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[--[65.84.65.76]--]
ICICIBANK
Icici Bank Ltd.

1251.65 4.75 (0.38%)

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Historical option data for ICICIBANK

29 Jan 2025 04:10 PM IST
ICICIBANK 30JAN2025 1370 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
29 Jan 1251.65 0.1 -0.1 - 30 -26 231
28 Jan 1246.90 0.15 -0.15 52.96 142 -63 258
27 Jan 1227.95 0.3 -0.25 55.12 248 -26 322
24 Jan 1209.20 0.5 0.1 44.73 64 -20 346
23 Jan 1201.75 0.4 -0.15 42.73 81 -52 367
22 Jan 1200.45 0.55 -0.15 42.66 141 -48 422
21 Jan 1196.15 0.7 -0.30 41.81 299 -78 481
20 Jan 1232.95 1 0.20 34.21 355 106 559
17 Jan 1225.45 0.8 -0.40 30.09 151 2 456
16 Jan 1249.10 1.2 0.20 25.66 122 -14 457
15 Jan 1238.25 1 0.00 26.47 67 -4 478
14 Jan 1240.30 1 0.00 24.85 183 1 486
13 Jan 1229.75 1 -0.45 26.12 276 -22 491
10 Jan 1249.85 1.45 -0.60 22.23 527 -38 518
9 Jan 1262.40 2.05 -0.20 21.19 592 3 558
8 Jan 1263.75 2.25 -1.45 20.84 814 -163 563
7 Jan 1279.25 3.7 0.40 20.19 594 21 733
6 Jan 1264.10 3.3 0.05 21.67 736 -6 715
3 Jan 1265.05 3.25 -1.60 20.24 960 100 723
2 Jan 1290.60 4.85 0.15 17.68 1,022 -28 621
1 Jan 1283.65 4.7 -0.10 18.39 1,239 81 646
31 Dec 1281.65 4.8 -1.80 18.20 1,209 -25 565
30 Dec 1294.65 6.6 -1.30 18.04 1,982 -1 592
27 Dec 1307.55 7.9 1.20 15.65 1,045 115 593
26 Dec 1297.35 6.7 -1.10 16.22 857 109 480
24 Dec 1297.25 7.8 -2.00 16.27 376 208 368
23 Dec 1296.80 9.8 -1.10 17.89 238 65 161
20 Dec 1288.40 10.9 0.55 18.81 50 10 98
19 Dec 1286.90 10.35 -6.35 18.54 93 15 89
18 Dec 1314.15 16.7 -9.60 17.43 77 27 73
17 Dec 1333.75 26.3 -7.05 18.93 63 21 45
16 Dec 1346.10 33.35 1.85 20.10 35 14 24
13 Dec 1344.90 31.5 6.50 17.64 10 2 5
12 Dec 1329.25 25 0.00 0.00 0 0 0
11 Dec 1327.50 25 0.00 0.00 0 3 0
10 Dec 1330.45 25 -2.25 16.97 4 1 1
9 Dec 1322.30 27.25 0.00 1.53 0 0 0
6 Dec 1328.75 27.25 0.00 1.14 0 0 0
5 Dec 1336.50 27.25 0.00 0.66 0 0 0
4 Dec 1316.05 27.25 0.00 1.84 0 0 0
3 Dec 1308.40 27.25 0.00 2.24 0 0 0
2 Dec 1304.65 27.25 0.00 2.13 0 0 0
29 Nov 1300.10 27.25 2.51 0 0 0


For Icici Bank Ltd. - strike price 1370 expiring on 30JAN2025

Delta for 1370 CE is -

Historical price for 1370 CE is as follows

On 29 Jan ICICIBANK was trading at 1251.65. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 231


On 28 Jan ICICIBANK was trading at 1246.90. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 52.96, the open interest changed by -63 which decreased total open position to 258


On 27 Jan ICICIBANK was trading at 1227.95. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 55.12, the open interest changed by -26 which decreased total open position to 322


On 24 Jan ICICIBANK was trading at 1209.20. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 44.73, the open interest changed by -20 which decreased total open position to 346


On 23 Jan ICICIBANK was trading at 1201.75. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 42.73, the open interest changed by -52 which decreased total open position to 367


