ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1480 CE | ||||||||||
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Delta: 0.01
Vega: 0.04
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 0.25 | -0.10 | 44.56 | 7 | -2 | 307 | |||
| 19 Dec | 1286.90 | 0.35 | -0.10 | 43.56 | 208 | -13 | 310 | |||
| 18 Dec | 1314.15 | 0.45 | 0.05 | 36.38 | 6 | -1 | 323 | |||
| 17 Dec | 1333.75 | 0.4 | 0.00 | 30.35 | 11 | -5 | 324 | |||
| 16 Dec | 1346.10 | 0.4 | -0.05 | 26.96 | 29 | -7 | 328 | |||
| 13 Dec | 1344.90 | 0.45 | 0.10 | 23.58 | 31 | -8 | 335 | |||
| 12 Dec | 1329.25 | 0.35 | 0.00 | 24.12 | 51 | 4 | 343 | |||
| 11 Dec | 1327.50 | 0.35 | -0.05 | 23.44 | 47 | -19 | 339 | |||
| 10 Dec | 1330.45 | 0.4 | -0.10 | 22.86 | 72 | -36 | 359 | |||
| 9 Dec | 1322.30 | 0.5 | 0.05 | 23.93 | 76 | 14 | 402 | |||
| 6 Dec | 1328.75 | 0.45 | -0.40 | 20.85 | 1,013 | 44 | 366 | |||
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| 5 Dec | 1336.50 | 0.85 | 0.25 | 21.40 | 553 | 183 | 323 | |||
| 4 Dec | 1316.05 | 0.6 | 0.00 | 22.38 | 48 | 8 | 140 | |||
| 3 Dec | 1308.40 | 0.6 | 0.05 | 23.02 | 25 | 13 | 133 | |||
| 2 Dec | 1304.65 | 0.55 | -0.10 | 22.63 | 31 | 13 | 121 | |||
| 29 Nov | 1300.10 | 0.65 | -0.10 | 22.32 | 95 | 24 | 111 | |||
| 28 Nov | 1286.35 | 0.75 | -0.50 | 23.68 | 74 | 31 | 74 | |||
| 27 Nov | 1300.70 | 1.25 | 23.47 | 52 | 41 | 42 | ||||
For Icici Bank Ltd. - strike price 1480 expiring on 26DEC2024
Delta for 1480 CE is 0.01
Historical price for 1480 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 44.56, the open interest changed by -2 which decreased total open position to 307
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 43.56, the open interest changed by -13 which decreased total open position to 310
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 36.38, the open interest changed by -1 which decreased total open position to 323
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 30.35, the open interest changed by -5 which decreased total open position to 324
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 26.96, the open interest changed by -7 which decreased total open position to 328
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 23.58, the open interest changed by -8 which decreased total open position to 335
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 24.12, the open interest changed by 4 which increased total open position to 343
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 23.44, the open interest changed by -19 which decreased total open position to 339
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 22.86, the open interest changed by -36 which decreased total open position to 359
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 23.93, the open interest changed by 14 which increased total open position to 402
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 0.45, which was -0.40 lower than the previous day. The implied volatity was 20.85, the open interest changed by 44 which increased total open position to 366
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 0.85, which was 0.25 higher than the previous day. The implied volatity was 21.40, the open interest changed by 183 which increased total open position to 323
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 22.38, the open interest changed by 8 which increased total open position to 140
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 23.02, the open interest changed by 13 which increased total open position to 133
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 22.63, the open interest changed by 13 which increased total open position to 121
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 22.32, the open interest changed by 24 which increased total open position to 111
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 0.75, which was -0.50 lower than the previous day. The implied volatity was 23.68, the open interest changed by 31 which increased total open position to 74
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was 23.47, the open interest changed by 41 which increased total open position to 42
| ICICIBANK 26DEC2024 1480 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 | 147.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1286.90 | 147.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1314.15 | 147.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1333.75 | 147.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1346.10 | 147.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1344.90 | 147.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 147.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 147.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 147.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 147.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 147.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 147.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1316.05 | 147.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1308.40 | 147.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 147.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 147.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1286.35 | 147.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1300.70 | 147.6 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1480 expiring on 26DEC2024
Delta for 1480 PE is -
Historical price for 1480 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 147.6, 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 147.6, 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 147.6, 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 147.6, 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 147.6, 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 147.6, 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 147.6, 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 147.6, 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 147.6, 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 147.6, 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 147.6, 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 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 147.6, 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 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 147.6, 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 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 147.6, 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 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 147.6, 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 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 147.6, 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 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 147.6, 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 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 147.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
