ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1340 CE | ||||||||||
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Delta: 0.38
Vega: 1.52
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 16.35 | 2.75 | 15.65 | 1,905 | 98 | 937 | |||
| 26 Dec | 1297.35 | 13.6 | -1.85 | 16.02 | 2,187 | 377 | 841 | |||
| 24 Dec | 1297.25 | 15.45 | -2.75 | 16.20 | 453 | 76 | 462 | |||
| 23 Dec | 1296.80 | 18.2 | -0.90 | 18.04 | 575 | 94 | 386 | |||
| 20 Dec | 1288.40 | 19.1 | 0.70 | 18.88 | 270 | 28 | 292 | |||
| 19 Dec | 1286.90 | 18.4 | -11.60 | 18.69 | 380 | 88 | 262 | |||
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| 18 Dec | 1314.15 | 30 | -10.00 | 18.57 | 426 | 52 | 175 | |||
| 17 Dec | 1333.75 | 40 | -7.45 | 18.88 | 216 | 65 | 123 | |||
| 16 Dec | 1346.10 | 47.45 | 0.80 | 19.58 | 75 | 18 | 52 | |||
| 13 Dec | 1344.90 | 46.65 | 8.35 | 17.59 | 51 | -1 | 34 | |||
| 12 Dec | 1329.25 | 38.3 | 0.30 | 17.49 | 16 | 8 | 36 | |||
| 11 Dec | 1327.50 | 38 | -2.55 | 17.78 | 9 | 3 | 27 | |||
| 10 Dec | 1330.45 | 40.55 | 1.55 | 17.88 | 2 | 0 | 25 | |||
| 9 Dec | 1322.30 | 39 | -2.40 | 18.96 | 7 | 2 | 25 | |||
| 6 Dec | 1328.75 | 41.4 | -6.40 | 17.90 | 40 | 19 | 23 | |||
| 5 Dec | 1336.50 | 47.8 | 17.90 | 18.67 | 2 | 0 | 4 | |||
| 4 Dec | 1316.05 | 29.9 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 3 Dec | 1308.40 | 29.9 | -0.70 | 17.07 | 3 | 1 | 3 | |||
| 2 Dec | 1304.65 | 30.6 | -23.35 | 17.94 | 2 | 0 | 0 | |||
| 29 Nov | 1300.10 | 53.95 | 0.00 | 1.01 | 0 | 0 | 0 | |||
| 28 Nov | 1286.35 | 53.95 | 0.00 | 1.51 | 0 | 0 | 0 | |||
| 27 Nov | 1300.70 | 53.95 | 0.00 | 0.87 | 0 | 0 | 0 | |||
| 26 Nov | 1304.95 | 53.95 | 0.00 | 0.70 | 0 | 0 | 0 | |||
| 25 Nov | 1300.95 | 53.95 | 0.00 | 0.68 | 0 | 0 | 0 | |||
| 22 Nov | 1278.05 | 53.95 | 0.00 | 2.09 | 0 | 0 | 0 | |||
| 21 Nov | 1250.55 | 53.95 | 0.00 | 3.12 | 0 | 0 | 0 | |||
| 20 Nov | 1249.10 | 53.95 | 0.00 | 3.19 | 0 | 0 | 0 | |||
| 19 Nov | 1249.10 | 53.95 | 53.95 | 3.19 | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 0 | 0.00 | 2.80 | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 0 | 0.00 | 1.89 | 0 | 0 | 0 | |||
| 11 Nov | 1269.30 | 0 | 0.00 | 2.09 | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 0 | 0.00 | 2.42 | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 0 | 0.00 | 1.41 | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 0 | 0.00 | 0.46 | 0 | 0 | 0 | |||
| 4 Nov | 1277.20 | 0 | 1.50 | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1340 expiring on 30JAN2025
Delta for 1340 CE is 0.38
Historical price for 1340 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 16.35, which was 2.75 higher than the previous day. The implied volatity was 15.65, the open interest changed by 98 which increased total open position to 937
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 13.6, which was -1.85 lower than the previous day. The implied volatity was 16.02, the open interest changed by 377 which increased total open position to 841
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 15.45, which was -2.75 lower than the previous day. The implied volatity was 16.20, the open interest changed by 76 which increased total open position to 462
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 18.2, which was -0.90 lower than the previous day. The implied volatity was 18.04, the open interest changed by 94 which increased total open position to 386
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 19.1, which was 0.70 higher than the previous day. The implied volatity was 18.88, the open interest changed by 28 which increased total open position to 292
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 18.4, which was -11.60 lower than the previous day. The implied volatity was 18.69, the open interest changed by 88 which increased total open position to 262
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 30, which was -10.00 lower than the previous day. The implied volatity was 18.57, the open interest changed by 52 which increased total open position to 175
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 40, which was -7.45 lower than the previous day. The implied volatity was 18.88, the open interest changed by 65 which increased total open position to 123
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 47.45, which was 0.80 higher than the previous day. The implied volatity was 19.58, the open interest changed by 18 which increased total open position to 52
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 46.65, which was 8.35 higher than the previous day. The implied volatity was 17.59, the open interest changed by -1 which decreased total open position to 34
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 38.3, which was 0.30 higher than the previous day. The implied volatity was 17.49, the open interest changed by 8 which increased total open position to 36
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 38, which was -2.55 lower than the previous day. The implied volatity was 17.78, the open interest changed by 3 which increased total open position to 27
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 40.55, which was 1.55 higher than the previous day. The implied volatity was 17.88, the open interest changed by 0 which decreased total open position to 25
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 39, which was -2.40 lower than the previous day. The implied volatity was 18.96, the open interest changed by 2 which increased total open position to 25
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 41.4, which was -6.40 lower than the previous day. The implied volatity was 17.90, the open interest changed by 19 which increased total open position to 23
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 47.8, which was 17.90 higher than the previous day. The implied volatity was 18.67, the open interest changed by 0 which decreased total open position to 4
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 29.9, 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 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 29.9, which was -0.70 lower than the previous day. The implied volatity was 17.07, the open interest changed by 1 which increased total open position to 3
