ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
03 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1480 CE | ||||||||||
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Delta: 0.02
Vega: 0.17
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.02
Historical price for 1480 CE is as follows
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 |
| 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 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
