ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1470 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.22
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 0.6 | -7.75 | 17.52 | 8 | 4 | 4 | |||
| 26 Dec | 1297.35 | 8.35 | 0.00 | 9.55 | 0 | 0 | 0 | |||
| 24 Dec | 1297.25 | 8.35 | 0.00 | 9.21 | 0 | 0 | 0 | |||
| 23 Dec | 1296.80 | 8.35 | 0.00 | 9.18 | 0 | 0 | 0 | |||
| 20 Dec | 1288.40 | 8.35 | 0.00 | 9.23 | 0 | 0 | 0 | |||
| 19 Dec | 1286.90 | 8.35 | 0.00 | 9.14 | 0 | 0 | 0 | |||
| 18 Dec | 1314.15 | 8.35 | 0.00 | 7.60 | 0 | 0 | 0 | |||
| 17 Dec | 1333.75 | 8.35 | 8.35 | 6.60 | 0 | 0 | 0 | |||
| 16 Dec | 1346.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1344.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1329.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1327.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1330.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 9 Dec | 1322.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1328.75 | 0 | 0.00 | 0.00 | 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 1470 expiring on 30JAN2025
Delta for 1470 CE is 0.02
Historical price for 1470 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 0.6, which was -7.75 lower than the previous day. The implied volatity was 17.52, the open interest changed by 4 which increased total open position to 4
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 8.35, which was 0.00 lower than the previous day. The implied volatity was 9.55, 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 8.35, which was 0.00 lower than the previous day. The implied volatity was 9.21, 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 8.35, which was 0.00 lower than the previous day. The implied volatity was 9.18, 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 8.35, which was 0.00 lower than the previous day. The implied volatity was 9.23, 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 8.35, which was 0.00 lower than the previous day. The implied volatity was 9.14, 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 8.35, which was 0.00 lower than the previous day. The implied volatity was 7.60, 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 8.35, which was 8.35 higher than the previous day. The implied volatity was 6.60, 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 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 13 Dec ICICIBANK was trading at 1344.90. 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 12 Dec ICICIBANK was trading at 1329.25. 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 11 Dec ICICIBANK was trading at 1327.50. 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 10 Dec ICICIBANK was trading at 1330.45. 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 9 Dec ICICIBANK was trading at 1322.30. 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 6 Dec ICICIBANK was trading at 1328.75. 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 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 1470 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 173.55 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 1297.35 | 173.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 1297.25 | 173.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 1296.80 | 173.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 1288.40 | 173.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1286.90 | 173.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1314.15 | 173.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1333.75 | 173.55 | 173.55 | - | 0 | 0 | 0 |
| 16 Dec | 1346.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 1344.90 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 0 | 0.00 | 0.00 | 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 1470 expiring on 30JAN2025
Delta for 1470 PE is -
Historical price for 1470 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 173.55, 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 173.55, 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 173.55, 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 173.55, 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 173.55, 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 173.55, 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 173.55, 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 173.55, which was 173.55 higher 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 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 13 Dec ICICIBANK was trading at 1344.90. 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 12 Dec ICICIBANK was trading at 1329.25. 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 11 Dec ICICIBANK was trading at 1327.50. 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 10 Dec ICICIBANK was trading at 1330.45. 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 9 Dec ICICIBANK was trading at 1322.30. 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 6 Dec ICICIBANK was trading at 1328.75. 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 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
