ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1450 CE | ||||||||||
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Delta: 0.02
Vega: 0.06
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 0.35 | -0.05 | 40.41 | 28 | -8 | 128 | |||
| 19 Dec | 1286.90 | 0.4 | 0.00 | 38.59 | 54 | -8 | 139 | |||
| 18 Dec | 1314.15 | 0.4 | -0.10 | 30.27 | 107 | -44 | 149 | |||
| 17 Dec | 1333.75 | 0.5 | -0.05 | 25.96 | 99 | -11 | 194 | |||
| 16 Dec | 1346.10 | 0.55 | -0.10 | 23.06 | 159 | 46 | 202 | |||
| 13 Dec | 1344.90 | 0.65 | 0.05 | 20.28 | 33 | 0 | 143 | |||
| 12 Dec | 1329.25 | 0.6 | 0.10 | 21.70 | 58 | -28 | 143 | |||
| 11 Dec | 1327.50 | 0.5 | -0.10 | 20.77 | 49 | -8 | 151 | |||
| 10 Dec | 1330.45 | 0.6 | -0.10 | 20.07 | 63 | -22 | 159 | |||
| 9 Dec | 1322.30 | 0.7 | -0.20 | 21.14 | 166 | 12 | 189 | |||
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| 6 Dec | 1328.75 | 0.9 | 0.90 | 19.39 | 491 | 177 | 177 | |||
| 5 Dec | 1336.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1316.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1308.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 1286.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1300.70 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1450 expiring on 26DEC2024
Delta for 1450 CE is 0.02
Historical price for 1450 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 40.41, the open interest changed by -8 which decreased total open position to 128
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 38.59, the open interest changed by -8 which decreased total open position to 139
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 30.27, the open interest changed by -44 which decreased total open position to 149
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 25.96, the open interest changed by -11 which decreased total open position to 194
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 23.06, the open interest changed by 46 which increased total open position to 202
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 20.28, the open interest changed by 0 which decreased total open position to 143
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 21.70, the open interest changed by -28 which decreased total open position to 143
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 20.77, the open interest changed by -8 which decreased total open position to 151
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 20.07, the open interest changed by -22 which decreased total open position to 159
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 21.14, the open interest changed by 12 which increased total open position to 189
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 0.9, which was 0.90 higher than the previous day. The implied volatity was 19.39, the open interest changed by 177 which increased total open position to 177
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 0, 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 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 0, 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 0, 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 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 0, 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 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 0, 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 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 0, 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 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 26DEC2024 1450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 151.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1286.90 | 151.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1314.15 | 151.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1333.75 | 151.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1346.10 | 151.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1344.90 | 151.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 151.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 151.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 151.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 151.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 151.6 | 151.60 | - | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 1316.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 1308.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 1286.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 1300.70 | 0 | 0.00 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1450 expiring on 26DEC2024
Delta for 1450 PE is -
Historical price for 1450 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 151.6, 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 151.6, 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 151.6, 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 151.6, 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 151.6, 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 151.6, 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 151.6, 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 151.6, 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 151.6, 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 151.6, 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 151.6, which was 151.60 higher 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 0, 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 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 0, 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 0, 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 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 0, 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 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 0, 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 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 0, 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 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
