ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.08
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 | -0.10 | 35.27 | 196 | -89 | 579 | |||
| 19 Dec | 1286.90 | 0.55 | -0.20 | 34.19 | 581 | -244 | 677 | |||
| 18 Dec | 1314.15 | 0.75 | -0.25 | 27.19 | 487 | -169 | 934 | |||
| 17 Dec | 1333.75 | 1 | -0.45 | 23.02 | 1,393 | 24 | 1,120 | |||
| 16 Dec | 1346.10 | 1.45 | -0.10 | 21.28 | 1,345 | -15 | 1,086 | |||
| 13 Dec | 1344.90 | 1.55 | 0.55 | 18.34 | 1,349 | 57 | 1,107 | |||
| 12 Dec | 1329.25 | 1 | 0.00 | 18.75 | 547 | 7 | 1,054 | |||
| 11 Dec | 1327.50 | 1 | -0.30 | 18.52 | 628 | -2 | 1,059 | |||
| 10 Dec | 1330.45 | 1.3 | -0.10 | 18.25 | 646 | 5 | 1,067 | |||
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| 9 Dec | 1322.30 | 1.4 | -0.60 | 19.32 | 975 | -52 | 1,064 | |||
| 6 Dec | 1328.75 | 2 | -0.75 | 18.16 | 1,565 | -170 | 1,124 | |||
| 5 Dec | 1336.50 | 2.75 | 1.25 | 17.78 | 3,059 | -986 | 1,307 | |||
| 4 Dec | 1316.05 | 1.5 | 0.15 | 18.19 | 1,015 | -3 | 2,295 | |||
| 3 Dec | 1308.40 | 1.35 | 0.10 | 18.68 | 748 | 49 | 2,299 | |||
| 2 Dec | 1304.65 | 1.25 | -0.20 | 18.43 | 1,989 | 589 | 2,271 | |||
| 29 Nov | 1300.10 | 1.45 | -0.15 | 18.42 | 2,413 | 1,115 | 1,679 | |||
| 28 Nov | 1286.35 | 1.6 | -1.25 | 19.96 | 952 | 407 | 568 | |||
| 27 Nov | 1300.70 | 2.85 | -0.05 | 20.08 | 150 | 47 | 161 | |||
| 26 Nov | 1304.95 | 2.9 | -0.55 | 19.35 | 58 | 18 | 112 | |||
| 25 Nov | 1300.95 | 3.45 | -0.10 | 20.22 | 111 | 91 | 93 | |||
| 22 Nov | 1278.05 | 3.55 | -0.05 | 22.77 | 1 | 0 | 2 | |||
| 13 Nov | 1253.70 | 3.6 | -0.85 | 22.45 | 5 | 1 | 2 | |||
| 12 Nov | 1270.60 | 4.45 | -0.80 | 21.89 | 4 | 0 | 1 | |||
| 7 Nov | 1278.70 | 5.25 | 20.15 | 16 | 1 | 1 | ||||
For Icici Bank Ltd. - strike price 1420 expiring on 26DEC2024
Delta for 1420 CE is 0.02
Historical price for 1420 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 35.27, the open interest changed by -89 which decreased total open position to 579
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 34.19, the open interest changed by -244 which decreased total open position to 677
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 27.19, the open interest changed by -169 which decreased total open position to 934
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 23.02, the open interest changed by 24 which increased total open position to 1120
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 1.45, which was -0.10 lower than the previous day. The implied volatity was 21.28, the open interest changed by -15 which decreased total open position to 1086
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 1.55, which was 0.55 higher than the previous day. The implied volatity was 18.34, the open interest changed by 57 which increased total open position to 1107
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 18.75, the open interest changed by 7 which increased total open position to 1054
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 18.52, the open interest changed by -2 which decreased total open position to 1059
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 1.3, which was -0.10 lower than the previous day. The implied volatity was 18.25, the open interest changed by 5 which increased total open position to 1067
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 1.4, which was -0.60 lower than the previous day. The implied volatity was 19.32, the open interest changed by -52 which decreased total open position to 1064
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 2, which was -0.75 lower than the previous day. The implied volatity was 18.16, the open interest changed by -170 which decreased total open position to 1124
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 2.75, which was 1.25 higher than the previous day. The implied volatity was 17.78, the open interest changed by -986 which decreased total open position to 1307
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was 18.19, the open interest changed by -3 which decreased total open position to 2295
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 1.35, which was 0.10 higher than the previous day. The implied volatity was 18.68, the open interest changed by 49 which increased total open position to 2299
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 1.25, which was -0.20 lower than the previous day. The implied volatity was 18.43, the open interest changed by 589 which increased total open position to 2271
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 18.42, the open interest changed by 1115 which increased total open position to 1679
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 1.6, which was -1.25 lower than the previous day. The implied volatity was 19.96, the open interest changed by 407 which increased total open position to 568
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 2.85, which was -0.05 lower than the previous day. The implied volatity was 20.08, the open interest changed by 47 which increased total open position to 161
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 2.9, which was -0.55 lower than the previous day. The implied volatity was 19.35, the open interest changed by 18 which increased total open position to 112
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 3.45, which was -0.10 lower than the previous day. The implied volatity was 20.22, the open interest changed by 91 which increased total open position to 93
On 22 Nov ICICIBANK was trading at 1278.05. The strike last trading price was 3.55, which was -0.05 lower than the previous day. The implied volatity was 22.77, the open interest changed by 0 which decreased total open position to 2
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 3.6, which was -0.85 lower than the previous day. The implied volatity was 22.45, the open interest changed by 1 which increased total open position to 2
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 4.45, which was -0.80 lower than the previous day. The implied volatity was 21.89, the open interest changed by 0 which decreased total open position to 1
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was 20.15, the open interest changed by 1 which increased total open position to 1
| ICICIBANK 26DEC2024 1420 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 | 73 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1286.90 | 73 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1314.15 | 73 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1333.75 | 73 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 1346.10 | 73 | -13.50 | 17.12 | 2 | 0 | 1 |
| 13 Dec | 1344.90 | 86.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 86.5 | -8.50 | 23.13 | 1 | 0 | 1 |
| 11 Dec | 1327.50 | 95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 95 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 1316.05 | 95 | -9.40 | - | 1 | 0 | 0 |
| 3 Dec | 1308.40 | 104.4 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 104.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 104.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1286.35 | 104.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1300.70 | 104.4 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1304.95 | 104.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1300.95 | 104.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1278.05 | 104.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 104.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 104.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 104.4 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1420 expiring on 26DEC2024
Delta for 1420 PE is 0.00
Historical price for 1420 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 73, 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 73, 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 73, 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 73, 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 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 73, which was -13.50 lower than the previous day. The implied volatity was 17.12, the open interest changed by 0 which decreased total open position to 1
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 86.5, 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 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 86.5, which was -8.50 lower than the previous day. The implied volatity was 23.13, the open interest changed by 0 which decreased total open position to 1
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 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 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 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 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 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 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 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 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 95, 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 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 95, which was -9.40 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 104.4, 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 104.4, 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 104.4, 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 104.4, 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 104.4, 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 104.4, 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 104.4, 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 104.4, 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 104.4, 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 104.4, 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 104.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
