ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.34
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 1.05 | -0.35 | 17.21 | 728 | 190 | 486 | |||
| 26 Dec | 1297.35 | 1.4 | -0.05 | 19.12 | 114 | 47 | 295 | |||
| 24 Dec | 1297.25 | 1.45 | -0.75 | 18.41 | 61 | -4 | 248 | |||
| 23 Dec | 1296.80 | 2.2 | -0.35 | 19.93 | 217 | 24 | 252 | |||
| 20 Dec | 1288.40 | 2.55 | 0.00 | 20.34 | 48 | -2 | 228 | |||
| 19 Dec | 1286.90 | 2.55 | -1.80 | 20.35 | 159 | 23 | 229 | |||
| 18 Dec | 1314.15 | 4.35 | -2.30 | 19.29 | 245 | 74 | 205 | |||
| 17 Dec | 1333.75 | 6.65 | -2.50 | 19.15 | 141 | -9 | 130 | |||
| 16 Dec | 1346.10 | 9.15 | 0.45 | 19.64 | 156 | 47 | 141 | |||
| 13 Dec | 1344.90 | 8.7 | 1.15 | 18.26 | 174 | 12 | 93 | |||
| 12 Dec | 1329.25 | 7.55 | 0.30 | 19.14 | 89 | 45 | 81 | |||
| 11 Dec | 1327.50 | 7.25 | 0.25 | 19.05 | 23 | -4 | 36 | |||
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| 10 Dec | 1330.45 | 7 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 9 Dec | 1322.30 | 7 | -1.60 | 18.89 | 5 | 2 | 38 | |||
| 6 Dec | 1328.75 | 8.6 | 8.60 | 18.82 | 51 | 36 | 36 | |||
| 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 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1450 expiring on 30JAN2025
Delta for 1450 CE is 0.04
Historical price for 1450 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 17.21, the open interest changed by 190 which increased total open position to 486
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 19.12, the open interest changed by 47 which increased total open position to 295
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 1.45, which was -0.75 lower than the previous day. The implied volatity was 18.41, the open interest changed by -4 which decreased total open position to 248
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 2.2, which was -0.35 lower than the previous day. The implied volatity was 19.93, the open interest changed by 24 which increased total open position to 252
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 20.34, the open interest changed by -2 which decreased total open position to 228
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 2.55, which was -1.80 lower than the previous day. The implied volatity was 20.35, the open interest changed by 23 which increased total open position to 229
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 4.35, which was -2.30 lower than the previous day. The implied volatity was 19.29, the open interest changed by 74 which increased total open position to 205
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 6.65, which was -2.50 lower than the previous day. The implied volatity was 19.15, the open interest changed by -9 which decreased total open position to 130
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 9.15, which was 0.45 higher than the previous day. The implied volatity was 19.64, the open interest changed by 47 which increased total open position to 141
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 8.7, which was 1.15 higher than the previous day. The implied volatity was 18.26, the open interest changed by 12 which increased total open position to 93
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 7.55, which was 0.30 higher than the previous day. The implied volatity was 19.14, the open interest changed by 45 which increased total open position to 81
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 7.25, which was 0.25 higher than the previous day. The implied volatity was 19.05, the open interest changed by -4 which decreased total open position to 36
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 7, which was -1.60 lower than the previous day. The implied volatity was 18.89, the open interest changed by 2 which increased total open position to 38
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 8.6, which was 8.60 higher than the previous day. The implied volatity was 18.82, the open interest changed by 36 which increased total open position to 36
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 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 30JAN2025 1450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 156.25 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 1297.35 | 156.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 1297.25 | 156.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 1296.80 | 156.25 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 1288.40 | 156.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1286.90 | 156.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1314.15 | 156.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1333.75 | 156.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1346.10 | 156.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1344.90 | 156.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 156.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 156.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 156.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 156.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 156.25 | 156.25 | - | 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 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1450 expiring on 30JAN2025
Delta for 1450 PE is -
Historical price for 1450 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 156.25, 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 156.25, 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 156.25, 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 156.25, 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 156.25, 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 156.25, 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 156.25, 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 156.25, 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 156.25, 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 156.25, 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 156.25, 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 156.25, 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 156.25, 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 156.25, 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 156.25, which was 156.25 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
