ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1410 CE | ||||||||||
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Delta: 0.02
Vega: 0.08
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 0.4 | -0.20 | 32.41 | 211 | -37 | 481 | |||
| 19 Dec | 1286.90 | 0.6 | -0.45 | 32.50 | 505 | -31 | 528 | |||
| 18 Dec | 1314.15 | 1.05 | -0.45 | 26.69 | 585 | -54 | 558 | |||
| 17 Dec | 1333.75 | 1.5 | -0.70 | 22.77 | 1,132 | -24 | 616 | |||
| 16 Dec | 1346.10 | 2.2 | -0.05 | 21.17 | 1,121 | 69 | 644 | |||
| 13 Dec | 1344.90 | 2.25 | 0.80 | 18.02 | 1,267 | 22 | 574 | |||
| 12 Dec | 1329.25 | 1.45 | 0.05 | 18.44 | 497 | -13 | 555 | |||
| 11 Dec | 1327.50 | 1.4 | -0.55 | 18.10 | 387 | -29 | 566 | |||
| 10 Dec | 1330.45 | 1.95 | -0.05 | 18.21 | 574 | -74 | 599 | |||
| 9 Dec | 1322.30 | 2 | -0.75 | 19.20 | 513 | 11 | 672 | |||
| 6 Dec | 1328.75 | 2.75 | -0.95 | 17.97 | 1,610 | 187 | 662 | |||
| 5 Dec | 1336.50 | 3.7 | 1.70 | 17.56 | 939 | 22 | 476 | |||
| 4 Dec | 1316.05 | 2 | 0.20 | 17.89 | 424 | -17 | 457 | |||
| 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 0.02
Historical price for 1410 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 32.41, the open interest changed by -37 which decreased total open position to 481
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.6, which was -0.45 lower than the previous day. The implied volatity was 32.50, the open interest changed by -31 which decreased total open position to 528
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 26.69, the open interest changed by -54 which decreased total open position to 558
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 1.5, which was -0.70 lower than the previous day. The implied volatity was 22.77, the open interest changed by -24 which decreased total open position to 616
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 2.2, which was -0.05 lower than the previous day. The implied volatity was 21.17, the open interest changed by 69 which increased total open position to 644
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 2.25, which was 0.80 higher than the previous day. The implied volatity was 18.02, the open interest changed by 22 which increased total open position to 574
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 18.44, the open interest changed by -13 which decreased total open position to 555
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was 18.10, the open interest changed by -29 which decreased total open position to 566
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 18.21, the open interest changed by -74 which decreased total open position to 599
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 2, which was -0.75 lower than the previous day. The implied volatity was 19.20, the open interest changed by 11 which increased total open position to 672
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 2.75, which was -0.95 lower than the previous day. The implied volatity was 17.97, the open interest changed by 187 which increased total open position to 662
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 3.7, which was 1.70 higher than the previous day. The implied volatity was 17.56, the open interest changed by 22 which increased total open position to 476
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 2, which was 0.20 higher than the previous day. The implied volatity was 17.89, the open interest changed by -17 which decreased total open position to 457
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: 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 | 74.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1286.90 | 74.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1314.15 | 74.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1333.75 | 74.95 | 13.00 | 25.61 | 2 | 0 | 5 |
| 16 Dec | 1346.10 | 61.95 | -8.05 | - | 6 | -1 | 4 |
| 13 Dec | 1344.90 | 70 | -8.85 | 30.66 | 1 | 0 | 4 |
| 12 Dec | 1329.25 | 78.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 78.85 | -0.85 | 21.10 | 2 | 0 | 4 |
| 10 Dec | 1330.45 | 79.7 | 12.05 | 26.97 | 2 | 0 | 4 |
| 9 Dec | 1322.30 | 67.65 | 0.00 | 0.00 | 0 | 2 | 0 |
| 6 Dec | 1328.75 | 67.65 | -11.70 | - | 2 | 0 | 2 |
| 5 Dec | 1336.50 | 79.35 | -39.35 | 29.07 | 3 | 1 | 1 |
| 4 Dec | 1316.05 | 118.7 | 0.00 | - | 0 | 0 | 0 |
| 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 0.00
Historical price for 1410 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 74.95, 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 74.95, 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 74.95, 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 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 74.95, which was 13.00 higher than the previous day. The implied volatity was 25.61, the open interest changed by 0 which decreased total open position to 5
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 61.95, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 4
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 70, which was -8.85 lower than the previous day. The implied volatity was 30.66, the open interest changed by 0 which decreased total open position to 4
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 78.85, 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 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 78.85, which was -0.85 lower than the previous day. The implied volatity was 21.10, the open interest changed by 0 which decreased total open position to 4
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 79.7, which was 12.05 higher than the previous day. The implied volatity was 26.97, the open interest changed by 0 which decreased total open position to 4
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 67.65, 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 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 67.65, which was -11.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 79.35, which was -39.35 lower than the previous day. The implied volatity was 29.07, 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 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 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
