ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1350 CE | ||||||||||
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Delta: 0.07
Vega: 0.22
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 1.1 | -0.90 | 22.03 | 4,505 | -999 | 4,615 | |||
| 19 Dec | 1286.90 | 2 | -3.50 | 24.31 | 7,289 | -13 | 5,775 | |||
| 18 Dec | 1314.15 | 5.5 | -5.60 | 20.77 | 10,223 | 520 | 5,799 | |||
| 17 Dec | 1333.75 | 11.1 | -4.95 | 19.86 | 12,228 | 456 | 5,293 | |||
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| 16 Dec | 1346.10 | 16.05 | 0.45 | 19.56 | 20,627 | 890 | 4,854 | |||
| 13 Dec | 1344.90 | 15.6 | 4.75 | 15.28 | 16,304 | 25 | 3,948 | |||
| 12 Dec | 1329.25 | 10.85 | 0.65 | 16.29 | 6,114 | 95 | 3,930 | |||
| 11 Dec | 1327.50 | 10.2 | -2.40 | 15.91 | 5,384 | 86 | 3,832 | |||
| 10 Dec | 1330.45 | 12.6 | 0.85 | 16.35 | 5,121 | 170 | 3,754 | |||
| 9 Dec | 1322.30 | 11.75 | -3.25 | 17.66 | 5,274 | 57 | 3,579 | |||
| 6 Dec | 1328.75 | 15 | -2.95 | 16.93 | 14,842 | 203 | 3,527 | |||
| 5 Dec | 1336.50 | 17.95 | 7.30 | 16.13 | 14,471 | 574 | 3,293 | |||
| 4 Dec | 1316.05 | 10.65 | 1.55 | 16.34 | 6,930 | 573 | 2,717 | |||
| 3 Dec | 1308.40 | 9.1 | 0.25 | 16.82 | 4,077 | -99 | 2,148 | |||
| 2 Dec | 1304.65 | 8.85 | -0.85 | 16.96 | 4,168 | 962 | 2,240 | |||
| 29 Nov | 1300.10 | 9.7 | 1.90 | 17.57 | 2,460 | 85 | 1,267 | |||
| 28 Nov | 1286.35 | 7.8 | -3.95 | 17.89 | 3,854 | 299 | 1,185 | |||
| 27 Nov | 1300.70 | 11.75 | -1.65 | 17.89 | 971 | 269 | 886 | |||
| 26 Nov | 1304.95 | 13.4 | -1.10 | 17.94 | 764 | 63 | 615 | |||
| 25 Nov | 1300.95 | 14.5 | 5.90 | 18.80 | 1,257 | 193 | 577 | |||
| 22 Nov | 1278.05 | 8.6 | 2.65 | 18.34 | 550 | 12 | 396 | |||
| 21 Nov | 1250.55 | 5.95 | 0.65 | 19.39 | 374 | 56 | 384 | |||
| 20 Nov | 1249.10 | 5.3 | 0.00 | 19.93 | 199 | 26 | 327 | |||
| 19 Nov | 1249.10 | 5.3 | -0.40 | 19.93 | 199 | 25 | 327 | |||
| 18 Nov | 1253.45 | 5.7 | -1.75 | 18.76 | 115 | 29 | 302 | |||
| 14 Nov | 1256.95 | 7.45 | -1.15 | 18.25 | 99 | 30 | 273 | |||
| 13 Nov | 1253.70 | 8.6 | -2.90 | 19.12 | 142 | 30 | 233 | |||
| 12 Nov | 1270.60 | 11.5 | 2.00 | 19.26 | 111 | 48 | 203 | |||
| 11 Nov | 1269.30 | 9.5 | -0.45 | 17.56 | 144 | 119 | 154 | |||
| 8 Nov | 1258.85 | 9.95 | -4.75 | 18.68 | 38 | 19 | 36 | |||
| 7 Nov | 1278.70 | 14.7 | -7.80 | 18.41 | 14 | 3 | 17 | |||
| 6 Nov | 1302.35 | 22.5 | -10.35 | 17.56 | 15 | 13 | 13 | |||
| 5 Nov | 1296.70 | 32.85 | 0.00 | 2.29 | 0 | 0 | 0 | |||
| 4 Nov | 1277.20 | 32.85 | 3.21 | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1350 expiring on 26DEC2024
Delta for 1350 CE is 0.07
Historical price for 1350 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 1.1, which was -0.90 lower than the previous day. The implied volatity was 22.03, the open interest changed by -999 which decreased total open position to 4615
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 2, which was -3.50 lower than the previous day. The implied volatity was 24.31, the open interest changed by -13 which decreased total open position to 5775
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 5.5, which was -5.60 lower than the previous day. The implied volatity was 20.77, the open interest changed by 520 which increased total open position to 5799
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 11.1, which was -4.95 lower than the previous day. The implied volatity was 19.86, the open interest changed by 456 which increased total open position to 5293
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 16.05, which was 0.45 higher than the previous day. The implied volatity was 19.56, the open interest changed by 890 which increased total open position to 4854
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 15.6, which was 4.75 higher than the previous day. The implied volatity was 15.28, the open interest changed by 25 which increased total open position to 3948
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 10.85, which was 0.65 higher than the previous day. The implied volatity was 16.29, the open interest changed by 95 which increased total open position to 3930
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 10.2, which was -2.40 lower than the previous day. The implied volatity was 15.91, the open interest changed by 86 which increased total open position to 3832
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 12.6, which was 0.85 higher than the previous day. The implied volatity was 16.35, the open interest changed by 170 which increased total open position to 3754
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 11.75, which was -3.25 lower than the previous day. The implied volatity was 17.66, the open interest changed by 57 which increased total open position to 3579
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 15, which was -2.95 lower than the previous day. The implied volatity was 16.93, the open interest changed by 203 which increased total open position to 3527
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 17.95, which was 7.30 higher than the previous day. The implied volatity was 16.13, the open interest changed by 574 which increased total open position to 3293
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 10.65, which was 1.55 higher than the previous day. The implied volatity was 16.34, the open interest changed by 573 which increased total open position to 2717
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 9.1, which was 0.25 higher than the previous day. The implied volatity was 16.82, the open interest changed by -99 which decreased total open position to 2148
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 8.85, which was -0.85 lower than the previous day. The implied volatity was 16.96, the open interest changed by 962 which increased total open position to 2240
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 9.7, which was 1.90 higher than the previous day. The implied volatity was 17.57, the open interest changed by 85 which increased total open position to 1267
