ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1370 CE | ||||||||||
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Delta: 0.04
Vega: 0.15
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 0.7 | -0.50 | 25.39 | 1,222 | -132 | 1,441 | |||
| 19 Dec | 1286.90 | 1.2 | -1.70 | 26.80 | 2,551 | -57 | 1,587 | |||
| 18 Dec | 1314.15 | 2.9 | -2.60 | 22.40 | 4,995 | -83 | 1,650 | |||
| 17 Dec | 1333.75 | 5.5 | -2.95 | 20.19 | 4,464 | 125 | 1,736 | |||
| 16 Dec | 1346.10 | 8.45 | 0.00 | 19.55 | 6,336 | 325 | 1,628 | |||
| 13 Dec | 1344.90 | 8.45 | 3.00 | 16.12 | 6,623 | 206 | 1,304 | |||
| 12 Dec | 1329.25 | 5.45 | 0.30 | 16.59 | 2,831 | 128 | 1,108 | |||
| 11 Dec | 1327.50 | 5.15 | -1.60 | 16.26 | 2,081 | -8 | 970 | |||
| 10 Dec | 1330.45 | 6.75 | 0.25 | 16.63 | 1,608 | 6 | 978 | |||
| 9 Dec | 1322.30 | 6.5 | -2.20 | 17.86 | 1,164 | 16 | 974 | |||
| 6 Dec | 1328.75 | 8.7 | -2.20 | 17.04 | 4,691 | -155 | 958 | |||
| 5 Dec | 1336.50 | 10.9 | 4.75 | 16.49 | 3,602 | 413 | 1,103 | |||
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| 4 Dec | 1316.05 | 6.15 | 0.95 | 16.72 | 1,672 | 61 | 690 | |||
| 3 Dec | 1308.40 | 5.2 | 0.05 | 17.10 | 1,627 | 31 | 633 | |||
| 2 Dec | 1304.65 | 5.15 | -0.60 | 17.28 | 1,223 | 114 | 601 | |||
| 29 Nov | 1300.10 | 5.75 | 0.80 | 17.66 | 987 | 84 | 486 | |||
| 28 Nov | 1286.35 | 4.95 | -2.75 | 18.43 | 1,009 | 167 | 401 | |||
| 27 Nov | 1300.70 | 7.7 | -1.00 | 18.37 | 195 | 50 | 234 | |||
| 26 Nov | 1304.95 | 8.7 | -0.95 | 18.21 | 265 | 81 | 181 | |||
| 25 Nov | 1300.95 | 9.65 | -16.80 | 19.02 | 171 | 93 | 93 | |||
| 22 Nov | 1278.05 | 26.45 | 0.00 | 5.40 | 0 | 0 | 0 | |||
| 21 Nov | 1250.55 | 26.45 | 0.00 | 6.73 | 0 | 0 | 0 | |||
| 20 Nov | 1249.10 | 26.45 | 0.00 | 7.34 | 0 | 0 | 0 | |||
| 19 Nov | 1249.10 | 26.45 | 0.00 | 7.34 | 0 | 0 | 0 | |||
| 18 Nov | 1253.45 | 26.45 | 0.00 | 6.64 | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 26.45 | 0.00 | 5.86 | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 26.45 | 0.00 | 5.88 | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 26.45 | 0.00 | 5.11 | 0 | 0 | 0 | |||
| 11 Nov | 1269.30 | 26.45 | 0.00 | 5.06 | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 26.45 | 0.00 | 5.39 | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 26.45 | 0.00 | 4.15 | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 26.45 | 0.00 | 2.70 | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 26.45 | 3.37 | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1370 expiring on 26DEC2024
Delta for 1370 CE is 0.04
Historical price for 1370 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.7, which was -0.50 lower than the previous day. The implied volatity was 25.39, the open interest changed by -132 which decreased total open position to 1441
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 1.2, which was -1.70 lower than the previous day. The implied volatity was 26.80, the open interest changed by -57 which decreased total open position to 1587
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 2.9, which was -2.60 lower than the previous day. The implied volatity was 22.40, the open interest changed by -83 which decreased total open position to 1650
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 5.5, which was -2.95 lower than the previous day. The implied volatity was 20.19, the open interest changed by 125 which increased total open position to 1736
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 8.45, which was 0.00 lower than the previous day. The implied volatity was 19.55, the open interest changed by 325 which increased total open position to 1628
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 8.45, which was 3.00 higher than the previous day. The implied volatity was 16.12, the open interest changed by 206 which increased total open position to 1304
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 5.45, which was 0.30 higher than the previous day. The implied volatity was 16.59, the open interest changed by 128 which increased total open position to 1108
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 5.15, which was -1.60 lower than the previous day. The implied volatity was 16.26, the open interest changed by -8 which decreased total open position to 970
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 6.75, which was 0.25 higher than the previous day. The implied volatity was 16.63, the open interest changed by 6 which increased total open position to 978
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 6.5, which was -2.20 lower than the previous day. The implied volatity was 17.86, the open interest changed by 16 which increased total open position to 974
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 8.7, which was -2.20 lower than the previous day. The implied volatity was 17.04, the open interest changed by -155 which decreased total open position to 958
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 10.9, which was 4.75 higher than the previous day. The implied volatity was 16.49, the open interest changed by 413 which increased total open position to 1103
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 6.15, which was 0.95 higher than the previous day. The implied volatity was 16.72, the open interest changed by 61 which increased total open position to 690
