, the open interest changed by 17 which increased total open position to 124
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 42.45, which was -12.60 lower than the previous day. The implied volatity was 18.95, the open interest changed by 19 which increased total open position to 107
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 55.05, which was -0.95 lower than the previous day. The implied volatity was 20.83, the open interest changed by -3 which decreased total open position to 88
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 56, which was -0.40 lower than the previous day. The implied volatity was 18.92, the open interest changed by 9 which increased total open position to 90
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 56.4, which was 17.00 higher than the previous day. The implied volatity was 19.82, the open interest changed by -17 which decreased total open position to 82
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 39.4, which was 11.00 higher than the previous day. The implied volatity was 18.41, the open interest changed by -9 which decreased total open position to 90
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 28.4, which was 4.35 higher than the previous day. The implied volatity was 18.94, the open interest changed by 24 which increased total open position to 99
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 24.05, which was 0.00 lower than the previous day. The implied volatity was 19.01, the open interest changed by 57 which increased total open position to 75
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 24.05, which was -3.55 lower than the previous day. The implied volatity was 19.01, the open interest changed by 57 which increased total open position to 75
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 27.6, which was -8.25 lower than the previous day. The implied volatity was 18.48, the open interest changed by 5 which increased total open position to 19
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 35.85, which was 0.65 higher than the previous day. The implied volatity was 20.04, the open interest changed by 0 which decreased total open position to 13
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 35.2, which was -8.00 lower than the previous day. The implied volatity was 19.62, the open interest changed by 10 which increased total open position to 11
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 43.2, which was 4.85 higher than the previous day. The implied volatity was 20.43, the open interest changed by 0 which decreased total open position to 2
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 38.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 38.35, which was -31.80 lower than the previous day. The implied volatity was 19.44, the open interest changed by 2 which increased total open position to 2
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 70.15, 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 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 70.15, 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 70.15, 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 70.15, 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 26DEC2024 1270 PE | |||||||
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Delta: -0.25
Vega: 0.53
Theta: -0.88
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 5.55 | -2.00 | 22.19 | 9,227 | 239 | 1,151 |
| 19 Dec | 1286.90 | 7.55 | 4.65 | 22.95 | 5,348 | -108 | 927 |
| 18 Dec | 1314.15 | 2.9 | 0.55 | 23.13 | 1,967 | 4 | 1,046 |
| 17 Dec | 1333.75 | 2.35 | 0.25 | 25.29 | 829 | -28 | 1,042 |
| 16 Dec | 1346.10 | 2.1 | 0.15 | 25.74 | 785 | -140 | 1,064 |
| 13 Dec | 1344.90 | 1.95 | -0.95 | 22.79 | 2,071 | 102 | 1,203 |
| 12 Dec | 1329.25 | 2.9 | -0.80 | 21.14 | 918 | 32 | 1,101 |
| 11 Dec | 1327.50 | 3.7 | -0.75 | 21.44 | 871 | -17 | 1,068 |
| 10 Dec | 1330.45 | 4.45 | -0.90 | 22.85 | 947 | -2 | 1,087 |
| 9 Dec | 1322.30 | 5.35 | 0.65 | 21.87 | 1,683 | 383 | 1,090 |
| 6 Dec | 1328.75 | 4.7 | -0.20 | 20.63 | 1,619 | 2 | 708 |
| 5 Dec | 1336.50 | 4.9 | -2.85 | 21.97 | 1,986 | 9 | 713 |
| 4 Dec | 1316.05 | 7.75 | -1.75 | 20.76 | 1,255 | 0 | 704 |
| 3 Dec | 1308.40 | 9.5 | -1.70 | 20.19 | 1,408 | 8 | 704 |
| 2 Dec | 1304.65 | 11.2 | -1.45 | 20.68 | 1,534 | 135 | 696 |
| 29 Nov | 1300.10 | 12.65 | -3.60 | 19.89 | 1,130 | 134 | 562 |
| 28 Nov | 1286.35 | 16.25 | 4.10 | 19.72 | 1,463 | 45 | 416 |
| 27 Nov | 1300.70 | 12.15 | -0.15 | 19.52 | 321 | 11 | 369 |
| 26 Nov | 1304.95 | 12.3 | -1.40 | 20.16 | 160 | 35 | 358 |
| 25 Nov | 1300.95 | 13.7 | -11.65 | 20.65 | 592 | 274 | 322 |
| 22 Nov | 1278.05 | 25.35 | -8.95 | 22.24 | 625 | 121 | 169 |
| 21 Nov | 1250.55 | 34.3 | -5.70 | 21.43 | 57 | 1 | 47 |
| 20 Nov | 1249.10 | 40 | 0.00 | 20.77 | 55 | 28 | 47 |
| 19 Nov | 1249.10 | 40 | 4.10 | 20.77 | 55 | 29 | 47 |
| 18 Nov | 1253.45 | 35.9 | 0.60 | 21.02 | 29 | 5 | 17 |
| 14 Nov | 1256.95 | 35.3 | -2.20 | 21.76 | 9 | 5 | 11 |
| 13 Nov | 1253.70 | 37.5 | 3.70 | 22.63 | 15 | 8 | 8 |
| 12 Nov | 1270.60 | 33.8 | 0.00 | 1.01 | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 33.8 | 0.00 | 1.00 | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 33.8 | 0.00 | 0.38 | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 33.8 | 0.00 | 1.64 | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 33.8 | 0.00 | 3.11 | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 33.8 | 0.00 | 2.34 | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 33.8 | 1.40 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1270 expiring on 26DEC2024
Delta for 1270 PE is -0.25
Historical price for 1270 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 5.55, which was -2.00 lower than the previous day. The implied volatity was 22.19, the open interest changed by 239 which increased total open position to 1151
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 7.55, which was 4.65 higher than the previous day. The implied volatity was 22.95, the open interest changed by -108 which decreased total open position to 927
