ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1320 CE | ||||||||||
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Delta: 0.51
Vega: 1.59
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 25.1 | 4.10 | 15.83 | 3,600 | 34 | 1,295 | |||
| 26 Dec | 1297.35 | 21 | -2.65 | 16.08 | 3,824 | 595 | 1,260 | |||
| 24 Dec | 1297.25 | 23.65 | -2.55 | 16.53 | 777 | 147 | 664 | |||
| 23 Dec | 1296.80 | 26.2 | 0.90 | 18.19 | 1,222 | 192 | 506 | |||
| 20 Dec | 1288.40 | 25.3 | -0.95 | 18.14 | 599 | 4 | 313 | |||
| 19 Dec | 1286.90 | 26.25 | -13.60 | 19.02 | 508 | 99 | 312 | |||
| 18 Dec | 1314.15 | 39.85 | -12.15 | 18.56 | 443 | 174 | 212 | |||
| 17 Dec | 1333.75 | 52 | -6.00 | 19.21 | 74 | 20 | 38 | |||
| 16 Dec | 1346.10 | 58 | -0.75 | 18.63 | 8 | -3 | 18 | |||
| 13 Dec | 1344.90 | 58.75 | 7.05 | 17.29 | 37 | -24 | 20 | |||
| 12 Dec | 1329.25 | 51.7 | 1.20 | 18.63 | 5 | -1 | 43 | |||
| 11 Dec | 1327.50 | 50.5 | -0.50 | 18.57 | 7 | 0 | 45 | |||
| 10 Dec | 1330.45 | 51 | 1.60 | 17.39 | 13 | 2 | 46 | |||
| 9 Dec | 1322.30 | 49.4 | -7.60 | 18.86 | 50 | 25 | 43 | |||
| 6 Dec | 1328.75 | 57 | 1.00 | 20.16 | 5 | 0 | 18 | |||
| 5 Dec | 1336.50 | 56 | 10.00 | 16.82 | 10 | 0 | 17 | |||
| 4 Dec | 1316.05 | 46 | 4.15 | 18.16 | 21 | 9 | 17 | |||
| 3 Dec | 1308.40 | 41.85 | 1.45 | 18.32 | 9 | 1 | 9 | |||
| 2 Dec | 1304.65 | 40.4 | 0.45 | 18.24 | 11 | 7 | 8 | |||
| 29 Nov | 1300.10 | 39.95 | -0.05 | 18.54 | 1 | 0 | 1 | |||
| 28 Nov | 1286.35 | 40 | -22.60 | 20.91 | 1 | 0 | 0 | |||
| 27 Nov | 1300.70 | 62.6 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1304.95 | 62.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1300.95 | 62.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1278.05 | 62.6 | 0.00 | 1.03 | 0 | 0 | 0 | |||
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| 21 Nov | 1250.55 | 62.6 | 0.00 | 2.15 | 0 | 0 | 0 | |||
| 20 Nov | 1249.10 | 62.6 | 0.00 | 2.03 | 0 | 0 | 0 | |||
| 19 Nov | 1249.10 | 62.6 | 62.60 | 2.03 | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 0 | 0.00 | 1.90 | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 0 | 0.00 | 0.97 | 0 | 0 | 0 | |||
| 11 Nov | 1269.30 | 0 | 0.00 | 1.19 | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 0 | 0.00 | 1.54 | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 0 | 0.00 | 0.56 | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1277.20 | 0 | 0.67 | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1320 expiring on 30JAN2025
Delta for 1320 CE is 0.51
Historical price for 1320 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 25.1, which was 4.10 higher than the previous day. The implied volatity was 15.83, the open interest changed by 34 which increased total open position to 1295
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 21, which was -2.65 lower than the previous day. The implied volatity was 16.08, the open interest changed by 595 which increased total open position to 1260
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 23.65, which was -2.55 lower than the previous day. The implied volatity was 16.53, the open interest changed by 147 which increased total open position to 664
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 26.2, which was 0.90 higher than the previous day. The implied volatity was 18.19, the open interest changed by 192 which increased total open position to 506
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 25.3, which was -0.95 lower than the previous day. The implied volatity was 18.14, the open interest changed by 4 which increased total open position to 313
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 26.25, which was -13.60 lower than the previous day. The implied volatity was 19.02, the open interest changed by 99 which increased total open position to 312
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 39.85, which was -12.15 lower than the previous day. The implied volatity was 18.56, the open interest changed by 174 which increased total open position to 212
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 52, which was -6.00 lower than the previous day. The implied volatity was 19.21, the open interest changed by 20 which increased total open position to 38
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 58, which was -0.75 lower than the previous day. The implied volatity was 18.63, the open interest changed by -3 which decreased total open position to 18
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 58.75, which was 7.05 higher than the previous day. The implied volatity was 17.29, the open interest changed by -24 which decreased total open position to 20
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 51.7, which was 1.20 higher than the previous day. The implied volatity was 18.63, the open interest changed by -1 which decreased total open position to 43
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 50.5, which was -0.50 lower than the previous day. The implied volatity was 18.57, the open interest changed by 0 which decreased total open position to 45
