ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
14 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.22
Theta: -0.62
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1256.95 | 165 | 5.00 | 42.08 | 2 | 0 | 23 | |||
| 13 Nov | 1253.70 | 160 | -14.00 | - | 5 | -3 | 24 | |||
| 12 Nov | 1270.60 | 174 | 6.00 | 29.17 | 13 | -1 | 30 | |||
| 11 Nov | 1269.30 | 168 | -0.70 | - | 2 | 1 | 31 | |||
| 8 Nov | 1258.85 | 168.7 | -17.75 | 41.29 | 49 | -8 | 30 | |||
| 7 Nov | 1278.70 | 186.45 | -21.55 | 29.54 | 5 | 1 | 39 | |||
| 6 Nov | 1302.35 | 208 | 35.10 | - | 1 | 0 | 37 | |||
| 5 Nov | 1296.70 | 172.9 | -7.75 | - | 4 | 3 | 38 | |||
| 4 Nov | 1277.20 | 180.65 | -36.70 | - | 13 | 8 | 36 | |||
| 31 Oct | 1292.25 | 217.35 | -2.60 | - | 5 | -1 | 48 | |||
| 30 Oct | 1312.15 | 219.95 | -2.05 | - | 29 | 17 | 50 | |||
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| 29 Oct | 1331.85 | 222 | 19.00 | - | 2 | 0 | 33 | |||
| 28 Oct | 1292.85 | 203 | 28.00 | - | 30 | 27 | 33 | |||
| 25 Oct | 1255.45 | 175 | 12.00 | - | 31 | 1 | 6 | |||
| 24 Oct | 1252.75 | 163 | 0.00 | - | 0 | 1 | 0 | |||
| 23 Oct | 1251.60 | 163 | -4.05 | - | 1 | 0 | 4 | |||
| 22 Oct | 1267.50 | 167.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1259.05 | 167.05 | 21.30 | - | 2 | 0 | 4 | |||
| 18 Oct | 1264.50 | 145.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1231.25 | 145.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1243.15 | 145.75 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1255.50 | 145.75 | 0.00 | - | 0 | 2 | 0 | |||
| 14 Oct | 1231.75 | 145.75 | -25.25 | - | 2 | 1 | 3 | |||
| 11 Oct | 1223.00 | 171 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1243.50 | 171 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1233.90 | 171 | - | 0 | 0 | 2 | ||||
For Icici Bank Ltd. - strike price 1100 expiring on 28NOV2024
Delta for 1100 CE is 0.96
Historical price for 1100 CE is as follows
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 165, which was 5.00 higher than the previous day. The implied volatity was 42.08, the open interest changed by 0 which decreased total open position to 23
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 160, which was -14.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 24
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 174, which was 6.00 higher than the previous day. The implied volatity was 29.17, the open interest changed by -1 which decreased total open position to 30
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 168, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 31
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 168.7, which was -17.75 lower than the previous day. The implied volatity was 41.29, the open interest changed by -8 which decreased total open position to 30
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 186.45, which was -21.55 lower than the previous day. The implied volatity was 29.54, the open interest changed by 1 which increased total open position to 39
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 208, which was 35.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 172.9, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 38
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 180.65, which was -36.70 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 36
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 217.35, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIBANK was trading at 1312.15. The strike last trading price was 219.95, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 222, which was 19.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ICICIBANK was trading at 1292.85. The strike last trading price was 203, which was 28.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ICICIBANK was trading at 1255.45. The strike last trading price was 175, which was 12.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ICICIBANK was trading at 1252.75. The strike last trading price was 163, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ICICIBANK was trading at 1251.60. The strike last trading price was 163, which was -4.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ICICIBANK was trading at 1267.50. The strike last trading price was 167.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ICICIBANK was trading at 1259.05. The strike last trading price was 167.05, which was 21.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct ICICIBANK was trading at 1264.50. The strike last trading price was 145.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct ICICIBANK was trading at 1231.25. The strike last trading price was 145.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct ICICIBANK was trading at 1243.15. The strike last trading price was 145.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct ICICIBANK was trading at 1255.50. The strike last trading price was 145.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct ICICIBANK was trading at 1231.75. The strike last trading price was 145.75, which was -25.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct ICICIBANK was trading at 1223.00. The strike last trading price was 171, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct ICICIBANK was trading at 1243.50. The strike last trading price was 171, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct ICICIBANK was trading at 1233.90. The strike last trading price was 171, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.10
