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

1288.4 1.50 (0.12%)

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Historical option data for ICICIBANK

20 Dec 2024 04:10 PM IST
ICICIBANK 26DEC2024 1320 CE
Delta: 0.21
Vega: 0.47
Theta: -0.81
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1288.40 3.6 -1.80 18.71 14,592 -614 2,096
19 Dec 1286.90 5.4 -10.10 21.59 9,443 247 2,719
18 Dec 1314.15 15.5 -12.05 20.06 9,677 814 2,480
17 Dec 1333.75 27.55 -8.35 21.19 2,566 242 1,690
16 Dec 1346.10 35.9 1.20 22.00 1,692 -131 1,447
13 Dec 1344.90 34.7 8.40 15.05 9,620 -393 1,582
12 Dec 1329.25 26.3 1.20 16.80 3,125 -1 2,017
11 Dec 1327.50 25.1 -2.85 16.46 5,268 262 2,036
10 Dec 1330.45 27.95 1.90 16.40 3,794 58 1,805
9 Dec 1322.30 26.05 -4.75 18.39 3,748 106 1,757
6 Dec 1328.75 30.8 -3.40 17.62 1,909 26 1,657
5 Dec 1336.50 34.2 10.90 15.91 9,534 -590 1,643
4 Dec 1316.05 23.3 3.00 16.70 10,606 288 2,235
3 Dec 1308.40 20.3 0.85 17.31 6,546 468 1,953
2 Dec 1304.65 19.45 -0.35 17.34 4,388 -44 1,487
29 Nov 1300.10 19.8 3.85 17.78 2,384 126 1,536
28 Nov 1286.35 15.95 -6.15 17.85 4,524 287 1,419
27 Nov 1300.70 22.1 -2.90 17.74 1,811 353 1,131
26 Nov 1304.95 25 -0.85 18.16 1,223 165 777
25 Nov 1300.95 25.85 9.45 18.89 2,218 370 610
22 Nov 1278.05 16.4 5.45 18.34 755 149 389
21 Nov 1250.55 10.95 1.50 18.91 189 34 240
20 Nov 1249.10 9.45 0.00 19.33 148 27 206
19 Nov 1249.10 9.45 -0.95 19.33 148 27 206
18 Nov 1253.45 10.4 -2.60 18.22 133 10 178
14 Nov 1256.95 13 -2.30 17.67 80 50 169
13 Nov 1253.70 15.3 -4.00 19.14 70 44 119
12 Nov 1270.60 19.3 1.50 19.10 78 56 77
11 Nov 1269.30 17.8 0.30 17.98 18 7 21
8 Nov 1258.85 17.5 -6.50 18.87 11 4 14
7 Nov 1278.70 24 -58.10 18.09 10 9 9
6 Nov 1302.35 82.1 0.00 - 0 0 0
5 Nov 1296.70 82.1 0.00 0.55 0 0 0
4 Nov 1277.20 82.1 0.00 1.36 0 0 0
31 Oct 1292.25 82.1 0.00 - 0 0 0
30 Oct 1312.15 82.1 0.00 - 0 0 0
29 Oct 1331.85 82.1 82.10 - 0 0 0
4 Oct 1239.75 0 0.00 - 0 0 0
3 Oct 1256.35 0 0.00 - 0 0 0
1 Oct 1274.40 0 0.00 - 0 0 0
30 Sept 1273.00 0 - 0 0 0


For Icici Bank Ltd. - strike price 1320 expiring on 26DEC2024

Delta for 1320 CE is 0.21

Historical price for 1320 CE is as follows

On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 3.6, which was -1.80 lower than the previous day. The implied volatity was 18.71, the open interest changed by -614 which decreased total open position to 2096


On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 5.4, which was -10.10 lower than the previous day. The implied volatity was 21.59, the open interest changed by 247 which increased total open position to 2719


On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 15.5, which was -12.05 lower than the previous day. The implied volatity was 20.06, the open interest changed by 814 which increased total open position to 2480


On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 27.55, which was -8.35 lower than the previous day. The implied volatity was 21.19, the open interest changed by 242 which increased total open position to 1690


On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 35.9, which was 1.20 higher than the previous day. The implied volatity was 22.00, the open interest changed by -131 which decreased total open position to 1447


On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 34.7, which was 8.40 higher than the previous day. The implied volatity was 15.05, the open interest changed by -393 which decreased total open position to 1582


On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 26.3, which was 1.20 higher than the previous day. The implied volatity was 16.80, the open interest changed by -1 which decreased total open position to 2017


On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 25.1, which was -2.85 lower than the previous day. The implied volatity was 16.46, the open interest changed by 262 which increased total open position to 2036


On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 27.95, which was 1.90 higher than the previous day. The implied volatity was 16.40, the open interest changed by 58 which increased total open position to 1805


On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 26.05, which was -4.75 lower than the previous day. The implied volatity was 18.39, the open interest changed by 106 which increased total open position to 1757


On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 30.8, which was -3.40 lower than the previous day. The implied volatity was 17.62, the open interest changed by 26 which increased total open position to 1657


