ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1440 CE | ||||||||||
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Delta: 0.05
Vega: 0.39
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 1.25 | -0.35 | 16.72 | 856 | 328 | 556 | |||
| 26 Dec | 1297.35 | 1.6 | -0.15 | 18.56 | 92 | 41 | 228 | |||
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| 24 Dec | 1297.25 | 1.75 | -0.80 | 18.06 | 167 | 52 | 186 | |||
| 23 Dec | 1296.80 | 2.55 | 0.40 | 19.50 | 74 | 14 | 139 | |||
| 20 Dec | 1288.40 | 2.15 | -0.90 | 18.58 | 35 | 4 | 125 | |||
| 19 Dec | 1286.90 | 3.05 | -2.20 | 20.14 | 88 | 20 | 121 | |||
| 18 Dec | 1314.15 | 5.25 | -2.75 | 19.15 | 128 | -34 | 103 | |||
| 17 Dec | 1333.75 | 8 | -2.80 | 19.07 | 107 | 17 | 137 | |||
| 16 Dec | 1346.10 | 10.8 | 1.35 | 19.54 | 99 | 62 | 118 | |||
| 13 Dec | 1344.90 | 9.45 | 5.30 | 17.52 | 3 | -1 | 55 | |||
| 12 Dec | 1329.25 | 4.15 | -4.35 | 14.85 | 8 | 1 | 50 | |||
| 11 Dec | 1327.50 | 8.5 | -1.60 | 18.73 | 30 | 2 | 48 | |||
| 10 Dec | 1330.45 | 10.1 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 1322.30 | 10.1 | 0.00 | 20.19 | 1 | 0 | 45 | |||
| 6 Dec | 1328.75 | 10.1 | 0.15 | 18.73 | 56 | 33 | 46 | |||
| 5 Dec | 1336.50 | 9.95 | 1.35 | 17.27 | 3 | 1 | 13 | |||
| 4 Dec | 1316.05 | 8.6 | 0.85 | 18.88 | 11 | 2 | 11 | |||
| 3 Dec | 1308.40 | 7.75 | 19.23 | 9 | 6 | 8 | ||||
For Icici Bank Ltd. - strike price 1440 expiring on 30JAN2025
Delta for 1440 CE is 0.05
Historical price for 1440 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 16.72, the open interest changed by 328 which increased total open position to 556
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was 18.56, the open interest changed by 41 which increased total open position to 228
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 1.75, which was -0.80 lower than the previous day. The implied volatity was 18.06, the open interest changed by 52 which increased total open position to 186
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 2.55, which was 0.40 higher than the previous day. The implied volatity was 19.50, the open interest changed by 14 which increased total open position to 139
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 2.15, which was -0.90 lower than the previous day. The implied volatity was 18.58, the open interest changed by 4 which increased total open position to 125
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 3.05, which was -2.20 lower than the previous day. The implied volatity was 20.14, the open interest changed by 20 which increased total open position to 121
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 5.25, which was -2.75 lower than the previous day. The implied volatity was 19.15, the open interest changed by -34 which decreased total open position to 103
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 8, which was -2.80 lower than the previous day. The implied volatity was 19.07, the open interest changed by 17 which increased total open position to 137
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 10.8, which was 1.35 higher than the previous day. The implied volatity was 19.54, the open interest changed by 62 which increased total open position to 118
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 9.45, which was 5.30 higher than the previous day. The implied volatity was 17.52, the open interest changed by -1 which decreased total open position to 55
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 4.15, which was -4.35 lower than the previous day. The implied volatity was 14.85, the open interest changed by 1 which increased total open position to 50
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 8.5, which was -1.60 lower than the previous day. The implied volatity was 18.73, the open interest changed by 2 which increased total open position to 48
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 10.1, 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 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was 20.19, the open interest changed by 0 which decreased total open position to 45
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 10.1, which was 0.15 higher than the previous day. The implied volatity was 18.73, the open interest changed by 33 which increased total open position to 46
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 9.95, which was 1.35 higher than the previous day. The implied volatity was 17.27, the open interest changed by 1 which increased total open position to 13
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 8.6, which was 0.85 higher than the previous day. The implied volatity was 18.88, the open interest changed by 2 which increased total open position to 11
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 7.75, which was lower than the previous day. The implied volatity was 19.23, the open interest changed by 6 which increased total open position to 8
| ICICIBANK 30JAN2025 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 145.3 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 1297.35 | 145.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 1297.25 | 145.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 1296.80 | 145.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 1288.40 | 145.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1286.90 | 145.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1314.15 | 145.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1333.75 | 145.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1346.10 | 145.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1344.90 | 145.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 145.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 145.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 145.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 145.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 145.3 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 145.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1316.05 | 145.3 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1308.40 | 145.3 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1440 expiring on 30JAN2025
Delta for 1440 PE is -
Historical price for 1440 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 145.3, 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 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 145.3, 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 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 145.3, 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 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 145.3, 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 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
