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[--[65.84.65.76]--]
ICICIBANK
Icici Bank Ltd.

1308.4 3.75 (0.29%)

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Historical option data for ICICIBANK

03 Dec 2024 04:10 PM IST
ICICIBANK 26DEC2024 1300 CE
Delta: 0.61
Vega: 1.26
Theta: -0.70
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
3 Dec 1308.40 31.65 1.55 18.02 8,798 328 2,688
2 Dec 1304.65 30.1 0.25 17.81 6,076 171 2,359
29 Nov 1300.10 29.85 5.35 18.15 7,062 135 2,190
28 Nov 1286.35 24.5 -7.60 18.54 7,945 711 2,051
27 Nov 1300.70 32.1 -3.20 17.80 2,508 252 1,343
26 Nov 1304.95 35.3 -0.90 18.12 1,556 44 1,092
25 Nov 1300.95 36.2 12.50 19.02 3,207 138 1,042
22 Nov 1278.05 23.7 7.40 18.18 1,631 -62 842
21 Nov 1250.55 16.3 2.35 18.78 1,035 67 902
20 Nov 1249.10 13.95 0.00 19.14 881 106 830
19 Nov 1249.10 13.95 -1.75 19.14 881 101 830
18 Nov 1253.45 15.7 -3.30 18.21 491 181 759
14 Nov 1256.95 19 -2.70 17.61 595 167 579
13 Nov 1253.70 21.7 -5.10 19.19 354 77 415
12 Nov 1270.60 26.8 1.10 19.21 313 50 338
11 Nov 1269.30 25.7 0.50 18.37 156 48 288
8 Nov 1258.85 25.2 -9.05 19.55 195 45 241
7 Nov 1278.70 34.25 -12.25 19.06 131 54 194
6 Nov 1302.35 46.5 7.50 17.78 81 -7 140
5 Nov 1296.70 39 3.70 17.70 128 37 145
4 Nov 1277.20 35.3 -15.15 19.91 137 74 107
31 Oct 1292.25 50.45 -6.95 - 18 5 27
30 Oct 1312.15 57.4 -12.10 - 28 -5 21
29 Oct 1331.85 69.5 22.15 - 25 8 24
28 Oct 1292.85 47.35 6.55 - 19 11 17
25 Oct 1255.45 40.8 -2.90 - 3 0 6
22 Oct 1267.50 43.7 3.20 - 1 0 7
21 Oct 1259.05 40.5 0.00 - 0 1 0
18 Oct 1264.50 40.5 10.55 - 1 0 6
17 Oct 1231.25 29.95 0.00 - 0 0 0
15 Oct 1255.50 29.95 0.00 - 0 1 0
14 Oct 1231.75 29.95 3.95 - 1 0 5
11 Oct 1223.00 26 -4.60 - 3 2 4
9 Oct 1244.15 30.6 0.00 - 0 0 0
8 Oct 1236.60 30.6 0.00 - 0 2 0
7 Oct 1233.90 30.6 -62.90 - 2 0 0
4 Oct 1239.75 93.5 0.00 - 0 0 0
3 Oct 1256.35 93.5 0.00 - 0 0 0
1 Oct 1274.40 93.5 0.00 - 0 0 0
30 Sept 1273.00 93.5 - 0 0 0


For Icici Bank Ltd. - strike price 1300 expiring on 26DEC2024

Delta for 1300 CE is 0.61

Historical price for 1300 CE is as follows

On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 31.65, which was 1.55 higher than the previous day. The implied volatity was 18.02, the open interest changed by 328 which increased total open position to 2688


On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 30.1, which was 0.25 higher than the previous day. The implied volatity was 17.81, the open interest changed by 171 which increased total open position to 2359


On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 29.85, which was 5.35 higher than the previous day. The implied volatity was 18.15, the open interest changed by 135 which increased total open position to 2190


On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 24.5, which was -7.60 lower than the previous day. The implied volatity was 18.54, the open interest changed by 711 which increased total open position to 2051


On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 32.1, which was -3.20 lower than the previous day. The implied volatity was 17.80, the open interest changed by 252 which increased total open position to 1343


On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 35.3, which was -0.90 lower than the previous day. The implied volatity was 18.12, the open interest changed by 44 which increased total open position to 1092


On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 36.2, which was 12.50 higher than the previous day. The implied volatity was 19.02, the open interest changed by 138 which increased total open position to 1042


On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 23.7, which was 7.40 higher than the previous day. The implied volatity was 18.18, the open interest changed by -62 which decreased total open position to 842


On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 16.3, which was 2.35 higher than the previous day. The implied volatity was 18.78, the open interest changed by 67 which increased total open position to 902


On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 13.95, which was 0.00 lower than the previous day. The implied volatity was 19.14, the open interest changed by 106 which increased total open position to 830


On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 13.95, which was -1.75 lower than the previous day. The implied volatity was 19.14, the open interest changed by 101 which increased total open position to 830