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 51, which was 1.60 higher than the previous day. The implied volatity was 17.39, the open interest changed by 2 which increased total open position to 46
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 49.4, which was -7.60 lower than the previous day. The implied volatity was 18.86, the open interest changed by 25 which increased total open position to 43
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 57, which was 1.00 higher than the previous day. The implied volatity was 20.16, the open interest changed by 0 which decreased total open position to 18
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 56, which was 10.00 higher than the previous day. The implied volatity was 16.82, the open interest changed by 0 which decreased total open position to 17
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 46, which was 4.15 higher than the previous day. The implied volatity was 18.16, the open interest changed by 9 which increased total open position to 17
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 41.85, which was 1.45 higher than the previous day. The implied volatity was 18.32, the open interest changed by 1 which increased total open position to 9
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 40.4, which was 0.45 higher than the previous day. The implied volatity was 18.24, the open interest changed by 7 which increased total open position to 8
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 39.95, which was -0.05 lower than the previous day. The implied volatity was 18.54, the open interest changed by 0 which decreased total open position to 1
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 40, which was -22.60 lower than the previous day. The implied volatity was 20.91, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 62.6, 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 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 62.6, 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 62.6, 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 62.6, which was 0.00 lower than the previous day. The implied volatity was 1.03, 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 62.6, which was 0.00 lower than the previous day. The implied volatity was 2.15, 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 62.6, which was 0.00 lower than the previous day. The implied volatity was 2.03, 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 62.6, which was 62.60 higher than the previous day. The implied volatity was 2.03, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.90, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.97, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.19, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.54, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.56, 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 0, 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 0, 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
| ICICIBANK 30JAN2025 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 1.59
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 27.65 | -7.35 | 17.30 | 1,499 | 294 | 678 |
| 26 Dec | 1297.35 | 35 | 1.55 | 18.34 | 1,057 | 170 | 381 |
| 24 Dec | 1297.25 | 33.45 | -3.55 | 17.78 | 316 | 65 | 210 |
| 23 Dec | 1296.80 | 37 | -5.90 | 19.29 | 214 | 46 | 144 |
| 20 Dec | 1288.40 | 42.9 | -0.70 | 20.67 | 139 | 15 | 100 |
| 19 Dec | 1286.90 | 43.6 | 13.85 | 20.15 | 101 | 30 | 91 |
| 18 Dec | 1314.15 | 29.75 | 6.60 | 19.83 | 68 | 4 | 61 |
| 17 Dec | 1333.75 | 23.15 | 1.60 | 19.77 | 86 | 7 | 58 |
| 16 Dec | 1346.10 | 21.55 | 0.40 | 20.60 | 80 | 19 | 51 |
| 13 Dec | 1344.90 | 21.15 | -6.15 | 20.27 | 61 | 12 | 30 |
| 12 Dec | 1329.25 | 27.3 | -1.95 | 20.70 | 22 | 2 | 18 |
| 11 Dec | 1327.50 | 29.25 | -1.80 | 21.08 | 23 | 12 | 15 |
| 10 Dec | 1330.45 | 31.05 | 3.05 | 22.58 | 1 | 0 | 3 |
| 9 Dec | 1322.30 | 28 | 0.00 | 0.00 | 0 | 3 | 0 |
| 6 Dec | 1328.75 | 28 | -38.60 | 20.03 | 3 | 2 | 2 |
| 5 Dec | 1336.50 | 66.6 | 0.00 | 2.04 | 0 | 0 | 0 |
| 4 Dec | 1316.05 | 66.6 | 0.00 | 0.97 | 0 | 0 | 0 |
| 3 Dec | 1308.40 | 66.6 | 0.00 | 0.47 | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 66.6 | 0.00 | 0.29 | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 66.6 | 66.60 | 0.06 | 0 | 0 | 0 |
| 28 Nov | 1286.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1300.70 | 0 | 0.00 | 0.21 | 0 | 0 | 0 |
| 26 Nov | 1304.95 | 0 | 0.00 | 0.42 | 0 | 0 | 0 |
| 25 Nov | 1300.95 | 0 | 0.00 | 0.46 | 0 | 0 | 0 |
| 22 Nov | 1278.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1250.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1249.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1249.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 0 | 0.00 | 0.51 | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 0 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1320 expiring on 30JAN2025
Delta for 1320 PE is -0.49
Historical price for 1320 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 27.65, which was -7.35 lower than the previous day. The implied volatity was 17.30, the open interest changed by 294 which increased total open position to 678
