ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1360 CE | ||||||||||
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Delta: 0.27
Vega: 1.33
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 10.3 | 1.65 | 15.72 | 2,293 | 269 | 1,097 | |||
| 26 Dec | 1297.35 | 8.65 | -1.25 | 16.22 | 981 | 160 | 828 | |||
| 24 Dec | 1297.25 | 9.9 | -2.10 | 16.24 | 430 | 19 | 667 | |||
| 23 Dec | 1296.80 | 12 | 0.05 | 17.81 | 708 | 142 | 641 | |||
| 20 Dec | 1288.40 | 11.95 | -1.05 | 17.92 | 440 | 78 | 498 | |||
| 19 Dec | 1286.90 | 13 | -9.00 | 18.83 | 941 | -16 | 420 | |||
| 18 Dec | 1314.15 | 22 | -8.10 | 18.59 | 382 | -9 | 436 | |||
| 17 Dec | 1333.75 | 30.1 | -6.95 | 18.73 | 593 | 114 | 444 | |||
| 16 Dec | 1346.10 | 37.05 | 0.90 | 19.62 | 282 | -14 | 335 | |||
| 13 Dec | 1344.90 | 36.15 | 5.15 | 17.76 | 115 | 64 | 348 | |||
| 12 Dec | 1329.25 | 31 | 1.55 | 19.03 | 27 | 17 | 283 | |||
| 11 Dec | 1327.50 | 29.45 | -1.40 | 18.17 | 27 | 0 | 266 | |||
| 10 Dec | 1330.45 | 30.85 | 2.35 | 17.83 | 41 | -1 | 265 | |||
| 9 Dec | 1322.30 | 28.5 | -3.40 | 18.19 | 25 | -1 | 264 | |||
| 6 Dec | 1328.75 | 31.9 | -4.30 | 17.90 | 64 | -41 | 263 | |||
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| 5 Dec | 1336.50 | 36.2 | 9.85 | 17.97 | 24 | -3 | 305 | |||
| 4 Dec | 1316.05 | 26.35 | 2.20 | 17.61 | 57 | -11 | 309 | |||
| 3 Dec | 1308.40 | 24.15 | -0.25 | 18.05 | 34 | 1 | 320 | |||
| 2 Dec | 1304.65 | 24.4 | 2.90 | 18.58 | 338 | 191 | 321 | |||
| 29 Nov | 1300.10 | 21.5 | 1.40 | 17.37 | 121 | 97 | 112 | |||
| 28 Nov | 1286.35 | 20.1 | -4.75 | 18.39 | 7 | 3 | 14 | |||
| 27 Nov | 1300.70 | 24.85 | -2.20 | 18.15 | 10 | 6 | 11 | |||
| 26 Nov | 1304.95 | 27.05 | 1.05 | 18.31 | 1 | 0 | 4 | |||
| 25 Nov | 1300.95 | 26 | 12.80 | 18.99 | 1 | 1 | 3 | |||
| 22 Nov | 1278.05 | 13.2 | 4.20 | 14.78 | 1 | 0 | 2 | |||
| 21 Nov | 1250.55 | 9 | -5.55 | 15.50 | 2 | 1 | 2 | |||
| 20 Nov | 1249.10 | 14.55 | 0.00 | 19.33 | 1 | 0 | 1 | |||
| 19 Nov | 1249.10 | 14.55 | -0.45 | 19.33 | 1 | 0 | 1 | |||
| 12 Nov | 1270.60 | 15 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Nov | 1269.30 | 15 | 15.00 | 16.04 | 1 | 0 | 0 | |||
| 7 Nov | 1278.70 | 0 | 0.00 | 2.28 | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 0 | 0.00 | 1.29 | 0 | 0 | 0 | |||
| 4 Nov | 1277.20 | 0 | 2.34 | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1360 expiring on 30JAN2025
Delta for 1360 CE is 0.27
Historical price for 1360 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 10.3, which was 1.65 higher than the previous day. The implied volatity was 15.72, the open interest changed by 269 which increased total open position to 1097
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 8.65, which was -1.25 lower than the previous day. The implied volatity was 16.22, the open interest changed by 160 which increased total open position to 828
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 9.9, which was -2.10 lower than the previous day. The implied volatity was 16.24, the open interest changed by 19 which increased total open position to 667
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 12, which was 0.05 higher than the previous day. The implied volatity was 17.81, the open interest changed by 142 which increased total open position to 641
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 11.95, which was -1.05 lower than the previous day. The implied volatity was 17.92, the open interest changed by 78 which increased total open position to 498
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 13, which was -9.00 lower than the previous day. The implied volatity was 18.83, the open interest changed by -16 which decreased total open position to 420
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 22, which was -8.10 lower than the previous day. The implied volatity was 18.59, the open interest changed by -9 which decreased total open position to 436
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 30.1, which was -6.95 lower than the previous day. The implied volatity was 18.73, the open interest changed by 114 which increased total open position to 444
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 37.05, which was 0.90 higher than the previous day. The implied volatity was 19.62, the open interest changed by -14 which decreased total open position to 335
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 36.15, which was 5.15 higher than the previous day. The implied volatity was 17.76, the open interest changed by 64 which increased total open position to 348
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 31, which was 1.55 higher than the previous day. The implied volatity was 19.03, the open interest changed by 17 which increased total open position to 283
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 29.45, which was -1.40 lower than the previous day. The implied volatity was 18.17, the open interest changed by 0 which decreased total open position to 266
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 30.85, which was 2.35 higher than the previous day. The implied volatity was 17.83, the open interest changed by -1 which decreased total open position to 265
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 28.5, which was -3.40 lower than the previous day. The implied volatity was 18.19, the open interest changed by -1 which decreased total open position to 264
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 31.9, which was -4.30 lower than the previous day. The implied volatity was 17.90, the open interest changed by -41 which decreased total open position to 263
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 36.2, which was 9.85 higher than the previous day. The implied volatity was 17.97, the open interest changed by -3 which decreased total open position to 305
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 26.35, which was 2.20 higher than the previous day. The implied volatity was 17.61, the open interest changed by -11 which decreased total open position to 309
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 24.15, which was -0.25 lower than the previous day. The implied volatity was 18.05, the open interest changed by 1 which increased total open position to 320
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 24.4, which was 2.90 higher than the previous day. The implied volatity was 18.58, the open interest changed by 191 which increased total open position to 321
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 21.5, which was 1.40 higher than the previous day. The implied volatity was 17.37, the open interest changed by 97 which increased total open position to 112
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 20.1, which was -4.75 lower than the previous day. The implied volatity was 18.39, the open interest changed by 3 which increased total open position to 14
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 24.85, which was -2.20 lower than the previous day. The implied volatity was 18.15, the open interest changed by 6 which increased total open position to 11