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 2.9, which was 0.55 higher than the previous day. The implied volatity was 23.13, the open interest changed by 4 which increased total open position to 1046
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 2.35, which was 0.25 higher than the previous day. The implied volatity was 25.29, the open interest changed by -28 which decreased total open position to 1042
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 2.1, which was 0.15 higher than the previous day. The implied volatity was 25.74, the open interest changed by -140 which decreased total open position to 1064
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 1.95, which was -0.95 lower than the previous day. The implied volatity was 22.79, the open interest changed by 102 which increased total open position to 1203
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 2.9, which was -0.80 lower than the previous day. The implied volatity was 21.14, the open interest changed by 32 which increased total open position to 1101
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 3.7, which was -0.75 lower than the previous day. The implied volatity was 21.44, the open interest changed by -17 which decreased total open position to 1068
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 4.45, which was -0.90 lower than the previous day. The implied volatity was 22.85, the open interest changed by -2 which decreased total open position to 1087
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 5.35, which was 0.65 higher than the previous day. The implied volatity was 21.87, the open interest changed by 383 which increased total open position to 1090
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 4.7, which was -0.20 lower than the previous day. The implied volatity was 20.63, the open interest changed by 2 which increased total open position to 708
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 4.9, which was -2.85 lower than the previous day. The implied volatity was 21.97, the open interest changed by 9 which increased total open position to 713
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 7.75, which was -1.75 lower than the previous day. The implied volatity was 20.76, the open interest changed by 0 which decreased total open position to 704
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 9.5, which was -1.70 lower than the previous day. The implied volatity was 20.19, the open interest changed by 8 which increased total open position to 704
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 11.2, which was -1.45 lower than the previous day. The implied volatity was 20.68, the open interest changed by 135 which increased total open position to 696
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 12.65, which was -3.60 lower than the previous day. The implied volatity was 19.89, the open interest changed by 134 which increased total open position to 562
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 16.25, which was 4.10 higher than the previous day. The implied volatity was 19.72, the open interest changed by 45 which increased total open position to 416
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 12.15, which was -0.15 lower than the previous day. The implied volatity was 19.52, the open interest changed by 11 which increased total open position to 369
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 12.3, which was -1.40 lower than the previous day. The implied volatity was 20.16, the open interest changed by 35 which increased total open position to 358
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 13.7, which was -11.65 lower than the previous day. The implied volatity was 20.65, the open interest changed by 274 which increased total open position to 322
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 25.35, which was -8.95 lower than the previous day. The implied volatity was 22.24, the open interest changed by 121 which increased total open position to 169
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 34.3, which was -5.70 lower than the previous day. The implied volatity was 21.43, the open interest changed by 1 which increased total open position to 47
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 20.77, the open interest changed by 28 which increased total open position to 47
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 40, which was 4.10 higher than the previous day. The implied volatity was 20.77, the open interest changed by 29 which increased total open position to 47
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 35.9, which was 0.60 higher than the previous day. The implied volatity was 21.02, the open interest changed by 5 which increased total open position to 17
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 35.3, which was -2.20 lower than the previous day. The implied volatity was 21.76, the open interest changed by 5 which increased total open position to 11
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 37.5, which was 3.70 higher than the previous day. The implied volatity was 22.63, the open interest changed by 8 which increased total open position to 8
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 33.8, which was 0.00 lower than the previous day. The implied volatity was 1.01, 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 33.8, 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 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 33.8, which was 0.00 lower than the previous day. The implied volatity was 0.38, 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 33.8, which was 0.00 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 33.8, which was 0.00 lower than the previous day. The implied volatity was 3.11, 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 33.8, which was 0.00 lower than the previous day. The implied volatity was 2.34, 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 33.8, which was lower than the previous day. The implied volatity was 1.40, the open interest changed by 0 which decreased total open position to 0
