ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1410 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.68
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 2.85 | 0.25 | 16.26 | 336 | 49 | 118 | |||
| 26 Dec | 1297.35 | 2.6 | -0.40 | 17.05 | 87 | 19 | 69 | |||
| 24 Dec | 1297.25 | 3 | -1.35 | 16.83 | 52 | 21 | 50 | |||
| 23 Dec | 1296.80 | 4.35 | -0.15 | 18.54 | 69 | -10 | 30 | |||
| 20 Dec | 1288.40 | 4.5 | -0.45 | 18.62 | 25 | 8 | 41 | |||
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| 19 Dec | 1286.90 | 4.95 | -3.15 | 19.20 | 12 | -1 | 32 | |||
| 18 Dec | 1314.15 | 8.1 | -5.65 | 17.94 | 13 | 7 | 32 | |||
| 17 Dec | 1333.75 | 13.75 | -4.20 | 18.97 | 19 | 9 | 25 | |||
| 16 Dec | 1346.10 | 17.95 | 2.00 | 19.58 | 20 | 8 | 9 | |||
| 13 Dec | 1344.90 | 15.95 | -1.50 | 17.27 | 1 | 0 | 0 | |||
| 12 Dec | 1329.25 | 17.45 | 0.00 | 3.47 | 0 | 0 | 0 | |||
| 11 Dec | 1327.50 | 17.45 | 0.00 | 3.52 | 0 | 0 | 0 | |||
| 10 Dec | 1330.45 | 17.45 | 0.00 | 3.26 | 0 | 0 | 0 | |||
| 9 Dec | 1322.30 | 17.45 | 0.00 | 3.63 | 0 | 0 | 0 | |||
| 6 Dec | 1328.75 | 17.45 | 0.00 | 3.21 | 0 | 0 | 0 | |||
| 5 Dec | 1336.50 | 17.45 | 0.00 | 2.76 | 0 | 0 | 0 | |||
| 4 Dec | 1316.05 | 17.45 | 0.00 | 3.84 | 0 | 0 | 0 | |||
| 3 Dec | 1308.40 | 17.45 | 4.19 | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1410 expiring on 30JAN2025
Delta for 1410 CE is 0.10
Historical price for 1410 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 2.85, which was 0.25 higher than the previous day. The implied volatity was 16.26, the open interest changed by 49 which increased total open position to 118
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 2.6, which was -0.40 lower than the previous day. The implied volatity was 17.05, the open interest changed by 19 which increased total open position to 69
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 3, which was -1.35 lower than the previous day. The implied volatity was 16.83, the open interest changed by 21 which increased total open position to 50
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 4.35, which was -0.15 lower than the previous day. The implied volatity was 18.54, the open interest changed by -10 which decreased total open position to 30
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 4.5, which was -0.45 lower than the previous day. The implied volatity was 18.62, the open interest changed by 8 which increased total open position to 41
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 4.95, which was -3.15 lower than the previous day. The implied volatity was 19.20, the open interest changed by -1 which decreased total open position to 32
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 8.1, which was -5.65 lower than the previous day. The implied volatity was 17.94, the open interest changed by 7 which increased total open position to 32
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 13.75, which was -4.20 lower than the previous day. The implied volatity was 18.97, the open interest changed by 9 which increased total open position to 25
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 17.95, which was 2.00 higher than the previous day. The implied volatity was 19.58, the open interest changed by 8 which increased total open position to 9
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 15.95, which was -1.50 lower than the previous day. The implied volatity was 17.27, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 17.45, which was 0.00 lower than the previous day. The implied volatity was 3.47, 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 17.45, which was 0.00 lower than the previous day. The implied volatity was 3.52, 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 17.45, which was 0.00 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 17.45, which was 0.00 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 17.45, which was 0.00 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 17.45, which was 0.00 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 17.45, which was 0.00 lower than the previous day. The implied volatity was 3.84, 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 17.45, which was lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 30JAN2025 1410 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.97
Theta: 0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 96.2 | 5.25 | 21.03 | 4 | 0 | 2 |
| 26 Dec | 1297.35 | 90.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 1297.25 | 90.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 1296.80 | 90.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 1288.40 | 90.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1286.90 | 90.95 | 0.00 | 0.00 | 0 | 2 | 0 |
| 18 Dec | 1314.15 | 90.95 | -32.50 | 22.65 | 2 | 1 | 1 |
| 17 Dec | 1333.75 | 123.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1346.10 | 123.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1344.90 | 123.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 123.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 123.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 123.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 123.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 123.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 123.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1316.05 | 123.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1308.40 | 123.45 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1410 expiring on 30JAN2025
Delta for 1410 PE is -0.84
Historical price for 1410 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 96.2, which was 5.25 higher than the previous day. The implied volatity was 21.03, the open interest changed by 0 which decreased total open position to 2
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 90.95, 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 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 90.95, 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 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 90.95, 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 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 90.95, 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 90.95, 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 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 90.95, which was -32.50 lower than the previous day. The implied volatity was 22.65, the open interest changed by 1 which increased total open position to 1
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 123.45, 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 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 123.45, 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 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 123.45, 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 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 123.45, 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 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 123.45, 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 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 123.45, 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 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 123.45, 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 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 123.45, 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 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 123.45, 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 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 123.45, 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 123.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
