ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1280 CE | ||||||||||
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Delta: 0.74
Vega: 1.29
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 49.75 | 6.55 | 16.14 | 205 | -29 | 235 | |||
| 26 Dec | 1297.35 | 43.2 | -3.60 | 16.43 | 515 | 130 | 264 | |||
| 24 Dec | 1297.25 | 46.8 | -1.80 | 17.21 | 256 | 17 | 129 | |||
| 23 Dec | 1296.80 | 48.6 | 2.85 | 18.74 | 279 | -7 | 114 | |||
| 20 Dec | 1288.40 | 45.75 | -0.95 | 18.04 | 496 | 66 | 121 | |||
| 19 Dec | 1286.90 | 46.7 | -13.35 | 19.23 | 163 | 87 | 92 | |||
| 18 Dec | 1314.15 | 60.05 | -18.20 | 14.92 | 7 | -2 | 6 | |||
| 17 Dec | 1333.75 | 78.25 | -11.70 | 18.04 | 2 | 1 | 7 | |||
| 16 Dec | 1346.10 | 89.95 | 5.15 | 20.70 | 3 | 0 | 7 | |||
| 13 Dec | 1344.90 | 84.8 | 5.40 | 13.05 | 35 | 1 | 10 | |||
| 12 Dec | 1329.25 | 79.4 | 13.45 | 18.93 | 8 | 0 | 3 | |||
| 11 Dec | 1327.50 | 65.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1330.45 | 65.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1322.30 | 65.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1328.75 | 65.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1336.50 | 65.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1316.05 | 65.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 3 Dec | 1308.40 | 65.95 | 4.95 | 18.63 | 2 | 1 | 3 | |||
| 2 Dec | 1304.65 | 61 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 29 Nov | 1300.10 | 61 | 6.60 | 17.83 | 1 | 0 | 3 | |||
| 28 Nov | 1286.35 | 54.4 | 6.40 | 18.36 | 3 | 1 | 2 | |||
| 27 Nov | 1300.70 | 48 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 1304.95 | 48 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 1300.95 | 48 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 22 Nov | 1278.05 | 48 | 7.00 | 16.36 | 1 | 0 | 1 | |||
| 21 Nov | 1250.55 | 41 | -41.80 | 18.66 | 1 | 0 | 0 | |||
| 20 Nov | 1249.10 | 82.8 | 0.00 | 0.12 | 0 | 0 | 0 | |||
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| 19 Nov | 1249.10 | 82.8 | 0.00 | 0.12 | 0 | 0 | 0 | |||
| 18 Nov | 1253.45 | 82.8 | 0.00 | 0.24 | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 82.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 82.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 82.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1269.30 | 82.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 82.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 82.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 82.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1277.20 | 82.8 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1280 expiring on 30JAN2025
Delta for 1280 CE is 0.74
Historical price for 1280 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 49.75, which was 6.55 higher than the previous day. The implied volatity was 16.14, the open interest changed by -29 which decreased total open position to 235
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 43.2, which was -3.60 lower than the previous day. The implied volatity was 16.43, the open interest changed by 130 which increased total open position to 264
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 46.8, which was -1.80 lower than the previous day. The implied volatity was 17.21, the open interest changed by 17 which increased total open position to 129
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 48.6, which was 2.85 higher than the previous day. The implied volatity was 18.74, the open interest changed by -7 which decreased total open position to 114
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 45.75, which was -0.95 lower than the previous day. The implied volatity was 18.04, the open interest changed by 66 which increased total open position to 121
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 46.7, which was -13.35 lower than the previous day. The implied volatity was 19.23, the open interest changed by 87 which increased total open position to 92
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 60.05, which was -18.20 lower than the previous day. The implied volatity was 14.92, the open interest changed by -2 which decreased total open position to 6
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 78.25, which was -11.70 lower than the previous day. The implied volatity was 18.04, the open interest changed by 1 which increased total open position to 7
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 89.95, which was 5.15 higher than the previous day. The implied volatity was 20.70, the open interest changed by 0 which decreased total open position to 7
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 84.8, which was 5.40 higher than the previous day. The implied volatity was 13.05, the open interest changed by 1 which increased total open position to 10
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 79.4, which was 13.45 higher than the previous day. The implied volatity was 18.93, the open interest changed by 0 which decreased total open position to 3
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 65.95, which was 4.95 higher than the previous day. The implied volatity was 18.63, the open interest changed by 1 which increased total open position to 3
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 61, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 61, which was 6.60 higher than the previous day. The implied volatity was 17.83, the open interest changed by 0 which decreased total open position to 3
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 54.4, which was 6.40 higher than the previous day. The implied volatity was 18.36, the open interest changed by 1 which increased total open position to 2
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 48, 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 48, 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 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 48, 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 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 48, which was 7.00 higher than the previous day. The implied volatity was 16.36, the open interest changed by 0 which decreased total open position to 1
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 41, which was -41.80 lower than the previous day. The implied volatity was 18.66, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 82.8, which was 0.00 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 82.8, which was 0.00 lower than the previous day. The implied volatity was 0.12, 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 82.8, which was 0.00 lower than the previous day. The implied volatity was 0.24, 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 82.8, 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 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 82.8, 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 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 82.8, 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 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 82.8, 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 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 82.8, 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 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 82.8, 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 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 82.8, 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 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 82.8, 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 1280 PE | |||||||
