ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
21 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1250.55 | 106.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1249.10 | 106.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1249.10 | 106.75 | 0.00 | 0.00 | 0 | -12 | 0 | |||
| 18 Nov | 1253.45 | 106.75 | -3.90 | 32.37 | 27 | -12 | 28 | |||
| 14 Nov | 1256.95 | 110.65 | 0.00 | 0.00 | 0 | 24 | 0 | |||
| 13 Nov | 1253.70 | 110.65 | -14.30 | - | 31 | 20 | 36 | |||
| 12 Nov | 1270.60 | 124.95 | 0.75 | 26.97 | 4 | 0 | 18 | |||
| 11 Nov | 1269.30 | 124.2 | 8.20 | 20.84 | 3 | 0 | 18 | |||
| 8 Nov | 1258.85 | 116 | -31.00 | 21.84 | 11 | -3 | 18 | |||
| 7 Nov | 1278.70 | 147 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 147 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 147 | 12.75 | - | 6 | -1 | 20 | |||
| 4 Nov | 1277.20 | 134.25 | -26.75 | 24.84 | 26 | -18 | 22 | |||
| 31 Oct | 1292.25 | 161 | -10.00 | - | 5 | 3 | 25 | |||
| 30 Oct | 1312.15 | 171 | 0.00 | - | 0 | 3 | 0 | |||
| 29 Oct | 1331.85 | 171 | 15.00 | - | 3 | 2 | 21 | |||
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| 28 Oct | 1292.85 | 156 | 39.65 | - | 3 | 17 | 17 | |||
| 25 Oct | 1255.45 | 116.35 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1252.75 | 116.35 | 0.00 | - | 0 | 13 | 0 | |||
| 23 Oct | 1251.60 | 116.35 | -12.00 | - | 18 | 10 | 15 | |||
| 22 Oct | 1267.50 | 128.35 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1259.05 | 128.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1264.50 | 128.35 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1231.25 | 128.35 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1243.15 | 128.35 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1255.50 | 128.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1231.75 | 128.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1223.00 | 128.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1243.50 | 128.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1244.15 | 128.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1236.60 | 128.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1233.90 | 128.35 | 0.00 | - | 0 | 0 | 5 | |||
| 3 Oct | 1256.35 | 128.35 | - | 5 | 2 | 2 | ||||
For Icici Bank Ltd. - strike price 1150 expiring on 28NOV2024
Delta for 1150 CE is 0.00
Historical price for 1150 CE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 106.75, 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 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 106.75, 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 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 106.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -12 which decreased total open position to 0
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 106.75, which was -3.90 lower than the previous day. The implied volatity was 32.37, the open interest changed by -12 which decreased total open position to 28
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 110.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 110.65, which was -14.30 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 36
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 124.95, which was 0.75 higher than the previous day. The implied volatity was 26.97, the open interest changed by 0 which decreased total open position to 18
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 124.2, which was 8.20 higher than the previous day. The implied volatity was 20.84, the open interest changed by 0 which decreased total open position to 18
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 116, which was -31.00 lower than the previous day. The implied volatity was 21.84, the open interest changed by -3 which decreased total open position to 18
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 147, 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 147, 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 147, which was 12.75 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 20
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 134.25, which was -26.75 lower than the previous day. The implied volatity was 24.84, the open interest changed by -18 which decreased total open position to 22
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 161, which was -10.00 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 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 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 171, which was 15.00 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 156, which was 39.65 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 116.35, 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 116.35, 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 116.35, which was -12.00 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 128.35, 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 128.35, 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 128.35, 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 128.35, 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 128.35, 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 128.35, 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 128.35, 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 128.35, 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 128.35, 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 128.35, 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 128.35, 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 128.35, 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 3 Oct ICICIBANK was trading at 1256.35. The strike last trading price was 128.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.11
Theta: -0.26
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1250.55 | 0.65 | -0.85 | 34.39 | 744 | 61 | 707 |
| 20 Nov | 1249.10 | 1.5 | 0.00 | 32.70 | 403 | 36 | 657 |
| 19 Nov | 1249.10 | 1.5 | 0.80 | 32.70 | 403 | 47 | 657 |