On 22 Jan ICICIBANK was trading at 1200.45. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 42.66, the open interest changed by -48 which decreased total open position to 422


On 21 Jan ICICIBANK was trading at 1196.15. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 41.81, the open interest changed by -78 which decreased total open position to 481


On 20 Jan ICICIBANK was trading at 1232.95. The strike last trading price was 1, which was 0.20 higher than the previous day. The implied volatity was 34.21, the open interest changed by 106 which increased total open position to 559


On 17 Jan ICICIBANK was trading at 1225.45. The strike last trading price was 0.8, which was -0.40 lower than the previous day. The implied volatity was 30.09, the open interest changed by 2 which increased total open position to 456


On 16 Jan ICICIBANK was trading at 1249.10. The strike last trading price was 1.2, which was 0.20 higher than the previous day. The implied volatity was 25.66, the open interest changed by -14 which decreased total open position to 457


On 15 Jan ICICIBANK was trading at 1238.25. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 26.47, the open interest changed by -4 which decreased total open position to 478


On 14 Jan ICICIBANK was trading at 1240.30. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 24.85, the open interest changed by 1 which increased total open position to 486


On 13 Jan ICICIBANK was trading at 1229.75. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 26.12, the open interest changed by -22 which decreased total open position to 491


On 10 Jan ICICIBANK was trading at 1249.85. The strike last trading price was 1.45, which was -0.60 lower than the previous day. The implied volatity was 22.23, the open interest changed by -38 which decreased total open position to 518


On 9 Jan ICICIBANK was trading at 1262.40. The strike last trading price was 2.05, which was -0.20 lower than the previous day. The implied volatity was 21.19, the open interest changed by 3 which increased total open position to 558


On 8 Jan ICICIBANK was trading at 1263.75. The strike last trading price was 2.25, which was -1.45 lower than the previous day. The implied volatity was 20.84, the open interest changed by -163 which decreased total open position to 563


On 7 Jan ICICIBANK was trading at 1279.25. The strike last trading price was 3.7, which was 0.40 higher than the previous day. The implied volatity was 20.19, the open interest changed by 21 which increased total open position to 733


On 6 Jan ICICIBANK was trading at 1264.10. The strike last trading price was 3.3, which was 0.05 higher than the previous day. The implied volatity was 21.67, the open interest changed by -6 which decreased total open position to 715


On 3 Jan ICICIBANK was trading at 1265.05. The strike last trading price was 3.25, which was -1.60 lower than the previous day. The implied volatity was 20.24, the open interest changed by 100 which increased total open position to 723


On 2 Jan ICICIBANK was trading at 1290.60. The strike last trading price was 4.85, which was 0.15 higher than the previous day. The implied volatity was 17.68, the open interest changed by -28 which decreased total open position to 621


On 1 Jan ICICIBANK was trading at 1283.65. The strike last trading price was 4.7, which was -0.10 lower than the previous day. The implied volatity was 18.39, the open interest changed by 81 which increased total open position to 646


On 31 Dec ICICIBANK was trading at 1281.65. The strike last trading price was 4.8, which was -1.80 lower than the previous day. The implied volatity was 18.20, the open interest changed by -25 which decreased total open position to 565


On 30 Dec ICICIBANK was trading at 1294.65. The strike last trading price was 6.6, which was -1.30 lower than the previous day. The implied volatity was 18.04, the open interest changed by -1 which decreased total open position to 592


On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 7.9, which was 1.20 higher than the previous day. The implied volatity was 15.65, the open interest changed by 115 which increased total open position to 593


On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 6.7, which was -1.10 lower than the previous day. The implied volatity was 16.22, the open interest changed by 109 which increased total open position to 480


On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 7.8, which was -2.00 lower than the previous day. The implied volatity was 16.27, the open interest changed by 208 which increased total open position to 368


On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 9.8, which was -1.10 lower than the previous day. The implied volatity was 17.89, the open interest changed by 65 which increased total open position to 161


On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 10.9, which was 0.55 higher than the previous day. The implied volatity was 18.81, the open interest changed by 10 which increased total open position to 98


On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 10.35, which was -6.35 lower than the previous day. The implied volatity was 18.54, the open interest changed by 15 which increased total open position to 89


