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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 1340 CE
Delta: 0.09
Vega: 0.26
Theta: -0.46
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1288.40 1.3 -1.30 19.80 6,865 -207 7,181
19 Dec 1286.90 2.6 -5.00 22.95 8,108 -108 7,399
18 Dec 1314.15 7.6 -7.35 19.98 10,863 121 7,519
17 Dec 1333.75 14.95 -6.40 19.44 12,540 419 7,403
16 Dec 1346.10 21.35 0.60 19.75 14,515 -176 6,984
13 Dec 1344.90 20.75 6.10 14.96 17,282 -45 7,160
12 Dec 1329.25 14.65 0.75 16.04 9,183 41 7,213
11 Dec 1327.50 13.9 -2.70 15.75 5,949 -14 7,174
10 Dec 1330.45 16.6 1.15 16.13 5,799 82 7,190
9 Dec 1322.30 15.45 -3.80 17.64 6,321 540 7,112
6 Dec 1328.75 19.25 -3.30 16.93 12,451 216 6,872
5 Dec 1336.50 22.55 8.70 16.12 13,979 0 6,659
4 Dec 1316.05 13.85 2.00 16.21 6,389 612 6,662
3 Dec 1308.40 11.85 0.35 16.72 4,572 237 6,053
2 Dec 1304.65 11.5 -0.85 16.87 9,055 4,839 5,819
29 Nov 1300.10 12.35 2.05 17.52 1,989 110 979
28 Nov 1286.35 10.3 -4.25 18.11 2,263 230 869
27 Nov 1300.70 14.55 -2.05 17.76 743 167 639
26 Nov 1304.95 16.6 -1.00 17.93 333 63 472
25 Nov 1300.95 17.6 6.95 18.71 910 354 412
22 Nov 1278.05 10.65 3.60 18.24 150 45 103
21 Nov 1250.55 7.05 0.60 18.96 117 34 58
20 Nov 1249.10 6.45 0.00 19.74 23 11 23
19 Nov 1249.10 6.45 -0.50 19.74 23 10 23
18 Nov 1253.45 6.95 -2.05 18.54 10 6 13
14 Nov 1256.95 9 -62.65 18.06 7 1 1
13 Nov 1253.70 71.65 0.00 4.16 0 0 0
12 Nov 1270.60 71.65 0.00 3.42 0 0 0
11 Nov 1269.30 71.65 0.00 3.39 0 0 0
8 Nov 1258.85 71.65 0.00 3.79 0 0 0
7 Nov 1278.70 71.65 0.00 2.52 0 0 0
6 Nov 1302.35 71.65 0.00 1.07 0 0 0
5 Nov 1296.70 71.65 0.00 1.75 0 0 0
4 Nov 1277.20 71.65 0.00 2.76 0 0 0
31 Oct 1292.25 71.65 0.00 - 0 0 0
30 Oct 1312.15 71.65 0.00 - 0 0 0
29 Oct 1331.85 71.65 71.65 - 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 1340 expiring on 26DEC2024

Delta for 1340 CE is 0.09

Historical price for 1340 CE is as follows

On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 1.3, which was -1.30 lower than the previous day. The implied volatity was 19.80, the open interest changed by -207 which decreased total open position to 7181


On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 2.6, which was -5.00 lower than the previous day. The implied volatity was 22.95, the open interest changed by -108 which decreased total open position to 7399


On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 7.6, which was -7.35 lower than the previous day. The implied volatity was 19.98, the open interest changed by 121 which increased total open position to 7519


On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 14.95, which was -6.40 lower than the previous day. The implied volatity was 19.44, the open interest changed by 419 which increased total open position to 7403


On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 21.35, which was 0.60 higher than the previous day. The implied volatity was 19.75, the open interest changed by -176 which decreased total open position to 6984


On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 20.75, which was 6.10 higher than the previous day. The implied volatity was 14.96, the open interest changed by -45 which decreased total open position to 7160


On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 14.65, which was 0.75 higher than the previous day. The implied volatity was 16.04, the open interest changed by 41 which increased total open position to 7213


On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 13.9, which was -2.70 lower than the previous day. The implied volatity was 15.75, the open interest changed by -14 which decreased total open position to 7174


On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 16.6, which was 1.15 higher than the previous day. The implied volatity was 16.13, the open interest changed by 82 which increased total open position to 7190


On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 15.45, which was -3.80 lower than the previous day. The implied volatity was 17.64, the open interest changed by 540 which increased total open position to 7112


