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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 1360 CE
Delta: 0.05
Vega: 0.18
Theta: -0.37
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1288.40 0.85 -0.65 23.63 2,763 -501 2,855
19 Dec 1286.90 1.5 -2.40 25.41 3,770 -436 3,353
18 Dec 1314.15 3.9 -3.90 21.41 7,178 299 3,796
17 Dec 1333.75 7.8 -3.85 19.87 7,241 565 3,498
16 Dec 1346.10 11.65 0.25 19.36 11,054 379 2,956
13 Dec 1344.90 11.4 3.80 15.53 11,886 -5 2,575
12 Dec 1329.25 7.6 0.40 16.24 3,607 12 2,594
11 Dec 1327.50 7.2 -2.00 15.95 3,201 201 2,583
10 Dec 1330.45 9.2 0.55 16.37 3,240 59 2,384
9 Dec 1322.30 8.65 -2.70 17.59 3,362 479 2,324
6 Dec 1328.75 11.35 -2.65 16.83 7,381 -113 1,847
5 Dec 1336.50 14 5.95 16.25 8,059 683 1,954
4 Dec 1316.05 8.05 1.15 16.44 2,415 167 1,273
3 Dec 1308.40 6.9 0.10 16.94 1,880 185 1,097
2 Dec 1304.65 6.8 -0.70 17.13 1,873 -9 915
29 Nov 1300.10 7.5 1.25 17.60 998 73 926
28 Nov 1286.35 6.25 -3.25 18.19 1,966 281 852
27 Nov 1300.70 9.5 -1.40 18.10 381 53 568
26 Nov 1304.95 10.9 -1.25 18.12 308 -18 517
25 Nov 1300.95 12.15 5.15 19.13 832 143 535
22 Nov 1278.05 7 2.05 18.54 693 126 518
21 Nov 1250.55 4.95 0.20 19.72 239 -38 391
20 Nov 1249.10 4.75 0.00 20.65 59 16 431
19 Nov 1249.10 4.75 0.15 20.65 59 18 431
18 Nov 1253.45 4.6 -1.60 18.90 58 37 412
14 Nov 1256.95 6.2 -0.80 18.49 24 7 375
13 Nov 1253.70 7 -2.70 19.13 45 26 367
12 Nov 1270.60 9.7 1.45 19.41 290 252 341
11 Nov 1269.30 8.25 -0.35 18.04 66 44 89
8 Nov 1258.85 8.6 -3.60 19.06 29 9 44
7 Nov 1278.70 12.2 -6.25 18.16 11 5 36
6 Nov 1302.35 18.45 0.95 17.20 3 0 31
5 Nov 1296.70 17.5 3.50 18.92 28 4 27
4 Nov 1277.20 14 -12.20 19.35 23 12 22
31 Oct 1292.25 26.2 -1.30 - 2 1 9
30 Oct 1312.15 27.5 7.25 - 8 5 8
29 Oct 1331.85 20.25 20.25 - 1 0 2
1 Oct 1274.40 0 0.00 - 0 0 0
30 Sept 1273.00 0 - 0 0 0


For Icici Bank Ltd. - strike price 1360 expiring on 26DEC2024

Delta for 1360 CE is 0.05

Historical price for 1360 CE is as follows

On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.85, which was -0.65 lower than the previous day. The implied volatity was 23.63, the open interest changed by -501 which decreased total open position to 2855


On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 1.5, which was -2.40 lower than the previous day. The implied volatity was 25.41, the open interest changed by -436 which decreased total open position to 3353


On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 3.9, which was -3.90 lower than the previous day. The implied volatity was 21.41, the open interest changed by 299 which increased total open position to 3796


On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 7.8, which was -3.85 lower than the previous day. The implied volatity was 19.87, the open interest changed by 565 which increased total open position to 3498


On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 11.65, which was 0.25 higher than the previous day. The implied volatity was 19.36, the open interest changed by 379 which increased total open position to 2956


On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 11.4, which was 3.80 higher than the previous day. The implied volatity was 15.53, the open interest changed by -5 which decreased total open position to 2575


On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 7.6, which was 0.40 higher than the previous day. The implied volatity was 16.24, the open interest changed by 12 which increased total open position to 2594


On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 7.2, which was -2.00 lower than the previous day. The implied volatity was 15.95, the open interest changed by 201 which increased total open position to 2583


On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 9.2, which was 0.55 higher than the previous day. The implied volatity was 16.37, the open interest changed by 59 which increased total open position to 2384


On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 8.65, which was -2.70 lower than the previous day. The implied volatity was 17.59, the open interest changed by 479 which increased total open position to 2324