Theta: -0.12
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1256.95 | 0.5 | -0.05 | 33.73 | 197 | 3 | 712 |
| 13 Nov | 1253.70 | 0.55 | 0.05 | 32.88 | 254 | -23 | 726 |
| 12 Nov | 1270.60 | 0.5 | -0.05 | 33.18 | 192 | 29 | 757 |
| 11 Nov | 1269.30 | 0.55 | -0.40 | 32.64 | 161 | 19 | 734 |
| 8 Nov | 1258.85 | 0.95 | 0.15 | 31.54 | 236 | 33 | 711 |
| 7 Nov | 1278.70 | 0.8 | 0.15 | 32.70 | 87 | -38 | 679 |
| 6 Nov | 1302.35 | 0.65 | -0.20 | 34.31 | 165 | 48 | 717 |
| 5 Nov | 1296.70 | 0.85 | -0.40 | 33.31 | 506 | 105 | 675 |
| 4 Nov | 1277.20 | 1.25 | -0.30 | 32.62 | 793 | 279 | 573 |
| 31 Oct | 1292.25 | 1.55 | 0.00 | - | 78 | 18 | 281 |
| 30 Oct | 1312.15 | 1.55 | 0.25 | - | 101 | 29 | 265 |
| 29 Oct | 1331.85 | 1.3 | -0.45 | - | 82 | 13 | 235 |
| 28 Oct | 1292.85 | 1.75 | -4.95 | - | 401 | 1 | 225 |
| 25 Oct | 1255.45 | 6.7 | 3.75 | - | 823 | 112 | 224 |
| 24 Oct | 1252.75 | 2.95 | 0.35 | - | 282 | 16 | 110 |
| 23 Oct | 1251.60 | 2.6 | -0.15 | - | 125 | 23 | 93 |
| 22 Oct | 1267.50 | 2.75 | 0.25 | - | 97 | 36 | 68 |
| 21 Oct | 1259.05 | 2.5 | -0.65 | - | 40 | 14 | 32 |
| 18 Oct | 1264.50 | 3.15 | -0.55 | - | 69 | 4 | 18 |
| 17 Oct | 1231.25 | 3.7 | 0.40 | - | 76 | -4 | 13 |
| 16 Oct | 1243.15 | 3.3 | 0.70 | - | 75 | 5 | 18 |
| 15 Oct | 1255.50 | 2.6 | 0.40 | - | 79 | 2 | 14 |
| 14 Oct | 1231.75 | 2.2 | -0.75 | - | 16 | 12 | 12 |
| 11 Oct | 1223.00 | 2.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1243.50 | 2.95 | -8.80 | - | 28 | 1 | 1 |
| 7 Oct | 1233.90 | 11.75 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1100 expiring on 28NOV2024
Delta for 1100 PE is -0.02
Historical price for 1100 PE is as follows
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 33.73, the open interest changed by 3 which increased total open position to 712
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 32.88, the open interest changed by -23 which decreased total open position to 726
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 33.18, the open interest changed by 29 which increased total open position to 757
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 0.55, which was -0.40 lower than the previous day. The implied volatity was 32.64, the open interest changed by 19 which increased total open position to 734
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 31.54, the open interest changed by 33 which increased total open position to 711
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 32.70, the open interest changed by -38 which decreased total open position to 679
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 34.31, the open interest changed by 48 which increased total open position to 717
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 0.85, which was -0.40 lower than the previous day. The implied volatity was 33.31, the open interest changed by 105 which increased total open position to 675
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 1.25, which was -0.30 lower than the previous day. The implied volatity was 32.62, the open interest changed by 279 which increased total open position to 573
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct ICICIBANK was trading at 1312.15. The strike last trading price was 1.55, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct ICICIBANK was trading at 1292.85. The strike last trading price was 1.75, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct ICICIBANK was trading at 1255.45. The strike last trading price was 6.7, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct ICICIBANK was trading at 1252.75. The strike last trading price was 2.95, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct ICICIBANK was trading at 1251.60. The strike last trading price was 2.6, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct ICICIBANK was trading at 1267.50. The strike last trading price was 2.75, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct ICICIBANK was trading at 1259.05. The strike last trading price was 2.5, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct ICICIBANK was trading at 1264.50. The strike last trading price was 3.15, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct ICICIBANK was trading at 1231.25. The strike last trading price was 3.7, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct ICICIBANK was trading at 1243.15. The strike last trading price was 3.3, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct ICICIBANK was trading at 1255.50. The strike last trading price was 2.6, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct ICICIBANK was trading at 1231.75. The strike last trading price was 2.2, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct ICICIBANK was trading at 1223.00. The strike last trading price was 2.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct ICICIBANK was trading at 1243.50. The strike last trading price was 2.95, which was -8.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct ICICIBANK was trading at 1233.90. The strike last trading price was 11.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
