ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1480 CE | ||||||||||
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Delta: 0.03
Vega: 0.25
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 0.8 | -0.40 | 19.30 | 58 | 7 | 83 | |||
| 26 Dec | 1297.35 | 1.2 | -0.25 | 21.27 | 6 | 0 | 77 | |||
| 24 Dec | 1297.25 | 1.45 | -0.05 | 21.38 | 6 | -1 | 77 | |||
| 23 Dec | 1296.80 | 1.5 | -0.35 | 21.37 | 17 | -10 | 78 | |||
| 20 Dec | 1288.40 | 1.85 | -0.10 | 21.89 | 8 | -1 | 87 | |||
| 19 Dec | 1286.90 | 1.95 | -0.50 | 22.09 | 5 | -2 | 88 | |||
| 18 Dec | 1314.15 | 2.45 | -1.55 | 19.72 | 15 | 3 | 90 | |||
| 17 Dec | 1333.75 | 4 | -1.40 | 19.74 | 39 | 12 | 82 | |||
| 16 Dec | 1346.10 | 5.4 | -0.05 | 19.89 | 46 | 21 | 71 | |||
| 13 Dec | 1344.90 | 5.45 | 0.95 | 18.95 | 26 | 10 | 49 | |||
| 12 Dec | 1329.25 | 4.5 | -0.25 | 19.48 | 5 | 4 | 38 | |||
| 11 Dec | 1327.50 | 4.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1330.45 | 4.75 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 9 Dec | 1322.30 | 4.75 | -1.15 | 19.88 | 9 | 3 | 33 | |||
| 6 Dec | 1328.75 | 5.9 | -0.85 | 19.75 | 13 | 1 | 31 | |||
| 5 Dec | 1336.50 | 6.75 | 2.25 | 19.32 | 26 | 18 | 22 | |||
| 4 Dec | 1316.05 | 4.5 | 0.50 | 19.39 | 2 | 1 | 3 | |||
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| 3 Dec | 1308.40 | 4 | 19.56 | 2 | 1 | 1 | ||||
For Icici Bank Ltd. - strike price 1480 expiring on 30JAN2025
Delta for 1480 CE is 0.03
Historical price for 1480 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 0.8, which was -0.40 lower than the previous day. The implied volatity was 19.30, the open interest changed by 7 which increased total open position to 83
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 21.27, the open interest changed by 0 which decreased total open position to 77
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 21.38, the open interest changed by -1 which decreased total open position to 77
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 21.37, the open interest changed by -10 which decreased total open position to 78
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 1.85, which was -0.10 lower than the previous day. The implied volatity was 21.89, the open interest changed by -1 which decreased total open position to 87
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 1.95, which was -0.50 lower than the previous day. The implied volatity was 22.09, the open interest changed by -2 which decreased total open position to 88
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 2.45, which was -1.55 lower than the previous day. The implied volatity was 19.72, the open interest changed by 3 which increased total open position to 90
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 4, which was -1.40 lower than the previous day. The implied volatity was 19.74, the open interest changed by 12 which increased total open position to 82
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 5.4, which was -0.05 lower than the previous day. The implied volatity was 19.89, the open interest changed by 21 which increased total open position to 71
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 5.45, which was 0.95 higher than the previous day. The implied volatity was 18.95, the open interest changed by 10 which increased total open position to 49
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 4.5, which was -0.25 lower than the previous day. The implied volatity was 19.48, the open interest changed by 4 which increased total open position to 38
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 4.75, 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 4.75, 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 4.75, which was -1.15 lower than the previous day. The implied volatity was 19.88, the open interest changed by 3 which increased total open position to 33
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 5.9, which was -0.85 lower than the previous day. The implied volatity was 19.75, the open interest changed by 1 which increased total open position to 31
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 6.75, which was 2.25 higher than the previous day. The implied volatity was 19.32, the open interest changed by 18 which increased total open position to 22
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 4.5, which was 0.50 higher than the previous day. The implied volatity was 19.39, the open interest changed by 1 which increased total open position to 3
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 4, which was lower than the previous day. The implied volatity was 19.56, the open interest changed by 1 which increased total open position to 1
| ICICIBANK 30JAN2025 1480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 177.2 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 1297.35 | 177.2 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 1297.25 | 177.2 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 1296.80 | 177.2 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 1288.40 | 177.2 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1286.90 | 177.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1314.15 | 177.2 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1333.75 | 177.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1346.10 | 177.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1344.90 | 177.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 177.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 177.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 177.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 177.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 177.2 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 177.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1316.05 | 177.2 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1308.40 | 177.2 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1480 expiring on 30JAN2025
Delta for 1480 PE is -
Historical price for 1480 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 177.2, 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 177.2, 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 177.2, 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 177.2, 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 177.2, 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 177.2, 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 177.2, 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 177.2, 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 177.2, 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 177.2, 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 177.2, 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 177.2, 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 177.2, 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 177.2, 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 177.2, 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 177.2, 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 177.2, 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 177.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