On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 19.25, which was -3.30 lower than the previous day. The implied volatity was 16.93, the open interest changed by 216 which increased total open position to 6872


On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 22.55, which was 8.70 higher than the previous day. The implied volatity was 16.12, the open interest changed by 0 which decreased total open position to 6659


On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 13.85, which was 2.00 higher than the previous day. The implied volatity was 16.21, the open interest changed by 612 which increased total open position to 6662


On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 11.85, which was 0.35 higher than the previous day. The implied volatity was 16.72, the open interest changed by 237 which increased total open position to 6053


On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 11.5, which was -0.85 lower than the previous day. The implied volatity was 16.87, the open interest changed by 4839 which increased total open position to 5819


On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 12.35, which was 2.05 higher than the previous day. The implied volatity was 17.52, the open interest changed by 110 which increased total open position to 979


On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 10.3, which was -4.25 lower than the previous day. The implied volatity was 18.11, the open interest changed by 230 which increased total open position to 869


On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 14.55, which was -2.05 lower than the previous day. The implied volatity was 17.76, the open interest changed by 167 which increased total open position to 639


On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 16.6, which was -1.00 lower than the previous day. The implied volatity was 17.93, the open interest changed by 63 which increased total open position to 472


On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 17.6, which was 6.95 higher than the previous day. The implied volatity was 18.71, the open interest changed by 354 which increased total open position to 412


On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 10.65, which was 3.60 higher than the previous day. The implied volatity was 18.24, the open interest changed by 45 which increased total open position to 103


On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 7.05, which was 0.60 higher than the previous day. The implied volatity was 18.96, the open interest changed by 34 which increased total open position to 58


On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 6.45, which was 0.00 lower than the previous day. The implied volatity was 19.74, the open interest changed by 11 which increased total open position to 23


On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 6.45, which was -0.50 lower than the previous day. The implied volatity was 19.74, the open interest changed by 10 which increased total open position to 23


On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 6.95, which was -2.05 lower than the previous day. The implied volatity was 18.54, the open interest changed by 6 which increased total open position to 13


On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 9, which was -62.65 lower than the previous day. The implied volatity was 18.06, the open interest changed by 1 which increased total open position to 1


On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 71.65, which was 0.00 lower than the previous day. The implied volatity was 4.16, 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 71.65, which was 0.00 lower than the previous day. The implied volatity was 3.42, 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 71.65, which was 0.00 lower than the previous day. The implied volatity was 3.39, 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 71.65, which was 0.00 lower than the previous day. The implied volatity was 3.79, 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 71.65, which was 0.00 lower than the previous day. The implied volatity was 2.52, 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 71.65, which was 0.00 lower than the previous day. The implied volatity was 1.07, 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 71.65, which was 0.00 lower than the previous day. The implied volatity was 1.75, 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 71.65, which was 0.00 lower than the previous day. The implied volatity was 2.76, 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 71.65, 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 71.65, 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 71.65, which was 71.65 higher 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 1340 PE
Delta: -0.81
Vega: 0.44
Theta: -0.80
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1288.40 50.75 0.60 29.83 887 33 1,538
19 Dec 1286.90 50.15 22.75 21.90 769 -101 1,506
18 Dec 1314.15 27.4 10.35 19.45 3,350 -207 1,609
17 Dec 1333.75 17.05 4.65 18.72 7,999 -577 1,822
16 Dec 1346.10 12.4 -0.80 17.82 9,239 -229 2,410
13 Dec 1344.90 13.2 -6.85 17.68 9,629 1,278 2,622
12 Dec 1329.25 20.05 -2.35 17.13 3,454 166 1,359
11 Dec 1327.50 22.4 -0.80 17.62 1,969 -20 1,206
10 Dec 1330.45 23.2 -3.55 19.56 2,094 -50 1,261
9 Dec 1322.30 26.75 3.20 18.55 2,209 91 1,308
6 Dec 1328.75 23.55 0.30 17.43 6,799 228 1,217
5 Dec 1336.50 23.25 -10.35 19.82 3,542 291 998
4 Dec 1316.05 33.6 -4.65 18.95 1,169 83 734
3 Dec 1308.40 38.25 -3.65 18.02 1,516 486 654
2 Dec 1304.65 41.9 -2.80 19.04 225 17 167
29 Nov 1300.10 44.7 -7.75 18.25 61 21 151
28 Nov 1286.35 52.45 8.15 18.02 155 48 130
27 Nov 1300.70 44.3 2.40 18.94 266 34 81
26 Nov 1304.95 41.9 -3.70 18.69 91 18 46
25 Nov 1300.95 45.6 -12.80 20.33 69 27 27
22 Nov 1278.05 58.4 0.00 - 0 0 0
21 Nov 1250.55 58.4 0.00 - 0 0 0
20 Nov 1249.10 58.4 0.00 - 0 0 0
19 Nov 1249.10 58.4 0.00 - 0 0 0
18 Nov 1253.45 58.4 0.00 - 0 0 0
14 Nov 1256.95 58.4 0.00 - 0 0 0
13 Nov 1253.70 58.4 0.00 - 0 0 0
12 Nov 1270.60 58.4 0.00 - 0 0 0
11 Nov 1269.30 58.4 0.00 - 0 0 0
8 Nov 1258.85 58.4 0.00 - 0 0 0
7 Nov 1278.70 58.4 0.00 - 0 0 0
6 Nov 1302.35 58.4 0.00 - 0 0 0
5 Nov 1296.70 58.4 0.00 - 0 0 0
4 Nov 1277.20 58.4 58.40 - 0 0 0
31 Oct 1292.25 0 0.00 - 0 0 0
30 Oct 1312.15 0 0.00 - 0 0 0
29 Oct 1331.85 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 1340 expiring on 26DEC2024

