ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
21 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1250.55 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1249.10 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1249.10 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1253.45 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1253.70 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1270.60 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1269.30 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1258.85 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1278.70 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1277.20 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1292.25 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1312.15 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1331.85 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1292.85 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1255.45 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1252.75 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1251.60 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1267.50 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1259.05 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1264.50 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1231.25 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 16 Oct | 1243.15 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1255.50 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1231.75 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1223.00 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1243.50 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1244.15 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1236.60 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1233.90 | 108.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1256.35 | 108.4 | 108.40 | - | 0 | 0 | 0 | |||
| 10 Sept | 1237.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 1235.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 1208.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 1235.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 1229.95 | 0 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1160 expiring on 28NOV2024
Delta for 1160 CE is -
Historical price for 1160 CE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 108.4, 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 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 108.4, 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 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 108.4, 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 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 108.4, 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 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 108.4, 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 108.4, 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 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 108.4, 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 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 108.4, 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 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 108.4, 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 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 108.4, 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 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 108.4, 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 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 108.4, 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 108.4, 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 108.4, 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 108.4, 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 108.4, 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 108.4, 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 108.4, 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 108.4, 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 108.4, 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 108.4, 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 108.4, 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 108.4, 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 108.4, 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 108.4, 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 108.4, 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 108.4, 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 108.4, 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 108.4, 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 108.4, 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 108.4, 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 108.4, 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 108.4, which was 108.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept ICICIBANK was trading at 1237.30. The strike last trading price was 0, 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 Sept ICICIBANK was trading at 1235.00. The strike last trading price was 0, 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 0, 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 5 Sept ICICIBANK was trading at 1235.95. The strike last trading price was 0, 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 2 Sept ICICIBANK was trading at 1229.95. 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 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.14
Theta: -0.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1250.55 | 0.85 | -1.00 | 33.16 | 693 | 80 | 408 |
| 20 Nov | 1249.10 | 1.85 | 0.00 | 31.35 | 393 | 6 | 336 |
| 19 Nov | 1249.10 | 1.85 | 0.85 | 31.35 | 393 | 14 | 336 |
| 18 Nov | 1253.45 | 1 | -0.35 | 28.03 | 464 | 98 | 322 |
| 14 Nov | 1256.95 | 1.35 | 0.00 | 26.75 | 413 | 19 | 228 |
| 13 Nov | 1253.70 | 1.35 | -0.10 | 25.73 | 162 | 13 | 219 |
| 12 Nov | 1270.60 | 1.45 | 0.30 | 27.36 | 301 | -17 | 210 |
| 11 Nov | 1269.30 | 1.15 | -1.45 | 25.36 | 582 | -174 | 228 |
| 8 Nov | 1258.85 | 2.6 | 0.90 | 26.29 | 911 | 116 | 393 |
| 7 Nov | 1278.70 | 1.7 | 0.55 | 26.53 | 397 | 4 | 281 |
| 6 Nov | 1302.35 | 1.15 | -1.00 | 27.79 | 521 | 147 | 277 |
| 5 Nov | 1296.70 | 2.15 | -1.05 | 28.71 | 262 | 1 | 126 |
| 4 Nov | 1277.20 | 3.2 | 0.10 | 28.21 | 294 | 26 | 124 |
| 31 Oct | 1292.25 | 3.1 | 0.35 | - | 43 | 4 | 96 |
| 30 Oct | 1312.15 | 2.75 | 0.25 | - | 22 | 4 | 92 |
| 29 Oct | 1331.85 | 2.5 | -1.10 | - | 122 | -6 | 88 |
| 28 Oct | 1292.85 | 3.6 | -9.00 | - | 152 | 76 | 93 |
| 25 Oct | 1255.45 | 12.6 | 5.10 | - | 6 | 0 | 17 |
| 24 Oct | 1252.75 | 7.5 | -0.60 | - | 2 | 0 | 17 |
| 23 Oct | 1251.60 | 8.1 | 0.45 | - | 10 | 5 | 16 |
| 22 Oct | 1267.50 | 7.65 | -2.60 | - | 1 | 0 | 10 |
| 21 Oct | 1259.05 | 10.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1264.50 | 10.25 | 0.00 | - | 0 | 10 | 0 |
| 17 Oct | 1231.25 | 10.25 | -15.40 | - | 11 | 9 | 9 |
| 16 Oct | 1243.15 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1255.50 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1231.75 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1223.00 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1243.50 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1244.15 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1236.60 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1233.90 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1256.35 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 1237.30 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 1235.00 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 1208.15 | 25.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 1235.95 | 25.65 | 25.65 | - | 0 | 0 | 0 |
| 2 Sept | 1229.95 | 0 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1160 expiring on 28NOV2024
Delta for 1160 PE is -0.04
Historical price for 1160 PE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 0.85, which was -1.00 lower than the previous day. The implied volatity was 33.16, the open interest changed by 80 which increased total open position to 408
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 1.85, which was 0.00 lower than the previous day. The implied volatity was 31.35, the open interest changed by 6 which increased total open position to 336
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 1.85, which was 0.85 higher than the previous day. The implied volatity was 31.35, the open interest changed by 14 which increased total open position to 336
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 28.03, the open interest changed by 98 which increased total open position to 322
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 26.75, the open interest changed by 19 which increased total open position to 228
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 1.35, which was -0.10 lower than the previous day. The implied volatity was 25.73, the open interest changed by 13 which increased total open position to 219
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 1.45, which was 0.30 higher than the previous day. The implied volatity was 27.36, the open interest changed by -17 which decreased total open position to 210
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 1.15, which was -1.45 lower than the previous day. The implied volatity was 25.36, the open interest changed by -174 which decreased total open position to 228
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 2.6, which was 0.90 higher than the previous day. The implied volatity was 26.29, the open interest changed by 116 which increased total open position to 393
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 1.7, which was 0.55 higher than the previous day. The implied volatity was 26.53, the open interest changed by 4 which increased total open position to 281
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 1.15, which was -1.00 lower than the previous day. The implied volatity was 27.79, the open interest changed by 147 which increased total open position to 277
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 2.15, which was -1.05 lower than the previous day. The implied volatity was 28.71, the open interest changed by 1 which increased total open position to 126
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 3.2, which was 0.10 higher than the previous day. The implied volatity was 28.21, the open interest changed by 26 which increased total open position to 124
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 3.1, 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 30 Oct ICICIBANK was trading at 1312.15. 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 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 2.5, which was -1.10 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 3.6, which was -9.00 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 12.6, 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 7.5, which was -0.60 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 8.1, 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 22 Oct ICICIBANK was trading at 1267.50. The strike last trading price was 7.65, 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 21 Oct ICICIBANK was trading at 1259.05. The strike last trading price was 10.25, 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 18 Oct ICICIBANK was trading at 1264.50. The strike last trading price was 10.25, 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 17 Oct ICICIBANK was trading at 1231.25. The strike last trading price was 10.25, which was -15.40 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 25.65, 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 25.65, 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 25.65, 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 25.65, 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 25.65, 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 25.65, 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 25.65, 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 25.65, 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 25.65, 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 Sept ICICIBANK was trading at 1237.30. The strike last trading price was 25.65, 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 Sept ICICIBANK was trading at 1235.00. The strike last trading price was 25.65, 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 25.65, 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 5 Sept ICICIBANK was trading at 1235.95. The strike last trading price was 25.65, which was 25.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept ICICIBANK was trading at 1229.95. 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