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 7.8, which was -3.95 lower than the previous day. The implied volatity was 17.89, the open interest changed by 299 which increased total open position to 1185
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 11.75, which was -1.65 lower than the previous day. The implied volatity was 17.89, the open interest changed by 269 which increased total open position to 886
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 13.4, which was -1.10 lower than the previous day. The implied volatity was 17.94, the open interest changed by 63 which increased total open position to 615
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 14.5, which was 5.90 higher than the previous day. The implied volatity was 18.80, the open interest changed by 193 which increased total open position to 577
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 8.6, which was 2.65 higher than the previous day. The implied volatity was 18.34, the open interest changed by 12 which increased total open position to 396
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 5.95, which was 0.65 higher than the previous day. The implied volatity was 19.39, the open interest changed by 56 which increased total open position to 384
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 5.3, which was 0.00 lower than the previous day. The implied volatity was 19.93, the open interest changed by 26 which increased total open position to 327
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 5.3, which was -0.40 lower than the previous day. The implied volatity was 19.93, the open interest changed by 25 which increased total open position to 327
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 5.7, which was -1.75 lower than the previous day. The implied volatity was 18.76, the open interest changed by 29 which increased total open position to 302
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 7.45, which was -1.15 lower than the previous day. The implied volatity was 18.25, the open interest changed by 30 which increased total open position to 273
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 8.6, which was -2.90 lower than the previous day. The implied volatity was 19.12, the open interest changed by 30 which increased total open position to 233
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 11.5, which was 2.00 higher than the previous day. The implied volatity was 19.26, the open interest changed by 48 which increased total open position to 203
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 9.5, which was -0.45 lower than the previous day. The implied volatity was 17.56, the open interest changed by 119 which increased total open position to 154
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 9.95, which was -4.75 lower than the previous day. The implied volatity was 18.68, the open interest changed by 19 which increased total open position to 36
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 14.7, which was -7.80 lower than the previous day. The implied volatity was 18.41, the open interest changed by 3 which increased total open position to 17
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 22.5, which was -10.35 lower than the previous day. The implied volatity was 17.56, the open interest changed by 13 which increased total open position to 13
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 32.85, which was 0.00 lower than the previous day. The implied volatity was 2.29, 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 32.85, which was lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 26DEC2024 1350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 0.43
Theta: -0.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 61.1 | 0.70 | 34.57 | 234 | -25 | 632 |
| 19 Dec | 1286.90 | 60.4 | 24.75 | 25.80 | 376 | -46 | 689 |
| 18 Dec | 1314.15 | 35.65 | 12.45 | 20.78 | 1,358 | -190 | 735 |
| 17 Dec | 1333.75 | 23.2 | 6.00 | 19.14 | 3,350 | -85 | 933 |
| 16 Dec | 1346.10 | 17.2 | -0.90 | 17.80 | 5,988 | 141 | 1,019 |
| 13 Dec | 1344.90 | 18.1 | -7.95 | 17.99 | 2,780 | 327 | 847 |
| 12 Dec | 1329.25 | 26.05 | -2.75 | 17.27 | 1,377 | -4 | 523 |
| 11 Dec | 1327.50 | 28.8 | -0.45 | 18.02 | 622 | -11 | 526 |
| 10 Dec | 1330.45 | 29.25 | -3.60 | 19.96 | 587 | 6 | 534 |
| 9 Dec | 1322.30 | 32.85 | 3.65 | 18.48 | 1,473 | -89 | 522 |
| 6 Dec | 1328.75 | 29.2 | 0.45 | 17.41 | 4,362 | 53 | 612 |
| 5 Dec | 1336.50 | 28.75 | -11.95 | 20.13 | 2,306 | 235 | 560 |
| 4 Dec | 1316.05 | 40.7 | -4.75 | 19.54 | 1,025 | 7 | 328 |
| 3 Dec | 1308.40 | 45.45 | -3.35 | 18.25 | 541 | 60 | 321 |
| 2 Dec | 1304.65 | 48.8 | -3.15 | 18.97 | 574 | 46 | 260 |
| 29 Nov | 1300.10 | 51.95 | -9.00 | 18.34 | 280 | 37 | 212 |
| 28 Nov | 1286.35 | 60.95 | 10.45 | 18.80 | 462 | 14 | 177 |
| 27 Nov | 1300.70 | 50.5 | 0.70 | 18.43 | 221 | 36 | 163 |
| 26 Nov | 1304.95 | 49.8 | -2.30 | 19.61 | 164 | 56 | 128 |
| 25 Nov | 1300.95 | 52.1 | -21.90 | 20.27 | 225 | 71 | 71 |
| 22 Nov | 1278.05 | 74 | -1.60 | 23.17 | 2 | 1 | 1 |
| 21 Nov | 1250.55 | 75.6 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1249.10 | 75.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1249.10 | 75.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 75.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 75.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 75.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 75.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 75.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 75.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 75.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 75.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 75.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 75.6 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1350 expiring on 26DEC2024
Delta for 1350 PE is -0.82