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 35, which was 1.55 higher than the previous day. The implied volatity was 18.34, the open interest changed by 170 which increased total open position to 381
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 33.45, which was -3.55 lower than the previous day. The implied volatity was 17.78, the open interest changed by 65 which increased total open position to 210
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 37, which was -5.90 lower than the previous day. The implied volatity was 19.29, the open interest changed by 46 which increased total open position to 144
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 42.9, which was -0.70 lower than the previous day. The implied volatity was 20.67, the open interest changed by 15 which increased total open position to 100
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 43.6, which was 13.85 higher than the previous day. The implied volatity was 20.15, the open interest changed by 30 which increased total open position to 91
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 29.75, which was 6.60 higher than the previous day. The implied volatity was 19.83, the open interest changed by 4 which increased total open position to 61
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 23.15, which was 1.60 higher than the previous day. The implied volatity was 19.77, the open interest changed by 7 which increased total open position to 58
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 21.55, which was 0.40 higher than the previous day. The implied volatity was 20.60, the open interest changed by 19 which increased total open position to 51
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 21.15, which was -6.15 lower than the previous day. The implied volatity was 20.27, the open interest changed by 12 which increased total open position to 30
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 27.3, which was -1.95 lower than the previous day. The implied volatity was 20.70, the open interest changed by 2 which increased total open position to 18
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 29.25, which was -1.80 lower than the previous day. The implied volatity was 21.08, the open interest changed by 12 which increased total open position to 15
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 31.05, which was 3.05 higher than the previous day. The implied volatity was 22.58, the open interest changed by 0 which decreased total open position to 3
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 28, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 28, which was -38.60 lower than the previous day. The implied volatity was 20.03, the open interest changed by 2 which increased total open position to 2
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 66.6, which was 0.00 lower than the previous day. The implied volatity was 2.04, 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 66.6, which was 0.00 lower than the previous day. The implied volatity was 0.97, 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 66.6, which was 0.00 lower than the previous day. The implied volatity was 0.47, 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 66.6, which was 0.00 lower than the previous day. The implied volatity was 0.29, 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 66.6, which was 66.60 higher than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ICICIBANK was trading at 1286.35. 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 0 which decreased total open position to 0
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 0, 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 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.42, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.46, 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 0, 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 0, 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 20 Nov ICICIBANK was trading at 1249.10. 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 0 which decreased total open position to 0
On 19 Nov ICICIBANK was trading at 1249.10. 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 0 which decreased total open position to 0
On 13 Nov ICICIBANK was trading at 1253.70. 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 0 which decreased total open position to 0
On 12 Nov ICICIBANK was trading at 1270.60. 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 0 which decreased total open position to 0
On 11 Nov ICICIBANK was trading at 1269.30. 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 0 which decreased total open position to 0
On 8 Nov ICICIBANK was trading at 1258.85. 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 0 which decreased total open position to 0
On 7 Nov ICICIBANK was trading at 1278.70. 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 0 which decreased total open position to 0
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.51, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
