ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
14 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1120 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1256.95 | 140 | -10.35 | - | 1 | 0 | 5 | |||
| 13 Nov | 1253.70 | 150.35 | 0.65 | 52.87 | 5 | -1 | 5 | |||
| 12 Nov | 1270.60 | 149.7 | -9.30 | - | 3 | 2 | 5 | |||
| 11 Nov | 1269.30 | 159 | 3.00 | 45.75 | 2 | 0 | 3 | |||
| 8 Nov | 1258.85 | 156 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 156 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 156 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 156 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 1277.20 | 156 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1292.25 | 156 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1312.15 | 156 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1331.85 | 156 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1292.85 | 156 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1255.45 | 156 | 7.95 | - | 2 | 0 | 3 | |||
| 24 Oct | 1252.75 | 148.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1251.60 | 148.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1267.50 | 148.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1259.05 | 148.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1264.50 | 148.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1231.25 | 148.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1243.15 | 148.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1255.50 | 148.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1231.75 | 148.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1223.00 | 148.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 10 Oct | 1243.50 | 148.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1244.15 | 148.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1236.60 | 148.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1233.90 | 148.05 | 148.05 | - | 0 | 0 | 3 | |||
| 6 Sept | 1208.15 | 0 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1120 expiring on 28NOV2024
Delta for 1120 CE is -
Historical price for 1120 CE is as follows
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 140, which was -10.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 150.35, which was 0.65 higher than the previous day. The implied volatity was 52.87, the open interest changed by -1 which decreased total open position to 5
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 149.7, which was -9.30 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 159, which was 3.00 higher than the previous day. The implied volatity was 45.75, the open interest changed by 0 which decreased total open position to 3
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 156, 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 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 156, 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 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 156, 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 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 156, 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 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 156, 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 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 156, 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 156, 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 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 156, 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 28 Oct ICICIBANK was trading at 1292.85. The strike last trading price was 156, 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 25 Oct ICICIBANK was trading at 1255.45. The strike last trading price was 156, which was 7.95 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 148.05, 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 23 Oct ICICIBANK was trading at 1251.60. The strike last trading price was 148.05, 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 22 Oct ICICIBANK was trading at 1267.50. The strike last trading price was 148.05, 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 148.05, 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 18 Oct ICICIBANK was trading at 1264.50. The strike last trading price was 148.05, 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 17 Oct ICICIBANK was trading at 1231.25. The strike last trading price was 148.05, 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 16 Oct ICICIBANK was trading at 1243.15. The strike last trading price was 148.05, 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 15 Oct ICICIBANK was trading at 1255.50. The strike last trading price was 148.05, 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 14 Oct ICICIBANK was trading at 1231.75. The strike last trading price was 148.05, 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 11 Oct ICICIBANK was trading at 1223.00. The strike last trading price was 148.05, 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 10 Oct ICICIBANK was trading at 1243.50. The strike last trading price was 148.05, 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 9 Oct ICICIBANK was trading at 1244.15. The strike last trading price was 148.05, 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 8 Oct ICICIBANK was trading at 1236.60. The strike last trading price was 148.05, 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 7 Oct ICICIBANK was trading at 1233.90. The strike last trading price was 148.05, which was 148.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept ICICIBANK was trading at 1208.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.12