On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 16.7, which was -9.60 lower than the previous day. The implied volatity was 17.43, the open interest changed by 27 which increased total open position to 73


On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 26.3, which was -7.05 lower than the previous day. The implied volatity was 18.93, the open interest changed by 21 which increased total open position to 45


On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 33.35, which was 1.85 higher than the previous day. The implied volatity was 20.10, the open interest changed by 14 which increased total open position to 24


On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 31.5, which was 6.50 higher than the previous day. The implied volatity was 17.64, the open interest changed by 2 which increased total open position to 5


On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 25, 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 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 25, which was -2.25 lower than the previous day. The implied volatity was 16.97, the open interest changed by 1 which increased total open position to 1


On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 27.25, which was 0.00 lower than the previous day. The implied volatity was 1.53, 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 27.25, which was 0.00 lower than the previous day. The implied volatity was 1.14, 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 27.25, which was 0.00 lower than the previous day. The implied volatity was 0.66, 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 27.25, which was 0.00 lower than the previous day. The implied volatity was 1.84, 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 27.25, which was 0.00 lower than the previous day. The implied volatity was 2.24, 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 27.25, which was 0.00 lower than the previous day. The implied volatity was 2.13, 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 27.25, which was lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0


ICICIBANK 30JAN2025 1370 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
29 Jan 1251.65 143.9 0 0.00 0 0 0
28 Jan 1246.90 143.9 0 0.00 0 0 0
27 Jan 1227.95 143.9 -21.6 54.49 1 0 57
24 Jan 1209.20 165.95 0.45 0.00 0 0 0
23 Jan 1201.75 165.95 0.00 0.00 0 -5 0
22 Jan 1200.45 165.95 52.55 - 8 -3 59
21 Jan 1196.15 113.4 0.00 0.00 0 0 0
20 Jan 1232.95 113.4 0.00 0.00 0 0 0
17 Jan 1225.45 113.4 0.00 0.00 0 0 0
16 Jan 1249.10 113.4 -8.80 27.18 1 0 62
15 Jan 1238.25 122.2 0.00 0.00 0 0 0
14 Jan 1240.30 122.2 0.00 0.00 0 0 0
13 Jan 1229.75 122.2 45.40 - 1 0 62
10 Jan 1249.85 76.8 0.00 0.00 0 0 0
9 Jan 1262.40 76.8 0.00 0.00 0 0 0
8 Jan 1263.75 76.8 0.00 0.00 0 0 0
7 Jan 1279.25 76.8 0.00 0.00 0 0 0
6 Jan 1264.10 76.8 0.00 0.00 0 0 0
3 Jan 1265.05 76.8 0.00 0.00 0 -1 0
2 Jan 1290.60 76.8 -4.20 21.38 1 0 63
1 Jan 1283.65 81 0.00 0.00 0 24 0
31 Dec 1281.65 81 15.50 19.27 28 20 59
30 Dec 1294.65 65.5 5.00 9.41 16 3 37
27 Dec 1307.55 60.5 -13.35 17.95 13 2 33
26 Dec 1297.35 73.85 5.80 22.14 25 7 30
24 Dec 1297.25 68.05 -7.25 18.69 14 0 21
23 Dec 1296.80 75.3 12.30 23.06 27 -4 23
20 Dec 1288.40 63 0.00 0.00 0 0 0
19 Dec 1286.90 63 0.00 0.00 0 -4 0
18 Dec 1314.15 63 15.65 22.92 7 -5 26
17 Dec 1333.75 47.35 1.75 19.74 57 26 31
16 Dec 1346.10 45.6 -48.15 21.51 5 3 3
13 Dec 1344.90 93.75 0.00 - 0 0 0
12 Dec 1329.25 93.75 0.00 - 0 0 0
11 Dec 1327.50 93.75 0.00 - 0 0 0
10 Dec 1330.45 93.75 0.00 - 0 0 0
9 Dec 1322.30 93.75 0.00 - 0 0 0
6 Dec 1328.75 93.75 0.00 - 0 0 0
5 Dec 1336.50 93.75 0.00 - 0 0 0
4 Dec 1316.05 93.75 0.00 - 0 0 0
3 Dec 1308.40 93.75 0.00 - 0 0 0
2 Dec 1304.65 93.75 0.00 - 0 0 0
29 Nov 1300.10 93.75 - 0 0 0