On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 11.35, which was -2.65 lower than the previous day. The implied volatity was 16.83, the open interest changed by -113 which decreased total open position to 1847


On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 14, which was 5.95 higher than the previous day. The implied volatity was 16.25, the open interest changed by 683 which increased total open position to 1954


On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 8.05, which was 1.15 higher than the previous day. The implied volatity was 16.44, the open interest changed by 167 which increased total open position to 1273


On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 6.9, which was 0.10 higher than the previous day. The implied volatity was 16.94, the open interest changed by 185 which increased total open position to 1097


On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 6.8, which was -0.70 lower than the previous day. The implied volatity was 17.13, the open interest changed by -9 which decreased total open position to 915


On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 7.5, which was 1.25 higher than the previous day. The implied volatity was 17.60, the open interest changed by 73 which increased total open position to 926


On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 6.25, which was -3.25 lower than the previous day. The implied volatity was 18.19, the open interest changed by 281 which increased total open position to 852


On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 9.5, which was -1.40 lower than the previous day. The implied volatity was 18.10, the open interest changed by 53 which increased total open position to 568


On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 10.9, which was -1.25 lower than the previous day. The implied volatity was 18.12, the open interest changed by -18 which decreased total open position to 517


On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 12.15, which was 5.15 higher than the previous day. The implied volatity was 19.13, the open interest changed by 143 which increased total open position to 535


On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 7, which was 2.05 higher than the previous day. The implied volatity was 18.54, the open interest changed by 126 which increased total open position to 518


On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 4.95, which was 0.20 higher than the previous day. The implied volatity was 19.72, the open interest changed by -38 which decreased total open position to 391


On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 4.75, which was 0.00 lower than the previous day. The implied volatity was 20.65, the open interest changed by 16 which increased total open position to 431


On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 4.75, which was 0.15 higher than the previous day. The implied volatity was 20.65, the open interest changed by 18 which increased total open position to 431


On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 4.6, which was -1.60 lower than the previous day. The implied volatity was 18.90, the open interest changed by 37 which increased total open position to 412


On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 6.2, which was -0.80 lower than the previous day. The implied volatity was 18.49, the open interest changed by 7 which increased total open position to 375


On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 7, which was -2.70 lower than the previous day. The implied volatity was 19.13, the open interest changed by 26 which increased total open position to 367


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 9.7, which was 1.45 higher than the previous day. The implied volatity was 19.41, the open interest changed by 252 which increased total open position to 341


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 8.25, which was -0.35 lower than the previous day. The implied volatity was 18.04, the open interest changed by 44 which increased total open position to 89


On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 8.6, which was -3.60 lower than the previous day. The implied volatity was 19.06, the open interest changed by 9 which increased total open position to 44


On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 12.2, which was -6.25 lower than the previous day. The implied volatity was 18.16, the open interest changed by 5 which increased total open position to 36


On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 18.45, which was 0.95 higher than the previous day. The implied volatity was 17.20, the open interest changed by 0 which decreased total open position to 31


On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 17.5, which was 3.50 higher than the previous day. The implied volatity was 18.92, the open interest changed by 4 which increased total open position to 27


On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 14, which was -12.20 lower than the previous day. The implied volatity was 19.35, the open interest changed by 12 which increased total open position to 22


