ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1380 CE | ||||||||||
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Delta: 0.18
Vega: 1.06
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 6.2 | 0.90 | 15.82 | 1,290 | 119 | 929 | |||
| 26 Dec | 1297.35 | 5.3 | -0.80 | 16.41 | 1,135 | -21 | 782 | |||
| 24 Dec | 1297.25 | 6.1 | -1.80 | 16.32 | 826 | 97 | 801 | |||
| 23 Dec | 1296.80 | 7.9 | -0.40 | 17.92 | 712 | 192 | 685 | |||
| 20 Dec | 1288.40 | 8.3 | -0.35 | 18.29 | 520 | 52 | 487 | |||
| 19 Dec | 1286.90 | 8.65 | -7.05 | 18.71 | 347 | 219 | 435 | |||
| 18 Dec | 1314.15 | 15.7 | -6.10 | 18.62 | 413 | 94 | 215 | |||
| 17 Dec | 1333.75 | 21.8 | -6.25 | 18.50 | 126 | 36 | 122 | |||
| 16 Dec | 1346.10 | 28.05 | 1.15 | 19.51 | 36 | 16 | 86 | |||
| 13 Dec | 1344.90 | 26.9 | 5.25 | 17.64 | 84 | 31 | 71 | |||
| 12 Dec | 1329.25 | 21.65 | 1.05 | 18.14 | 30 | 5 | 42 | |||
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| 11 Dec | 1327.50 | 20.6 | -1.40 | 17.48 | 9 | 8 | 36 | |||
| 10 Dec | 1330.45 | 22 | -1.90 | 17.37 | 46 | 6 | 28 | |||
| 9 Dec | 1322.30 | 23.9 | -0.20 | 19.64 | 11 | 6 | 22 | |||
| 6 Dec | 1328.75 | 24.1 | -15.20 | 17.94 | 22 | 14 | 14 | |||
| 5 Dec | 1336.50 | 39.3 | 0.00 | 1.22 | 0 | 0 | 0 | |||
| 4 Dec | 1316.05 | 39.3 | 0.00 | 2.33 | 0 | 0 | 0 | |||
| 3 Dec | 1308.40 | 39.3 | 0.00 | 2.74 | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 39.3 | 0.00 | 2.91 | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 39.3 | 39.30 | 2.99 | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 0 | 2.14 | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1380 expiring on 30JAN2025
Delta for 1380 CE is 0.18
Historical price for 1380 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 6.2, which was 0.90 higher than the previous day. The implied volatity was 15.82, the open interest changed by 119 which increased total open position to 929
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 5.3, which was -0.80 lower than the previous day. The implied volatity was 16.41, the open interest changed by -21 which decreased total open position to 782
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 6.1, which was -1.80 lower than the previous day. The implied volatity was 16.32, the open interest changed by 97 which increased total open position to 801
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 7.9, which was -0.40 lower than the previous day. The implied volatity was 17.92, the open interest changed by 192 which increased total open position to 685
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 8.3, which was -0.35 lower than the previous day. The implied volatity was 18.29, the open interest changed by 52 which increased total open position to 487
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 8.65, which was -7.05 lower than the previous day. The implied volatity was 18.71, the open interest changed by 219 which increased total open position to 435
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 15.7, which was -6.10 lower than the previous day. The implied volatity was 18.62, the open interest changed by 94 which increased total open position to 215
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 21.8, which was -6.25 lower than the previous day. The implied volatity was 18.50, the open interest changed by 36 which increased total open position to 122
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 28.05, which was 1.15 higher than the previous day. The implied volatity was 19.51, the open interest changed by 16 which increased total open position to 86
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 26.9, which was 5.25 higher than the previous day. The implied volatity was 17.64, the open interest changed by 31 which increased total open position to 71
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 21.65, which was 1.05 higher than the previous day. The implied volatity was 18.14, the open interest changed by 5 which increased total open position to 42
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 20.6, which was -1.40 lower than the previous day. The implied volatity was 17.48, the open interest changed by 8 which increased total open position to 36
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 22, which was -1.90 lower than the previous day. The implied volatity was 17.37, the open interest changed by 6 which increased total open position to 28
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 23.9, which was -0.20 lower than the previous day. The implied volatity was 19.64, the open interest changed by 6 which increased total open position to 22
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 24.1, which was -15.20 lower than the previous day. The implied volatity was 17.94, the open interest changed by 14 which increased total open position to 14
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 39.3, which was 0.00 lower than the previous day. The implied volatity was 1.22, 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 39.3, which was 0.00 lower than the previous day. The implied volatity was 2.33, 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 39.3, which was 0.00 lower than the previous day. The implied volatity was 2.74, 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 39.3, which was 0.00 lower than the previous day. The implied volatity was 2.91, 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 39.3, which was 39.30 higher than the previous day. The implied volatity was 2.99, 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 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 30JAN2025 1380 PE | |||||||
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Delta: -0.77
Vega: 1.20
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 69.2 | -11.90 | 18.76 | 19 | 9 | 35 |
| 26 Dec | 1297.35 | 81.1 | 18.75 | 21.82 | 30 | -10 | 27 |
| 24 Dec | 1297.25 | 62.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 1296.80 | 62.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 1288.40 | 62.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1286.90 | 62.35 | 0.00 | 0.00 | 0 | -2 | 0 |
| 18 Dec | 1314.15 | 62.35 | 8.55 | 18.44 | 2 | -1 | 38 |
| 17 Dec | 1333.75 | 53.8 | 5.85 | 19.93 | 49 | 8 | 38 |
| 16 Dec | 1346.10 | 47.95 | -1.80 | 19.73 | 20 | 17 | 30 |
| 13 Dec | 1344.90 | 49.75 | -52.45 | 20.92 | 19 | 13 | 13 |
| 12 Dec | 1329.25 | 102.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 102.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 102.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 102.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 102.2 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 102.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1316.05 | 102.2 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1308.40 | 102.2 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 102.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 102.2 | 102.20 | - | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 0 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1380 expiring on 30JAN2025
Delta for 1380 PE is -0.77
Historical price for 1380 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 69.2, which was -11.90 lower than the previous day. The implied volatity was 18.76, the open interest changed by 9 which increased total open position to 35
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 81.1, which was 18.75 higher than the previous day. The implied volatity was 21.82, the open interest changed by -10 which decreased total open position to 27
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 62.35, 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 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 62.35, 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 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 62.35, 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 62.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 62.35, which was 8.55 higher than the previous day. The implied volatity was 18.44, the open interest changed by -1 which decreased total open position to 38
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 53.8, which was 5.85 higher than the previous day. The implied volatity was 19.93, the open interest changed by 8 which increased total open position to 38
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 47.95, which was -1.80 lower than the previous day. The implied volatity was 19.73, the open interest changed by 17 which increased total open position to 30
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 49.75, which was -52.45 lower than the previous day. The implied volatity was 20.92, the open interest changed by 13 which increased total open position to 13
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 102.2, 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 102.2, 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 102.2, 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 102.2, 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 102.2, 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 102.2, 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 102.2, 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 102.2, 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 102.2, 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 102.2, which was 102.20 higher 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