| 18 Nov | 1253.45 | 0.7 | -0.30 | 28.60 | 423 | -63 | 611 |
| 14 Nov | 1256.95 | 1 | -0.10 | 27.29 | 453 | 111 | 674 |
| 13 Nov | 1253.70 | 1.1 | 0.00 | 26.74 | 551 | 39 | 573 |
| 12 Nov | 1270.60 | 1.1 | 0.20 | 27.86 | 319 | 17 | 535 |
| 11 Nov | 1269.30 | 0.9 | -1.15 | 26.06 | 544 | -50 | 521 |
| 8 Nov | 1258.85 | 2.05 | 0.60 | 26.79 | 884 | 17 | 572 |
| 7 Nov | 1278.70 | 1.45 | 0.55 | 27.57 | 294 | 27 | 547 |
| 6 Nov | 1302.35 | 0.9 | -0.90 | 28.19 | 380 | 55 | 524 |
| 5 Nov | 1296.70 | 1.8 | -0.85 | 29.36 | 538 | 28 | 469 |
| 4 Nov | 1277.20 | 2.65 | 0.00 | 28.75 | 619 | 65 | 446 |
| 31 Oct | 1292.25 | 2.65 | 0.15 | - | 244 | -2 | 384 |
| 30 Oct | 1312.15 | 2.5 | 0.35 | - | 191 | 3 | 385 |
| 29 Oct | 1331.85 | 2.15 | -1.05 | - | 622 | -121 | 392 |
| 28 Oct | 1292.85 | 3.2 | -8.40 | - | 938 | 15 | 513 |
| 25 Oct | 1255.45 | 11.6 | 5.10 | - | 993 | 247 | 498 |
| 24 Oct | 1252.75 | 6.5 | 0.25 | - | 318 | 37 | 247 |
| 23 Oct | 1251.60 | 6.25 | 0.65 | - | 174 | 24 | 207 |
| 22 Oct | 1267.50 | 5.6 | -0.40 | - | 339 | 83 | 183 |
| 21 Oct | 1259.05 | 6 | 1.00 | - | 145 | 33 | 102 |
| 18 Oct | 1264.50 | 5 | -2.90 | - | 92 | 58 | 68 |
| 17 Oct | 1231.25 | 7.9 | -3.10 | - | 8 | 6 | 10 |
| 16 Oct | 1243.15 | 11 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1255.50 | 11 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1231.75 | 11 | 0.00 | - | 0 | -35 | 0 |
| 11 Oct | 1223.00 | 11 | 4.80 | - | 41 | -36 | 3 |
| 10 Oct | 1243.50 | 6.2 | -1.80 | - | 9 | 0 | 39 |
| 9 Oct | 1244.15 | 8 | -2.35 | - | 3 | 0 | 40 |
| 8 Oct | 1236.60 | 10.35 | -0.30 | - | 30 | 26 | 37 |
| 7 Oct | 1233.90 | 10.65 | 7.25 | - | 14 | 12 | 12 |
| 3 Oct | 1256.35 | 3.4 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1150 expiring on 28NOV2024
Delta for 1150 PE is -0.03
Historical price for 1150 PE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 0.65, which was -0.85 lower than the previous day. The implied volatity was 34.39, the open interest changed by 61 which increased total open position to 707
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 32.70, the open interest changed by 36 which increased total open position to 657
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 1.5, which was 0.80 higher than the previous day. The implied volatity was 32.70, the open interest changed by 47 which increased total open position to 657
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 28.60, the open interest changed by -63 which decreased total open position to 611
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 27.29, the open interest changed by 111 which increased total open position to 674
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 26.74, the open interest changed by 39 which increased total open position to 573
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 1.1, which was 0.20 higher than the previous day. The implied volatity was 27.86, the open interest changed by 17 which increased total open position to 535
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 0.9, which was -1.15 lower than the previous day. The implied volatity was 26.06, the open interest changed by -50 which decreased total open position to 521
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 2.05, which was 0.60 higher than the previous day. The implied volatity was 26.79, the open interest changed by 17 which increased total open position to 572
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 1.45, which was 0.55 higher than the previous day. The implied volatity was 27.57, the open interest changed by 27 which increased total open position to 547
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 0.9, which was -0.90 lower than the previous day. The implied volatity was 28.19, the open interest changed by 55 which increased total open position to 524
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 1.8, which was -0.85 lower than the previous day. The implied volatity was 29.36, the open interest changed by 28 which increased total open position to 469
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 2.65, which was 0.00 lower than the previous day. The implied volatity was 28.75, the open interest changed by 65 which increased total open position to 446
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 2.65, which was 0.15 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 2.5, 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 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 2.15, which was -1.05 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 3.2, which was -8.40 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 11.6, which was 5.10 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 6.5, 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 23 Oct ICICIBANK was trading at 1251.60. The strike last trading price was 6.25, which was 0.65 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 5.6, 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 21 Oct ICICIBANK was trading at 1259.05. The strike last trading price was 6, 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 18 Oct ICICIBANK was trading at 1264.50. The strike last trading price was 5, which was -2.90 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 7.9, which was -3.10 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 11, 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 11, 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 11, 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 11, which was 4.80 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 6.2, which was -1.80 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 8, which was -2.35 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 10.35, which was -0.30 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 10.65, which was 7.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct ICICIBANK was trading at 1256.35. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
