ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1300 CE | ||||||||||
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Delta: 0.63
Vega: 1.51
Theta: -0.57
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 36.35 | 5.65 | 16.05 | 3,814 | -164 | 1,698 | |||
| 26 Dec | 1297.35 | 30.7 | -3.50 | 16.11 | 5,748 | 785 | 1,872 | |||
| 24 Dec | 1297.25 | 34.2 | -2.30 | 16.90 | 2,063 | 290 | 1,095 | |||
| 23 Dec | 1296.80 | 36.5 | 2.10 | 18.52 | 2,127 | 104 | 805 | |||
| 20 Dec | 1288.40 | 34.4 | -1.30 | 18.01 | 1,694 | 93 | 702 | |||
| 19 Dec | 1286.90 | 35.7 | -16.10 | 19.21 | 1,539 | 476 | 607 | |||
| 18 Dec | 1314.15 | 51.8 | -13.50 | 18.70 | 142 | 36 | 132 | |||
| 17 Dec | 1333.75 | 65.3 | -9.30 | 19.35 | 49 | 21 | 100 | |||
| 16 Dec | 1346.10 | 74.6 | 3.60 | 20.42 | 12 | 2 | 80 | |||
| 13 Dec | 1344.90 | 71 | 7.40 | 15.78 | 84 | 13 | 79 | |||
| 12 Dec | 1329.25 | 63.6 | 0.60 | 18.05 | 20 | 4 | 65 | |||
| 11 Dec | 1327.50 | 63 | 0.80 | 18.47 | 10 | 4 | 61 | |||
| 10 Dec | 1330.45 | 62.2 | 0.15 | 16.19 | 14 | 3 | 58 | |||
| 9 Dec | 1322.30 | 62.05 | -4.00 | 19.09 | 11 | 1 | 56 | |||
| 6 Dec | 1328.75 | 66.05 | -3.65 | 18.26 | 11 | 1 | 54 | |||
| 5 Dec | 1336.50 | 69.7 | 14.30 | 16.85 | 22 | -5 | 52 | |||
| 4 Dec | 1316.05 | 55.4 | 1.80 | 16.93 | 34 | -1 | 57 | |||
| 3 Dec | 1308.40 | 53.6 | 1.60 | 18.70 | 25 | 6 | 57 | |||
| 2 Dec | 1304.65 | 52 | 3.95 | 18.66 | 55 | 23 | 46 | |||
| 29 Nov | 1300.10 | 48.05 | 4.05 | 17.39 | 19 | 10 | 23 | |||
| 28 Nov | 1286.35 | 44 | -5.90 | 18.50 | 13 | 4 | 14 | |||
| 27 Nov | 1300.70 | 49.9 | -22.30 | 16.80 | 12 | 11 | 11 | |||
| 26 Nov | 1304.95 | 72.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Nov | 1300.95 | 72.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1278.05 | 72.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1250.55 | 72.2 | 0.00 | 1.21 | 0 | 0 | 0 | |||
| 20 Nov | 1249.10 | 72.2 | 0.00 | 1.56 | 0 | 0 | 0 | |||
| 19 Nov | 1249.10 | 72.2 | 0.00 | 1.56 | 0 | 0 | 0 | |||
| 18 Nov | 1253.45 | 72.2 | 0.00 | 1.18 | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 72.2 | 0.00 | 0.75 | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 72.2 | 0.00 | 0.90 | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 72.2 | 0.00 | 0.18 | 0 | 0 | 0 | |||
| 11 Nov | 1269.30 | 72.2 | 0.00 | 0.06 | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 72.2 | 0.00 | 0.61 | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 72.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 72.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1277.20 | 72.2 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1300 expiring on 30JAN2025
Delta for 1300 CE is 0.63
Historical price for 1300 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 36.35, which was 5.65 higher than the previous day. The implied volatity was 16.05, the open interest changed by -164 which decreased total open position to 1698
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 30.7, which was -3.50 lower than the previous day. The implied volatity was 16.11, the open interest changed by 785 which increased total open position to 1872
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 34.2, which was -2.30 lower than the previous day. The implied volatity was 16.90, the open interest changed by 290 which increased total open position to 1095
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 36.5, which was 2.10 higher than the previous day. The implied volatity was 18.52, the open interest changed by 104 which increased total open position to 805
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 34.4, which was -1.30 lower than the previous day. The implied volatity was 18.01, the open interest changed by 93 which increased total open position to 702
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 35.7, which was -16.10 lower than the previous day. The implied volatity was 19.21, the open interest changed by 476 which increased total open position to 607
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 51.8, which was -13.50 lower than the previous day. The implied volatity was 18.70, the open interest changed by 36 which increased total open position to 132
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 65.3, which was -9.30 lower than the previous day. The implied volatity was 19.35, the open interest changed by 21 which increased total open position to 100
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 74.6, which was 3.60 higher than the previous day. The implied volatity was 20.42, the open interest changed by 2 which increased total open position to 80
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 71, which was 7.40 higher than the previous day. The implied volatity was 15.78, the open interest changed by 13 which increased total open position to 79
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 63.6, which was 0.60 higher than the previous day. The implied volatity was 18.05, the open interest changed by 4 which increased total open position to 65
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 63, which was 0.80 higher than the previous day. The implied volatity was 18.47, the open interest changed by 4 which increased total open position to 61
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 62.2, which was 0.15 higher than the previous day. The implied volatity was 16.19, the open interest changed by 3 which increased total open position to 58
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 62.05, which was -4.00 lower than the previous day. The implied volatity was 19.09, the open interest changed by 1 which increased total open position to 56
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 66.05, which was -3.65 lower than the previous day. The implied volatity was 18.26, the open interest changed by 1 which increased total open position to 54
