ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1310 CE | ||||||||||
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Delta: 0.30
Vega: 0.58
Theta: -0.96
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 5.6 | -2.35 | 17.87 | 14,360 | -214 | 1,307 | |||
| 19 Dec | 1286.90 | 7.95 | -13.20 | 21.32 | 8,598 | 403 | 1,522 | |||
| 18 Dec | 1314.15 | 21.15 | -14.65 | 20.37 | 3,694 | 334 | 1,132 | |||
| 17 Dec | 1333.75 | 35.8 | -8.60 | 23.21 | 518 | -85 | 797 | |||
| 16 Dec | 1346.10 | 44.4 | 1.75 | 23.68 | 279 | -56 | 882 | |||
| 13 Dec | 1344.90 | 42.65 | 9.25 | 14.65 | 2,192 | -188 | 939 | |||
| 12 Dec | 1329.25 | 33.4 | 1.60 | 17.22 | 563 | 75 | 1,132 | |||
| 11 Dec | 1327.50 | 31.8 | -3.05 | 16.64 | 856 | -30 | 1,058 | |||
| 10 Dec | 1330.45 | 34.85 | 2.50 | 16.53 | 916 | -27 | 1,087 | |||
| 9 Dec | 1322.30 | 32.35 | -5.30 | 18.68 | 1,054 | -20 | 1,114 | |||
| 6 Dec | 1328.75 | 37.65 | -3.40 | 18.03 | 492 | -66 | 1,132 | |||
| 5 Dec | 1336.50 | 41.05 | 12.10 | 15.41 | 4,217 | -395 | 1,199 | |||
| 4 Dec | 1316.05 | 28.95 | 3.35 | 16.81 | 6,135 | -132 | 1,604 | |||
| 3 Dec | 1308.40 | 25.6 | 1.00 | 17.63 | 6,123 | 225 | 1,745 | |||
| 2 Dec | 1304.65 | 24.6 | 0.15 | 17.69 | 3,959 | 301 | 1,522 | |||
| 29 Nov | 1300.10 | 24.45 | 4.50 | 17.92 | 2,753 | 6 | 1,235 | |||
| 28 Nov | 1286.35 | 19.95 | -6.75 | 18.39 | 3,674 | 380 | 1,222 | |||
| 27 Nov | 1300.70 | 26.7 | -3.00 | 17.70 | 1,536 | 346 | 841 | |||
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| 26 Nov | 1304.95 | 29.7 | -1.05 | 18.03 | 1,025 | 105 | 496 | |||
| 25 Nov | 1300.95 | 30.75 | 11.10 | 18.95 | 1,087 | 177 | 394 | |||
| 22 Nov | 1278.05 | 19.65 | 6.10 | 18.17 | 235 | 32 | 249 | |||
| 21 Nov | 1250.55 | 13.55 | 1.60 | 18.94 | 267 | 143 | 215 | |||
| 20 Nov | 1249.10 | 11.95 | 0.00 | 19.57 | 33 | 5 | 73 | |||
| 19 Nov | 1249.10 | 11.95 | -0.85 | 19.57 | 33 | 6 | 73 | |||
| 18 Nov | 1253.45 | 12.8 | -2.00 | 18.19 | 68 | 27 | 67 | |||
| 14 Nov | 1256.95 | 14.8 | -2.20 | 17.00 | 34 | 23 | 39 | |||
| 13 Nov | 1253.70 | 17 | -32.10 | 18.34 | 16 | 15 | 15 | |||
| 12 Nov | 1270.60 | 49.1 | 0.00 | 1.63 | 0 | 0 | 0 | |||
| 11 Nov | 1269.30 | 49.1 | 0.00 | 1.61 | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 49.1 | 0.00 | 2.08 | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 49.1 | 0.00 | 0.90 | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 49.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 49.1 | 0.00 | 0.02 | 0 | 0 | 0 | |||
| 4 Nov | 1277.20 | 49.1 | 1.03 | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1310 expiring on 26DEC2024
Delta for 1310 CE is 0.30
Historical price for 1310 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 5.6, which was -2.35 lower than the previous day. The implied volatity was 17.87, the open interest changed by -214 which decreased total open position to 1307
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 7.95, which was -13.20 lower than the previous day. The implied volatity was 21.32, the open interest changed by 403 which increased total open position to 1522
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 21.15, which was -14.65 lower than the previous day. The implied volatity was 20.37, the open interest changed by 334 which increased total open position to 1132
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 35.8, which was -8.60 lower than the previous day. The implied volatity was 23.21, the open interest changed by -85 which decreased total open position to 797
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 44.4, which was 1.75 higher than the previous day. The implied volatity was 23.68, the open interest changed by -56 which decreased total open position to 882
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 42.65, which was 9.25 higher than the previous day. The implied volatity was 14.65, the open interest changed by -188 which decreased total open position to 939
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 33.4, which was 1.60 higher than the previous day. The implied volatity was 17.22, the open interest changed by 75 which increased total open position to 1132
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 31.8, which was -3.05 lower than the previous day. The implied volatity was 16.64, the open interest changed by -30 which decreased total open position to 1058
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 34.85, which was 2.50 higher than the previous day. The implied volatity was 16.53, the open interest changed by -27 which decreased total open position to 1087
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 32.35, which was -5.30 lower than the previous day. The implied volatity was 18.68, the open interest changed by -20 which decreased total open position to 1114
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 37.65, which was -3.40 lower than the previous day. The implied volatity was 18.03, the open interest changed by -66 which decreased total open position to 1132
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 41.05, which was 12.10 higher than the previous day. The implied volatity was 15.41, the open interest changed by -395 which decreased total open position to 1199
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 28.95, which was 3.35 higher than the previous day. The implied volatity was 16.81, the open interest changed by -132 which decreased total open position to 1604
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 25.6, which was 1.00 higher than the previous day. The implied volatity was 17.63, the open interest changed by 225 which increased total open position to 1745
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 24.6, which was 0.15 higher than the previous day. The implied volatity was 17.69, the open interest changed by 301 which increased total open position to 1522
