ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.09
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 0.45 | -0.35 | 30.68 | 1,381 | -307 | 3,024 | |||
| 19 Dec | 1286.90 | 0.8 | -0.60 | 31.84 | 1,924 | -109 | 3,342 | |||
| 18 Dec | 1314.15 | 1.4 | -0.75 | 25.92 | 2,234 | 193 | 3,456 | |||
| 17 Dec | 1333.75 | 2.15 | -1.00 | 22.34 | 3,022 | 196 | 3,283 | |||
| 16 Dec | 1346.10 | 3.15 | 0.00 | 20.82 | 4,305 | 335 | 3,087 | |||
| 13 Dec | 1344.90 | 3.15 | 1.10 | 17.53 | 4,727 | -92 | 2,763 | |||
| 12 Dec | 1329.25 | 2.05 | 0.10 | 18.04 | 2,122 | 117 | 2,858 | |||
| 11 Dec | 1327.50 | 1.95 | -0.70 | 17.66 | 1,538 | 123 | 2,738 | |||
| 10 Dec | 1330.45 | 2.65 | -0.05 | 17.77 | 2,237 | -39 | 2,620 | |||
| 9 Dec | 1322.30 | 2.7 | -1.00 | 18.86 | 1,750 | 351 | 2,665 | |||
| 6 Dec | 1328.75 | 3.7 | -1.20 | 17.72 | 6,922 | 96 | 2,315 | |||
| 5 Dec | 1336.50 | 4.9 | 2.20 | 17.29 | 6,220 | -559 | 2,221 | |||
| 4 Dec | 1316.05 | 2.7 | 0.35 | 17.66 | 2,288 | 196 | 2,792 | |||
| 3 Dec | 1308.40 | 2.35 | 0.00 | 18.09 | 2,719 | 320 | 2,593 | |||
| 2 Dec | 1304.65 | 2.35 | -0.20 | 18.19 | 2,563 | 617 | 2,284 | |||
| 29 Nov | 1300.10 | 2.55 | -0.05 | 18.08 | 1,217 | 97 | 1,663 | |||
| 28 Nov | 1286.35 | 2.6 | -1.70 | 19.51 | 1,820 | -52 | 1,565 | |||
| 27 Nov | 1300.70 | 4.3 | -0.15 | 19.43 | 1,712 | 505 | 1,613 | |||
| 26 Nov | 1304.95 | 4.45 | -0.70 | 18.78 | 899 | 128 | 1,106 | |||
| 25 Nov | 1300.95 | 5.15 | 2.05 | 19.68 | 2,101 | 699 | 972 | |||
| 22 Nov | 1278.05 | 3.1 | 0.75 | 19.56 | 545 | 91 | 364 | |||
| 21 Nov | 1250.55 | 2.35 | 0.25 | 20.94 | 686 | -65 | 274 | |||
| 20 Nov | 1249.10 | 2.1 | 0.00 | 21.29 | 127 | 40 | 340 | |||
| 19 Nov | 1249.10 | 2.1 | -0.05 | 21.29 | 127 | 41 | 340 | |||
| 18 Nov | 1253.45 | 2.15 | -0.65 | 20.03 | 90 | 22 | 299 | |||
| 14 Nov | 1256.95 | 2.8 | -0.95 | 19.21 | 99 | -15 | 279 | |||
| 13 Nov | 1253.70 | 3.75 | -0.80 | 20.47 | 117 | 24 | 294 | |||
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| 12 Nov | 1270.60 | 4.55 | 1.15 | 19.78 | 310 | 192 | 271 | |||
| 11 Nov | 1269.30 | 3.4 | -0.55 | 18.11 | 29 | 15 | 79 | |||
| 8 Nov | 1258.85 | 3.95 | -1.95 | 19.30 | 38 | 2 | 64 | |||
| 7 Nov | 1278.70 | 5.9 | -3.40 | 18.54 | 44 | -2 | 62 | |||
| 6 Nov | 1302.35 | 9.3 | 0.30 | 17.60 | 31 | 10 | 63 | |||
| 5 Nov | 1296.70 | 9 | -36.90 | 19.10 | 63 | 45 | 46 | |||
| 31 Oct | 1292.25 | 45.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1312.15 | 45.9 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1400 expiring on 26DEC2024
Delta for 1400 CE is 0.02
Historical price for 1400 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.45, which was -0.35 lower than the previous day. The implied volatity was 30.68, the open interest changed by -307 which decreased total open position to 3024
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.8, which was -0.60 lower than the previous day. The implied volatity was 31.84, the open interest changed by -109 which decreased total open position to 3342
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 1.4, which was -0.75 lower than the previous day. The implied volatity was 25.92, the open interest changed by 193 which increased total open position to 3456
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 2.15, which was -1.00 lower than the previous day. The implied volatity was 22.34, the open interest changed by 196 which increased total open position to 3283
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was 20.82, the open interest changed by 335 which increased total open position to 3087
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 3.15, which was 1.10 higher than the previous day. The implied volatity was 17.53, the open interest changed by -92 which decreased total open position to 2763
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 2.05, which was 0.10 higher than the previous day. The implied volatity was 18.04, the open interest changed by 117 which increased total open position to 2858
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 1.95, which was -0.70 lower than the previous day. The implied volatity was 17.66, the open interest changed by 123 which increased total open position to 2738
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 2.65, which was -0.05 lower than the previous day. The implied volatity was 17.77, the open interest changed by -39 which decreased total open position to 2620
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 2.7, which was -1.00 lower than the previous day. The implied volatity was 18.86, the open interest changed by 351 which increased total open position to 2665