On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 34.2, which was 10.90 higher than the previous day. The implied volatity was 15.91, the open interest changed by -590 which decreased total open position to 1643


On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 23.3, which was 3.00 higher than the previous day. The implied volatity was 16.70, the open interest changed by 288 which increased total open position to 2235


On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 20.3, which was 0.85 higher than the previous day. The implied volatity was 17.31, the open interest changed by 468 which increased total open position to 1953


On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 19.45, which was -0.35 lower than the previous day. The implied volatity was 17.34, the open interest changed by -44 which decreased total open position to 1487


On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 19.8, which was 3.85 higher than the previous day. The implied volatity was 17.78, the open interest changed by 126 which increased total open position to 1536


On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 15.95, which was -6.15 lower than the previous day. The implied volatity was 17.85, the open interest changed by 287 which increased total open position to 1419


On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 22.1, which was -2.90 lower than the previous day. The implied volatity was 17.74, the open interest changed by 353 which increased total open position to 1131


On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 25, which was -0.85 lower than the previous day. The implied volatity was 18.16, the open interest changed by 165 which increased total open position to 777


On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 25.85, which was 9.45 higher than the previous day. The implied volatity was 18.89, the open interest changed by 370 which increased total open position to 610


On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 16.4, which was 5.45 higher than the previous day. The implied volatity was 18.34, the open interest changed by 149 which increased total open position to 389


On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 10.95, which was 1.50 higher than the previous day. The implied volatity was 18.91, the open interest changed by 34 which increased total open position to 240


On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 9.45, which was 0.00 lower than the previous day. The implied volatity was 19.33, the open interest changed by 27 which increased total open position to 206


On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 9.45, which was -0.95 lower than the previous day. The implied volatity was 19.33, the open interest changed by 27 which increased total open position to 206


On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 10.4, which was -2.60 lower than the previous day. The implied volatity was 18.22, the open interest changed by 10 which increased total open position to 178


On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 13, which was -2.30 lower than the previous day. The implied volatity was 17.67, the open interest changed by 50 which increased total open position to 169


On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 15.3, which was -4.00 lower than the previous day. The implied volatity was 19.14, the open interest changed by 44 which increased total open position to 119


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 19.3, which was 1.50 higher than the previous day. The implied volatity was 19.10, the open interest changed by 56 which increased total open position to 77


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 17.8, which was 0.30 higher than the previous day. The implied volatity was 17.98, the open interest changed by 7 which increased total open position to 21


On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 17.5, which was -6.50 lower than the previous day. The implied volatity was 18.87, the open interest changed by 4 which increased total open position to 14


On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 24, which was -58.10 lower than the previous day. The implied volatity was 18.09, the open interest changed by 9 which increased total open position to 9


On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 82.1, 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 82.1, which was 0.00 lower than the previous day. The implied volatity was 0.55, 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 82.1, which was 0.00 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0


On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 82.1, 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 Oct ICICIBANK was trading at 1312.15. The strike last trading price was 82.1, 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 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 82.1, which was 82.10 higher 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ICICIBANK 26DEC2024 1320 PE
Delta: -0.72
Vega: 0.56
Theta: -0.96
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1288.40 33.3 -0.40 26.10 1,189 -399 1,074
19 Dec 1286.90 33.7 18.15 22.17 1,603 -369 1,473
18 Dec 1314.15 15.55 5.95 19.86 9,095 -314 1,850
17 Dec 1333.75 9.6 2.60 20.28 6,234 129 2,165
16 Dec 1346.10 7 -0.20 19.71 5,270 -21 2,024
13 Dec 1344.90 7.2 -4.40 18.47 10,532 -103 2,052
12 Dec 1329.25 11.6 -2.00 17.78 3,759 102 2,161
11 Dec 1327.50 13.6 -1.20 18.32 5,003 174 2,052
10 Dec 1330.45 14.8 -2.60 20.21 3,787 142 1,881
9 Dec 1322.30 17.4 2.20 19.27 4,330 -110 1,735
6 Dec 1328.75 15.2 0.00 18.14 4,612 -26 1,850
5 Dec 1336.50 15.2 -7.80 20.09 7,209 768 1,874
4 Dec 1316.05 23 -3.95 19.22 3,514 447 1,107
3 Dec 1308.40 26.95 -2.55 18.60 1,506 49 659
2 Dec 1304.65 29.5 -2.70 18.96 1,458 115 608
29 Nov 1300.10 32.2 -6.25 18.38 488 46 494
28 Nov 1286.35 38.45 6.65 17.91 1,235 -33 448
27 Nov 1300.70 31.8 0.20 18.70 689 8 480
26 Nov 1304.95 31.6 -1.25 19.64 610 113 471
25 Nov 1300.95 32.85 -19.75 19.66 874 352 354
22 Nov 1278.05 52.6 -23.65 22.73 67 44 46
21 Nov 1250.55 76.25 21.25 29.03 2 1 3
20 Nov 1249.10 55 0.00 0.00 0 0 0
19 Nov 1249.10 55 0.00 0.00 0 0 0
18 Nov 1253.45 55 0.00 0.00 0 0 0
14 Nov 1256.95 55 0.00 0.00 0 0 0
13 Nov 1253.70 55 0.00 0.00 0 2 0
12 Nov 1270.60 55 5.75 19.42 2 1 1
11 Nov 1269.30 49.25 0.00 - 0 0 0
8 Nov 1258.85 49.25 0.00 - 0 0 0
7 Nov 1278.70 49.25 0.00 - 0 0 0
6 Nov 1302.35 49.25 0.00 0.21 0 0 0
5 Nov 1296.70 49.25 0.00 - 0 0 0
4 Nov 1277.20 49.25 0.00 - 0 0 0
31 Oct 1292.25 49.25 0.00 - 0 0 0
30 Oct 1312.15 49.25 0.00 - 0 0 0
29 Oct 1331.85 49.25 0.00 - 0 0 0
4 Oct 1239.75 49.25 0.00 - 0 0 0
3 Oct 1256.35 49.25 0.00 - 0 0 0
1 Oct 1274.40 49.25 0.00 - 0 0 0
30 Sept 1273.00 49.25 - 0 0 0