On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 15.7, which was -3.30 lower than the previous day. The implied volatity was 18.21, the open interest changed by 181 which increased total open position to 759


On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 19, which was -2.70 lower than the previous day. The implied volatity was 17.61, the open interest changed by 167 which increased total open position to 579


On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 21.7, which was -5.10 lower than the previous day. The implied volatity was 19.19, the open interest changed by 77 which increased total open position to 415


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 26.8, which was 1.10 higher than the previous day. The implied volatity was 19.21, the open interest changed by 50 which increased total open position to 338


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 25.7, which was 0.50 higher than the previous day. The implied volatity was 18.37, the open interest changed by 48 which increased total open position to 288


On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 25.2, which was -9.05 lower than the previous day. The implied volatity was 19.55, the open interest changed by 45 which increased total open position to 241


On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 34.25, which was -12.25 lower than the previous day. The implied volatity was 19.06, the open interest changed by 54 which increased total open position to 194


On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 46.5, which was 7.50 higher than the previous day. The implied volatity was 17.78, the open interest changed by -7 which decreased total open position to 140


On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 39, which was 3.70 higher than the previous day. The implied volatity was 17.70, the open interest changed by 37 which increased total open position to 145


On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 35.3, which was -15.15 lower than the previous day. The implied volatity was 19.91, the open interest changed by 74 which increased total open position to 107


On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 50.45, which was -6.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct ICICIBANK was trading at 1312.15. The strike last trading price was 57.4, which was -12.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 69.5, which was 22.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct ICICIBANK was trading at 1292.85. The strike last trading price was 47.35, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct ICICIBANK was trading at 1255.45. The strike last trading price was 40.8, which was -2.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct ICICIBANK was trading at 1267.50. The strike last trading price was 43.7, which was 3.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct ICICIBANK was trading at 1259.05. The strike last trading price was 40.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct ICICIBANK was trading at 1264.50. The strike last trading price was 40.5, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct ICICIBANK was trading at 1231.25. The strike last trading price was 29.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct ICICIBANK was trading at 1255.50. The strike last trading price was 29.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct ICICIBANK was trading at 1231.75. The strike last trading price was 29.95, which was 3.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct ICICIBANK was trading at 1223.00. The strike last trading price was 26, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct ICICIBANK was trading at 1244.15. The strike last trading price was 30.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct ICICIBANK was trading at 1236.60. The strike last trading price was 30.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct ICICIBANK was trading at 1233.90. The strike last trading price was 30.6, which was -62.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct ICICIBANK was trading at 1239.75. The strike last trading price was 93.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct ICICIBANK was trading at 1256.35. The strike last trading price was 93.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct ICICIBANK was trading at 1274.40. The strike last trading price was 93.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept ICICIBANK was trading at 1273.00. The strike last trading price was 93.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ICICIBANK 26DEC2024 1300 PE
Delta: -0.40
Vega: 1.26
Theta: -0.38
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
3 Dec 1308.40 18.1 -2.30 19.10 5,048 268 2,612
2 Dec 1304.65 20.4 -2.00 19.55 6,660 307 2,347
29 Nov 1300.10 22.4 -5.80 18.75 4,617 338 2,039
28 Nov 1286.35 28.2 6.20 18.89 7,831 345 1,704
27 Nov 1300.70 22 -0.05 18.80 3,342 468 1,357
26 Nov 1304.95 22.05 -1.95 19.63 1,516 193 886
25 Nov 1300.95 24 -15.10 20.24 2,716 526 677
22 Nov 1278.05 39.1 -14.00 21.70 469 50 201
21 Nov 1250.55 53.1 -8.90 22.26 169 17 151
20 Nov 1249.10 62 0.00 22.80 97 40 134
19 Nov 1249.10 62 8.60 22.80 97 40 134
18 Nov 1253.45 53.4 2.40 20.51 114 7 95
14 Nov 1256.95 51 -1.30 21.16 56 11 87
13 Nov 1253.70 52.3 6.50 21.49 62 0 76
12 Nov 1270.60 45.8 2.90 21.26 103 26 73
11 Nov 1269.30 42.9 -7.40 19.37 41 7 46
8 Nov 1258.85 50.3 9.50 20.16 15 -2 38
7 Nov 1278.70 40.8 9.80 21.00 17 -1 40
6 Nov 1302.35 31 -4.00 21.66 74 16 41
5 Nov 1296.70 35 -13.00 20.66 10 4 26
4 Nov 1277.20 48 6.85 23.29 10 3 21
31 Oct 1292.25 41.15 8.95 - 19 3 18
30 Oct 1312.15 32.2 6.05 - 9 3 17
29 Oct 1331.85 26.15 -11.20 - 15 6 13
28 Oct 1292.85 37.35 -27.65 - 8 5 5
25 Oct 1255.45 65 0.00 - 0 0 0
22 Oct 1267.50 65 0.00 - 0 0 1
21 Oct 1259.05 65 0.00 - 0 0 1
18 Oct 1264.50 65 0.00 - 0 0 1
17 Oct 1231.25 65 0.00 - 0 0 1
15 Oct 1255.50 65 0.00 - 0 0 1
14 Oct 1231.75 65 0.00 - 0 0 1
11 Oct 1223.00 65 0.00 - 0 0 0
9 Oct 1244.15 65 0.00 - 0 0 1
8 Oct 1236.60 65 0.00 - 0 0 1
7 Oct 1233.90 65 0.00 - 0 0 1
4 Oct 1239.75 65 24.00 - 1 0 0
3 Oct 1256.35 41 0.00 - 0 0 0
1 Oct 1274.40 41 0.00 - 0 0 0
30 Sept 1273.00 41 - 0 0 0