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 3.7, which was -1.20 lower than the previous day. The implied volatity was 17.72, the open interest changed by 96 which increased total open position to 2315
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 4.9, which was 2.20 higher than the previous day. The implied volatity was 17.29, the open interest changed by -559 which decreased total open position to 2221
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 2.7, which was 0.35 higher than the previous day. The implied volatity was 17.66, the open interest changed by 196 which increased total open position to 2792
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 2.35, which was 0.00 lower than the previous day. The implied volatity was 18.09, the open interest changed by 320 which increased total open position to 2593
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 2.35, which was -0.20 lower than the previous day. The implied volatity was 18.19, the open interest changed by 617 which increased total open position to 2284
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 2.55, which was -0.05 lower than the previous day. The implied volatity was 18.08, the open interest changed by 97 which increased total open position to 1663
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 2.6, which was -1.70 lower than the previous day. The implied volatity was 19.51, the open interest changed by -52 which decreased total open position to 1565
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 4.3, which was -0.15 lower than the previous day. The implied volatity was 19.43, the open interest changed by 505 which increased total open position to 1613
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 4.45, which was -0.70 lower than the previous day. The implied volatity was 18.78, the open interest changed by 128 which increased total open position to 1106
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 5.15, which was 2.05 higher than the previous day. The implied volatity was 19.68, the open interest changed by 699 which increased total open position to 972
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 3.1, which was 0.75 higher than the previous day. The implied volatity was 19.56, the open interest changed by 91 which increased total open position to 364
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 2.35, which was 0.25 higher than the previous day. The implied volatity was 20.94, the open interest changed by -65 which decreased total open position to 274
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 21.29, the open interest changed by 40 which increased total open position to 340
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 2.1, which was -0.05 lower than the previous day. The implied volatity was 21.29, the open interest changed by 41 which increased total open position to 340
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 2.15, which was -0.65 lower than the previous day. The implied volatity was 20.03, the open interest changed by 22 which increased total open position to 299
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 2.8, which was -0.95 lower than the previous day. The implied volatity was 19.21, the open interest changed by -15 which decreased total open position to 279
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 3.75, which was -0.80 lower than the previous day. The implied volatity was 20.47, the open interest changed by 24 which increased total open position to 294
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 4.55, which was 1.15 higher than the previous day. The implied volatity was 19.78, the open interest changed by 192 which increased total open position to 271
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 3.4, which was -0.55 lower than the previous day. The implied volatity was 18.11, the open interest changed by 15 which increased total open position to 79
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 3.95, which was -1.95 lower than the previous day. The implied volatity was 19.30, the open interest changed by 2 which increased total open position to 64
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 5.9, which was -3.40 lower than the previous day. The implied volatity was 18.54, the open interest changed by -2 which decreased total open position to 62
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 9.3, which was 0.30 higher than the previous day. The implied volatity was 17.60, the open interest changed by 10 which increased total open position to 63