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 69.7, which was 14.30 higher than the previous day. The implied volatity was 16.85, the open interest changed by -5 which decreased total open position to 52
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 55.4, which was 1.80 higher than the previous day. The implied volatity was 16.93, the open interest changed by -1 which decreased total open position to 57
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 53.6, which was 1.60 higher than the previous day. The implied volatity was 18.70, the open interest changed by 6 which increased total open position to 57
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 52, which was 3.95 higher than the previous day. The implied volatity was 18.66, the open interest changed by 23 which increased total open position to 46
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 48.05, which was 4.05 higher than the previous day. The implied volatity was 17.39, the open interest changed by 10 which increased total open position to 23
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 44, which was -5.90 lower than the previous day. The implied volatity was 18.50, the open interest changed by 4 which increased total open position to 14
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 49.9, which was -22.30 lower than the previous day. The implied volatity was 16.80, the open interest changed by 11 which increased total open position to 11
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 72.2, 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 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 72.2, 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 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 72.2, 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 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 72.2, which was 0.00 lower than the previous day. The implied volatity was 1.21, 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 72.2, which was 0.00 lower than the previous day. The implied volatity was 1.56, 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 72.2, which was 0.00 lower than the previous day. The implied volatity was 1.56, 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 72.2, which was 0.00 lower than the previous day. The implied volatity was 1.18, 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 72.2, which was 0.00 lower than the previous day. The implied volatity was 0.75, 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 72.2, which was 0.00 lower than the previous day. The implied volatity was 0.90, 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 72.2, which was 0.00 lower than the previous day. The implied volatity was 0.18, 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 72.2, which was 0.00 lower than the previous day. The implied volatity was 0.06, 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 72.2, which was 0.00 lower than the previous day. The implied volatity was 0.61, 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 72.2, 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 72.2, 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 72.2, 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 1300 PE | |||||||
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Delta: -0.38
Vega: 1.52
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 19.2 | -5.75 | 17.67 | 4,740 | 179 | 2,287 |
| 26 Dec | 1297.35 | 24.95 | 1.40 | 18.43 | 5,162 | 712 | 2,114 |
| 24 Dec | 1297.25 | 23.55 | -3.80 | 17.77 | 1,860 | 337 | 1,398 |
| 23 Dec | 1296.80 | 27.35 | -8.25 | 19.53 | 1,598 | 244 | 1,063 |
| 20 Dec | 1288.40 | 35.6 | 2.00 | 22.51 | 1,059 | 103 | 825 |
| 19 Dec | 1286.90 | 33.6 | 11.75 | 20.52 | 1,354 | 302 | 723 |
| 18 Dec | 1314.15 | 21.85 | 4.65 | 20.01 | 748 | 50 | 422 |
| 17 Dec | 1333.75 | 17.2 | 1.40 | 20.30 | 620 | 45 | 371 |
| 16 Dec | 1346.10 | 15.8 | 0.15 | 20.90 | 234 | 73 | 326 |
| 13 Dec | 1344.90 | 15.65 | -4.55 | 20.63 | 225 | 16 | 253 |
| 12 Dec | 1329.25 | 20.2 | -1.20 | 20.76 | 85 | 16 | 236 |
| 11 Dec | 1327.50 | 21.4 | -1.15 | 20.86 | 119 | 38 | 220 |
| 10 Dec | 1330.45 | 22.55 | -1.45 | 21.97 | 68 | 33 | 182 |
| 9 Dec | 1322.30 | 24 | 2.00 | 21.24 | 43 | 15 | 148 |
| 6 Dec | 1328.75 | 22 | -0.10 | 20.71 | 81 | 29 | 132 |
| 5 Dec | 1336.50 | 22.1 | -5.85 | 21.89 | 83 | 31 | 103 |
| 4 Dec | 1316.05 | 27.95 | -3.05 | 21.27 | 40 | 17 | 73 |
| 3 Dec | 1308.40 | 31 | 0.80 | 21.05 | 52 | 36 | 53 |
| 2 Dec | 1304.65 | 30.2 | -2.90 | 19.90 | 27 | 12 | 16 |
| 29 Nov | 1300.10 | 33.1 | 3.85 | 20.12 | 4 | 2 | 4 |
| 28 Nov | 1286.35 | 29.25 | 0.00 | 0.00 | 0 | 1 | 0 |
| 27 Nov | 1300.70 | 29.25 | -28.75 | 18.60 | 1 | 0 | 1 |
| 26 Nov | 1304.95 | 58 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 1300.95 | 58 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 1278.05 | 58 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 1250.55 | 58 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1249.10 | 58 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1249.10 | 58 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 58 | 0.00 | 0.00 | 0 | 0 | 1 |
| 14 Nov | 1256.95 | 58 | 0.00 | 0.00 | 0 | 0 | 1 |
| 13 Nov | 1253.70 | 58 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 58 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 58 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 1258.85 | 58 | 1.40 | 21.76 | 1 | 0 | 0 |
| 7 Nov | 1278.70 | 56.6 | 0.00 | 0.34 | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 56.6 | 0.00 | 0.14 | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 56.6 | 0.18 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1300 expiring on 30JAN2025
Delta for 1300 PE is -0.38
Historical price for 1300 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 19.2, which was -5.75 lower than the previous day. The implied volatity was 17.67, the open interest changed by 179 which increased total open position to 2287
