ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1390 CE | ||||||||||
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Delta: 0.03
Vega: 0.12
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 | -0.20 | 29.72 | 529 | -112 | 954 | |||
| 19 Dec | 1286.90 | 0.8 | -0.95 | 29.50 | 781 | 49 | 1,093 | |||
| 18 Dec | 1314.15 | 1.75 | -1.25 | 24.72 | 1,582 | -31 | 1,045 | |||
| 17 Dec | 1333.75 | 3 | -1.40 | 21.77 | 2,143 | 33 | 1,081 | |||
| 16 Dec | 1346.10 | 4.4 | 0.00 | 20.36 | 2,161 | 152 | 1,064 | |||
| 13 Dec | 1344.90 | 4.4 | 1.60 | 17.05 | 2,585 | 152 | 911 | |||
| 12 Dec | 1329.25 | 2.8 | 0.15 | 17.47 | 1,350 | -79 | 771 | |||
| 11 Dec | 1327.50 | 2.65 | -1.00 | 17.10 | 1,253 | 48 | 857 | |||
| 10 Dec | 1330.45 | 3.65 | 0.05 | 17.40 | 1,330 | 114 | 817 | |||
| 9 Dec | 1322.30 | 3.6 | -1.25 | 18.46 | 1,082 | 54 | 701 | |||
| 6 Dec | 1328.75 | 4.85 | -1.55 | 17.35 | 1,992 | 103 | 648 | |||
| 5 Dec | 1336.50 | 6.4 | 3.00 | 16.97 | 2,023 | 155 | 548 | |||
| 4 Dec | 1316.05 | 3.4 | 0.45 | 17.10 | 841 | 24 | 394 | |||
| 3 Dec | 1308.40 | 2.95 | 0.00 | 17.57 | 541 | -28 | 374 | |||
| 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 | |||
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| 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 0.03
Historical price for 1390 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 29.72, the open interest changed by -112 which decreased total open position to 954
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.8, which was -0.95 lower than the previous day. The implied volatity was 29.50, the open interest changed by 49 which increased total open position to 1093
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 1.75, which was -1.25 lower than the previous day. The implied volatity was 24.72, the open interest changed by -31 which decreased total open position to 1045
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 3, which was -1.40 lower than the previous day. The implied volatity was 21.77, the open interest changed by 33 which increased total open position to 1081
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 4.4, which was 0.00 lower than the previous day. The implied volatity was 20.36, the open interest changed by 152 which increased total open position to 1064
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 4.4, which was 1.60 higher than the previous day. The implied volatity was 17.05, the open interest changed by 152 which increased total open position to 911
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 2.8, which was 0.15 higher than the previous day. The implied volatity was 17.47, the open interest changed by -79 which decreased total open position to 771
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 2.65, which was -1.00 lower than the previous day. The implied volatity was 17.10, the open interest changed by 48 which increased total open position to 857
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 3.65, which was 0.05 higher than the previous day. The implied volatity was 17.40, the open interest changed by 114 which increased total open position to 817
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 3.6, which was -1.25 lower than the previous day. The implied volatity was 18.46, the open interest changed by 54 which increased total open position to 701
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 4.85, which was -1.55 lower than the previous day. The implied volatity was 17.35, the open interest changed by 103 which increased total open position to 648
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 6.4, which was 3.00 higher than the previous day. The implied volatity was 16.97, the open interest changed by 155 which increased total open position to 548
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 3.4, which was 0.45 higher than the previous day. The implied volatity was 17.10, the open interest changed by 24 which increased total open position to 394
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 51.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1286.90 | 51.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1314.15 | 51.35 | 0.00 | 0.00 | 0 | 3 | 0 |
| 17 Dec | 1333.75 | 51.35 | 6.15 | - | 6 | 2 | 15 |
| 16 Dec | 1346.10 | 45.2 | -8.20 | 17.03 | 19 | 5 | 13 |
| 13 Dec | 1344.90 | 53.4 | 0.00 | 0.00 | 0 | -1 | 0 |
| 12 Dec | 1329.25 | 53.4 | -7.30 | - | 1 | 0 | 9 |
| 11 Dec | 1327.50 | 60.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 60.7 | -4.70 | 23.40 | 1 | 0 | 9 |
| 9 Dec | 1322.30 | 65.4 | 9.65 | 21.06 | 1 | 0 | 10 |
| 6 Dec | 1328.75 | 55.75 | 0.50 | 13.78 | 8 | 4 | 10 |
| 5 Dec | 1336.50 | 55.25 | -19.80 | 20.41 | 5 | 2 | 5 |
| 4 Dec | 1316.05 | 75.05 | -2.75 | 23.97 | 2 | 0 | 2 |
| 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 0.00
Historical price for 1390 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 51.35, 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 51.35, 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 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 51.35, 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 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 51.35, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 15
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 45.2, which was -8.20 lower than the previous day. The implied volatity was 17.03, the open interest changed by 5 which increased total open position to 13
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 53.4, 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 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 53.4, which was -7.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 60.7, 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 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 60.7, which was -4.70 lower than the previous day. The implied volatity was 23.40, the open interest changed by 0 which decreased total open position to 9
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 65.4, which was 9.65 higher than the previous day. The implied volatity was 21.06, the open interest changed by 0 which decreased total open position to 10
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 55.75, which was 0.50 higher than the previous day. The implied volatity was 13.78, the open interest changed by 4 which increased total open position to 10
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 55.25, which was -19.80 lower than the previous day. The implied volatity was 20.41, the open interest changed by 2 which increased total open position to 5
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 75.05, which was -2.75 lower than the previous day. The implied volatity was 23.97, the open interest changed by 0 which decreased total open position to 2
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
