ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1400 CE | ||||||||||
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Delta: 0.12
Vega: 0.80
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 3.7 | 0.30 | 16.09 | 2,071 | 335 | 1,593 | |||
| 26 Dec | 1297.35 | 3.4 | -0.40 | 16.96 | 1,451 | 120 | 1,257 | |||
| 24 Dec | 1297.25 | 3.8 | -1.35 | 16.64 | 573 | 145 | 1,140 | |||
| 23 Dec | 1296.80 | 5.15 | -0.70 | 18.15 | 921 | 55 | 970 | |||
| 20 Dec | 1288.40 | 5.85 | -0.20 | 18.82 | 840 | 31 | 918 | |||
| 19 Dec | 1286.90 | 6.05 | -4.90 | 19.11 | 1,200 | 84 | 887 | |||
| 18 Dec | 1314.15 | 10.95 | -4.80 | 18.68 | 1,428 | 338 | 803 | |||
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| 17 Dec | 1333.75 | 15.75 | -5.00 | 18.60 | 968 | -65 | 466 | |||
| 16 Dec | 1346.10 | 20.75 | 0.25 | 19.44 | 381 | 109 | 532 | |||
| 13 Dec | 1344.90 | 20.5 | 4.25 | 18.12 | 344 | 79 | 423 | |||
| 12 Dec | 1329.25 | 16.25 | 0.20 | 18.21 | 130 | 30 | 345 | |||
| 11 Dec | 1327.50 | 16.05 | -1.05 | 18.30 | 187 | 19 | 316 | |||
| 10 Dec | 1330.45 | 17.1 | 0.30 | 18.09 | 193 | 5 | 298 | |||
| 9 Dec | 1322.30 | 16.8 | -1.80 | 19.03 | 99 | 41 | 291 | |||
| 6 Dec | 1328.75 | 18.6 | -1.15 | 18.40 | 90 | 9 | 251 | |||
| 5 Dec | 1336.50 | 19.75 | 5.10 | 17.48 | 97 | 7 | 242 | |||
| 4 Dec | 1316.05 | 14.65 | 0.50 | 17.93 | 48 | 8 | 235 | |||
| 3 Dec | 1308.40 | 14.15 | 0.75 | 18.78 | 44 | 27 | 227 | |||
| 2 Dec | 1304.65 | 13.4 | 1.90 | 18.61 | 241 | 195 | 200 | |||
| 29 Nov | 1300.10 | 11.5 | 17.49 | 5 | 4 | 4 | ||||
For Icici Bank Ltd. - strike price 1400 expiring on 30JAN2025
Delta for 1400 CE is 0.12
Historical price for 1400 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 3.7, which was 0.30 higher than the previous day. The implied volatity was 16.09, the open interest changed by 335 which increased total open position to 1593
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 3.4, which was -0.40 lower than the previous day. The implied volatity was 16.96, the open interest changed by 120 which increased total open position to 1257
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 3.8, which was -1.35 lower than the previous day. The implied volatity was 16.64, the open interest changed by 145 which increased total open position to 1140
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 5.15, which was -0.70 lower than the previous day. The implied volatity was 18.15, the open interest changed by 55 which increased total open position to 970
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 5.85, which was -0.20 lower than the previous day. The implied volatity was 18.82, the open interest changed by 31 which increased total open position to 918
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 6.05, which was -4.90 lower than the previous day. The implied volatity was 19.11, the open interest changed by 84 which increased total open position to 887
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 10.95, which was -4.80 lower than the previous day. The implied volatity was 18.68, the open interest changed by 338 which increased total open position to 803
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 15.75, which was -5.00 lower than the previous day. The implied volatity was 18.60, the open interest changed by -65 which decreased total open position to 466
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 20.75, which was 0.25 higher than the previous day. The implied volatity was 19.44, the open interest changed by 109 which increased total open position to 532
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 20.5, which was 4.25 higher than the previous day. The implied volatity was 18.12, the open interest changed by 79 which increased total open position to 423
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 16.25, which was 0.20 higher than the previous day. The implied volatity was 18.21, the open interest changed by 30 which increased total open position to 345
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 16.05, which was -1.05 lower than the previous day. The implied volatity was 18.30, the open interest changed by 19 which increased total open position to 316
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 17.1, which was 0.30 higher than the previous day. The implied volatity was 18.09, the open interest changed by 5 which increased total open position to 298
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 16.8, which was -1.80 lower than the previous day. The implied volatity was 19.03, the open interest changed by 41 which increased total open position to 291
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 18.6, which was -1.15 lower than the previous day. The implied volatity was 18.40, the open interest changed by 9 which increased total open position to 251
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 19.75, which was 5.10 higher than the previous day. The implied volatity was 17.48, the open interest changed by 7 which increased total open position to 242
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 14.65, which was 0.50 higher than the previous day. The implied volatity was 17.93, the open interest changed by 8 which increased total open position to 235
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 14.15, which was 0.75 higher than the previous day. The implied volatity was 18.78, the open interest changed by 27 which increased total open position to 227
