ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1380 CE | ||||||||||
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Delta: 0.03
Vega: 0.13
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 0.6 | -0.35 | 27.23 | 958 | -166 | 1,977 | |||
| 19 Dec | 1286.90 | 0.95 | -1.35 | 28.03 | 1,861 | -88 | 2,155 | |||
| 18 Dec | 1314.15 | 2.3 | -1.75 | 23.74 | 3,781 | 57 | 2,247 | |||
| 17 Dec | 1333.75 | 4.05 | -2.05 | 20.97 | 4,837 | 283 | 2,223 | |||
| 16 Dec | 1346.10 | 6.1 | -0.10 | 19.90 | 6,302 | 250 | 1,950 | |||
| 13 Dec | 1344.90 | 6.2 | 2.30 | 16.68 | 5,701 | 305 | 1,703 | |||
| 12 Dec | 1329.25 | 3.9 | 0.20 | 17.00 | 2,018 | 16 | 1,420 | |||
| 11 Dec | 1327.50 | 3.7 | -1.30 | 16.68 | 1,775 | 1 | 1,414 | |||
| 10 Dec | 1330.45 | 5 | 0.20 | 17.04 | 1,715 | 173 | 1,398 | |||
| 9 Dec | 1322.30 | 4.8 | -1.70 | 18.08 | 1,846 | 67 | 1,226 | |||
| 6 Dec | 1328.75 | 6.5 | -2.00 | 17.15 | 4,608 | 74 | 1,176 | |||
| 5 Dec | 1336.50 | 8.5 | 3.90 | 16.84 | 3,929 | 179 | 1,104 | |||
| 4 Dec | 1316.05 | 4.6 | 0.65 | 16.92 | 1,578 | 90 | 925 | |||
| 3 Dec | 1308.40 | 3.95 | 0.00 | 17.36 | 1,116 | 100 | 834 | |||
| 2 Dec | 1304.65 | 3.95 | -0.50 | 17.55 | 1,516 | 265 | 741 | |||
| 29 Nov | 1300.10 | 4.45 | 0.50 | 17.84 | 1,056 | 127 | 472 | |||
| 28 Nov | 1286.35 | 3.95 | -2.30 | 18.73 | 832 | 116 | 348 | |||
| 27 Nov | 1300.70 | 6.25 | -0.85 | 18.55 | 255 | -5 | 233 | |||
| 26 Nov | 1304.95 | 7.1 | -0.70 | 18.50 | 267 | 72 | 239 | |||
| 25 Nov | 1300.95 | 7.8 | 3.05 | 19.14 | 396 | 163 | 168 | |||
| 22 Nov | 1278.05 | 4.75 | 1.65 | 19.15 | 284 | 141 | 146 | |||
| 21 Nov | 1250.55 | 3.1 | -0.35 | 19.85 | 6 | 1 | 6 | |||
| 20 Nov | 1249.10 | 3.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1249.10 | 3.45 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 18 Nov | 1253.45 | 3.45 | -7.85 | 19.86 | 11 | 4 | 5 | |||
| 14 Nov | 1256.95 | 11.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 11.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 11.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1269.30 | 11.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 11.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 11.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 11.3 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 5 Nov | 1296.70 | 11.3 | -42.25 | 17.84 | 1 | 0 | 0 | |||
| 31 Oct | 1292.25 | 53.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1312.15 | 53.55 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1380 expiring on 26DEC2024
Delta for 1380 CE is 0.03
Historical price for 1380 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 27.23, the open interest changed by -166 which decreased total open position to 1977
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.95, which was -1.35 lower than the previous day. The implied volatity was 28.03, the open interest changed by -88 which decreased total open position to 2155
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 2.3, which was -1.75 lower than the previous day. The implied volatity was 23.74, the open interest changed by 57 which increased total open position to 2247
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 4.05, which was -2.05 lower than the previous day. The implied volatity was 20.97, the open interest changed by 283 which increased total open position to 2223
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 6.1, which was -0.10 lower than the previous day. The implied volatity was 19.90, the open interest changed by 250 which increased total open position to 1950
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 6.2, which was 2.30 higher than the previous day. The implied volatity was 16.68, the open interest changed by 305 which increased total open position to 1703
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 3.9, which was 0.20 higher than the previous day. The implied volatity was 17.00, the open interest changed by 16 which increased total open position to 1420
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 3.7, which was -1.30 lower than the previous day. The implied volatity was 16.68, the open interest changed by 1 which increased total open position to 1414
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 5, which was 0.20 higher than the previous day. The implied volatity was 17.04, the open interest changed by 173 which increased total open position to 1398
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 4.8, which was -1.70 lower than the previous day. The implied volatity was 18.08, the open interest changed by 67 which increased total open position to 1226
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 6.5, which was -2.00 lower than the previous day. The implied volatity was 17.15, the open interest changed by 74 which increased total open position to 1176
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 8.5, which was 3.90 higher than the previous day. The implied volatity was 16.84, the open interest changed by 179 which increased total open position to 1104
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 4.6, which was 0.65 higher than the previous day. The implied volatity was 16.92, the open interest changed by 90 which increased total open position to 925
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 3.95, which was 0.00 lower than the previous day. The implied volatity was 17.36, the open interest changed by 100 which increased total open position to 834
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 3.95, which was -0.50 lower than the previous day. The implied volatity was 17.55, the open interest changed by 265 which increased total open position to 741
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 4.45, which was 0.50 higher than the previous day. The implied volatity was 17.84, the open interest changed by 127 which increased total open position to 472
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 3.95, which was -2.30 lower than the previous day. The implied volatity was 18.73, the open interest changed by 116 which increased total open position to 348
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 6.25, which was -0.85 lower than the previous day. The implied volatity was 18.55, the open interest changed by -5 which decreased total open position to 233
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 7.1, which was -0.70 lower than the previous day. The implied volatity was 18.50, the open interest changed by 72 which increased total open position to 239
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 7.8, which was 3.05 higher than the previous day. The implied volatity was 19.14, the open interest changed by 163 which increased total open position to 168
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 4.75, which was 1.65 higher than the previous day. The implied volatity was 19.15, the open interest changed by 141 which increased total open position to 146
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 3.1, which was -0.35 lower than the previous day. The implied volatity was 19.85, the open interest changed by 1 which increased total open position to 6