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 27.05, which was 1.05 higher than the previous day. The implied volatity was 18.31, the open interest changed by 0 which decreased total open position to 4
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 26, which was 12.80 higher than the previous day. The implied volatity was 18.99, the open interest changed by 1 which increased total open position to 3
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 13.2, which was 4.20 higher than the previous day. The implied volatity was 14.78, the open interest changed by 0 which decreased total open position to 2
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 9, which was -5.55 lower than the previous day. The implied volatity was 15.50, the open interest changed by 1 which increased total open position to 2
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 14.55, which was 0.00 lower than the previous day. The implied volatity was 19.33, the open interest changed by 0 which decreased total open position to 1
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 14.55, which was -0.45 lower than the previous day. The implied volatity was 19.33, the open interest changed by 0 which decreased total open position to 1
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 15, 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 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 15, which was 15.00 higher than the previous day. The implied volatity was 16.04, 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 2.28, 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 1.29, 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 0, which was lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 30JAN2025 1360 PE | |||||||
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Delta: -0.70
Vega: 1.38
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 52.55 | -9.75 | 17.50 | 111 | 25 | 121 |
| 26 Dec | 1297.35 | 62.3 | 2.55 | 19.05 | 49 | -3 | 95 |
| 24 Dec | 1297.25 | 59.75 | -6.95 | 18.10 | 53 | 35 | 97 |
| 23 Dec | 1296.80 | 66.7 | -4.80 | 22.06 | 79 | -51 | 63 |
| 20 Dec | 1288.40 | 71.5 | 0.00 | 22.49 | 1 | 0 | 115 |
| 19 Dec | 1286.90 | 71.5 | 15.25 | 21.25 | 69 | 29 | 92 |
| 18 Dec | 1314.15 | 56.25 | 15.25 | 22.65 | 44 | 18 | 64 |
| 17 Dec | 1333.75 | 41 | 3.35 | 19.38 | 105 | 26 | 46 |
| 16 Dec | 1346.10 | 37.65 | -2.10 | 20.08 | 35 | 11 | 19 |
| 13 Dec | 1344.90 | 39.75 | -7.25 | 21.27 | 7 | 5 | 6 |
| 12 Dec | 1329.25 | 47 | -42.45 | 20.76 | 2 | 1 | 1 |
| 11 Dec | 1327.50 | 89.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 89.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 89.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 89.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 89.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1316.05 | 89.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1308.40 | 89.45 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 89.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 89.45 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1286.35 | 89.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1300.70 | 89.45 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1304.95 | 89.45 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1300.95 | 89.45 | 89.45 | - | 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 |
| 12 Nov | 1270.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 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 1360 expiring on 30JAN2025
Delta for 1360 PE is -0.70
Historical price for 1360 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 52.55, which was -9.75 lower than the previous day. The implied volatity was 17.50, the open interest changed by 25 which increased total open position to 121
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 62.3, which was 2.55 higher than the previous day. The implied volatity was 19.05, the open interest changed by -3 which decreased total open position to 95
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 59.75, which was -6.95 lower than the previous day. The implied volatity was 18.10, the open interest changed by 35 which increased total open position to 97
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 66.7, which was -4.80 lower than the previous day. The implied volatity was 22.06, the open interest changed by -51 which decreased total open position to 63
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 71.5, which was 0.00 lower than the previous day. The implied volatity was 22.49, the open interest changed by 0 which decreased total open position to 115
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 71.5, which was 15.25 higher than the previous day. The implied volatity was 21.25, the open interest changed by 29 which increased total open position to 92
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 56.25, which was 15.25 higher than the previous day. The implied volatity was 22.65, the open interest changed by 18 which increased total open position to 64
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 41, which was 3.35 higher than the previous day. The implied volatity was 19.38, the open interest changed by 26 which increased total open position to 46
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 37.65, which was -2.10 lower than the previous day. The implied volatity was 20.08, the open interest changed by 11 which increased total open position to 19
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 39.75, which was -7.25 lower than the previous day. The implied volatity was 21.27, the open interest changed by 5 which increased total open position to 6
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 47, which was -42.45 lower than the previous day. The implied volatity was 20.76, the open interest changed by 1 which increased total open position to 1
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 89.45, 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 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 89.45, 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 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 89.45, 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 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 89.45, 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 89.45, 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 89.45, 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 89.45, 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 89.45, 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 89.45, 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 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 89.45, 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 89.45, 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 89.45, 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 89.45, which was 89.45 higher 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 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 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
