ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1500 CE | ||||||||||
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Delta: 0.01
Vega: 0.05
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 0.3 | -0.05 | 49.52 | 29 | -5 | 96 | |||
| 19 Dec | 1286.90 | 0.35 | 0.10 | 47.23 | 46 | -21 | 100 | |||
| 18 Dec | 1314.15 | 0.25 | -0.15 | 36.95 | 14 | -6 | 126 | |||
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| 17 Dec | 1333.75 | 0.4 | -0.05 | 33.73 | 21 | 6 | 132 | |||
| 16 Dec | 1346.10 | 0.45 | 0.00 | 30.71 | 64 | 12 | 126 | |||
| 13 Dec | 1344.90 | 0.45 | 0.10 | 26.46 | 34 | -1 | 114 | |||
| 12 Dec | 1329.25 | 0.35 | 0.00 | 26.79 | 30 | -4 | 116 | |||
| 11 Dec | 1327.50 | 0.35 | -0.05 | 26.24 | 46 | 19 | 120 | |||
| 10 Dec | 1330.45 | 0.4 | -0.10 | 25.40 | 14 | 4 | 101 | |||
| 9 Dec | 1322.30 | 0.5 | 0.05 | 26.43 | 32 | 19 | 95 | |||
| 6 Dec | 1328.75 | 0.45 | -0.35 | 23.18 | 138 | 48 | 68 | |||
| 5 Dec | 1336.50 | 0.8 | 23.59 | 23 | 19 | 19 | ||||
For Icici Bank Ltd. - strike price 1500 expiring on 26DEC2024
Delta for 1500 CE is 0.01
Historical price for 1500 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 49.52, the open interest changed by -5 which decreased total open position to 96
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 47.23, the open interest changed by -21 which decreased total open position to 100
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 36.95, the open interest changed by -6 which decreased total open position to 126
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 33.73, the open interest changed by 6 which increased total open position to 132
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 30.71, the open interest changed by 12 which increased total open position to 126
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 26.46, the open interest changed by -1 which decreased total open position to 114
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 26.79, the open interest changed by -4 which decreased total open position to 116
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 26.24, the open interest changed by 19 which increased total open position to 120
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 25.40, the open interest changed by 4 which increased total open position to 101
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 26.43, the open interest changed by 19 which increased total open position to 95
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 0.45, which was -0.35 lower than the previous day. The implied volatity was 23.18, the open interest changed by 48 which increased total open position to 68
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was 23.59, the open interest changed by 19 which increased total open position to 19
| ICICIBANK 26DEC2024 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 163.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1286.90 | 163.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1314.15 | 163.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1333.75 | 163.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1346.10 | 163.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1344.90 | 163.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 163.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 163.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 163.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 163.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 163.3 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 163.3 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1500 expiring on 26DEC2024
Delta for 1500 PE is -
Historical price for 1500 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 163.3, 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 163.3, 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 163.3, 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 163.3, 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 163.3, 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 163.3, 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 163.3, 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 163.3, 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 163.3, 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 163.3, 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 163.3, 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 163.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