Historical price for 1350 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 61.1, which was 0.70 higher than the previous day. The implied volatity was 34.57, the open interest changed by -25 which decreased total open position to 632
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 60.4, which was 24.75 higher than the previous day. The implied volatity was 25.80, the open interest changed by -46 which decreased total open position to 689
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 35.65, which was 12.45 higher than the previous day. The implied volatity was 20.78, the open interest changed by -190 which decreased total open position to 735
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 23.2, which was 6.00 higher than the previous day. The implied volatity was 19.14, the open interest changed by -85 which decreased total open position to 933
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 17.2, which was -0.90 lower than the previous day. The implied volatity was 17.80, the open interest changed by 141 which increased total open position to 1019
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 18.1, which was -7.95 lower than the previous day. The implied volatity was 17.99, the open interest changed by 327 which increased total open position to 847
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 26.05, which was -2.75 lower than the previous day. The implied volatity was 17.27, the open interest changed by -4 which decreased total open position to 523
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 28.8, which was -0.45 lower than the previous day. The implied volatity was 18.02, the open interest changed by -11 which decreased total open position to 526
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 29.25, which was -3.60 lower than the previous day. The implied volatity was 19.96, the open interest changed by 6 which increased total open position to 534
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 32.85, which was 3.65 higher than the previous day. The implied volatity was 18.48, the open interest changed by -89 which decreased total open position to 522
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 29.2, which was 0.45 higher than the previous day. The implied volatity was 17.41, the open interest changed by 53 which increased total open position to 612
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 28.75, which was -11.95 lower than the previous day. The implied volatity was 20.13, the open interest changed by 235 which increased total open position to 560
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 40.7, which was -4.75 lower than the previous day. The implied volatity was 19.54, the open interest changed by 7 which increased total open position to 328
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 45.45, which was -3.35 lower than the previous day. The implied volatity was 18.25, the open interest changed by 60 which increased total open position to 321
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 48.8, which was -3.15 lower than the previous day. The implied volatity was 18.97, the open interest changed by 46 which increased total open position to 260
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 51.95, which was -9.00 lower than the previous day. The implied volatity was 18.34, the open interest changed by 37 which increased total open position to 212
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 60.95, which was 10.45 higher than the previous day. The implied volatity was 18.80, the open interest changed by 14 which increased total open position to 177
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 50.5, which was 0.70 higher than the previous day. The implied volatity was 18.43, the open interest changed by 36 which increased total open position to 163
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 49.8, which was -2.30 lower than the previous day. The implied volatity was 19.61, the open interest changed by 56 which increased total open position to 128
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 52.1, which was -21.90 lower than the previous day. The implied volatity was 20.27, the open interest changed by 71 which increased total open position to 71
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 74, which was -1.60 lower than the previous day. The implied volatity was 23.17, the open interest changed by 1 which increased total open position to 1
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 75.6, 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 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 75.6, 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 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 75.6, 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 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 75.6, 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 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 75.6, 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 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 75.6, 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 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 75.6, 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 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 75.6, 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 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 75.6, 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 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 75.6, 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 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 75.6, 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 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 75.6, 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 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 75.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
