ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
27 Dec 2024 04:10 PM IST
| ICICIBANK 30JAN2025 1520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.19
Theta: -0.07
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1307.55 | 0.6 | -0.40 | 21.98 | 17 | 3 | 27 | |||
|
|
||||||||||
| 26 Dec | 1297.35 | 1 | 0.00 | 24.44 | 5 | 2 | 21 | |||
| 24 Dec | 1297.25 | 1 | -1.85 | 23.60 | 8 | 3 | 17 | |||
| 16 Dec | 1346.10 | 2.85 | 20.72 | 15 | 4 | 4 | ||||
For Icici Bank Ltd. - strike price 1520 expiring on 30JAN2025
Delta for 1520 CE is 0.02
Historical price for 1520 CE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 0.6, which was -0.40 lower than the previous day. The implied volatity was 21.98, the open interest changed by 3 which increased total open position to 27
On 26 Dec ICICIBANK was trading at 1297.35. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 24.44, the open interest changed by 2 which increased total open position to 21
On 24 Dec ICICIBANK was trading at 1297.25. The strike last trading price was 1, which was -1.85 lower than the previous day. The implied volatity was 23.60, the open interest changed by 3 which increased total open position to 17
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was 20.72, the open interest changed by 4 which increased total open position to 4
| ICICIBANK 30JAN2025 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1307.55 | 211.2 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 1297.35 | 211.2 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 1297.25 | 211.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1346.10 | 211.2 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1520 expiring on 30JAN2025
Delta for 1520 PE is -
Historical price for 1520 PE is as follows
On 27 Dec ICICIBANK was trading at 1307.55. The strike last trading price was 211.2, 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 211.2, 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 211.2, 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 211.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