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 24.45, which was 4.50 higher than the previous day. The implied volatity was 17.92, the open interest changed by 6 which increased total open position to 1235
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 19.95, which was -6.75 lower than the previous day. The implied volatity was 18.39, the open interest changed by 380 which increased total open position to 1222
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 26.7, which was -3.00 lower than the previous day. The implied volatity was 17.70, the open interest changed by 346 which increased total open position to 841
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 29.7, which was -1.05 lower than the previous day. The implied volatity was 18.03, the open interest changed by 105 which increased total open position to 496
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 30.75, which was 11.10 higher than the previous day. The implied volatity was 18.95, the open interest changed by 177 which increased total open position to 394
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 19.65, which was 6.10 higher than the previous day. The implied volatity was 18.17, the open interest changed by 32 which increased total open position to 249
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 13.55, which was 1.60 higher than the previous day. The implied volatity was 18.94, the open interest changed by 143 which increased total open position to 215
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 11.95, which was 0.00 lower than the previous day. The implied volatity was 19.57, the open interest changed by 5 which increased total open position to 73
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 11.95, which was -0.85 lower than the previous day. The implied volatity was 19.57, the open interest changed by 6 which increased total open position to 73
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 12.8, which was -2.00 lower than the previous day. The implied volatity was 18.19, the open interest changed by 27 which increased total open position to 67
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 14.8, which was -2.20 lower than the previous day. The implied volatity was 17.00, the open interest changed by 23 which increased total open position to 39
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 17, which was -32.10 lower than the previous day. The implied volatity was 18.34, the open interest changed by 15 which increased total open position to 15
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 49.1, which was 0.00 lower than the previous day. The implied volatity was 1.63, 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 49.1, which was 0.00 lower than the previous day. The implied volatity was 1.61, 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 49.1, which was 0.00 lower than the previous day. The implied volatity was 2.08, 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 49.1, 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 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 49.1, 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 49.1, which was 0.00 lower than the previous day. The implied volatity was 0.02, 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 49.1, which was lower than the previous day. The implied volatity was 1.03, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 26DEC2024 1310 PE | |||||||
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Delta: -0.65
Vega: 0.61
Theta: -0.99
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 25.1 | -0.90 | 23.97 | 1,605 | -237 | 703 |
| 19 Dec | 1286.90 | 26 | 15.05 | 21.41 | 2,028 | -162 | 940 |
| 18 Dec | 1314.15 | 10.95 | 3.65 | 19.80 | 6,405 | -94 | 1,117 |
| 17 Dec | 1333.75 | 7.3 | 1.85 | 21.37 | 4,938 | -95 | 1,215 |
| 16 Dec | 1346.10 | 5.45 | 0.00 | 20.98 | 4,489 | 131 | 1,314 |
| 13 Dec | 1344.90 | 5.45 | -3.30 | 19.24 | 7,664 | -47 | 1,191 |
| 12 Dec | 1329.25 | 8.75 | -1.85 | 18.31 | 2,055 | 10 | 1,236 |
| 11 Dec | 1327.50 | 10.6 | -1.10 | 18.95 | 3,057 | -80 | 1,230 |
| 10 Dec | 1330.45 | 11.7 | -2.10 | 20.64 | 2,072 | 160 | 1,313 |
| 9 Dec | 1322.30 | 13.8 | 1.70 | 19.66 | 2,367 | -12 | 1,156 |
| 6 Dec | 1328.75 | 12.1 | -0.10 | 18.58 | 2,995 | -49 | 1,175 |
| 5 Dec | 1336.50 | 12.2 | -6.75 | 20.38 | 5,056 | 202 | 1,231 |
| 4 Dec | 1316.05 | 18.95 | -3.20 | 19.59 | 3,846 | 36 | 1,032 |
| 3 Dec | 1308.40 | 22.15 | -2.45 | 18.80 | 2,823 | 149 | 1,000 |
| 2 Dec | 1304.65 | 24.6 | -2.40 | 19.22 | 3,426 | -79 | 854 |
| 29 Nov | 1300.10 | 27 | -5.85 | 18.56 | 1,121 | -4 | 928 |
| 28 Nov | 1286.35 | 32.85 | 6.35 | 18.28 | 2,227 | 44 | 933 |
| 27 Nov | 1300.70 | 26.5 | 0.10 | 18.67 | 1,900 | 533 | 886 |
| 26 Nov | 1304.95 | 26.4 | -1.60 | 19.53 | 1,011 | 218 | 358 |
| 25 Nov | 1300.95 | 28 | -18.85 | 19.83 | 778 | 138 | 140 |
| 22 Nov | 1278.05 | 46.85 | -14.45 | 23.00 | 69 | 28 | 30 |
| 21 Nov | 1250.55 | 61.3 | 9.00 | 23.33 | 3 | 2 | 2 |
| 20 Nov | 1249.10 | 52.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1249.10 | 52.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 52.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 52.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 52.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 52.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 52.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 52.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 52.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 52.3 | 0.00 | 0.83 | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 52.3 | 0.00 | 0.12 | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 52.3 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1310 expiring on 26DEC2024