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 24.95, which was 1.40 higher than the previous day. The implied volatity was 18.43, the open interest changed by 712 which increased total open position to 2114
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 23.55, which was -3.80 lower than the previous day. The implied volatity was 17.77, the open interest changed by 337 which increased total open position to 1398
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 27.35, which was -8.25 lower than the previous day. The implied volatity was 19.53, the open interest changed by 244 which increased total open position to 1063
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 35.6, which was 2.00 higher than the previous day. The implied volatity was 22.51, the open interest changed by 103 which increased total open position to 825
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 33.6, which was 11.75 higher than the previous day. The implied volatity was 20.52, the open interest changed by 302 which increased total open position to 723
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 21.85, which was 4.65 higher than the previous day. The implied volatity was 20.01, the open interest changed by 50 which increased total open position to 422
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 17.2, which was 1.40 higher than the previous day. The implied volatity was 20.30, the open interest changed by 45 which increased total open position to 371
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 15.8, which was 0.15 higher than the previous day. The implied volatity was 20.90, the open interest changed by 73 which increased total open position to 326
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 15.65, which was -4.55 lower than the previous day. The implied volatity was 20.63, the open interest changed by 16 which increased total open position to 253
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 20.2, which was -1.20 lower than the previous day. The implied volatity was 20.76, the open interest changed by 16 which increased total open position to 236
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 21.4, which was -1.15 lower than the previous day. The implied volatity was 20.86, the open interest changed by 38 which increased total open position to 220
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 22.55, which was -1.45 lower than the previous day. The implied volatity was 21.97, the open interest changed by 33 which increased total open position to 182
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 24, which was 2.00 higher than the previous day. The implied volatity was 21.24, the open interest changed by 15 which increased total open position to 148
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 22, which was -0.10 lower than the previous day. The implied volatity was 20.71, the open interest changed by 29 which increased total open position to 132
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 22.1, which was -5.85 lower than the previous day. The implied volatity was 21.89, the open interest changed by 31 which increased total open position to 103
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 27.95, which was -3.05 lower than the previous day. The implied volatity was 21.27, the open interest changed by 17 which increased total open position to 73
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 31, which was 0.80 higher than the previous day. The implied volatity was 21.05, the open interest changed by 36 which increased total open position to 53
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 30.2, which was -2.90 lower than the previous day. The implied volatity was 19.90, the open interest changed by 12 which increased total open position to 16
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 33.1, which was 3.85 higher than the previous day. The implied volatity was 20.12, the open interest changed by 2 which increased total open position to 4
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 29.25, 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 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 29.25, which was -28.75 lower than the previous day. The implied volatity was 18.60, the open interest changed by 0 which decreased total open position to 1
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 58, 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 58, 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 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 58, 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 58, 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 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 58, 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 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 58, 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 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 58, 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 58, 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 58, 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 58, 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 58, 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 58, which was 1.40 higher than the previous day. The implied volatity was 21.76, 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 56.6, which was 0.00 lower than the previous day. The implied volatity was 0.34, 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 56.6, which was 0.00 lower than the previous day. The implied volatity was 0.14, 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 56.6, which was lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