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 30.6, which was -23.35 lower than the previous day. The implied volatity was 17.94, 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 53.95, which was 0.00 lower than the previous day. The implied volatity was 1.01, 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 53.95, which was 0.00 lower than the previous day. The implied volatity was 1.51, 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 53.95, which was 0.00 lower than the previous day. The implied volatity was 0.87, 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 53.95, which was 0.00 lower than the previous day. The implied volatity was 0.70, 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 53.95, which was 0.00 lower than the previous day. The implied volatity was 0.68, 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 53.95, which was 0.00 lower than the previous day. The implied volatity was 2.09, 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 53.95, which was 0.00 lower than the previous day. The implied volatity was 3.12, 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 53.95, which was 0.00 lower than the previous day. The implied volatity was 3.19, 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 53.95, which was 53.95 higher than the previous day. The implied volatity was 3.19, 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 2.80, 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 1.89, 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 2.09, 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 2.42, 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 1.41, 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 0.46, 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 1.50, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 30JAN2025 1340 PE | |||||||
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Delta: -0.60
Vega: 1.54
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 38.95 | -8.75 | 17.33 | 268 | 25 | 561 |
| 26 Dec | 1297.35 | 47.7 | 2.35 | 18.65 | 318 | 40 | 535 |
| 24 Dec | 1297.25 | 45.35 | -7.65 | 17.73 | 196 | 36 | 495 |
| 23 Dec | 1296.80 | 53 | -5.75 | 21.82 | 84 | 5 | 459 |
| 20 Dec | 1288.40 | 58.75 | 2.00 | 22.92 | 62 | 0 | 435 |
| 19 Dec | 1286.90 | 56.75 | 16.90 | 20.64 | 191 | 84 | 436 |
| 18 Dec | 1314.15 | 39.85 | 8.05 | 19.93 | 333 | 101 | 353 |
| 17 Dec | 1333.75 | 31.8 | 2.70 | 19.89 | 531 | 189 | 250 |
| 16 Dec | 1346.10 | 29.1 | -0.90 | 20.50 | 306 | 56 | 61 |
| 13 Dec | 1344.90 | 30 | 0.00 | 20.96 | 5 | 3 | 4 |
| 12 Dec | 1329.25 | 30 | -47.60 | 17.17 | 1 | 0 | 0 |
| 11 Dec | 1327.50 | 77.6 | 0.00 | 0.40 | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 77.6 | 0.00 | 0.61 | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 77.6 | 0.00 | 0.17 | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 77.6 | 0.00 | 0.55 | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 77.6 | 0.00 | 1.04 | 0 | 0 | 0 |
| 4 Dec | 1316.05 | 77.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1308.40 | 77.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 77.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 77.6 | 77.60 | - | 0 | 0 | 0 |
| 28 Nov | 1286.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1300.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1304.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1300.95 | 0 | 0.00 | - | 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 | 0 | 0 |
| 4 Nov | 1277.20 | 0 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1340 expiring on 30JAN2025
Delta for 1340 PE is -0.60
Historical price for 1340 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 38.95, which was -8.75 lower than the previous day. The implied volatity was 17.33, the open interest changed by 25 which increased total open position to 561
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 47.7, which was 2.35 higher than the previous day. The implied volatity was 18.65, the open interest changed by 40 which increased total open position to 535
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 45.35, which was -7.65 lower than the previous day. The implied volatity was 17.73, the open interest changed by 36 which increased total open position to 495
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 53, which was -5.75 lower than the previous day. The implied volatity was 21.82, the open interest changed by 5 which increased total open position to 459
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 58.75, which was 2.00 higher than the previous day. The implied volatity was 22.92, the open interest changed by 0 which decreased total open position to 435
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 56.75, which was 16.90 higher than the previous day. The implied volatity was 20.64, the open interest changed by 84 which increased total open position to 436
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 39.85, which was 8.05 higher than the previous day. The implied volatity was 19.93, the open interest changed by 101 which increased total open position to 353
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 31.8, which was 2.70 higher than the previous day. The implied volatity was 19.89, the open interest changed by 189 which increased total open position to 250
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 29.1, which was -0.90 lower than the previous day. The implied volatity was 20.50, the open interest changed by 56 which increased total open position to 61
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 20.96, the open interest changed by 3 which increased total open position to 4
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 30, which was -47.60 lower than the previous day. The implied volatity was 17.17, the open interest changed by 0 which decreased total open position to 0
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 77.6, which was 0.00 lower than the previous day. The implied volatity was 0.40, 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 77.6, which was 0.00 lower than the previous day. The implied volatity was 0.61, 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 77.6, which was 0.00 lower than the previous day. The implied volatity was 0.17, 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 77.6, 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 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 77.6, which was 0.00 lower than the previous day. The implied volatity was 1.04, 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 77.6, 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 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 77.6, 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 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 77.6, 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 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 77.6, which was 77.60 higher than the previous day. The implied volatity was -, 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 -, 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 -, 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 -, 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 -, 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