Delta for 1310 PE is -0.65
Historical price for 1310 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 25.1, which was -0.90 lower than the previous day. The implied volatity was 23.97, the open interest changed by -237 which decreased total open position to 703
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 26, which was 15.05 higher than the previous day. The implied volatity was 21.41, the open interest changed by -162 which decreased total open position to 940
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 10.95, which was 3.65 higher than the previous day. The implied volatity was 19.80, the open interest changed by -94 which decreased total open position to 1117
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 7.3, which was 1.85 higher than the previous day. The implied volatity was 21.37, the open interest changed by -95 which decreased total open position to 1215
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 5.45, which was 0.00 lower than the previous day. The implied volatity was 20.98, the open interest changed by 131 which increased total open position to 1314
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 5.45, which was -3.30 lower than the previous day. The implied volatity was 19.24, the open interest changed by -47 which decreased total open position to 1191
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 8.75, which was -1.85 lower than the previous day. The implied volatity was 18.31, the open interest changed by 10 which increased total open position to 1236
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 10.6, which was -1.10 lower than the previous day. The implied volatity was 18.95, the open interest changed by -80 which decreased total open position to 1230
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 11.7, which was -2.10 lower than the previous day. The implied volatity was 20.64, the open interest changed by 160 which increased total open position to 1313
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 13.8, which was 1.70 higher than the previous day. The implied volatity was 19.66, the open interest changed by -12 which decreased total open position to 1156
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 12.1, which was -0.10 lower than the previous day. The implied volatity was 18.58, the open interest changed by -49 which decreased total open position to 1175
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 12.2, which was -6.75 lower than the previous day. The implied volatity was 20.38, the open interest changed by 202 which increased total open position to 1231
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 18.95, which was -3.20 lower than the previous day. The implied volatity was 19.59, the open interest changed by 36 which increased total open position to 1032
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 22.15, which was -2.45 lower than the previous day. The implied volatity was 18.80, the open interest changed by 149 which increased total open position to 1000
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 24.6, which was -2.40 lower than the previous day. The implied volatity was 19.22, the open interest changed by -79 which decreased total open position to 854
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 27, which was -5.85 lower than the previous day. The implied volatity was 18.56, the open interest changed by -4 which decreased total open position to 928
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 32.85, which was 6.35 higher than the previous day. The implied volatity was 18.28, the open interest changed by 44 which increased total open position to 933
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 26.5, which was 0.10 higher than the previous day. The implied volatity was 18.67, the open interest changed by 533 which increased total open position to 886
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 26.4, which was -1.60 lower than the previous day. The implied volatity was 19.53, the open interest changed by 218 which increased total open position to 358
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 28, which was -18.85 lower than the previous day. The implied volatity was 19.83, the open interest changed by 138 which increased total open position to 140
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 46.85, which was -14.45 lower than the previous day. The implied volatity was 23.00, the open interest changed by 28 which increased total open position to 30
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 61.3, which was 9.00 higher than the previous day. The implied volatity was 23.33, the open interest changed by 2 which increased total open position to 2
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 52.3, 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 52.3, 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 52.3, 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 52.3, 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 52.3, 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 52.3, 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 52.3, 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 52.3, 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 52.3, 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 52.3, which was 0.00 lower than the previous day. The implied volatity was 0.83, 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 52.3, 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 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 52.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
