ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
03 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.19
Theta: -0.10
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1308.40 | 0.65 | -0.05 | 21.04 | 83 | -2 | 105 | |||
| 2 Dec | 1304.65 | 0.7 | -0.10 | 21.15 | 50 | 8 | 106 | |||
| 29 Nov | 1300.10 | 0.8 | -0.15 | 20.91 | 154 | 89 | 98 | |||
|
|
||||||||||
| 28 Nov | 1286.35 | 0.95 | -0.55 | 22.48 | 12 | 7 | 9 | |||
| 27 Nov | 1300.70 | 1.5 | 22.05 | 2 | 1 | 1 | ||||
For Icici Bank Ltd. - strike price 1460 expiring on 26DEC2024
Delta for 1460 CE is 0.03
Historical price for 1460 CE is as follows
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 21.04, the open interest changed by -2 which decreased total open position to 105
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 21.15, the open interest changed by 8 which increased total open position to 106
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 20.91, the open interest changed by 89 which increased total open position to 98
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 0.95, which was -0.55 lower than the previous day. The implied volatity was 22.48, the open interest changed by 7 which increased total open position to 9
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was 22.05, the open interest changed by 1 which increased total open position to 1
| ICICIBANK 26DEC2024 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1308.40 | 132.5 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 132.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 132.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1286.35 | 132.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1300.70 | 132.5 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1460 expiring on 26DEC2024
Delta for 1460 PE is -
Historical price for 1460 PE is as follows
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 132.5, 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 132.5, 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 132.5, 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 132.5, 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 132.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
