ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1330 CE | ||||||||||
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Delta: 0.45
Vega: 1.58
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 20.45 | 3.40 | 15.76 | 1,593 | 70 | 592 | |||
| 26 Dec | 1297.35 | 17.05 | -1.95 | 16.07 | 1,713 | 192 | 524 | |||
| 24 Dec | 1297.25 | 19 | -2.85 | 16.20 | 488 | 61 | 332 | |||
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| 23 Dec | 1296.80 | 21.85 | 0.65 | 18.05 | 679 | 109 | 270 | |||
| 20 Dec | 1288.40 | 21.2 | -0.55 | 18.03 | 197 | 42 | 160 | |||
| 19 Dec | 1286.90 | 21.75 | -12.70 | 18.65 | 237 | 20 | 118 | |||
| 18 Dec | 1314.15 | 34.45 | -11.15 | 18.43 | 132 | 46 | 103 | |||
| 17 Dec | 1333.75 | 45.6 | -9.05 | 18.94 | 122 | 37 | 57 | |||
| 16 Dec | 1346.10 | 54.65 | 2.65 | 20.34 | 5 | 3 | 19 | |||
| 13 Dec | 1344.90 | 52 | 6.50 | 17.18 | 29 | 0 | 17 | |||
| 12 Dec | 1329.25 | 45.5 | 1.65 | 18.43 | 18 | 2 | 15 | |||
| 11 Dec | 1327.50 | 43.85 | -1.15 | 18.07 | 7 | 3 | 12 | |||
| 10 Dec | 1330.45 | 45 | -0.95 | 17.35 | 26 | 14 | 14 | |||
| 9 Dec | 1322.30 | 45.95 | 5.05 | 19.91 | 2 | 1 | 1 | |||
| 6 Dec | 1328.75 | 40.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1336.50 | 40.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1316.05 | 40.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1308.40 | 40.9 | 0.00 | 0.15 | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 40.9 | 0.00 | 0.34 | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 40.9 | 0.52 | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1330 expiring on 30JAN2025
Delta for 1330 CE is 0.45
Historical price for 1330 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 20.45, which was 3.40 higher than the previous day. The implied volatity was 15.76, the open interest changed by 70 which increased total open position to 592
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 17.05, which was -1.95 lower than the previous day. The implied volatity was 16.07, the open interest changed by 192 which increased total open position to 524
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 19, which was -2.85 lower than the previous day. The implied volatity was 16.20, the open interest changed by 61 which increased total open position to 332
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 21.85, which was 0.65 higher than the previous day. The implied volatity was 18.05, the open interest changed by 109 which increased total open position to 270
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 21.2, which was -0.55 lower than the previous day. The implied volatity was 18.03, the open interest changed by 42 which increased total open position to 160
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 21.75, which was -12.70 lower than the previous day. The implied volatity was 18.65, the open interest changed by 20 which increased total open position to 118
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 34.45, which was -11.15 lower than the previous day. The implied volatity was 18.43, the open interest changed by 46 which increased total open position to 103
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 45.6, which was -9.05 lower than the previous day. The implied volatity was 18.94, the open interest changed by 37 which increased total open position to 57
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 54.65, which was 2.65 higher than the previous day. The implied volatity was 20.34, the open interest changed by 3 which increased total open position to 19
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 52, which was 6.50 higher than the previous day. The implied volatity was 17.18, the open interest changed by 0 which decreased total open position to 17
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 45.5, which was 1.65 higher than the previous day. The implied volatity was 18.43, the open interest changed by 2 which increased total open position to 15
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 43.85, which was -1.15 lower than the previous day. The implied volatity was 18.07, the open interest changed by 3 which increased total open position to 12
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 45, which was -0.95 lower than the previous day. The implied volatity was 17.35, the open interest changed by 14 which increased total open position to 14
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 45.95, which was 5.05 higher than the previous day. The implied volatity was 19.91, the open interest changed by 1 which increased total open position to 1
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 40.9, 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 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 40.9, 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 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 40.9, 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 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 40.9, which was 0.00 lower than the previous day. The implied volatity was 0.15, 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 40.9, which was 0.00 lower than the previous day. The implied volatity was 0.34, 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 40.9, which was lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 30JAN2025 1330 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 1.58
