ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1330 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.14
Vega: 0.37
Theta: -0.64
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 2.25 | -1.40 | 19.43 | 9,713 | -183 | 2,968 | |||
| 19 Dec | 1286.90 | 3.65 | -7.35 | 22.03 | 8,918 | 416 | 3,155 | |||
| 18 Dec | 1314.15 | 11 | -9.65 | 19.94 | 9,281 | 89 | 2,743 | |||
| 17 Dec | 1333.75 | 20.65 | -7.60 | 20.11 | 7,297 | 746 | 2,670 | |||
| 16 Dec | 1346.10 | 28.25 | 0.85 | 20.83 | 3,124 | -39 | 1,927 | |||
| 13 Dec | 1344.90 | 27.4 | 7.30 | 15.15 | 12,116 | -540 | 1,971 | |||
| 12 Dec | 1329.25 | 20.1 | 1.10 | 16.49 | 7,785 | 182 | 2,517 | |||
| 11 Dec | 1327.50 | 19 | -2.95 | 16.05 | 6,792 | 461 | 2,338 | |||
| 10 Dec | 1330.45 | 21.95 | 1.65 | 16.36 | 6,270 | 48 | 1,889 | |||
| 9 Dec | 1322.30 | 20.3 | -4.35 | 17.95 | 5,251 | 371 | 1,852 | |||
| 6 Dec | 1328.75 | 24.65 | -3.35 | 17.26 | 4,467 | -75 | 1,488 | |||
| 5 Dec | 1336.50 | 28 | 9.90 | 16.02 | 8,056 | -63 | 1,562 | |||
| 4 Dec | 1316.05 | 18.1 | 2.40 | 16.37 | 6,347 | 316 | 1,637 | |||
| 3 Dec | 1308.40 | 15.7 | 0.60 | 16.99 | 3,323 | 104 | 1,321 | |||
| 2 Dec | 1304.65 | 15.1 | -0.55 | 17.08 | 3,222 | 536 | 1,217 | |||
| 29 Nov | 1300.10 | 15.65 | 3.00 | 17.55 | 1,514 | 78 | 683 | |||
| 28 Nov | 1286.35 | 12.65 | -5.35 | 17.80 | 2,879 | 216 | 610 | |||
| 27 Nov | 1300.70 | 18 | -2.35 | 17.72 | 685 | 133 | 394 | |||
| 26 Nov | 1304.95 | 20.35 | -0.85 | 17.93 | 298 | 28 | 261 | |||
| 25 Nov | 1300.95 | 21.2 | 7.95 | 18.63 | 693 | 31 | 236 | |||
| 22 Nov | 1278.05 | 13.25 | 4.95 | 18.26 | 171 | 8 | 213 | |||
| 21 Nov | 1250.55 | 8.3 | 0.50 | 18.47 | 328 | 115 | 205 | |||
| 20 Nov | 1249.10 | 7.8 | 0.00 | 19.52 | 128 | 32 | 89 | |||
|
|
||||||||||
| 19 Nov | 1249.10 | 7.8 | -0.85 | 19.52 | 128 | 31 | 89 | |||
| 18 Nov | 1253.45 | 8.65 | -2.65 | 18.36 | 80 | 48 | 60 | |||
| 14 Nov | 1256.95 | 11.3 | -6.70 | 18.21 | 17 | 7 | 9 | |||
| 13 Nov | 1253.70 | 18 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 12 Nov | 1270.60 | 18 | -22.40 | 20.22 | 2 | 1 | 1 | |||
| 11 Nov | 1269.30 | 40.4 | 0.00 | 2.81 | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 40.4 | 0.00 | 3.23 | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 40.4 | 0.00 | 1.95 | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 40.4 | 0.00 | 0.45 | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 40.4 | 0.00 | 1.17 | 0 | 0 | 0 | |||
| 4 Nov | 1277.20 | 40.4 | 2.16 | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1330 expiring on 26DEC2024
Delta for 1330 CE is 0.14
Historical price for 1330 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 2.25, which was -1.40 lower than the previous day. The implied volatity was 19.43, the open interest changed by -183 which decreased total open position to 2968
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 3.65, which was -7.35 lower than the previous day. The implied volatity was 22.03, the open interest changed by 416 which increased total open position to 3155
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 11, which was -9.65 lower than the previous day. The implied volatity was 19.94, the open interest changed by 89 which increased total open position to 2743
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 20.65, which was -7.60 lower than the previous day. The implied volatity was 20.11, the open interest changed by 746 which increased total open position to 2670
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 28.25, which was 0.85 higher than the previous day. The implied volatity was 20.83, the open interest changed by -39 which decreased total open position to 1927
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 27.4, which was 7.30 higher than the previous day. The implied volatity was 15.15, the open interest changed by -540 which decreased total open position to 1971
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 20.1, which was 1.10 higher than the previous day. The implied volatity was 16.49, the open interest changed by 182 which increased total open position to 2517
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 19, which was -2.95 lower than the previous day. The implied volatity was 16.05, the open interest changed by 461 which increased total open position to 2338
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 21.95, which was 1.65 higher than the previous day. The implied volatity was 16.36, the open interest changed by 48 which increased total open position to 1889
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 20.3, which was -4.35 lower than the previous day. The implied volatity was 17.95, the open interest changed by 371 which increased total open position to 1852
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 24.65, which was -3.35 lower than the previous day. The implied volatity was 17.26, the open interest changed by -75 which decreased total open position to 1488
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 28, which was 9.90 higher than the previous day. The implied volatity was 16.02, the open interest changed by -63 which decreased total open position to 1562
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 18.1, which was 2.40 higher than the previous day. The implied volatity was 16.37, the open interest changed by 316 which increased total open position to 1637