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 9, which was -36.90 lower than the previous day. The implied volatity was 19.10, the open interest changed by 45 which increased total open position to 46
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 45.9, 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 45.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 26DEC2024 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 0.43
Theta: -1.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 115.6 | 5.60 | 63.92 | 6 | -3 | 204 |
| 19 Dec | 1286.90 | 110 | 28.80 | 38.97 | 21 | -8 | 207 |
| 18 Dec | 1314.15 | 81.2 | 18.25 | 24.92 | 33 | -9 | 216 |
| 17 Dec | 1333.75 | 62.95 | 9.10 | 15.60 | 86 | -54 | 224 |
| 16 Dec | 1346.10 | 53.85 | -1.55 | 16.27 | 190 | 80 | 278 |
| 13 Dec | 1344.90 | 55.4 | -10.35 | 21.73 | 180 | 51 | 196 |
| 12 Dec | 1329.25 | 65.75 | -3.60 | 17.23 | 48 | 7 | 146 |
| 11 Dec | 1327.50 | 69.35 | -2.75 | 20.00 | 35 | -1 | 140 |
| 10 Dec | 1330.45 | 72.1 | -3.30 | 27.62 | 14 | 1 | 141 |
| 9 Dec | 1322.30 | 75.4 | 8.45 | 23.27 | 152 | -62 | 142 |
| 6 Dec | 1328.75 | 66.95 | 1.95 | 17.57 | 264 | 64 | 203 |
| 5 Dec | 1336.50 | 65 | -19.00 | 22.47 | 112 | -3 | 139 |
| 4 Dec | 1316.05 | 84 | -5.00 | 24.88 | 83 | 30 | 141 |
| 3 Dec | 1308.40 | 89 | -0.55 | 21.67 | 55 | 9 | 107 |
| 2 Dec | 1304.65 | 89.55 | -4.45 | 17.85 | 41 | -15 | 97 |
| 29 Nov | 1300.10 | 94 | -9.40 | 18.88 | 28 | 14 | 113 |
| 28 Nov | 1286.35 | 103.4 | 10.40 | 17.46 | 64 | 29 | 96 |
| 27 Nov | 1300.70 | 93 | 2.95 | 20.86 | 31 | 4 | 67 |
| 26 Nov | 1304.95 | 90.05 | -4.95 | 20.97 | 37 | 15 | 63 |
| 25 Nov | 1300.95 | 95 | -26.00 | 24.46 | 46 | 39 | 47 |
| 22 Nov | 1278.05 | 121 | -21.00 | 29.64 | 2 | 1 | 9 |
| 21 Nov | 1250.55 | 142 | 6.00 | 32.32 | 3 | 1 | 7 |
| 20 Nov | 1249.10 | 136 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1249.10 | 136 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 136 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 136 | 0.00 | 0.00 | 0 | 2 | 0 |
| 13 Nov | 1253.70 | 136 | 16.00 | 27.68 | 22 | 5 | 9 |
| 12 Nov | 1270.60 | 120 | -8.00 | 21.17 | 1 | 0 | 4 |
| 11 Nov | 1269.30 | 128 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 1258.85 | 128 | 25.00 | 21.32 | 6 | 1 | 4 |
| 7 Nov | 1278.70 | 103 | 14.00 | 12.65 | 1 | 0 | 4 |
| 6 Nov | 1302.35 | 89 | -21.00 | 20.23 | 2 | 0 | 3 |
| 5 Nov | 1296.70 | 110 | 40.00 | 27.97 | 2 | 1 | 2 |
| 31 Oct | 1292.25 | 70 | 0.00 | - | 0 | 0 | 1 |
| 30 Oct | 1312.15 | 70 | - | 1 | 0 | 1 | |
For Icici Bank Ltd. - strike price 1400 expiring on 26DEC2024
Delta for 1400 PE is -0.82
Historical price for 1400 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 115.6, which was 5.60 higher than the previous day. The implied volatity was 63.92, the open interest changed by -3 which decreased total open position to 204
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 110, which was 28.80 higher than the previous day. The implied volatity was 38.97, the open interest changed by -8 which decreased total open position to 207
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 81.2, which was 18.25 higher than the previous day. The implied volatity was 24.92, the open interest changed by -9 which decreased total open position to 216
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 62.95, which was 9.10 higher than the previous day. The implied volatity was 15.60, the open interest changed by -54 which decreased total open position to 224
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 53.85, which was -1.55 lower than the previous day. The implied volatity was 16.27, the open interest changed by 80 which increased total open position to 278
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 55.4, which was -10.35 lower than the previous day. The implied volatity was 21.73, the open interest changed by 51 which increased total open position to 196
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 65.75, which was -3.60 lower than the previous day. The implied volatity was 17.23, the open interest changed by 7 which increased total open position to 146
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 69.35, which was -2.75 lower than the previous day. The implied volatity was 20.00, the open interest changed by -1 which decreased total open position to 140
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 72.1, which was -3.30 lower than the previous day. The implied volatity was 27.62, the open interest changed by 1 which increased total open position to 141
