ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
03 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1410 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.43
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1308.40 | 1.8 | 0.10 | 18.42 | 701 | 119 | 473 | |||
| 2 Dec | 1304.65 | 1.7 | -0.25 | 18.26 | 495 | 188 | 371 | |||
| 29 Nov | 1300.10 | 1.95 | -0.05 | 18.32 | 511 | 97 | 182 | |||
| 28 Nov | 1286.35 | 2 | -1.45 | 19.64 | 136 | -3 | 85 | |||
| 27 Nov | 1300.70 | 3.45 | -0.45 | 19.79 | 3 | 2 | 88 | |||
| 26 Nov | 1304.95 | 3.9 | -0.10 | 19.50 | 89 | 43 | 86 | |||
| 25 Nov | 1300.95 | 4 | -12.60 | 19.55 | 52 | 46 | 46 | |||
| 22 Nov | 1278.05 | 16.6 | 0.00 | 7.74 | 0 | 0 | 0 | |||
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| 13 Nov | 1253.70 | 16.6 | 0.00 | 7.89 | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 16.6 | 0.00 | 7.13 | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 16.6 | 6.21 | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1410 expiring on 26DEC2024
Delta for 1410 CE is 0.07
Historical price for 1410 CE is as follows
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 1.8, which was 0.10 higher than the previous day. The implied volatity was 18.42, the open interest changed by 119 which increased total open position to 473
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was 18.26, the open interest changed by 188 which increased total open position to 371
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 18.32, the open interest changed by 97 which increased total open position to 182
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 2, which was -1.45 lower than the previous day. The implied volatity was 19.64, the open interest changed by -3 which decreased total open position to 85
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 3.45, which was -0.45 lower than the previous day. The implied volatity was 19.79, the open interest changed by 2 which increased total open position to 88
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 3.9, which was -0.10 lower than the previous day. The implied volatity was 19.50, the open interest changed by 43 which increased total open position to 86
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 4, which was -12.60 lower than the previous day. The implied volatity was 19.55, the open interest changed by 46 which increased total open position to 46
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 16.6, which was 0.00 lower than the previous day. The implied volatity was 7.74, 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 16.6, which was 0.00 lower than the previous day. The implied volatity was 7.89, 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 16.6, which was 0.00 lower than the previous day. The implied volatity was 7.13, 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 16.6, which was lower than the previous day. The implied volatity was 6.21, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 26DEC2024 1410 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1308.40 | 118.7 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 118.7 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 118.7 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1286.35 | 118.7 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1300.70 | 118.7 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1304.95 | 118.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1300.95 | 118.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1278.05 | 118.7 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 118.7 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 118.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 118.7 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1410 expiring on 26DEC2024
Delta for 1410 PE is -
Historical price for 1410 PE is as follows
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 118.7, 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 118.7, 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 118.7, 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 118.7, 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 118.7, 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 118.7, 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 118.7, 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 118.7, 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 118.7, 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 118.7, 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 118.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