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 13.4, which was 1.90 higher than the previous day. The implied volatity was 18.61, the open interest changed by 195 which increased total open position to 200
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 11.5, which was lower than the previous day. The implied volatity was 17.49, the open interest changed by 4 which increased total open position to 4
| ICICIBANK 30JAN2025 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 1.06
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 87.55 | -8.45 | 20.75 | 102 | 21 | 112 |
| 26 Dec | 1297.35 | 96 | 3.00 | 20.45 | 81 | 26 | 90 |
| 24 Dec | 1297.25 | 93 | -3.00 | 19.18 | 43 | 21 | 64 |
| 23 Dec | 1296.80 | 96 | -9.00 | 20.85 | 20 | 5 | 43 |
| 20 Dec | 1288.40 | 105 | 1.45 | 24.79 | 21 | 5 | 39 |
| 19 Dec | 1286.90 | 103.55 | 20.15 | 21.91 | 13 | 1 | 33 |
| 18 Dec | 1314.15 | 83.4 | 16.40 | 22.65 | 13 | 7 | 31 |
| 17 Dec | 1333.75 | 67 | 6.00 | 19.85 | 22 | -4 | 23 |
| 16 Dec | 1346.10 | 61 | -2.70 | 20.02 | 28 | 3 | 26 |
| 13 Dec | 1344.90 | 63.7 | -9.40 | 21.89 | 19 | 12 | 22 |
| 12 Dec | 1329.25 | 73.1 | 2.10 | 21.74 | 1 | 0 | 9 |
| 11 Dec | 1327.50 | 71 | 0.00 | 19.47 | 1 | 0 | 8 |
| 10 Dec | 1330.45 | 71 | -5.70 | 20.71 | 1 | 0 | 7 |
| 9 Dec | 1322.30 | 76.7 | 4.70 | 20.87 | 5 | 2 | 6 |
| 6 Dec | 1328.75 | 72 | -2.00 | 20.20 | 4 | 1 | 3 |
| 5 Dec | 1336.50 | 74 | -41.80 | 23.65 | 2 | 1 | 1 |
| 4 Dec | 1316.05 | 115.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1308.40 | 115.8 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 115.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 115.8 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1400 expiring on 30JAN2025
Delta for 1400 PE is -0.82
Historical price for 1400 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 87.55, which was -8.45 lower than the previous day. The implied volatity was 20.75, the open interest changed by 21 which increased total open position to 112
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 96, which was 3.00 higher than the previous day. The implied volatity was 20.45, the open interest changed by 26 which increased total open position to 90
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 93, which was -3.00 lower than the previous day. The implied volatity was 19.18, the open interest changed by 21 which increased total open position to 64
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 96, which was -9.00 lower than the previous day. The implied volatity was 20.85, the open interest changed by 5 which increased total open position to 43
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 105, which was 1.45 higher than the previous day. The implied volatity was 24.79, the open interest changed by 5 which increased total open position to 39
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 103.55, which was 20.15 higher than the previous day. The implied volatity was 21.91, the open interest changed by 1 which increased total open position to 33
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 83.4, which was 16.40 higher than the previous day. The implied volatity was 22.65, the open interest changed by 7 which increased total open position to 31
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 67, which was 6.00 higher than the previous day. The implied volatity was 19.85, the open interest changed by -4 which decreased total open position to 23
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 61, which was -2.70 lower than the previous day. The implied volatity was 20.02, the open interest changed by 3 which increased total open position to 26
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 63.7, which was -9.40 lower than the previous day. The implied volatity was 21.89, the open interest changed by 12 which increased total open position to 22
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 73.1, which was 2.10 higher than the previous day. The implied volatity was 21.74, 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 71, which was 0.00 lower than the previous day. The implied volatity was 19.47, the open interest changed by 0 which decreased total open position to 8
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 71, which was -5.70 lower than the previous day. The implied volatity was 20.71, the open interest changed by 0 which decreased total open position to 7
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 76.7, which was 4.70 higher than the previous day. The implied volatity was 20.87, the open interest changed by 2 which increased total open position to 6
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 72, which was -2.00 lower than the previous day. The implied volatity was 20.20, the open interest changed by 1 which increased total open position to 3
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 74, which was -41.80 lower than the previous day. The implied volatity was 23.65, the open interest changed by 1 which increased total open position to 1
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 115.8, 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 115.8, 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 115.8, 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 115.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
