ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1290 CE | ||||||||||
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Delta: 0.57
Vega: 0.65
Theta: -1.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 12.9 | -3.50 | 16.24 | 19,575 | -87 | 1,255 | |||
| 19 Dec | 1286.90 | 16.4 | -19.00 | 21.63 | 6,781 | 930 | 1,345 | |||
| 18 Dec | 1314.15 | 35.4 | -16.40 | 21.38 | 136 | 15 | 417 | |||
| 17 Dec | 1333.75 | 51.8 | -11.70 | 24.28 | 53 | -13 | 402 | |||
| 16 Dec | 1346.10 | 63.5 | 3.35 | 29.16 | 16 | -7 | 416 | |||
| 13 Dec | 1344.90 | 60.15 | 10.65 | 10.76 | 105 | -31 | 423 | |||
| 12 Dec | 1329.25 | 49.5 | 1.05 | 18.05 | 50 | 1 | 452 | |||
| 11 Dec | 1327.50 | 48.45 | -0.65 | 18.63 | 62 | -3 | 453 | |||
| 10 Dec | 1330.45 | 49.1 | 2.20 | 14.13 | 37 | -3 | 457 | |||
| 9 Dec | 1322.30 | 46.9 | -6.20 | 19.30 | 24 | -4 | 460 | |||
| 6 Dec | 1328.75 | 53.1 | -4.60 | 18.98 | 36 | -9 | 466 | |||
| 5 Dec | 1336.50 | 57.7 | 15.95 | 16.17 | 349 | -78 | 475 | |||
| 4 Dec | 1316.05 | 41.75 | 3.85 | 16.50 | 413 | -14 | 554 | |||
| 3 Dec | 1308.40 | 37.9 | 1.25 | 18.06 | 1,012 | 1 | 566 | |||
| 2 Dec | 1304.65 | 36.65 | 0.60 | 18.25 | 1,286 | 34 | 565 | |||
| 29 Nov | 1300.10 | 36.05 | 6.10 | 18.54 | 2,232 | 188 | 535 | |||
| 28 Nov | 1286.35 | 29.95 | -8.10 | 18.41 | 1,590 | 189 | 337 | |||
| 27 Nov | 1300.70 | 38.05 | -3.45 | 17.86 | 211 | -20 | 140 | |||
| 26 Nov | 1304.95 | 41.5 | -0.10 | 18.23 | 79 | -1 | 159 | |||
| 25 Nov | 1300.95 | 41.6 | 13.60 | 18.68 | 409 | 81 | 165 | |||
| 22 Nov | 1278.05 | 28 | 8.00 | 18.01 | 382 | 90 | 174 | |||
| 21 Nov | 1250.55 | 20 | 1.95 | 18.95 | 88 | 31 | 84 | |||
| 20 Nov | 1249.10 | 18.05 | 0.00 | 19.91 | 45 | 23 | 52 | |||
| 19 Nov | 1249.10 | 18.05 | -3.40 | 19.91 | 45 | 22 | 52 | |||
| 18 Nov | 1253.45 | 21.45 | -5.05 | 19.59 | 31 | 26 | 29 | |||
| 14 Nov | 1256.95 | 26.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Nov | 1253.70 | 26.5 | -12.75 | 19.78 | 3 | 0 | 2 | |||
| 12 Nov | 1270.60 | 39.25 | -19.75 | 23.83 | 3 | 1 | 1 | |||
| 11 Nov | 1269.30 | 59 | 0.00 | 0.41 | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 59 | 0.00 | 0.94 | 0 | 0 | 0 | |||
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| 7 Nov | 1278.70 | 59 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 59 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 59 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1277.20 | 59 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1290 expiring on 26DEC2024
Delta for 1290 CE is 0.57
Historical price for 1290 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 12.9, which was -3.50 lower than the previous day. The implied volatity was 16.24, the open interest changed by -87 which decreased total open position to 1255
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 16.4, which was -19.00 lower than the previous day. The implied volatity was 21.63, the open interest changed by 930 which increased total open position to 1345
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 35.4, which was -16.40 lower than the previous day. The implied volatity was 21.38, the open interest changed by 15 which increased total open position to 417
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 51.8, which was -11.70 lower than the previous day. The implied volatity was 24.28, the open interest changed by -13 which decreased total open position to 402
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 63.5, which was 3.35 higher than the previous day. The implied volatity was 29.16, the open interest changed by -7 which decreased total open position to 416
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 60.15, which was 10.65 higher than the previous day. The implied volatity was 10.76, the open interest changed by -31 which decreased total open position to 423
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 49.5, which was 1.05 higher than the previous day. The implied volatity was 18.05, the open interest changed by 1 which increased total open position to 452
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 48.45, which was -0.65 lower than the previous day. The implied volatity was 18.63, the open interest changed by -3 which decreased total open position to 453
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 49.1, which was 2.20 higher than the previous day. The implied volatity was 14.13, the open interest changed by -3 which decreased total open position to 457
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 46.9, which was -6.20 lower than the previous day. The implied volatity was 19.30, the open interest changed by -4 which decreased total open position to 460
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 53.1, which was -4.60 lower than the previous day. The implied volatity was 18.98, the open interest changed by -9 which decreased total open position to 466
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 57.7, which was 15.95 higher than the previous day. The implied volatity was 16.17, the open interest changed by -78 which decreased total open position to 475
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 41.75, which was 3.85 higher than the previous day. The implied volatity was 16.50, the open interest changed by -14 which decreased total open position to 554
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 37.9, which was 1.25 higher than the previous day. The implied volatity was 18.06, the open interest changed by 1 which increased total open position to 566
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 36.65, which was 0.60 higher than the previous day. The implied volatity was 18.25, the open interest changed by 34 which increased total open position to 565