Delta for 1340 PE is -0.81

Historical price for 1340 PE is as follows

On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 50.75, which was 0.60 higher than the previous day. The implied volatity was 29.83, the open interest changed by 33 which increased total open position to 1538


On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 50.15, which was 22.75 higher than the previous day. The implied volatity was 21.90, the open interest changed by -101 which decreased total open position to 1506


On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 27.4, which was 10.35 higher than the previous day. The implied volatity was 19.45, the open interest changed by -207 which decreased total open position to 1609


On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 17.05, which was 4.65 higher than the previous day. The implied volatity was 18.72, the open interest changed by -577 which decreased total open position to 1822


On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 12.4, which was -0.80 lower than the previous day. The implied volatity was 17.82, the open interest changed by -229 which decreased total open position to 2410


On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 13.2, which was -6.85 lower than the previous day. The implied volatity was 17.68, the open interest changed by 1278 which increased total open position to 2622


On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 20.05, which was -2.35 lower than the previous day. The implied volatity was 17.13, the open interest changed by 166 which increased total open position to 1359


On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 22.4, which was -0.80 lower than the previous day. The implied volatity was 17.62, the open interest changed by -20 which decreased total open position to 1206


On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 23.2, which was -3.55 lower than the previous day. The implied volatity was 19.56, the open interest changed by -50 which decreased total open position to 1261


On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 26.75, which was 3.20 higher than the previous day. The implied volatity was 18.55, the open interest changed by 91 which increased total open position to 1308


On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 23.55, which was 0.30 higher than the previous day. The implied volatity was 17.43, the open interest changed by 228 which increased total open position to 1217


On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 23.25, which was -10.35 lower than the previous day. The implied volatity was 19.82, the open interest changed by 291 which increased total open position to 998


On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 33.6, which was -4.65 lower than the previous day. The implied volatity was 18.95, the open interest changed by 83 which increased total open position to 734


On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 38.25, which was -3.65 lower than the previous day. The implied volatity was 18.02, the open interest changed by 486 which increased total open position to 654


On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 41.9, which was -2.80 lower than the previous day. The implied volatity was 19.04, the open interest changed by 17 which increased total open position to 167


On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 44.7, which was -7.75 lower than the previous day. The implied volatity was 18.25, the open interest changed by 21 which increased total open position to 151


On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 52.45, which was 8.15 higher than the previous day. The implied volatity was 18.02, the open interest changed by 48 which increased total open position to 130


On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 44.3, which was 2.40 higher than the previous day. The implied volatity was 18.94, the open interest changed by 34 which increased total open position to 81


On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 41.9, which was -3.70 lower than the previous day. The implied volatity was 18.69, the open interest changed by 18 which increased total open position to 46


On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 45.6, which was -12.80 lower than the previous day. The implied volatity was 20.33, 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 58.4, 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 58.4, 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 58.4, 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 58.4, 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 58.4, 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 58.4, 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 58.4, 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 58.4, 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 58.4, 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 58.4, 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 58.4, 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 58.4, 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 58.4, 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 58.4, which was 58.40 higher 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 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 Oct ICICIBANK was trading at 1312.15. 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 29 Oct ICICIBANK was trading at 1331.85. 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 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