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 15.7, which was 0.60 higher than the previous day. The implied volatity was 16.99, the open interest changed by 104 which increased total open position to 1321
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 15.1, which was -0.55 lower than the previous day. The implied volatity was 17.08, the open interest changed by 536 which increased total open position to 1217
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 15.65, which was 3.00 higher than the previous day. The implied volatity was 17.55, the open interest changed by 78 which increased total open position to 683
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 12.65, which was -5.35 lower than the previous day. The implied volatity was 17.80, the open interest changed by 216 which increased total open position to 610
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 18, which was -2.35 lower than the previous day. The implied volatity was 17.72, the open interest changed by 133 which increased total open position to 394
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 20.35, which was -0.85 lower than the previous day. The implied volatity was 17.93, the open interest changed by 28 which increased total open position to 261
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 21.2, which was 7.95 higher than the previous day. The implied volatity was 18.63, the open interest changed by 31 which increased total open position to 236
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 13.25, which was 4.95 higher than the previous day. The implied volatity was 18.26, the open interest changed by 8 which increased total open position to 213
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 8.3, which was 0.50 higher than the previous day. The implied volatity was 18.47, the open interest changed by 115 which increased total open position to 205
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 7.8, which was 0.00 lower than the previous day. The implied volatity was 19.52, the open interest changed by 32 which increased total open position to 89
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 7.8, which was -0.85 lower than the previous day. The implied volatity was 19.52, the open interest changed by 31 which increased total open position to 89
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 8.65, which was -2.65 lower than the previous day. The implied volatity was 18.36, the open interest changed by 48 which increased total open position to 60
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 11.3, which was -6.70 lower than the previous day. The implied volatity was 18.21, the open interest changed by 7 which increased total open position to 9
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 18, 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 18, which was -22.40 lower than the previous day. The implied volatity was 20.22, 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 40.4, which was 0.00 lower than the previous day. The implied volatity was 2.81, 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 40.4, which was 0.00 lower than the previous day. The implied volatity was 3.23, 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 40.4, which was 0.00 lower than the previous day. The implied volatity was 1.95, 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 40.4, which was 0.00 lower than the previous day. The implied volatity was 0.45, 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 40.4, which was 0.00 lower than the previous day. The implied volatity was 1.17, 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 40.4, which was lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 26DEC2024 1330 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.50
Theta: -0.90
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 42 | -0.05 | 28.28 | 606 | -83 | 919 |
| 19 Dec | 1286.90 | 42.05 | 21.00 | 22.99 | 973 | -303 | 1,001 |
| 18 Dec | 1314.15 | 21.05 | 8.05 | 19.75 | 4,757 | -242 | 1,304 |
| 17 Dec | 1333.75 | 13 | 3.80 | 19.66 | 7,434 | 165 | 1,538 |
| 16 Dec | 1346.10 | 9.2 | -0.60 | 18.60 | 5,244 | -177 | 1,375 |
| 13 Dec | 1344.90 | 9.8 | -5.60 | 18.04 | 8,945 | 243 | 1,561 |
| 12 Dec | 1329.25 | 15.4 | -2.15 | 17.45 | 5,159 | 330 | 1,320 |
| 11 Dec | 1327.50 | 17.55 | -1.10 | 17.93 | 3,564 | -38 | 991 |
| 10 Dec | 1330.45 | 18.65 | -3.25 | 19.88 | 3,390 | 101 | 1,023 |
| 9 Dec | 1322.30 | 21.9 | 2.85 | 19.08 | 3,411 | -46 | 932 |
| 6 Dec | 1328.75 | 19.05 | 0.15 | 17.80 | 5,040 | -92 | 965 |
| 5 Dec | 1336.50 | 18.9 | -9.35 | 19.94 | 4,400 | 605 | 1,046 |
| 4 Dec | 1316.05 | 28.25 | -3.95 | 19.29 | 1,237 | 55 | 442 |
| 3 Dec | 1308.40 | 32.2 | -2.90 | 18.25 | 649 | 102 | 390 |
| 2 Dec | 1304.65 | 35.1 | -3.05 | 18.76 | 657 | 173 | 288 |
| 29 Nov | 1300.10 | 38.15 | -7.75 | 18.30 | 152 | 34 | 112 |
| 28 Nov | 1286.35 | 45.9 | 8.15 | 18.52 | 381 | 0 | 79 |
| 27 Nov | 1300.70 | 37.75 | 0.90 | 18.79 | 269 | 42 | 79 |
| 26 Nov | 1304.95 | 36.85 | -2.35 | 19.42 | 113 | 7 | 38 |
| 25 Nov | 1300.95 | 39.2 | -24.15 | 20.14 | 163 | 27 | 27 |
| 22 Nov | 1278.05 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1250.55 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1249.10 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1249.10 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 63.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 63.35 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1330 expiring on 26DEC2024
