ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.05
Theta: -0.16
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 0.25 | -0.10 | 36.59 | 172 | -6 | 1,851 | |||
| 19 Dec | 1286.90 | 0.35 | -0.10 | 35.93 | 441 | -64 | 1,860 | |||
| 18 Dec | 1314.15 | 0.45 | -0.05 | 28.88 | 334 | -67 | 1,924 | |||
| 17 Dec | 1333.75 | 0.5 | -0.10 | 24.09 | 429 | -13 | 2,013 | |||
| 16 Dec | 1346.10 | 0.6 | -0.10 | 21.56 | 813 | 58 | 2,026 | |||
| 13 Dec | 1344.90 | 0.7 | 0.15 | 18.90 | 481 | -81 | 1,968 | |||
| 12 Dec | 1329.25 | 0.55 | 0.10 | 19.89 | 230 | -3 | 2,050 | |||
| 11 Dec | 1327.50 | 0.45 | -0.25 | 18.96 | 269 | -54 | 2,053 | |||
| 10 Dec | 1330.45 | 0.7 | -0.05 | 19.14 | 253 | 33 | 2,108 | |||
| 9 Dec | 1322.30 | 0.75 | -0.35 | 19.98 | 440 | -99 | 2,075 | |||
| 6 Dec | 1328.75 | 1.1 | -0.40 | 18.75 | 1,459 | -114 | 2,180 | |||
| 5 Dec | 1336.50 | 1.5 | 0.55 | 18.24 | 3,088 | 1,277 | 2,295 | |||
| 4 Dec | 1316.05 | 0.95 | 0.10 | 19.20 | 462 | 35 | 1,019 | |||
| 3 Dec | 1308.40 | 0.85 | 0.10 | 19.58 | 357 | 64 | 986 | |||
| 2 Dec | 1304.65 | 0.75 | -0.25 | 19.15 | 813 | 314 | 927 | |||
|
|
||||||||||
| 29 Nov | 1300.10 | 1 | -0.25 | 19.46 | 1,083 | 222 | 624 | |||
| 28 Nov | 1286.35 | 1.25 | -0.75 | 21.34 | 522 | 93 | 402 | |||
| 27 Nov | 1300.70 | 2 | -0.10 | 20.96 | 360 | 184 | 309 | |||
| 26 Nov | 1304.95 | 2.1 | -0.30 | 20.38 | 168 | 36 | 124 | |||
| 25 Nov | 1300.95 | 2.4 | 20.95 | 146 | 84 | 85 | ||||
For Icici Bank Ltd. - strike price 1440 expiring on 26DEC2024
Delta for 1440 CE is 0.01
Historical price for 1440 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 36.59, the open interest changed by -6 which decreased total open position to 1851
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 35.93, the open interest changed by -64 which decreased total open position to 1860
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 28.88, the open interest changed by -67 which decreased total open position to 1924
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 24.09, the open interest changed by -13 which decreased total open position to 2013
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 21.56, the open interest changed by 58 which increased total open position to 2026
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 18.90, the open interest changed by -81 which decreased total open position to 1968
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 0.55, which was 0.10 higher than the previous day. The implied volatity was 19.89, the open interest changed by -3 which decreased total open position to 2050
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 18.96, the open interest changed by -54 which decreased total open position to 2053
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 19.14, the open interest changed by 33 which increased total open position to 2108
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 19.98, the open interest changed by -99 which decreased total open position to 2075
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 1.1, which was -0.40 lower than the previous day. The implied volatity was 18.75, the open interest changed by -114 which decreased total open position to 2180
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 1.5, which was 0.55 higher than the previous day. The implied volatity was 18.24, the open interest changed by 1277 which increased total open position to 2295
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 0.95, which was 0.10 higher than the previous day. The implied volatity was 19.20, the open interest changed by 35 which increased total open position to 1019
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 19.58, the open interest changed by 64 which increased total open position to 986
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 19.15, the open interest changed by 314 which increased total open position to 927
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 19.46, the open interest changed by 222 which increased total open position to 624
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 21.34, the open interest changed by 93 which increased total open position to 402
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 2, which was -0.10 lower than the previous day. The implied volatity was 20.96, the open interest changed by 184 which increased total open position to 309
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 2.1, which was -0.30 lower than the previous day. The implied volatity was 20.38, the open interest changed by 36 which increased total open position to 124
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was 20.95, the open interest changed by 84 which increased total open position to 85
| ICICIBANK 26DEC2024 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 118.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1286.90 | 118.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1314.15 | 118.05 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1333.75 | 118.05 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1346.10 | 118.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1344.90 | 118.05 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 118.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 118.05 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 118.05 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 118.05 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 118.05 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 118.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1316.05 | 118.05 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1308.40 | 118.05 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 118.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 118.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1286.35 | 118.05 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1300.70 | 118.05 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1304.95 | 118.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1300.95 | 118.05 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1440 expiring on 26DEC2024
Delta for 1440 PE is -
Historical price for 1440 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 118.05, 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 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 118.05, 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 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 118.05, 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 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 118.05, 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 118.05, 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 118.05, 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 118.05, 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 118.05, 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 118.05, 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 118.05, 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 118.05, 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 118.05, 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 118.05, 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 118.05, 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 118.05, 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 118.05, 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 118.05, 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 118.05, 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 118.05, 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 118.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
