ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.57
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 2.2 | 0.05 | 16.46 | 684 | 179 | 495 | |||
| 26 Dec | 1297.35 | 2.15 | -0.15 | 17.46 | 167 | 30 | 316 | |||
| 24 Dec | 1297.25 | 2.3 | -1.40 | 16.91 | 301 | 174 | 286 | |||
| 23 Dec | 1296.80 | 3.7 | -0.40 | 18.95 | 64 | 5 | 113 | |||
| 20 Dec | 1288.40 | 4.1 | -0.15 | 19.33 | 88 | 7 | 108 | |||
| 19 Dec | 1286.90 | 4.25 | -3.25 | 19.57 | 152 | 40 | 96 | |||
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| 18 Dec | 1314.15 | 7.5 | -3.30 | 18.79 | 117 | -20 | 56 | |||
| 17 Dec | 1333.75 | 10.8 | -4.45 | 18.47 | 43 | 14 | 71 | |||
| 16 Dec | 1346.10 | 15.25 | 1.25 | 19.56 | 58 | 48 | 54 | |||
| 13 Dec | 1344.90 | 14 | 2.20 | 17.68 | 2 | 0 | 5 | |||
| 12 Dec | 1329.25 | 11.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1327.50 | 11.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1330.45 | 11.8 | -1.70 | 17.88 | 3 | 0 | 5 | |||
| 9 Dec | 1322.30 | 13.5 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 6 Dec | 1328.75 | 13.5 | -1.00 | 18.38 | 2 | 0 | 3 | |||
| 5 Dec | 1336.50 | 14.5 | 5.50 | 17.55 | 1 | 0 | 2 | |||
| 4 Dec | 1316.05 | 9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1308.40 | 9 | 0.00 | 0 | 2 | 0 | ||||
For Icici Bank Ltd. - strike price 1420 expiring on 30JAN2025
Delta for 1420 CE is 0.08
Historical price for 1420 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 2.2, which was 0.05 higher than the previous day. The implied volatity was 16.46, the open interest changed by 179 which increased total open position to 495
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 2.15, which was -0.15 lower than the previous day. The implied volatity was 17.46, the open interest changed by 30 which increased total open position to 316
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 2.3, which was -1.40 lower than the previous day. The implied volatity was 16.91, the open interest changed by 174 which increased total open position to 286
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 3.7, which was -0.40 lower than the previous day. The implied volatity was 18.95, the open interest changed by 5 which increased total open position to 113
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 4.1, which was -0.15 lower than the previous day. The implied volatity was 19.33, the open interest changed by 7 which increased total open position to 108
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 4.25, which was -3.25 lower than the previous day. The implied volatity was 19.57, the open interest changed by 40 which increased total open position to 96
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 7.5, which was -3.30 lower than the previous day. The implied volatity was 18.79, the open interest changed by -20 which decreased total open position to 56
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 10.8, which was -4.45 lower than the previous day. The implied volatity was 18.47, the open interest changed by 14 which increased total open position to 71
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 15.25, which was 1.25 higher than the previous day. The implied volatity was 19.56, the open interest changed by 48 which increased total open position to 54
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 14, which was 2.20 higher than the previous day. The implied volatity was 17.68, the open interest changed by 0 which decreased total open position to 5
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 11.8, 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 11.8, 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 11.8, which was -1.70 lower than the previous day. The implied volatity was 17.88, the open interest changed by 0 which decreased total open position to 5
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 13.5, 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 13.5, which was -1.00 lower than the previous day. The implied volatity was 18.38, the open interest changed by 0 which decreased total open position to 3
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 14.5, which was 5.50 higher than the previous day. The implied volatity was 17.55, the open interest changed by 0 which decreased total open position to 2
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 9, 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 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 9, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
| ICICIBANK 30JAN2025 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 27 Dec | 1307.55 | 86.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 1297.35 | 86.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 1297.25 | 86.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 1296.80 | 86.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 1288.40 | 86.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1286.90 | 86.55 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Dec | 1314.15 | 86.55 | -43.65 | 7.54 | 1 | 0 | 0 |
| 17 Dec | 1333.75 | 130.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1346.10 | 130.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1344.90 | 130.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 130.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 130.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 130.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 130.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 130.2 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 130.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1316.05 | 130.2 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1308.40 | 130.2 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1420 expiring on 30JAN2025
Delta for 1420 PE is 0.00
Historical price for 1420 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 86.55, 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 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 86.55, 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 86.55, 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 86.55, 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 86.55, 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 86.55, 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 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 86.55, which was -43.65 lower than the previous day. The implied volatity was 7.54, 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 130.2, 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 130.2, 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 130.2, 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 130.2, 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 130.2, 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 130.2, 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 130.2, 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 130.2, 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 130.2, 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 130.2, 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 130.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
