ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
03 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 0.97
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.22
Historical price for 1360 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 1.02
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.76
Historical price for 1360 PE is as follows
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
