ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1460 CE | ||||||||||
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Delta: 0.01
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 | -0.10 | 43.00 | 15 | -2 | 246 | |||
| 19 Dec | 1286.90 | 0.45 | 0.00 | 41.22 | 53 | -5 | 248 | |||
| 18 Dec | 1314.15 | 0.45 | 0.00 | 32.69 | 75 | 4 | 253 | |||
| 17 Dec | 1333.75 | 0.45 | -0.10 | 27.34 | 79 | -1 | 249 | |||
| 16 Dec | 1346.10 | 0.55 | -0.05 | 24.83 | 83 | 2 | 251 | |||
| 13 Dec | 1344.90 | 0.6 | 0.05 | 21.58 | 40 | 1 | 249 | |||
| 12 Dec | 1329.25 | 0.55 | 0.15 | 22.89 | 27 | 2 | 248 | |||
| 11 Dec | 1327.50 | 0.4 | -0.20 | 21.39 | 39 | 10 | 249 | |||
| 10 Dec | 1330.45 | 0.6 | -0.05 | 21.48 | 22 | 1 | 236 | |||
| 9 Dec | 1322.30 | 0.65 | -0.10 | 22.25 | 72 | 43 | 231 | |||
| 6 Dec | 1328.75 | 0.75 | -0.30 | 20.07 | 587 | 54 | 188 | |||
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| 5 Dec | 1336.50 | 1.05 | 0.30 | 19.63 | 608 | -20 | 131 | |||
| 4 Dec | 1316.05 | 0.75 | 0.10 | 20.86 | 131 | 48 | 153 | |||
| 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 0.01
Historical price for 1460 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 43.00, the open interest changed by -2 which decreased total open position to 246
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 41.22, the open interest changed by -5 which decreased total open position to 248
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 32.69, the open interest changed by 4 which increased total open position to 253
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 27.34, the open interest changed by -1 which decreased total open position to 249
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 24.83, the open interest changed by 2 which increased total open position to 251
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 21.58, the open interest changed by 1 which increased total open position to 249
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 22.89, the open interest changed by 2 which increased total open position to 248
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 21.39, the open interest changed by 10 which increased total open position to 249
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 21.48, the open interest changed by 1 which increased total open position to 236
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 22.25, the open interest changed by 43 which increased total open position to 231
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was 20.07, the open interest changed by 54 which increased total open position to 188
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 1.05, which was 0.30 higher than the previous day. The implied volatity was 19.63, the open interest changed by -20 which decreased total open position to 131
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 0.75, which was 0.10 higher than the previous day. The implied volatity was 20.86, the open interest changed by 48 which increased total open position to 153
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 132.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1286.90 | 132.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1314.15 | 132.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1333.75 | 132.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1346.10 | 132.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1344.90 | 132.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 132.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 132.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 132.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 132.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 132.5 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 132.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1316.05 | 132.5 | 0.00 | - | 0 | 0 | 0 |
| 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 20 Dec ICICIBANK was trading at 1288.40. 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 19 Dec ICICIBANK was trading at 1286.90. 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 18 Dec ICICIBANK was trading at 1314.15. 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 17 Dec ICICIBANK was trading at 1333.75. 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 16 Dec ICICIBANK was trading at 1346.10. 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 13 Dec ICICIBANK was trading at 1344.90. 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 12 Dec ICICIBANK was trading at 1329.25. 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 11 Dec ICICIBANK was trading at 1327.50. 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 10 Dec ICICIBANK was trading at 1330.45. 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 9 Dec ICICIBANK was trading at 1322.30. 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 6 Dec ICICIBANK was trading at 1328.75. 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 5 Dec ICICIBANK was trading at 1336.50. 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 4 Dec ICICIBANK was trading at 1316.05. 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 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