For Icici Bank Ltd. - strike price 1370 expiring on 30JAN2025

Delta for 1370 PE is 0.00

Historical price for 1370 PE is as follows

On 29 Jan ICICIBANK was trading at 1251.65. The strike last trading price was 143.9, which was 0 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 28 Jan ICICIBANK was trading at 1246.90. The strike last trading price was 143.9, which was 0 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 27 Jan ICICIBANK was trading at 1227.95. The strike last trading price was 143.9, which was -21.6 lower than the previous day. The implied volatity was 54.49, the open interest changed by 0 which decreased total open position to 57


On 24 Jan ICICIBANK was trading at 1209.20. The strike last trading price was 165.95, which was 0.45 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 23 Jan ICICIBANK was trading at 1201.75. The strike last trading price was 165.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0


On 22 Jan ICICIBANK was trading at 1200.45. The strike last trading price was 165.95, which was 52.55 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 59


On 21 Jan ICICIBANK was trading at 1196.15. The strike last trading price was 113.4, 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 20 Jan ICICIBANK was trading at 1232.95. The strike last trading price was 113.4, 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 17 Jan ICICIBANK was trading at 1225.45. The strike last trading price was 113.4, 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 16 Jan ICICIBANK was trading at 1249.10. The strike last trading price was 113.4, which was -8.80 lower than the previous day. The implied volatity was 27.18, the open interest changed by 0 which decreased total open position to 62


On 15 Jan ICICIBANK was trading at 1238.25. The strike last trading price was 122.2, 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 14 Jan ICICIBANK was trading at 1240.30. The strike last trading price was 122.2, 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 13 Jan ICICIBANK was trading at 1229.75. The strike last trading price was 122.2, which was 45.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62


On 10 Jan ICICIBANK was trading at 1249.85. The strike last trading price was 76.8, 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 9 Jan ICICIBANK was trading at 1262.40. The strike last trading price was 76.8, 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 8 Jan ICICIBANK was trading at 1263.75. The strike last trading price was 76.8, 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 7 Jan ICICIBANK was trading at 1279.25. The strike last trading price was 76.8, 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 6 Jan ICICIBANK was trading at 1264.10. The strike last trading price was 76.8, 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 3 Jan ICICIBANK was trading at 1265.05. The strike last trading price was 76.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 2 Jan ICICIBANK was trading at 1290.60. The strike last trading price was 76.8, which was -4.20 lower than the previous day. The implied volatity was 21.38, the open interest changed by 0 which decreased total open position to 63


On 1 Jan ICICIBANK was trading at 1283.65. The strike last trading price was 81, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0


On 31 Dec ICICIBANK was trading at 1281.65. The strike last trading price was 81, which was 15.50 higher than the previous day. The implied volatity was 19.27, the open interest changed by 20 which increased total open position to 59


On 30 Dec ICICIBANK was trading at 1294.65. The strike last trading price was 65.5, which was 5.00 higher than the previous day. The implied volatity was 9.41, the open interest changed by 3 which increased total open position to 37


On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 60.5, which was -13.35 lower than the previous day. The implied volatity was 17.95, the open interest changed by 2 which increased total open position to 33


On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 73.85, which was 5.80 higher than the previous day. The implied volatity was 22.14, the open interest changed by 7 which increased total open position to 30


On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 68.05, which was -7.25 lower than the previous day. The implied volatity was 18.69, the open interest changed by 0 which decreased total open position to 21


On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 75.3, which was 12.30 higher than the previous day. The implied volatity was 23.06, the open interest changed by -4 which decreased total open position to 23


On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 63, 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 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 63, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0


On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 63, which was 15.65 higher than the previous day. The implied volatity was 22.92, the open interest changed by -5 which decreased total open position to 26


On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 47.35, which was 1.75 higher than the previous day. The implied volatity was 19.74, the open interest changed by 26 which increased total open position to 31


On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 45.6, which was -48.15 lower than the previous day. The implied volatity was 21.51, the open interest changed by 3 which increased total open position to 3


On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 93.75, 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 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 93.75, 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 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 93.75, 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 93.75, 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 93.75, 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 93.75, 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 93.75, 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 93.75, 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 93.75, 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 93.75, 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 93.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0