On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 26.2, which was -1.30 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 27.5, which was 7.25 higher 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 20.25, which was 20.25 higher 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 1360 PE
Delta: -0.83
Vega: 0.41
Theta: -1.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1288.40 71.4 2.35 39.10 35 1 652
19 Dec 1286.90 69.05 25.40 23.96 188 -16 653
18 Dec 1314.15 43.65 13.95 20.66 323 -4 669
17 Dec 1333.75 29.7 7.30 18.83 1,509 6 674
16 Dec 1346.10 22.4 -1.20 17.08 2,281 43 671
13 Dec 1344.90 23.6 -9.25 18.04 1,144 -93 628
12 Dec 1329.25 32.85 -2.70 17.41 1,191 -228 717
11 Dec 1327.50 35.55 -0.25 18.04 1,006 23 946
10 Dec 1330.45 35.8 -4.05 20.21 1,973 660 922
9 Dec 1322.30 39.85 4.15 18.63 141 -14 262
6 Dec 1328.75 35.7 0.80 17.52 1,225 115 276
5 Dec 1336.50 34.9 -13.40 20.48 379 52 159
4 Dec 1316.05 48.3 -4.70 20.15 115 29 109
3 Dec 1308.40 53 -4.95 18.34 46 2 83
2 Dec 1304.65 57.95 -1.70 20.55 41 7 81
29 Nov 1300.10 59.65 -9.75 18.43 152 45 72
28 Nov 1286.35 69.4 11.20 19.27 22 8 26
27 Nov 1300.70 58.2 1.70 18.71 25 1 14
26 Nov 1304.95 56.5 -3.10 19.35 11 3 13
25 Nov 1300.95 59.6 -40.40 20.64 22 8 9
22 Nov 1278.05 100 0.00 0.00 0 0 0
21 Nov 1250.55 100 0.00 0.00 0 1 0
20 Nov 1249.10 100 0.00 - 1 1 0
19 Nov 1249.10 100 31.45 - 1 0 0
18 Nov 1253.45 68.55 0.00 - 0 0 0
14 Nov 1256.95 68.55 0.00 - 0 0 0
13 Nov 1253.70 68.55 0.00 - 0 0 0
12 Nov 1270.60 68.55 0.00 - 0 0 0
11 Nov 1269.30 68.55 0.00 - 0 0 0
8 Nov 1258.85 68.55 0.00 - 0 0 0
7 Nov 1278.70 68.55 0.00 - 0 0 0
6 Nov 1302.35 68.55 0.00 - 0 0 0
5 Nov 1296.70 68.55 0.00 - 0 0 0
4 Nov 1277.20 68.55 68.55 - 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
1 Oct 1274.40 0 0.00 - 0 0 0
30 Sept 1273.00 0 - 0 0 0


For Icici Bank Ltd. - strike price 1360 expiring on 26DEC2024

Delta for 1360 PE is -0.83

Historical price for 1360 PE is as follows

On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 71.4, which was 2.35 higher than the previous day. The implied volatity was 39.10, the open interest changed by 1 which increased total open position to 652


On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 69.05, which was 25.40 higher than the previous day. The implied volatity was 23.96, the open interest changed by -16 which decreased total open position to 653


On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 43.65, which was 13.95 higher than the previous day. The implied volatity was 20.66, the open interest changed by -4 which decreased total open position to 669


On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 29.7, which was 7.30 higher than the previous day. The implied volatity was 18.83, the open interest changed by 6 which increased total open position to 674


On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 22.4, which was -1.20 lower than the previous day. The implied volatity was 17.08, the open interest changed by 43 which increased total open position to 671


On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 23.6, which was -9.25 lower than the previous day. The implied volatity was 18.04, the open interest changed by -93 which decreased total open position to 628


On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 32.85, which was -2.70 lower than the previous day. The implied volatity was 17.41, the open interest changed by -228 which decreased total open position to 717


On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 35.55, which was -0.25 lower than the previous day. The implied volatity was 18.04, the open interest changed by 23 which increased total open position to 946


On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 35.8, which was -4.05 lower than the previous day. The implied volatity was 20.21, the open interest changed by 660 which increased total open position to 922


On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 39.85, which was 4.15 higher than the previous day. The implied volatity was 18.63, the open interest changed by -14 which decreased total open position to 262


On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 35.7, which was 0.80 higher than the previous day. The implied volatity was 17.52, the open interest changed by 115 which increased total open position to 276


On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 34.9, which was -13.40 lower than the previous day. The implied volatity was 20.48, the open interest changed by 52 which increased total open position to 159


On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 48.3, which was -4.70 lower than the previous day. The implied volatity was 20.15, the open interest changed by 29 which increased total open position to 109


On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 53, which was -4.95 lower than the previous day. The implied volatity was 18.34, the open interest changed by 2 which increased total open position to 83


On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 57.95, which was -1.70 lower than the previous day. The implied volatity was 20.55, the open interest changed by 7 which increased total open position to 81


On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 59.65, which was -9.75 lower than the previous day. The implied volatity was 18.43, the open interest changed by 45 which increased total open position to 72


On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 69.4, which was 11.20 higher than the previous day. The implied volatity was 19.27, the open interest changed by 8 which increased total open position to 26


On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 58.2, which was 1.70 higher than the previous day. The implied volatity was 18.71, the open interest changed by 1 which increased total open position to 14


On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 56.5, which was -3.10 lower than the previous day. The implied volatity was 19.35, the open interest changed by 3 which increased total open position to 13


On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 59.6, which was -40.40 lower than the previous day. The implied volatity was 20.64, the open interest changed by 8 which increased total open position to 9


On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 100, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 100, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 100, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 100, which was 31.45 higher 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 68.55, 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 68.55, 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 68.55, 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 68.55, 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 68.55, 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 68.55, 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 68.55, 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 68.55, 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 68.55, 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 68.55, which was 68.55 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 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