ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
03 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1390 CE | ||||||||||
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Delta: 0.11
Vega: 0.61
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1308.40 | 2.95 | 0.00 | 17.57 | 541 | -28 | 374 | |||
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| 2 Dec | 1304.65 | 2.95 | -0.40 | 17.71 | 927 | 137 | 413 | |||
| 29 Nov | 1300.10 | 3.35 | 0.20 | 17.91 | 753 | -1 | 270 | |||
| 28 Nov | 1286.35 | 3.15 | -1.90 | 19.04 | 622 | 50 | 271 | |||
| 27 Nov | 1300.70 | 5.05 | -0.60 | 18.96 | 189 | 12 | 221 | |||
| 26 Nov | 1304.95 | 5.65 | -0.35 | 18.65 | 260 | 144 | 204 | |||
| 25 Nov | 1300.95 | 6 | 2.35 | 18.98 | 156 | 50 | 62 | |||
| 22 Nov | 1278.05 | 3.65 | 0.20 | 19.08 | 44 | 38 | 50 | |||
| 21 Nov | 1250.55 | 3.45 | 1.00 | 21.66 | 22 | 10 | 12 | |||
| 20 Nov | 1249.10 | 2.45 | 0.00 | 20.88 | 8 | 1 | 2 | |||
| 19 Nov | 1249.10 | 2.45 | -2.90 | 20.88 | 8 | 1 | 2 | |||
| 18 Nov | 1253.45 | 5.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 5.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 5.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 5.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1269.30 | 5.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 5.35 | -9.90 | 19.77 | 2 | 0 | 1 | |||
| 7 Nov | 1278.70 | 15.25 | -5.85 | 24.66 | 1 | 0 | 0 | |||
| 6 Nov | 1302.35 | 21.1 | 0.00 | 3.80 | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 21.1 | 4.43 | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1390 expiring on 26DEC2024
Delta for 1390 CE is 0.11
Historical price for 1390 CE is as follows
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 2.95, which was 0.00 lower than the previous day. The implied volatity was 17.57, the open interest changed by -28 which decreased total open position to 374
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 2.95, which was -0.40 lower than the previous day. The implied volatity was 17.71, the open interest changed by 137 which increased total open position to 413
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 3.35, which was 0.20 higher than the previous day. The implied volatity was 17.91, the open interest changed by -1 which decreased total open position to 270
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 3.15, which was -1.90 lower than the previous day. The implied volatity was 19.04, the open interest changed by 50 which increased total open position to 271
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 5.05, which was -0.60 lower than the previous day. The implied volatity was 18.96, the open interest changed by 12 which increased total open position to 221
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 5.65, which was -0.35 lower than the previous day. The implied volatity was 18.65, the open interest changed by 144 which increased total open position to 204
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 6, which was 2.35 higher than the previous day. The implied volatity was 18.98, the open interest changed by 50 which increased total open position to 62
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 3.65, which was 0.20 higher than the previous day. The implied volatity was 19.08, the open interest changed by 38 which increased total open position to 50
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 3.45, which was 1.00 higher than the previous day. The implied volatity was 21.66, the open interest changed by 10 which increased total open position to 12
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 20.88, the open interest changed by 1 which increased total open position to 2
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 2.45, which was -2.90 lower than the previous day. The implied volatity was 20.88, the open interest changed by 1 which increased total open position to 2
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 5.35, 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 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 5.35, 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 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 5.35, 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 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 5.35, 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 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 5.35, 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 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 5.35, which was -9.90 lower than the previous day. The implied volatity was 19.77, the open interest changed by 0 which decreased total open position to 1
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 15.25, which was -5.85 lower than the previous day. The implied volatity was 24.66, 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 21.1, which was 0.00 lower than the previous day. The implied volatity was 3.80, 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 21.1, which was lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 26DEC2024 1390 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.64
Theta: 0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1308.40 | 77.8 | -3.05 | 18.10 | 1 | 0 | 1 |
| 2 Dec | 1304.65 | 80.85 | -22.55 | 18.44 | 1 | 0 | 0 |
| 29 Nov | 1300.10 | 103.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1286.35 | 103.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1300.70 | 103.4 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1304.95 | 103.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1300.95 | 103.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1278.05 | 103.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1250.55 | 103.4 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1249.10 | 103.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1249.10 | 103.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 103.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 103.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 103.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 103.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 103.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 103.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 103.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 103.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 103.4 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1390 expiring on 26DEC2024
Delta for 1390 PE is -0.88
Historical price for 1390 PE is as follows
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 77.8, which was -3.05 lower than the previous day. The implied volatity was 18.10, the open interest changed by 0 which decreased total open position to 1
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 80.85, which was -22.55 lower than the previous day. The implied volatity was 18.44, 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 103.4, 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 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 103.4, 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 103.4, 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 103.4, 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 103.4, 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 103.4, 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 103.4, 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 103.4, 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 103.4, 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 103.4, 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 103.4, 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 103.4, 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 103.4, 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 103.4, 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 103.4, 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 103.4, 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 103.4, 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 103.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