For Icici Bank Ltd. - strike price 1320 expiring on 26DEC2024

Delta for 1320 PE is -0.72

Historical price for 1320 PE is as follows

On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 33.3, which was -0.40 lower than the previous day. The implied volatity was 26.10, the open interest changed by -399 which decreased total open position to 1074


On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 33.7, which was 18.15 higher than the previous day. The implied volatity was 22.17, the open interest changed by -369 which decreased total open position to 1473


On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 15.55, which was 5.95 higher than the previous day. The implied volatity was 19.86, the open interest changed by -314 which decreased total open position to 1850


On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 9.6, which was 2.60 higher than the previous day. The implied volatity was 20.28, the open interest changed by 129 which increased total open position to 2165


On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 7, which was -0.20 lower than the previous day. The implied volatity was 19.71, the open interest changed by -21 which decreased total open position to 2024


On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 7.2, which was -4.40 lower than the previous day. The implied volatity was 18.47, the open interest changed by -103 which decreased total open position to 2052


On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 11.6, which was -2.00 lower than the previous day. The implied volatity was 17.78, the open interest changed by 102 which increased total open position to 2161


On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 13.6, which was -1.20 lower than the previous day. The implied volatity was 18.32, the open interest changed by 174 which increased total open position to 2052


On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 14.8, which was -2.60 lower than the previous day. The implied volatity was 20.21, the open interest changed by 142 which increased total open position to 1881


On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 17.4, which was 2.20 higher than the previous day. The implied volatity was 19.27, the open interest changed by -110 which decreased total open position to 1735


On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 15.2, which was 0.00 lower than the previous day. The implied volatity was 18.14, the open interest changed by -26 which decreased total open position to 1850


On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 15.2, which was -7.80 lower than the previous day. The implied volatity was 20.09, the open interest changed by 768 which increased total open position to 1874


On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 23, which was -3.95 lower than the previous day. The implied volatity was 19.22, the open interest changed by 447 which increased total open position to 1107


On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 26.95, which was -2.55 lower than the previous day. The implied volatity was 18.60, the open interest changed by 49 which increased total open position to 659


On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 29.5, which was -2.70 lower than the previous day. The implied volatity was 18.96, the open interest changed by 115 which increased total open position to 608


On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 32.2, which was -6.25 lower than the previous day. The implied volatity was 18.38, the open interest changed by 46 which increased total open position to 494


On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 38.45, which was 6.65 higher than the previous day. The implied volatity was 17.91, the open interest changed by -33 which decreased total open position to 448


On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 31.8, which was 0.20 higher than the previous day. The implied volatity was 18.70, the open interest changed by 8 which increased total open position to 480


On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 31.6, which was -1.25 lower than the previous day. The implied volatity was 19.64, the open interest changed by 113 which increased total open position to 471


On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 32.85, which was -19.75 lower than the previous day. The implied volatity was 19.66, the open interest changed by 352 which increased total open position to 354


On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 52.6, which was -23.65 lower than the previous day. The implied volatity was 22.73, the open interest changed by 44 which increased total open position to 46


On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 76.25, which was 21.25 higher than the previous day. The implied volatity was 29.03, the open interest changed by 1 which increased total open position to 3


On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 55, 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 55, 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 55, 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 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 55, 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 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 55, which was 5.75 higher than the previous day. The implied volatity was 19.42, the open interest changed by 1 which increased total open position to 1


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 49.25, 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 49.25, 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 49.25, 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 49.25, which was 0.00 lower than the previous day. The implied volatity was 0.21, 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 49.25, 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 49.25, 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 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 49.25, 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 Oct ICICIBANK was trading at 1312.15. The strike last trading price was 49.25, 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 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 49.25, 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 49.25, 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 49.25, 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 49.25, 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 49.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to