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Delta: -0.28
Vega: 1.35
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 13.05 | -4.30 | 18.20 | 1,948 | 146 | 962 |
| 26 Dec | 1297.35 | 17.35 | 1.00 | 18.75 | 1,686 | 153 | 815 |
| 24 Dec | 1297.25 | 16.35 | -3.40 | 18.16 | 827 | 58 | 651 |
| 23 Dec | 1296.80 | 19.75 | -6.50 | 19.88 | 685 | 136 | 592 |
| 20 Dec | 1288.40 | 26.25 | 1.40 | 22.20 | 550 | 55 | 466 |
| 19 Dec | 1286.90 | 24.85 | 9.70 | 20.61 | 611 | 27 | 411 |
| 18 Dec | 1314.15 | 15.15 | 3.20 | 19.90 | 249 | 33 | 384 |
| 17 Dec | 1333.75 | 11.95 | 0.45 | 20.37 | 340 | 200 | 350 |
| 16 Dec | 1346.10 | 11.5 | -0.50 | 21.34 | 201 | 111 | 148 |
| 13 Dec | 1344.90 | 12 | -3.50 | 21.47 | 59 | 30 | 37 |
| 12 Dec | 1329.25 | 15.5 | 0.50 | 21.20 | 4 | 0 | 7 |
| 11 Dec | 1327.50 | 15 | -3.50 | 20.60 | 6 | 4 | 6 |
| 10 Dec | 1330.45 | 18.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 18.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 18.5 | 0.00 | 0.00 | 0 | -1 | 0 |
| 5 Dec | 1336.50 | 18.5 | -3.50 | 23.21 | 1 | 0 | 3 |
| 4 Dec | 1316.05 | 22 | 0.00 | 0.00 | 0 | 1 | 0 |
| 3 Dec | 1308.40 | 22 | -3.00 | 20.24 | 1 | 0 | 2 |
| 2 Dec | 1304.65 | 25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 1286.35 | 25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 1300.70 | 25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 1304.95 | 25 | 0.00 | 0.00 | 0 | 1 | 0 |
| 25 Nov | 1300.95 | 25 | -7.00 | 20.37 | 1 | 0 | 1 |
| 22 Nov | 1278.05 | 32 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 1250.55 | 32 | 0.00 | 0.00 | 0 | 0 | 1 |
| 20 Nov | 1249.10 | 32 | 0.00 | 0.00 | 0 | 0 | 1 |
| 19 Nov | 1249.10 | 32 | 0.00 | 0.00 | 0 | 0 | 1 |
| 18 Nov | 1253.45 | 32 | 0.00 | 0.00 | 0 | 0 | 1 |
| 14 Nov | 1256.95 | 32 | 0.00 | 0.00 | 0 | 0 | 1 |
| 13 Nov | 1253.70 | 32 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 32 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 32 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 1258.85 | 32 | -15.50 | 14.94 | 1 | 0 | 0 |
| 7 Nov | 1278.70 | 47.5 | 47.50 | 1.77 | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 0 | 0.00 | 2.26 | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 0 | 1.19 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1280 expiring on 30JAN2025
Delta for 1280 PE is -0.28
Historical price for 1280 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 13.05, which was -4.30 lower than the previous day. The implied volatity was 18.20, the open interest changed by 146 which increased total open position to 962
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 17.35, which was 1.00 higher than the previous day. The implied volatity was 18.75, the open interest changed by 153 which increased total open position to 815
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 16.35, which was -3.40 lower than the previous day. The implied volatity was 18.16, the open interest changed by 58 which increased total open position to 651
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 19.75, which was -6.50 lower than the previous day. The implied volatity was 19.88, the open interest changed by 136 which increased total open position to 592
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 26.25, which was 1.40 higher than the previous day. The implied volatity was 22.20, the open interest changed by 55 which increased total open position to 466
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 24.85, which was 9.70 higher than the previous day. The implied volatity was 20.61, the open interest changed by 27 which increased total open position to 411
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 15.15, which was 3.20 higher than the previous day. The implied volatity was 19.90, the open interest changed by 33 which increased total open position to 384
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 11.95, which was 0.45 higher than the previous day. The implied volatity was 20.37, the open interest changed by 200 which increased total open position to 350
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 11.5, which was -0.50 lower than the previous day. The implied volatity was 21.34, the open interest changed by 111 which increased total open position to 148
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 12, which was -3.50 lower than the previous day. The implied volatity was 21.47, the open interest changed by 30 which increased total open position to 37
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 15.5, which was 0.50 higher than the previous day. The implied volatity was 21.20, the open interest changed by 0 which decreased total open position to 7
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 15, which was -3.50 lower than the previous day. The implied volatity was 20.60, the open interest changed by 4 which increased total open position to 6
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 18.5, 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 18.5, 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 18.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 18.5, which was -3.50 lower than the previous day. The implied volatity was 23.21, the open interest changed by 0 which decreased total open position to 3
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 22, 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 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 22, which was -3.00 lower than the previous day. The implied volatity was 20.24, the open interest changed by 0 which decreased total open position to 2
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 25, 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 25, 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 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 25, 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 25, 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 25, 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 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 25, which was -7.00 lower than the previous day. The implied volatity was 20.37, the open interest changed by 0 which decreased total open position to 1
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 32, 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 32, 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 1
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 32, 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 1
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 32, 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 1
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 32, 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 1
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 32, 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 1
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 32, 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 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 32, 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 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 32, 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 32, which was -15.50 lower than the previous day. The implied volatity was 14.94, 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 47.5, which was 47.50 higher than the previous day. The implied volatity was 1.77, 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 2.26, 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 1.19, the open interest changed by 0 which decreased total open position to 0