For Icici Bank Ltd. - strike price 1300 expiring on 26DEC2024

Delta for 1300 PE is -0.40

Historical price for 1300 PE is as follows

On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 18.1, which was -2.30 lower than the previous day. The implied volatity was 19.10, the open interest changed by 268 which increased total open position to 2612


On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 20.4, which was -2.00 lower than the previous day. The implied volatity was 19.55, the open interest changed by 307 which increased total open position to 2347


On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 22.4, which was -5.80 lower than the previous day. The implied volatity was 18.75, the open interest changed by 338 which increased total open position to 2039


On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 28.2, which was 6.20 higher than the previous day. The implied volatity was 18.89, the open interest changed by 345 which increased total open position to 1704


On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 22, which was -0.05 lower than the previous day. The implied volatity was 18.80, the open interest changed by 468 which increased total open position to 1357


On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 22.05, which was -1.95 lower than the previous day. The implied volatity was 19.63, the open interest changed by 193 which increased total open position to 886


On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 24, which was -15.10 lower than the previous day. The implied volatity was 20.24, the open interest changed by 526 which increased total open position to 677


On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 39.1, which was -14.00 lower than the previous day. The implied volatity was 21.70, the open interest changed by 50 which increased total open position to 201


On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 53.1, which was -8.90 lower than the previous day. The implied volatity was 22.26, the open interest changed by 17 which increased total open position to 151


On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 22.80, the open interest changed by 40 which increased total open position to 134


On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 62, which was 8.60 higher than the previous day. The implied volatity was 22.80, the open interest changed by 40 which increased total open position to 134


On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 53.4, which was 2.40 higher than the previous day. The implied volatity was 20.51, the open interest changed by 7 which increased total open position to 95


On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 51, which was -1.30 lower than the previous day. The implied volatity was 21.16, the open interest changed by 11 which increased total open position to 87


On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 52.3, which was 6.50 higher than the previous day. The implied volatity was 21.49, the open interest changed by 0 which decreased total open position to 76


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 45.8, which was 2.90 higher than the previous day. The implied volatity was 21.26, the open interest changed by 26 which increased total open position to 73


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 42.9, which was -7.40 lower than the previous day. The implied volatity was 19.37, the open interest changed by 7 which increased total open position to 46


On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 50.3, which was 9.50 higher than the previous day. The implied volatity was 20.16, the open interest changed by -2 which decreased total open position to 38


On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 40.8, which was 9.80 higher than the previous day. The implied volatity was 21.00, the open interest changed by -1 which decreased total open position to 40


On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 31, which was -4.00 lower than the previous day. The implied volatity was 21.66, the open interest changed by 16 which increased total open position to 41


On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 35, which was -13.00 lower than the previous day. The implied volatity was 20.66, the open interest changed by 4 which increased total open position to 26


On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 48, which was 6.85 higher than the previous day. The implied volatity was 23.29, the open interest changed by 3 which increased total open position to 21


On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 41.15, which was 8.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct ICICIBANK was trading at 1312.15. The strike last trading price was 32.2, which was 6.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 26.15, which was -11.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct ICICIBANK was trading at 1292.85. The strike last trading price was 37.35, which was -27.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct ICICIBANK was trading at 1255.45. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct ICICIBANK was trading at 1267.50. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct ICICIBANK was trading at 1259.05. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct ICICIBANK was trading at 1264.50. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct ICICIBANK was trading at 1231.25. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct ICICIBANK was trading at 1255.50. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct ICICIBANK was trading at 1231.75. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct ICICIBANK was trading at 1223.00. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct ICICIBANK was trading at 1244.15. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct ICICIBANK was trading at 1236.60. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct ICICIBANK was trading at 1233.90. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct ICICIBANK was trading at 1239.75. The strike last trading price was 65, which was 24.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct ICICIBANK was trading at 1256.35. The strike last trading price was 41, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct ICICIBANK was trading at 1274.40. The strike last trading price was 41, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept ICICIBANK was trading at 1273.00. The strike last trading price was 41, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to