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 36.05, which was 6.10 higher than the previous day. The implied volatity was 18.54, the open interest changed by 188 which increased total open position to 535
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 29.95, which was -8.10 lower than the previous day. The implied volatity was 18.41, the open interest changed by 189 which increased total open position to 337
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 38.05, which was -3.45 lower than the previous day. The implied volatity was 17.86, the open interest changed by -20 which decreased total open position to 140
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 41.5, which was -0.10 lower than the previous day. The implied volatity was 18.23, the open interest changed by -1 which decreased total open position to 159
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 41.6, which was 13.60 higher than the previous day. The implied volatity was 18.68, the open interest changed by 81 which increased total open position to 165
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 28, which was 8.00 higher than the previous day. The implied volatity was 18.01, the open interest changed by 90 which increased total open position to 174
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 20, which was 1.95 higher than the previous day. The implied volatity was 18.95, the open interest changed by 31 which increased total open position to 84
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 18.05, which was 0.00 lower than the previous day. The implied volatity was 19.91, the open interest changed by 23 which increased total open position to 52
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 18.05, which was -3.40 lower than the previous day. The implied volatity was 19.91, the open interest changed by 22 which increased total open position to 52
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 21.45, which was -5.05 lower than the previous day. The implied volatity was 19.59, the open interest changed by 26 which increased total open position to 29
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 26.5, 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 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 26.5, which was -12.75 lower than the previous day. The implied volatity was 19.78, the open interest changed by 0 which decreased total open position to 2
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 39.25, which was -19.75 lower than the previous day. The implied volatity was 23.83, the open interest changed by 1 which increased total open position to 1
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 59, which was 0.00 lower than the previous day. The implied volatity was 0.41, 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 59, which was 0.00 lower than the previous day. The implied volatity was 0.94, 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 59, 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 59, 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 59, 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 59, 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 1290 PE | |||||||
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Delta: -0.45
Vega: 0.66
Theta: -1.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 12.45 | -2.25 | 21.85 | 10,555 | -282 | 815 |
| 19 Dec | 1286.90 | 14.7 | 9.10 | 22.01 | 8,442 | 356 | 1,106 |
| 18 Dec | 1314.15 | 5.6 | 1.50 | 21.25 | 3,752 | -427 | 755 |
| 17 Dec | 1333.75 | 4.1 | 0.75 | 23.27 | 1,946 | -128 | 1,183 |
| 16 Dec | 1346.10 | 3.35 | 0.15 | 23.41 | 1,549 | 281 | 1,312 |
| 13 Dec | 1344.90 | 3.2 | -1.85 | 20.95 | 6,651 | 18 | 1,032 |
| 12 Dec | 1329.25 | 5.05 | -1.25 | 19.71 | 1,211 | -33 | 1,015 |
| 11 Dec | 1327.50 | 6.3 | -1.05 | 20.17 | 1,584 | 5 | 1,043 |
| 10 Dec | 1330.45 | 7.35 | -1.25 | 21.82 | 1,286 | -25 | 1,040 |
| 9 Dec | 1322.30 | 8.6 | 1.00 | 20.66 | 1,748 | -25 | 1,065 |
| 6 Dec | 1328.75 | 7.6 | -0.20 | 19.59 | 1,723 | 39 | 1,091 |
| 5 Dec | 1336.50 | 7.8 | -4.60 | 21.14 | 2,407 | 79 | 1,054 |
| 4 Dec | 1316.05 | 12.4 | -2.40 | 20.21 | 1,562 | 81 | 974 |
| 3 Dec | 1308.40 | 14.8 | -2.25 | 19.53 | 1,467 | 121 | 894 |
| 2 Dec | 1304.65 | 17.05 | -1.60 | 20.10 | 2,624 | 97 | 772 |
| 29 Nov | 1300.10 | 18.65 | -4.85 | 19.14 | 2,438 | 229 | 688 |
| 28 Nov | 1286.35 | 23.5 | 5.50 | 18.64 | 2,788 | 112 | 458 |
| 27 Nov | 1300.70 | 18 | -0.30 | 18.89 | 548 | 91 | 344 |
| 26 Nov | 1304.95 | 18.3 | -1.20 | 19.79 | 325 | 17 | 252 |
| 25 Nov | 1300.95 | 19.5 | -14.65 | 19.96 | 684 | 197 | 226 |
| 22 Nov | 1278.05 | 34.15 | -15.10 | 21.94 | 91 | 8 | 37 |
| 21 Nov | 1250.55 | 49.25 | 6.85 | 23.85 | 36 | 29 | 29 |
| 20 Nov | 1249.10 | 42.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1249.10 | 42.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 42.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 42.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 42.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 42.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 42.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 42.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 42.4 | 0.00 | 0.47 | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 42.4 | 0.00 | 1.94 | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 42.4 | 0.00 | 1.17 | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 42.4 | 0.26 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1290 expiring on 26DEC2024
Delta for 1290 PE is -0.45
Historical price for 1290 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 12.45, which was -2.25 lower than the previous day. The implied volatity was 21.85, the open interest changed by -282 which decreased total open position to 815
