ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1310 CE | ||||||||||
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Delta: 0.57
Vega: 1.57
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 30.45 | 4.90 | 15.96 | 2,613 | 1 | 565 | |||
| 26 Dec | 1297.35 | 25.55 | -2.70 | 16.10 | 2,649 | 317 | 564 | |||
| 24 Dec | 1297.25 | 28.25 | -2.75 | 16.47 | 476 | 100 | 247 | |||
| 23 Dec | 1296.80 | 31 | 2.00 | 18.30 | 651 | 76 | 151 | |||
| 20 Dec | 1288.40 | 29 | -1.80 | 17.72 | 190 | 14 | 76 | |||
| 19 Dec | 1286.90 | 30.8 | -14.60 | 19.15 | 107 | 41 | 60 | |||
| 18 Dec | 1314.15 | 45.4 | -14.60 | 18.51 | 37 | 14 | 18 | |||
| 17 Dec | 1333.75 | 60 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1346.10 | 60 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Dec | 1344.90 | 60 | -5.00 | 13.40 | 1 | 0 | 3 | |||
| 12 Dec | 1329.25 | 65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1327.50 | 65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1330.45 | 65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1322.30 | 65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1328.75 | 65 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 5 Dec | 1336.50 | 65 | 14.00 | 18.14 | 1 | 0 | 4 | |||
| 4 Dec | 1316.05 | 51 | 1.20 | 17.83 | 3 | 0 | 4 | |||
| 3 Dec | 1308.40 | 49.8 | 6.10 | 19.63 | 5 | 2 | 3 | |||
| 2 Dec | 1304.65 | 43.7 | -5.65 | 17.32 | 1 | 0 | 0 | |||
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| 29 Nov | 1300.10 | 49.35 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1310 expiring on 30JAN2025
Delta for 1310 CE is 0.57
Historical price for 1310 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 30.45, which was 4.90 higher than the previous day. The implied volatity was 15.96, the open interest changed by 1 which increased total open position to 565
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 25.55, which was -2.70 lower than the previous day. The implied volatity was 16.10, the open interest changed by 317 which increased total open position to 564
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 28.25, which was -2.75 lower than the previous day. The implied volatity was 16.47, the open interest changed by 100 which increased total open position to 247
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 31, which was 2.00 higher than the previous day. The implied volatity was 18.30, the open interest changed by 76 which increased total open position to 151
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 29, which was -1.80 lower than the previous day. The implied volatity was 17.72, the open interest changed by 14 which increased total open position to 76
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 30.8, which was -14.60 lower than the previous day. The implied volatity was 19.15, the open interest changed by 41 which increased total open position to 60
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 45.4, which was -14.60 lower than the previous day. The implied volatity was 18.51, the open interest changed by 14 which increased total open position to 18
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 60, 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 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 60, 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 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 60, which was -5.00 lower than the previous day. The implied volatity was 13.40, the open interest changed by 0 which decreased total open position to 3
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 65, 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 65, 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 65, 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 65, 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 65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 65, which was 14.00 higher than the previous day. The implied volatity was 18.14, the open interest changed by 0 which decreased total open position to 4
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 51, which was 1.20 higher than the previous day. The implied volatity was 17.83, the open interest changed by 0 which decreased total open position to 4
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 49.8, which was 6.10 higher than the previous day. The implied volatity was 19.63, the open interest changed by 2 which increased total open position to 3
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 43.7, which was -5.65 lower than the previous day. The implied volatity was 17.32, 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 49.35, 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 1310 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 1.57
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 23.2 | -6.15 | 17.52 | 2,186 | 245 | 698 |
| 26 Dec | 1297.35 | 29.35 | 0.85 | 18.16 | 1,115 | 214 | 453 |
| 24 Dec | 1297.25 | 28.5 | -3.20 | 17.94 | 297 | 114 | 239 |
| 23 Dec | 1296.80 | 31.7 | -8.50 | 19.27 | 265 | 44 | 125 |
| 20 Dec | 1288.40 | 40.2 | 1.80 | 22.26 | 128 | 6 | 81 |
| 19 Dec | 1286.90 | 38.4 | 10.70 | 20.35 | 282 | 53 | 75 |
| 18 Dec | 1314.15 | 27.7 | 7.60 | 21.14 | 27 | 6 | 21 |
| 17 Dec | 1333.75 | 20.1 | 1.60 | 20.10 | 8 | 2 | 14 |
| 16 Dec | 1346.10 | 18.5 | 7.70 | 20.75 | 25 | 10 | 13 |
| 13 Dec | 1344.90 | 10.8 | -7.20 | 15.85 | 2 | 1 | 2 |
| 12 Dec | 1329.25 | 18 | -38.60 | 17.57 | 1 | 0 | 0 |
| 11 Dec | 1327.50 | 56.6 | 0.00 | 2.10 | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 56.6 | 0.00 | 2.27 | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 56.6 | 0.00 | 1.82 | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 56.6 | 0.00 | 2.16 | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 56.6 | 0.00 | 2.55 | 0 | 0 | 0 |
| 4 Dec | 1316.05 | 56.6 | 0.00 | 1.44 | 0 | 0 | 0 |
| 3 Dec | 1308.40 | 56.6 | 0.00 | 1.05 | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 56.6 | 0.00 | 0.87 | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 56.6 | 0.67 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1310 expiring on 30JAN2025
Delta for 1310 PE is -0.43
Historical price for 1310 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 23.2, which was -6.15 lower than the previous day. The implied volatity was 17.52, the open interest changed by 245 which increased total open position to 698
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 29.35, which was 0.85 higher than the previous day. The implied volatity was 18.16, the open interest changed by 214 which increased total open position to 453
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 28.5, which was -3.20 lower than the previous day. The implied volatity was 17.94, the open interest changed by 114 which increased total open position to 239
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 31.7, which was -8.50 lower than the previous day. The implied volatity was 19.27, the open interest changed by 44 which increased total open position to 125
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 40.2, which was 1.80 higher than the previous day. The implied volatity was 22.26, the open interest changed by 6 which increased total open position to 81
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 38.4, which was 10.70 higher than the previous day. The implied volatity was 20.35, the open interest changed by 53 which increased total open position to 75
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 27.7, which was 7.60 higher than the previous day. The implied volatity was 21.14, the open interest changed by 6 which increased total open position to 21
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 20.1, which was 1.60 higher than the previous day. The implied volatity was 20.10, the open interest changed by 2 which increased total open position to 14
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 18.5, which was 7.70 higher than the previous day. The implied volatity was 20.75, the open interest changed by 10 which increased total open position to 13
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 10.8, which was -7.20 lower than the previous day. The implied volatity was 15.85, the open interest changed by 1 which increased total open position to 2
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 18, which was -38.60 lower than the previous day. The implied volatity was 17.57, 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 56.6, which was 0.00 lower than the previous day. The implied volatity was 2.10, 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 56.6, which was 0.00 lower than the previous day. The implied volatity was 2.27, 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 56.6, which was 0.00 lower than the previous day. The implied volatity was 1.82, 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 56.6, which was 0.00 lower than the previous day. The implied volatity was 2.16, 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 56.6, which was 0.00 lower than the previous day. The implied volatity was 2.55, 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 56.6, which was 0.00 lower than the previous day. The implied volatity was 1.44, 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 56.6, which was 0.00 lower than the previous day. The implied volatity was 1.05, 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 56.6, which was 0.00 lower than the previous day. The implied volatity was 0.87, 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 56.6, which was lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0
