ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1290 CE | ||||||||||
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Delta: 0.69
Vega: 1.41
Theta: -0.57
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 42.8 | 6.20 | 16.11 | 447 | -66 | 251 | |||
| 26 Dec | 1297.35 | 36.6 | -3.25 | 16.23 | 1,057 | 88 | 318 | |||
| 24 Dec | 1297.25 | 39.85 | -2.65 | 16.80 | 555 | 59 | 228 | |||
| 23 Dec | 1296.80 | 42.5 | 2.75 | 18.75 | 594 | 3 | 169 | |||
| 20 Dec | 1288.40 | 39.75 | -1.45 | 17.98 | 796 | 34 | 165 | |||
| 19 Dec | 1286.90 | 41.2 | -17.80 | 19.36 | 301 | 132 | 132 | |||
| 18 Dec | 1314.15 | 59 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1333.75 | 59 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1346.10 | 59 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Dec | 1344.90 | 59 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1329.25 | 59 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1327.50 | 59 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1330.45 | 59 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1322.30 | 59 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1328.75 | 59 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1336.50 | 59 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1316.05 | 59 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1308.40 | 59 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 59 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 59 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1290 expiring on 30JAN2025
Delta for 1290 CE is 0.69
Historical price for 1290 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 42.8, which was 6.20 higher than the previous day. The implied volatity was 16.11, the open interest changed by -66 which decreased total open position to 251
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 36.6, which was -3.25 lower than the previous day. The implied volatity was 16.23, the open interest changed by 88 which increased total open position to 318
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 39.85, which was -2.65 lower than the previous day. The implied volatity was 16.80, the open interest changed by 59 which increased total open position to 228
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 42.5, which was 2.75 higher than the previous day. The implied volatity was 18.75, the open interest changed by 3 which increased total open position to 169
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 39.75, which was -1.45 lower than the previous day. The implied volatity was 17.98, the open interest changed by 34 which increased total open position to 165
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 41.2, which was -17.80 lower than the previous day. The implied volatity was 19.36, the open interest changed by 132 which increased total open position to 132
On 18 Dec ICICIBANK was trading at 1314.15. 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 17 Dec ICICIBANK was trading at 1333.75. 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 16 Dec ICICIBANK was trading at 1346.10. 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 13 Dec ICICIBANK was trading at 1344.90. 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 12 Dec ICICIBANK was trading at 1329.25. 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 11 Dec ICICIBANK was trading at 1327.50. 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 10 Dec ICICIBANK was trading at 1330.45. 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 9 Dec ICICIBANK was trading at 1322.30. 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 Dec ICICIBANK was trading at 1328.75. 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 Dec ICICIBANK was trading at 1336.50. 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 Dec ICICIBANK was trading at 1316.05. 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 3 Dec ICICIBANK was trading at 1308.40. 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 2 Dec ICICIBANK was trading at 1304.65. 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 29 Nov ICICIBANK was trading at 1300.10. 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 30JAN2025 1290 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 1.44
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 15.75 | -5.25 | 17.84 | 1,472 | -54 | 418 |
| 26 Dec | 1297.35 | 21 | 1.05 | 18.65 | 1,657 | 157 | 466 |
| 24 Dec | 1297.25 | 19.95 | -3.40 | 18.12 | 788 | 79 | 319 |
| 23 Dec | 1296.80 | 23.35 | -7.10 | 19.72 | 402 | 110 | 241 |
| 20 Dec | 1288.40 | 30.45 | 1.00 | 22.20 | 312 | 51 | 130 |
| 19 Dec | 1286.90 | 29.45 | 9.55 | 20.83 | 120 | 41 | 79 |
| 18 Dec | 1314.15 | 19.9 | 4.35 | 20.97 | 15 | 2 | 37 |
| 17 Dec | 1333.75 | 15.55 | -12.60 | 21.11 | 37 | 34 | 35 |
| 16 Dec | 1346.10 | 28.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 1344.90 | 28.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 28.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 28.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 28.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 28.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 28.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 28.15 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 1316.05 | 28.15 | -18.35 | 23.21 | 1 | 0 | 0 |
| 3 Dec | 1308.40 | 46.5 | 0.00 | 2.04 | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 46.5 | 0.00 | 1.88 | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 46.5 | 1.64 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1290 expiring on 30JAN2025
Delta for 1290 PE is -0.33
Historical price for 1290 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 15.75, which was -5.25 lower than the previous day. The implied volatity was 17.84, the open interest changed by -54 which decreased total open position to 418
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 21, which was 1.05 higher than the previous day. The implied volatity was 18.65, the open interest changed by 157 which increased total open position to 466
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 19.95, which was -3.40 lower than the previous day. The implied volatity was 18.12, the open interest changed by 79 which increased total open position to 319
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 23.35, which was -7.10 lower than the previous day. The implied volatity was 19.72, the open interest changed by 110 which increased total open position to 241
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 30.45, which was 1.00 higher than the previous day. The implied volatity was 22.20, the open interest changed by 51 which increased total open position to 130
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 29.45, which was 9.55 higher than the previous day. The implied volatity was 20.83, the open interest changed by 41 which increased total open position to 79
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 19.9, which was 4.35 higher than the previous day. The implied volatity was 20.97, the open interest changed by 2 which increased total open position to 37
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 15.55, which was -12.60 lower than the previous day. The implied volatity was 21.11, the open interest changed by 34 which increased total open position to 35
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 28.15, 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 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 28.15, 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 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 28.15, 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 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 28.15, 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 28.15, 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 28.15, 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 28.15, 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 28.15, 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 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 28.15, which was -18.35 lower than the previous day. The implied volatity was 23.21, 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 46.5, which was 0.00 lower than the previous day. The implied volatity was 2.04, 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 46.5, which was 0.00 lower than the previous day. The implied volatity was 1.88, 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 46.5, which was lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