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 5.2, which was 0.05 higher than the previous day. The implied volatity was 17.10, the open interest changed by 31 which increased total open position to 633
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 5.15, which was -0.60 lower than the previous day. The implied volatity was 17.28, the open interest changed by 114 which increased total open position to 601
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 5.75, which was 0.80 higher than the previous day. The implied volatity was 17.66, the open interest changed by 84 which increased total open position to 486
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 4.95, which was -2.75 lower than the previous day. The implied volatity was 18.43, the open interest changed by 167 which increased total open position to 401
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 7.7, which was -1.00 lower than the previous day. The implied volatity was 18.37, the open interest changed by 50 which increased total open position to 234
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 8.7, which was -0.95 lower than the previous day. The implied volatity was 18.21, the open interest changed by 81 which increased total open position to 181
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 9.65, which was -16.80 lower than the previous day. The implied volatity was 19.02, the open interest changed by 93 which increased total open position to 93
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 26.45, which was 0.00 lower than the previous day. The implied volatity was 5.40, 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 26.45, which was 0.00 lower than the previous day. The implied volatity was 6.73, 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 26.45, which was 0.00 lower than the previous day. The implied volatity was 7.34, 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 26.45, which was 0.00 lower than the previous day. The implied volatity was 7.34, 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 26.45, which was 0.00 lower than the previous day. The implied volatity was 6.64, 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 26.45, which was 0.00 lower than the previous day. The implied volatity was 5.86, 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 26.45, which was 0.00 lower than the previous day. The implied volatity was 5.88, 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 26.45, which was 0.00 lower than the previous day. The implied volatity was 5.11, 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 26.45, which was 0.00 lower than the previous day. The implied volatity was 5.06, 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 26.45, which was 0.00 lower than the previous day. The implied volatity was 5.39, 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 26.45, which was 0.00 lower than the previous day. The implied volatity was 4.15, 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 26.45, which was 0.00 lower than the previous day. The implied volatity was 2.70, 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 26.45, which was lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 26DEC2024 1370 PE | |||||||
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Delta: -0.82
Vega: 0.43
Theta: -1.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 82.85 | 0.65 | 46.32 | 13 | 0 | 117 |
| 19 Dec | 1286.90 | 82.2 | 30.10 | 37.14 | 13 | 1 | 116 |
| 18 Dec | 1314.15 | 52.1 | 14.80 | 20.10 | 26 | -9 | 115 |
| 17 Dec | 1333.75 | 37.3 | 7.95 | 18.86 | 361 | 13 | 125 |
| 16 Dec | 1346.10 | 29.35 | -1.65 | 17.27 | 636 | -11 | 119 |
| 13 Dec | 1344.90 | 31 | -8.75 | 19.22 | 117 | 54 | 127 |
| 12 Dec | 1329.25 | 39.75 | -2.40 | 16.78 | 47 | 11 | 75 |
| 11 Dec | 1327.50 | 42.15 | -1.60 | 17.05 | 5 | 2 | 64 |
| 10 Dec | 1330.45 | 43.75 | -3.35 | 21.29 | 28 | 1 | 64 |
| 9 Dec | 1322.30 | 47.1 | 4.50 | 18.40 | 5 | -1 | 63 |
| 6 Dec | 1328.75 | 42.6 | 0.80 | 17.41 | 185 | 13 | 65 |
| 5 Dec | 1336.50 | 41.8 | -14.20 | 20.99 | 122 | 33 | 52 |
| 4 Dec | 1316.05 | 56 | -4.90 | 20.47 | 18 | -1 | 19 |
| 3 Dec | 1308.40 | 60.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 60.9 | -13.50 | 14.97 | 4 | -1 | 19 |
| 29 Nov | 1300.10 | 74.4 | 1.20 | 24.81 | 14 | 3 | 18 |
| 28 Nov | 1286.35 | 73.2 | 7.10 | 12.58 | 11 | 1 | 15 |
| 27 Nov | 1300.70 | 66.1 | 1.40 | 18.84 | 19 | 1 | 11 |
| 26 Nov | 1304.95 | 64.7 | -3.55 | 19.95 | 21 | 5 | 11 |
| 25 Nov | 1300.95 | 68.25 | -20.70 | 21.66 | 14 | 4 | 4 |
| 22 Nov | 1278.05 | 88.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1250.55 | 88.95 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1249.10 | 88.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1249.10 | 88.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 88.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 88.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 88.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 88.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 88.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 88.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 88.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 88.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 88.95 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1370 expiring on 26DEC2024
