ICICIBANK
ICICI BANK LTD.
Historical option data for ICICIBANK
08 Jul 2024 04:11 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 8 Jul | 1235.05 | 2.55 | -0.05 | - | 2,91,200 | 2,800 | 4,31,900 | |||
| 5 Jul | 1233.40 | 2.6 | - | 6,90,200 | 35,700 | 4,29,100 | ||||
| 4 Jul | 1233.00 | 3.4 | - | 5,56,500 | -20,300 | 3,93,400 | ||||
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| 3 Jul | 1201.60 | 2.15 | - | 5,45,300 | -28,700 | 4,13,700 | ||||
| 2 Jul | 1190.60 | 2.35 | - | 7,22,400 | 34,300 | 4,43,100 | ||||
| 1 Jul | 1211.85 | 3.1 | - | 3,37,400 | 11,900 | 4,08,800 | ||||
| 28 Jun | 1199.60 | 3.15 | - | 7,57,400 | 14,000 | 3,96,900 | ||||
| 27 Jun | 1219.90 | 4.7 | - | 6,91,600 | 51,800 | 3,82,900 | ||||
| 26 Jun | 1218.00 | 4.9 | - | 8,77,800 | 81,200 | 3,29,000 | ||||
| 25 Jun | 1197.95 | 4.45 | - | 3,94,100 | 1,22,500 | 2,47,800 | ||||
| 24 Jun | 1170.10 | 2.05 | - | 1,49,800 | 42,000 | 1,24,600 | ||||
| 21 Jun | 1158.65 | 1.70 | - | 67,900 | 37,100 | 82,600 | ||||
| 20 Jun | 1156.80 | 2.00 | - | 68,600 | 31,500 | 45,500 | ||||
| 19 Jun | 1144.45 | 1.20 | - | 13,300 | 700 | 14,000 | ||||
| 18 Jun | 1122.85 | 1.50 | - | 1,400 | 700 | 12,600 | ||||
| 14 Jun | 1105.65 | 1.55 | - | 6,300 | 5,600 | 11,900 | ||||
| 13 Jun | 1107.35 | 2.10 | - | 700 | 0 | 5,600 | ||||
| 12 Jun | 1119.55 | 3.00 | - | 700 | 0 | 4,900 | ||||
For ICICI BANK LTD. - strike price 1320 expiring on 25JUL2024
Delta for 1320 CE is -
Historical price for 1320 CE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 2.55, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 431900
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 2.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 35700 which increased total open position to 429100
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -20300 which decreased total open position to 393400
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -28700 which decreased total open position to 413700
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 34300 which increased total open position to 443100
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 11900 which increased total open position to 408800
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 14000 which increased total open position to 396900
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 4.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 51800 which increased total open position to 382900
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 4.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 81200 which increased total open position to 329000
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 4.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 122500 which increased total open position to 247800
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 42000 which increased total open position to 124600
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 1.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 37100 which increased total open position to 82600
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 2.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 45500
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 1.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 14000
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 1.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 12600
On 14 Jun ICICIBANK was trading at 1105.65. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 11900
On 13 Jun ICICIBANK was trading at 1107.35. The strike last trading price was 2.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5600
On 12 Jun ICICIBANK was trading at 1119.55. The strike last trading price was 3.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4900
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 8 Jul | 1235.05 | 87.2 | -3.05 | - | 10,500 | -2,800 | 12,600 |
| 5 Jul | 1233.40 | 90.25 | - | 10,500 | 15,400 | 15,400 | |
| 4 Jul | 1233.00 | 115.35 | - | 0 | 0 | 0 | |
| 3 Jul | 1201.60 | 115.35 | - | 700 | 0 | 16,800 | |
| 2 Jul | 1190.60 | 119.25 | - | 0 | 4,900 | 0 | |
| 1 Jul | 1211.85 | 119.25 | - | 0 | 4,900 | 0 | |
| 28 Jun | 1199.60 | 119.25 | - | 16,800 | 4,900 | 16,800 | |
| 27 Jun | 1219.90 | 103.5 | - | 19,600 | 1,400 | 11,900 | |
| 26 Jun | 1218.00 | 107 | - | 700 | 0 | 9,800 | |
| 25 Jun | 1197.95 | 143 | - | 700 | 0 | 9,800 | |
| 24 Jun | 1170.10 | 153.25 | - | 7,000 | 6,300 | 9,100 | |
| 21 Jun | 1158.65 | 161.20 | - | 0 | 0 | 0 | |
| 20 Jun | 1156.80 | 161.20 | - | 0 | 2,100 | 0 | |
| 19 Jun | 1144.45 | 161.20 | - | 2,800 | 2,100 | 2,100 | |
| 18 Jun | 1122.85 | 188.20 | - | 0 | 0 | 0 | |
| 14 Jun | 1105.65 | 188.20 | - | 0 | 0 | 0 | |
| 13 Jun | 1107.35 | 188.20 | - | 0 | 0 | 0 | |
| 12 Jun | 1119.55 | 188.20 | - | 0 | 0 | 0 | |
For ICICI BANK LTD. - strike price 1320 expiring on 25JUL2024
Delta for 1320 PE is -
Historical price for 1320 PE is as follows
On 8 Jul ICICIBANK was trading at 1235.05. The strike last trading price was 87.2, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by -2800 which decreased total open position to 12600
On 5 Jul ICICIBANK was trading at 1233.40. The strike last trading price was 90.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 15400 which increased total open position to 15400
On 4 Jul ICICIBANK was trading at 1233.00. The strike last trading price was 115.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jul ICICIBANK was trading at 1201.60. The strike last trading price was 115.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16800
On 2 Jul ICICIBANK was trading at 1190.60. The strike last trading price was 119.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4900 which increased total open position to 0
On 1 Jul ICICIBANK was trading at 1211.85. The strike last trading price was 119.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4900 which increased total open position to 0
On 28 Jun ICICIBANK was trading at 1199.60. The strike last trading price was 119.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4900 which increased total open position to 16800
On 27 Jun ICICIBANK was trading at 1219.90. The strike last trading price was 103.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 11900
On 26 Jun ICICIBANK was trading at 1218.00. The strike last trading price was 107, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9800
On 25 Jun ICICIBANK was trading at 1197.95. The strike last trading price was 143, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9800
On 24 Jun ICICIBANK was trading at 1170.10. The strike last trading price was 153.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 9100
On 21 Jun ICICIBANK was trading at 1158.65. The strike last trading price was 161.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun ICICIBANK was trading at 1156.80. The strike last trading price was 161.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 0
On 19 Jun ICICIBANK was trading at 1144.45. The strike last trading price was 161.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 2100
On 18 Jun ICICIBANK was trading at 1122.85. The strike last trading price was 188.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun ICICIBANK was trading at 1105.65. The strike last trading price was 188.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun ICICIBANK was trading at 1107.35. The strike last trading price was 188.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun ICICIBANK was trading at 1119.55. The strike last trading price was 188.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0