ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.22
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 0.7 | -0.15 | 20.71 | 422 | 94 | 458 | |||
| 26 Dec | 1297.35 | 0.85 | -0.20 | 22.14 | 184 | 81 | 364 | |||
| 24 Dec | 1297.25 | 1.05 | -0.30 | 22.01 | 80 | 29 | 282 | |||
| 23 Dec | 1296.80 | 1.35 | -0.10 | 22.82 | 191 | 90 | 253 | |||
| 20 Dec | 1288.40 | 1.45 | 0.05 | 22.71 | 37 | 13 | 162 | |||
| 19 Dec | 1286.90 | 1.4 | -0.65 | 22.52 | 235 | 33 | 146 | |||
| 18 Dec | 1314.15 | 2.05 | -0.95 | 20.87 | 63 | 23 | 113 | |||
| 17 Dec | 1333.75 | 3 | -0.90 | 20.38 | 76 | 34 | 79 | |||
| 16 Dec | 1346.10 | 3.9 | 0.85 | 20.27 | 48 | 27 | 44 | |||
| 13 Dec | 1344.90 | 3.05 | -0.45 | 18.18 | 13 | 3 | 16 | |||
| 12 Dec | 1329.25 | 3.5 | -0.25 | 20.20 | 9 | 0 | 6 | |||
| 11 Dec | 1327.50 | 3.75 | 0.05 | 20.58 | 1 | 0 | 5 | |||
| 10 Dec | 1330.45 | 3.7 | -0.80 | 19.93 | 1 | 0 | 4 | |||
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| 9 Dec | 1322.30 | 4.5 | 0.60 | 21.53 | 2 | 0 | 2 | |||
| 6 Dec | 1328.75 | 3.9 | 19.52 | 3 | 1 | 1 | ||||
For Icici Bank Ltd. - strike price 1500 expiring on 30JAN2025
Delta for 1500 CE is 0.02
Historical price for 1500 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 20.71, the open interest changed by 94 which increased total open position to 458
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 22.14, the open interest changed by 81 which increased total open position to 364
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 1.05, which was -0.30 lower than the previous day. The implied volatity was 22.01, the open interest changed by 29 which increased total open position to 282
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 1.35, which was -0.10 lower than the previous day. The implied volatity was 22.82, the open interest changed by 90 which increased total open position to 253
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 22.71, the open interest changed by 13 which increased total open position to 162
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 1.4, which was -0.65 lower than the previous day. The implied volatity was 22.52, the open interest changed by 33 which increased total open position to 146
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 2.05, which was -0.95 lower than the previous day. The implied volatity was 20.87, the open interest changed by 23 which increased total open position to 113
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 3, which was -0.90 lower than the previous day. The implied volatity was 20.38, the open interest changed by 34 which increased total open position to 79
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 3.9, which was 0.85 higher than the previous day. The implied volatity was 20.27, the open interest changed by 27 which increased total open position to 44
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 3.05, which was -0.45 lower than the previous day. The implied volatity was 18.18, the open interest changed by 3 which increased total open position to 16
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 3.5, which was -0.25 lower than the previous day. The implied volatity was 20.20, the open interest changed by 0 which decreased total open position to 6
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 3.75, which was 0.05 higher than the previous day. The implied volatity was 20.58, the open interest changed by 0 which decreased total open position to 5
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 3.7, which was -0.80 lower than the previous day. The implied volatity was 19.93, the open interest changed by 0 which decreased total open position to 4
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 4.5, which was 0.60 higher than the previous day. The implied volatity was 21.53, the open interest changed by 0 which decreased total open position to 2
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was 19.52, the open interest changed by 1 which increased total open position to 1
| ICICIBANK 30JAN2025 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.97
Vega: 0.30
Theta: 0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 179.7 | -14.30 | 22.49 | 12 | 1 | 43 |
| 26 Dec | 1297.35 | 194 | 5.10 | 31.91 | 13 | 1 | 32 |
| 24 Dec | 1297.25 | 188.9 | -3.60 | 26.82 | 1 | 0 | 30 |
| 23 Dec | 1296.80 | 192.5 | 20.55 | 30.54 | 20 | 13 | 31 |
| 20 Dec | 1288.40 | 171.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1286.90 | 171.95 | 0.00 | 0.00 | 0 | 8 | 0 |
| 18 Dec | 1314.15 | 171.95 | 19.45 | 27.28 | 8 | 6 | 16 |
| 17 Dec | 1333.75 | 152.5 | -41.45 | 22.44 | 10 | 8 | 8 |
| 16 Dec | 1346.10 | 193.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1344.90 | 193.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 193.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 193.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 193.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 193.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 193.95 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1500 expiring on 30JAN2025
Delta for 1500 PE is -0.97
Historical price for 1500 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 179.7, which was -14.30 lower than the previous day. The implied volatity was 22.49, the open interest changed by 1 which increased total open position to 43
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 194, which was 5.10 higher than the previous day. The implied volatity was 31.91, the open interest changed by 1 which increased total open position to 32
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 188.9, which was -3.60 lower than the previous day. The implied volatity was 26.82, the open interest changed by 0 which decreased total open position to 30
On 23 Dec ICICIBANK was trading at 1296.80. The strike last trading price was 192.5, which was 20.55 higher than the previous day. The implied volatity was 30.54, the open interest changed by 13 which increased total open position to 31
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 171.95, 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 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 171.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 171.95, which was 19.45 higher than the previous day. The implied volatity was 27.28, the open interest changed by 6 which increased total open position to 16
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 152.5, which was -41.45 lower than the previous day. The implied volatity was 22.44, the open interest changed by 8 which increased total open position to 8
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 193.95, 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 193.95, 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 193.95, 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 193.95, 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 193.95, 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 193.95, 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 193.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