Delta for 1330 PE is -0.77
Historical price for 1330 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 42, which was -0.05 lower than the previous day. The implied volatity was 28.28, the open interest changed by -83 which decreased total open position to 919
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 42.05, which was 21.00 higher than the previous day. The implied volatity was 22.99, the open interest changed by -303 which decreased total open position to 1001
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 21.05, which was 8.05 higher than the previous day. The implied volatity was 19.75, the open interest changed by -242 which decreased total open position to 1304
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 13, which was 3.80 higher than the previous day. The implied volatity was 19.66, the open interest changed by 165 which increased total open position to 1538
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 9.2, which was -0.60 lower than the previous day. The implied volatity was 18.60, the open interest changed by -177 which decreased total open position to 1375
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 9.8, which was -5.60 lower than the previous day. The implied volatity was 18.04, the open interest changed by 243 which increased total open position to 1561
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 15.4, which was -2.15 lower than the previous day. The implied volatity was 17.45, the open interest changed by 330 which increased total open position to 1320
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 17.55, which was -1.10 lower than the previous day. The implied volatity was 17.93, the open interest changed by -38 which decreased total open position to 991
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 18.65, which was -3.25 lower than the previous day. The implied volatity was 19.88, the open interest changed by 101 which increased total open position to 1023
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 21.9, which was 2.85 higher than the previous day. The implied volatity was 19.08, the open interest changed by -46 which decreased total open position to 932
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 19.05, which was 0.15 higher than the previous day. The implied volatity was 17.80, the open interest changed by -92 which decreased total open position to 965
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 18.9, which was -9.35 lower than the previous day. The implied volatity was 19.94, the open interest changed by 605 which increased total open position to 1046
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 28.25, which was -3.95 lower than the previous day. The implied volatity was 19.29, the open interest changed by 55 which increased total open position to 442
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 32.2, which was -2.90 lower than the previous day. The implied volatity was 18.25, the open interest changed by 102 which increased total open position to 390
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 35.1, which was -3.05 lower than the previous day. The implied volatity was 18.76, the open interest changed by 173 which increased total open position to 288
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 38.15, which was -7.75 lower than the previous day. The implied volatity was 18.30, the open interest changed by 34 which increased total open position to 112
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 45.9, which was 8.15 higher than the previous day. The implied volatity was 18.52, the open interest changed by 0 which decreased total open position to 79
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 37.75, which was 0.90 higher than the previous day. The implied volatity was 18.79, the open interest changed by 42 which increased total open position to 79
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 36.85, which was -2.35 lower than the previous day. The implied volatity was 19.42, the open interest changed by 7 which increased total open position to 38
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 39.2, which was -24.15 lower than the previous day. The implied volatity was 20.14, the open interest changed by 27 which increased total open position to 27
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 63.35, 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 63.35, 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 63.35, 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 63.35, 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 63.35, 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 63.35, 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 63.35, 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 63.35, 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 63.35, 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 63.35, 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 63.35, 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 63.35, 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 63.35, 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 63.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