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1256.95 | 0.6 | -0.05 | 30.78 | 16 | 0 | 185 |
| 13 Nov | 1253.70 | 0.65 | 0.10 | 29.93 | 46 | 1 | 191 |
| 12 Nov | 1270.60 | 0.55 | 0.00 | 30.07 | 64 | 2 | 190 |
| 11 Nov | 1269.30 | 0.55 | -0.45 | 29.17 | 115 | -2 | 188 |
| 8 Nov | 1258.85 | 1 | 0.15 | 28.35 | 245 | 97 | 190 |
| 7 Nov | 1278.70 | 0.85 | 0.10 | 29.76 | 172 | 25 | 92 |
| 6 Nov | 1302.35 | 0.75 | -0.20 | 31.97 | 285 | -132 | 69 |
| 5 Nov | 1296.70 | 0.95 | -0.60 | 30.77 | 198 | 15 | 202 |
| 4 Nov | 1277.20 | 1.55 | -0.70 | 30.60 | 256 | 146 | 188 |
| 31 Oct | 1292.25 | 2.25 | 0.70 | - | 13 | -1 | 43 |
| 30 Oct | 1312.15 | 1.55 | 0.40 | - | 9 | 3 | 43 |
| 29 Oct | 1331.85 | 1.15 | -0.65 | - | 32 | -9 | 37 |
| 28 Oct | 1292.85 | 1.8 | -5.75 | - | 57 | -20 | 44 |
| 25 Oct | 1255.45 | 7.55 | 3.65 | - | 148 | 37 | 64 |
| 24 Oct | 1252.75 | 3.9 | 0.20 | - | 40 | -12 | 28 |
| 23 Oct | 1251.60 | 3.7 | 0.25 | - | 40 | -12 | 40 |
| 22 Oct | 1267.50 | 3.45 | 0.10 | - | 159 | -26 | 51 |
| 21 Oct | 1259.05 | 3.35 | -0.95 | - | 6 | 0 | 78 |
| 18 Oct | 1264.50 | 4.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1231.25 | 4.3 | 0.00 | - | 0 | -3 | 0 |
| 16 Oct | 1243.15 | 4.3 | 1.00 | - | 135 | 14 | 95 |
| 15 Oct | 1255.50 | 3.3 | -0.20 | - | 16 | 3 | 81 |
| 14 Oct | 1231.75 | 3.5 | -3.15 | - | 167 | 9 | 79 |
| 11 Oct | 1223.00 | 6.65 | 3.15 | - | 69 | 57 | 65 |
| 10 Oct | 1243.50 | 3.5 | -1.50 | - | 1 | 0 | 7 |
| 9 Oct | 1244.15 | 5 | -0.40 | - | 1 | 0 | 6 |
| 8 Oct | 1236.60 | 5.4 | -10.10 | - | 6 | 5 | 5 |
| 7 Oct | 1233.90 | 15.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 1208.15 | 15.5 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1120 expiring on 28NOV2024
Delta for 1120 PE is -0.02
Historical price for 1120 PE is as follows
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 30.78, the open interest changed by 0 which decreased total open position to 185
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 29.93, the open interest changed by 1 which increased total open position to 191
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 30.07, the open interest changed by 2 which increased total open position to 190
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 29.17, the open interest changed by -2 which decreased total open position to 188
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 28.35, the open interest changed by 97 which increased total open position to 190
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 29.76, the open interest changed by 25 which increased total open position to 92
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 31.97, the open interest changed by -132 which decreased total open position to 69
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 0.95, which was -0.60 lower than the previous day. The implied volatity was 30.77, the open interest changed by 15 which increased total open position to 202
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 1.55, which was -0.70 lower than the previous day. The implied volatity was 30.60, the open interest changed by 146 which increased total open position to 188
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 2.25, 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 30 Oct ICICIBANK was trading at 1312.15. The strike last trading price was 1.55, 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 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 1.15, 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 28 Oct ICICIBANK was trading at 1292.85. The strike last trading price was 1.8, which was -5.75 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 7.55, which was 3.65 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 3.9, which was 0.20 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 3.7, 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 22 Oct ICICIBANK was trading at 1267.50. The strike last trading price was 3.45, which was 0.10 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 3.35, which was -0.95 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 4.3, 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 4.3, 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 4.3, which was 1.00 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 3.3, which was -0.20 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 3.5, which was -3.15 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 6.65, which was 3.15 higher 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 3.5, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct ICICIBANK was trading at 1244.15. The strike last trading price was 5, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct ICICIBANK was trading at 1236.60. The strike last trading price was 5.4, which was -10.10 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 15.5, 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 6 Sept ICICIBANK was trading at 1208.15. The strike last trading price was 15.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