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 75.4, which was 8.45 higher than the previous day. The implied volatity was 23.27, the open interest changed by -62 which decreased total open position to 142
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 66.95, which was 1.95 higher than the previous day. The implied volatity was 17.57, the open interest changed by 64 which increased total open position to 203
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 65, which was -19.00 lower than the previous day. The implied volatity was 22.47, the open interest changed by -3 which decreased total open position to 139
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 84, which was -5.00 lower than the previous day. The implied volatity was 24.88, the open interest changed by 30 which increased total open position to 141
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 89, which was -0.55 lower than the previous day. The implied volatity was 21.67, the open interest changed by 9 which increased total open position to 107
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 89.55, which was -4.45 lower than the previous day. The implied volatity was 17.85, the open interest changed by -15 which decreased total open position to 97
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 94, which was -9.40 lower than the previous day. The implied volatity was 18.88, the open interest changed by 14 which increased total open position to 113
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 103.4, which was 10.40 higher than the previous day. The implied volatity was 17.46, the open interest changed by 29 which increased total open position to 96
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 93, which was 2.95 higher than the previous day. The implied volatity was 20.86, the open interest changed by 4 which increased total open position to 67
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 90.05, which was -4.95 lower than the previous day. The implied volatity was 20.97, the open interest changed by 15 which increased total open position to 63
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 95, which was -26.00 lower than the previous day. The implied volatity was 24.46, the open interest changed by 39 which increased total open position to 47
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 121, which was -21.00 lower than the previous day. The implied volatity was 29.64, the open interest changed by 1 which increased total open position to 9
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 142, which was 6.00 higher than the previous day. The implied volatity was 32.32, the open interest changed by 1 which increased total open position to 7
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 136, 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 136, 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 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 136, 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 136, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 136, which was 16.00 higher than the previous day. The implied volatity was 27.68, the open interest changed by 5 which increased total open position to 9
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 120, which was -8.00 lower than the previous day. The implied volatity was 21.17, the open interest changed by 0 which decreased total open position to 4
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 128, 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 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 128, which was 25.00 higher than the previous day. The implied volatity was 21.32, the open interest changed by 1 which increased total open position to 4
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 103, which was 14.00 higher than the previous day. The implied volatity was 12.65, the open interest changed by 0 which decreased total open position to 4
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 89, which was -21.00 lower than the previous day. The implied volatity was 20.23, the open interest changed by 0 which decreased total open position to 3
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 110, which was 40.00 higher than the previous day. The implied volatity was 27.97, the open interest changed by 1 which increased total open position to 2
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 70, 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 70, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