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 33.1 | -7.85 | 17.36 | 385 | 68 | 332 |
| 26 Dec | 1297.35 | 40.95 | 1.95 | 18.39 | 382 | 49 | 266 |
| 24 Dec | 1297.25 | 39 | -3.70 | 17.67 | 153 | 36 | 216 |
| 23 Dec | 1296.80 | 42.7 | -6.30 | 19.26 | 197 | 59 | 180 |
| 20 Dec | 1288.40 | 49 | -0.40 | 20.81 | 55 | 4 | 120 |
| 19 Dec | 1286.90 | 49.4 | 15.20 | 20.05 | 276 | 2 | 117 |
| 18 Dec | 1314.15 | 34.2 | 6.85 | 19.67 | 366 | 17 | 114 |
| 17 Dec | 1333.75 | 27.35 | 2.30 | 19.88 | 132 | 32 | 97 |
| 16 Dec | 1346.10 | 25.05 | -0.10 | 20.50 | 33 | 10 | 65 |
| 13 Dec | 1344.90 | 25.15 | -5.70 | 20.50 | 76 | 46 | 55 |
| 12 Dec | 1329.25 | 30.85 | -37.05 | 20.37 | 16 | 9 | 9 |
| 11 Dec | 1327.50 | 67.9 | 0.00 | 1.03 | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 67.9 | 0.00 | 1.12 | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 67.9 | 0.00 | 0.79 | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 67.9 | 0.00 | 1.05 | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 67.9 | 0.00 | 1.48 | 0 | 0 | 0 |
| 4 Dec | 1316.05 | 67.9 | 0.00 | 0.37 | 0 | 0 | 0 |
| 3 Dec | 1308.40 | 67.9 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 67.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 67.9 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1330 expiring on 30JAN2025
Delta for 1330 PE is -0.55
Historical price for 1330 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 33.1, which was -7.85 lower than the previous day. The implied volatity was 17.36, the open interest changed by 68 which increased total open position to 332
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 40.95, which was 1.95 higher than the previous day. The implied volatity was 18.39, the open interest changed by 49 which increased total open position to 266
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 39, which was -3.70 lower than the previous day. The implied volatity was 17.67, the open interest changed by 36 which increased total open position to 216
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 42.7, which was -6.30 lower than the previous day. The implied volatity was 19.26, the open interest changed by 59 which increased total open position to 180
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 49, which was -0.40 lower than the previous day. The implied volatity was 20.81, the open interest changed by 4 which increased total open position to 120
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 49.4, which was 15.20 higher than the previous day. The implied volatity was 20.05, the open interest changed by 2 which increased total open position to 117
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 34.2, which was 6.85 higher than the previous day. The implied volatity was 19.67, the open interest changed by 17 which increased total open position to 114
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 27.35, which was 2.30 higher than the previous day. The implied volatity was 19.88, the open interest changed by 32 which increased total open position to 97
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 25.05, which was -0.10 lower than the previous day. The implied volatity was 20.50, the open interest changed by 10 which increased total open position to 65
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 25.15, which was -5.70 lower than the previous day. The implied volatity was 20.50, the open interest changed by 46 which increased total open position to 55
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 30.85, which was -37.05 lower than the previous day. The implied volatity was 20.37, the open interest changed by 9 which increased total open position to 9
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 67.9, 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 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 67.9, which was 0.00 lower than the previous day. The implied volatity was 1.12, 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 67.9, which was 0.00 lower than the previous day. The implied volatity was 0.79, 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 67.9, 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 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 67.9, which was 0.00 lower than the previous day. The implied volatity was 1.48, 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 67.9, which was 0.00 lower than the previous day. The implied volatity was 0.37, 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 67.9, 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 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 67.9, 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 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 67.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