Delta for 1370 PE is -0.82
Historical price for 1370 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 82.85, which was 0.65 higher than the previous day. The implied volatity was 46.32, the open interest changed by 0 which decreased total open position to 117
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 82.2, which was 30.10 higher than the previous day. The implied volatity was 37.14, the open interest changed by 1 which increased total open position to 116
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 52.1, which was 14.80 higher than the previous day. The implied volatity was 20.10, the open interest changed by -9 which decreased total open position to 115
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 37.3, which was 7.95 higher than the previous day. The implied volatity was 18.86, the open interest changed by 13 which increased total open position to 125
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 29.35, which was -1.65 lower than the previous day. The implied volatity was 17.27, the open interest changed by -11 which decreased total open position to 119
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 31, which was -8.75 lower than the previous day. The implied volatity was 19.22, the open interest changed by 54 which increased total open position to 127
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 39.75, which was -2.40 lower than the previous day. The implied volatity was 16.78, the open interest changed by 11 which increased total open position to 75
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 42.15, which was -1.60 lower than the previous day. The implied volatity was 17.05, the open interest changed by 2 which increased total open position to 64
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 43.75, which was -3.35 lower than the previous day. The implied volatity was 21.29, the open interest changed by 1 which increased total open position to 64
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 47.1, which was 4.50 higher than the previous day. The implied volatity was 18.40, the open interest changed by -1 which decreased total open position to 63
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 42.6, which was 0.80 higher than the previous day. The implied volatity was 17.41, the open interest changed by 13 which increased total open position to 65
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 41.8, which was -14.20 lower than the previous day. The implied volatity was 20.99, the open interest changed by 33 which increased total open position to 52
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 56, which was -4.90 lower than the previous day. The implied volatity was 20.47, the open interest changed by -1 which decreased total open position to 19
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 60.9, 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 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 60.9, which was -13.50 lower than the previous day. The implied volatity was 14.97, the open interest changed by -1 which decreased total open position to 19
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 74.4, which was 1.20 higher than the previous day. The implied volatity was 24.81, the open interest changed by 3 which increased total open position to 18
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 73.2, which was 7.10 higher than the previous day. The implied volatity was 12.58, the open interest changed by 1 which increased total open position to 15
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 66.1, which was 1.40 higher than the previous day. The implied volatity was 18.84, the open interest changed by 1 which increased total open position to 11
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 64.7, which was -3.55 lower than the previous day. The implied volatity was 19.95, the open interest changed by 5 which increased total open position to 11
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 68.25, which was -20.70 lower than the previous day. The implied volatity was 21.66, the open interest changed by 4 which increased total open position to 4
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 88.95, 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 88.95, 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 88.95, 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 88.95, 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 88.95, 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 88.95, 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 88.95, 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 88.95, 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 88.95, 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 88.95, 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 88.95, 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 88.95, 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 88.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
