ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
14 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1130 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 1256.95 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 215.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 215.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1269.30 | 215.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 215.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 215.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 215.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1277.20 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1292.25 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1312.15 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1331.85 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1292.85 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1255.45 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1252.75 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1251.60 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1267.50 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1259.05 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1264.50 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1231.25 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1243.15 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1255.50 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1231.75 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1223.00 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1243.50 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1244.15 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1236.60 | 215.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1233.90 | 215.45 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1130 expiring on 28NOV2024
Delta for 1130 CE is -
Historical price for 1130 CE is as follows
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 215.45, 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 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 215.45, 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 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 215.45, 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 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 215.45, 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 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 215.45, 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 215.45, 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 215.45, 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 215.45, 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 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 215.45, 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 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 215.45, 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 215.45, 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 215.45, 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 215.45, 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 215.45, 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 24 Oct ICICIBANK was trading at 1252.75. The strike last trading price was 215.45, 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 215.45, 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 215.45, 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 215.45, 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 215.45, 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 215.45, 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 215.45, 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 215.45, 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 215.45, 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 215.45, 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 215.45, 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 215.45, 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 215.45, 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 215.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1130 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.14
Theta: -0.14
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1256.95 | 0.7 | -0.75 | 29.57 | 18 | 0 | 143 |
| 13 Nov | 1253.70 | 1.45 | 0.90 | 32.44 | 3 | 0 | 143 |
| 12 Nov | 1270.60 | 0.55 | -0.10 | 28.29 | 28 | 1 | 143 |
| 11 Nov | 1269.30 | 0.65 | -0.70 | 28.21 | 65 | 20 | 143 |
| 8 Nov | 1258.85 | 1.35 | 0.40 | 28.14 | 66 | -2 | 123 |
| 7 Nov | 1278.70 | 0.95 | 0.10 | 28.79 | 173 | 89 | 122 |
| 6 Nov | 1302.35 | 0.85 | -0.35 | 31.03 | 58 | 0 | 36 |
| 5 Nov | 1296.70 | 1.2 | -0.65 | 30.39 | 64 | -8 | 38 |
| 4 Nov | 1277.20 | 1.85 | 0.30 | 29.97 | 127 | 6 | 42 |
| 31 Oct | 1292.25 | 1.55 | 0.00 | - | 0 | -1 | 0 |
| 30 Oct | 1312.15 | 1.55 | 0.00 | - | 1 | 0 | 37 |
| 29 Oct | 1331.85 | 1.55 | -0.75 | - | 19 | -13 | 41 |
| 28 Oct | 1292.85 | 2.3 | -6.25 | - | 34 | 1 | 51 |
| 25 Oct | 1255.45 | 8.55 | 3.95 | - | 238 | 35 | 50 |
| 24 Oct | 1252.75 | 4.6 | 0.45 | - | 30 | 2 | 15 |
| 23 Oct | 1251.60 | 4.15 | 1.05 | - | 20 | 2 | 3 |
| 22 Oct | 1267.50 | 3.1 | -2.45 | - | 1 | 0 | 1 |
| 21 Oct | 1259.05 | 5.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1264.50 | 5.55 | 0.00 | - | 0 | 1 | 0 |
| 17 Oct | 1231.25 | 5.55 | 0.35 | - | 2 | 0 | 0 |
| 16 Oct | 1243.15 | 5.2 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1255.50 | 5.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1231.75 | 5.2 | 2.95 | - | 2 | 0 | 0 |
| 11 Oct | 1223.00 | 2.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1243.50 | 2.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1244.15 | 2.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1236.60 | 2.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1233.90 | 2.25 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1130 expiring on 28NOV2024
Delta for 1130 PE is -0.02
Historical price for 1130 PE is as follows
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 0.7, which was -0.75 lower than the previous day. The implied volatity was 29.57, the open interest changed by 0 which decreased total open position to 143
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 1.45, which was 0.90 higher than the previous day. The implied volatity was 32.44, the open interest changed by 0 which decreased total open position to 143
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 28.29, the open interest changed by 1 which increased total open position to 143
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 0.65, which was -0.70 lower than the previous day. The implied volatity was 28.21, the open interest changed by 20 which increased total open position to 143
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 1.35, which was 0.40 higher than the previous day. The implied volatity was 28.14, the open interest changed by -2 which decreased total open position to 123
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 0.95, which was 0.10 higher than the previous day. The implied volatity was 28.79, the open interest changed by 89 which increased total open position to 122
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 31.03, the open interest changed by 0 which decreased total open position to 36
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 1.2, which was -0.65 lower than the previous day. The implied volatity was 30.39, the open interest changed by -8 which decreased total open position to 38
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 1.85, which was 0.30 higher than the previous day. The implied volatity was 29.97, the open interest changed by 6 which increased total open position to 42
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 0.00 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 1.55, 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 28 Oct ICICIBANK was trading at 1292.85. The strike last trading price was 2.3, which was -6.25 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 8.55, which was 3.95 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 4.6, which was 0.45 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 4.15, which was 1.05 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 3.1, which was -2.45 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 5.55, 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 18 Oct ICICIBANK was trading at 1264.50. The strike last trading price was 5.55, 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 17 Oct ICICIBANK was trading at 1231.25. The strike last trading price was 5.55, 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 16 Oct ICICIBANK was trading at 1243.15. The strike last trading price was 5.2, 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 5.2, 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 5.2, which was 2.95 higher 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 2.25, 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 2.25, 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 2.25, 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 2.25, 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 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