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 14.7, which was 9.10 higher than the previous day. The implied volatity was 22.01, the open interest changed by 356 which increased total open position to 1106
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 5.6, which was 1.50 higher than the previous day. The implied volatity was 21.25, the open interest changed by -427 which decreased total open position to 755
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 4.1, which was 0.75 higher than the previous day. The implied volatity was 23.27, the open interest changed by -128 which decreased total open position to 1183
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 3.35, which was 0.15 higher than the previous day. The implied volatity was 23.41, the open interest changed by 281 which increased total open position to 1312
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 3.2, which was -1.85 lower than the previous day. The implied volatity was 20.95, the open interest changed by 18 which increased total open position to 1032
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 5.05, which was -1.25 lower than the previous day. The implied volatity was 19.71, the open interest changed by -33 which decreased total open position to 1015
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 6.3, which was -1.05 lower than the previous day. The implied volatity was 20.17, the open interest changed by 5 which increased total open position to 1043
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 7.35, which was -1.25 lower than the previous day. The implied volatity was 21.82, the open interest changed by -25 which decreased total open position to 1040
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 8.6, which was 1.00 higher than the previous day. The implied volatity was 20.66, the open interest changed by -25 which decreased total open position to 1065
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 7.6, which was -0.20 lower than the previous day. The implied volatity was 19.59, the open interest changed by 39 which increased total open position to 1091
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 7.8, which was -4.60 lower than the previous day. The implied volatity was 21.14, the open interest changed by 79 which increased total open position to 1054
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 12.4, which was -2.40 lower than the previous day. The implied volatity was 20.21, the open interest changed by 81 which increased total open position to 974
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 14.8, which was -2.25 lower than the previous day. The implied volatity was 19.53, the open interest changed by 121 which increased total open position to 894
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 17.05, which was -1.60 lower than the previous day. The implied volatity was 20.10, the open interest changed by 97 which increased total open position to 772
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 18.65, which was -4.85 lower than the previous day. The implied volatity was 19.14, the open interest changed by 229 which increased total open position to 688
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 23.5, which was 5.50 higher than the previous day. The implied volatity was 18.64, the open interest changed by 112 which increased total open position to 458
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 18, which was -0.30 lower than the previous day. The implied volatity was 18.89, the open interest changed by 91 which increased total open position to 344
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 18.3, which was -1.20 lower than the previous day. The implied volatity was 19.79, the open interest changed by 17 which increased total open position to 252
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 19.5, which was -14.65 lower than the previous day. The implied volatity was 19.96, the open interest changed by 197 which increased total open position to 226
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 34.15, which was -15.10 lower than the previous day. The implied volatity was 21.94, the open interest changed by 8 which increased total open position to 37
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 49.25, which was 6.85 higher than the previous day. The implied volatity was 23.85, the open interest changed by 29 which increased total open position to 29
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 42.4, 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 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 42.4, 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 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 42.4, 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 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 42.4, 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 42.4, 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 42.4, 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 42.4, 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 42.4, 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 42.4, which was 0.00 lower than the previous day. The implied volatity was 0.47, 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 42.4, which was 0.00 lower than the previous day. The implied volatity was 1.94, 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 42.4, which was 0.00 lower than the previous day. The implied volatity was 1.17, 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 42.4, which was lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