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 3.45, 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 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 3.45, which was -7.85 lower than the previous day. The implied volatity was 19.86, the open interest changed by 4 which increased total open position to 5
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 11.3, 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 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 11.3, 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 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 11.3, 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 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 11.3, 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 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 11.3, 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 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 11.3, 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 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 11.3, 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 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 11.3, which was -42.25 lower than the previous day. The implied volatity was 17.84, 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 53.55, 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 53.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 26DEC2024 1380 PE | |||||||
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Delta: -0.84
Vega: 0.41
Theta: -1.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 92.5 | 3.75 | 49.20 | 22 | -2 | 154 |
| 19 Dec | 1286.90 | 88.75 | 26.75 | 27.70 | 21 | -7 | 157 |
| 18 Dec | 1314.15 | 62 | 17.05 | 22.63 | 21 | -10 | 166 |
| 17 Dec | 1333.75 | 44.95 | 8.10 | 17.52 | 149 | -15 | 176 |
| 16 Dec | 1346.10 | 36.85 | -1.30 | 17.06 | 186 | 32 | 192 |
| 13 Dec | 1344.90 | 38.15 | -9.85 | 19.45 | 73 | 24 | 160 |
| 12 Dec | 1329.25 | 48 | -4.35 | 16.98 | 90 | -2 | 135 |
| 11 Dec | 1327.50 | 52.35 | 0.45 | 19.93 | 6 | -2 | 136 |
| 10 Dec | 1330.45 | 51.9 | -3.75 | 22.16 | 18 | -4 | 138 |
| 9 Dec | 1322.30 | 55.65 | 4.95 | 19.09 | 39 | 2 | 141 |
| 6 Dec | 1328.75 | 50.7 | 1.95 | 17.95 | 460 | 46 | 141 |
| 5 Dec | 1336.50 | 48.75 | -15.50 | 21.14 | 71 | 19 | 86 |
| 4 Dec | 1316.05 | 64.25 | -6.50 | 20.96 | 82 | 4 | 66 |
| 3 Dec | 1308.40 | 70.75 | -3.85 | 20.17 | 13 | 8 | 62 |
| 2 Dec | 1304.65 | 74.6 | -1.70 | 21.40 | 76 | 39 | 53 |
| 29 Nov | 1300.10 | 76.3 | -3.30 | 18.73 | 23 | 15 | 15 |
| 28 Nov | 1286.35 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1300.70 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1304.95 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1300.95 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1278.05 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1250.55 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1249.10 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1249.10 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1292.25 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1312.15 | 79.6 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1380 expiring on 26DEC2024
Delta for 1380 PE is -0.84
Historical price for 1380 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 92.5, which was 3.75 higher than the previous day. The implied volatity was 49.20, the open interest changed by -2 which decreased total open position to 154
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 88.75, which was 26.75 higher than the previous day. The implied volatity was 27.70, the open interest changed by -7 which decreased total open position to 157
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 62, which was 17.05 higher than the previous day. The implied volatity was 22.63, the open interest changed by -10 which decreased total open position to 166
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 44.95, which was 8.10 higher than the previous day. The implied volatity was 17.52, the open interest changed by -15 which decreased total open position to 176
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 36.85, which was -1.30 lower than the previous day. The implied volatity was 17.06, the open interest changed by 32 which increased total open position to 192
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 38.15, which was -9.85 lower than the previous day. The implied volatity was 19.45, the open interest changed by 24 which increased total open position to 160
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 48, which was -4.35 lower than the previous day. The implied volatity was 16.98, the open interest changed by -2 which decreased total open position to 135
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 52.35, which was 0.45 higher than the previous day. The implied volatity was 19.93, the open interest changed by -2 which decreased total open position to 136
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 51.9, which was -3.75 lower than the previous day. The implied volatity was 22.16, the open interest changed by -4 which decreased total open position to 138
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 55.65, which was 4.95 higher than the previous day. The implied volatity was 19.09, the open interest changed by 2 which increased total open position to 141
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 50.7, which was 1.95 higher than the previous day. The implied volatity was 17.95, the open interest changed by 46 which increased total open position to 141
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 48.75, which was -15.50 lower than the previous day. The implied volatity was 21.14, the open interest changed by 19 which increased total open position to 86
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 64.25, which was -6.50 lower than the previous day. The implied volatity was 20.96, the open interest changed by 4 which increased total open position to 66
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 70.75, which was -3.85 lower than the previous day. The implied volatity was 20.17, the open interest changed by 8 which increased total open position to 62
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 74.6, which was -1.70 lower than the previous day. The implied volatity was 21.40, the open interest changed by 39 which increased total open position to 53
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 76.3, which was -3.30 lower than the previous day. The implied volatity was 18.73, the open interest changed by 15 which increased total open position to 15
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 79.6, 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 79.6, 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 79.6, 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 79.6, 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 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 79.6, 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 79.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
