ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
21 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1180 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 | 70.55 | -13.15 | - | 72 | 18 | 38 | |||
| 20 Nov | 1249.10 | 83.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1249.10 | 83.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1253.45 | 83.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1256.95 | 83.7 | 0.00 | 0.00 | 0 | -13 | 0 | |||
| 13 Nov | 1253.70 | 83.7 | -10.80 | 19.63 | 33 | -12 | 21 | |||
| 12 Nov | 1270.60 | 94.5 | 1.20 | 17.95 | 4 | 3 | 32 | |||
| 11 Nov | 1269.30 | 93.3 | 4.70 | - | 5 | -3 | 30 | |||
| 8 Nov | 1258.85 | 88.6 | -28.40 | 23.42 | 35 | 27 | 32 | |||
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| 7 Nov | 1278.70 | 117 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 117 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 117 | 10.70 | - | 3 | 0 | 5 | |||
| 4 Nov | 1277.20 | 106.3 | -33.70 | 24.45 | 5 | -1 | 4 | |||
| 31 Oct | 1292.25 | 140 | 0.00 | - | 0 | -1 | 0 | |||
| 30 Oct | 1312.15 | 140 | 2.00 | - | 1 | 0 | 6 | |||
| 29 Oct | 1331.85 | 138 | 13.00 | - | 1 | 0 | 5 | |||
| 28 Oct | 1292.85 | 125 | 30.00 | - | 2 | 4 | 4 | |||
| 25 Oct | 1255.45 | 95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1252.75 | 95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1251.60 | 95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1267.50 | 95 | 0.00 | - | 0 | 1 | 0 | |||
| 21 Oct | 1259.05 | 95 | 2.75 | - | 1 | 0 | 2 | |||
| 18 Oct | 1264.50 | 92.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1231.25 | 92.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1243.15 | 92.25 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1255.50 | 92.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1231.75 | 92.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1223.00 | 92.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1243.50 | 92.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1244.15 | 92.25 | 0.00 | - | 0 | 0 | 2 | |||
| 8 Oct | 1236.60 | 92.25 | 0.00 | - | 0 | 2 | 0 | |||
| 7 Oct | 1233.90 | 92.25 | -3.00 | - | 2 | 1 | 1 | |||
| 3 Oct | 1256.35 | 95.25 | 95.25 | - | 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 1180 expiring on 28NOV2024
Delta for 1180 CE is -
Historical price for 1180 CE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 70.55, which was -13.15 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 38
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 83.7, 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 83.7, 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 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 83.7, 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 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 83.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13 which decreased total open position to 0
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 83.7, which was -10.80 lower than the previous day. The implied volatity was 19.63, the open interest changed by -12 which decreased total open position to 21
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 94.5, which was 1.20 higher than the previous day. The implied volatity was 17.95, the open interest changed by 3 which increased total open position to 32
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 93.3, which was 4.70 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 30
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 88.6, which was -28.40 lower than the previous day. The implied volatity was 23.42, the open interest changed by 27 which increased total open position to 32
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 117, 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 117, 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 117, which was 10.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 106.3, which was -33.70 lower than the previous day. The implied volatity was 24.45, the open interest changed by -1 which decreased total open position to 4
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 140, 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 140, which was 2.00 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 138, which was 13.00 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 125, which was 30.00 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 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 24 Oct ICICIBANK was trading at 1252.75. The strike last trading price was 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 23 Oct ICICIBANK was trading at 1251.60. The strike last trading price was 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 22 Oct ICICIBANK was trading at 1267.50. The strike last trading price was 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 21 Oct ICICIBANK was trading at 1259.05. The strike last trading price was 95, which was 2.75 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 92.25, 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 92.25, 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 16 Oct ICICIBANK was trading at 1243.15. The strike last trading price was 92.25, 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 15 Oct ICICIBANK was trading at 1255.50. The strike last trading price was 92.25, 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 14 Oct ICICIBANK was trading at 1231.75. The strike last trading price was 92.25, 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 11 Oct ICICIBANK was trading at 1223.00. The strike last trading price was 92.25, 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 92.25, 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 92.25, 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 92.25, 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 92.25, which was -3.00 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 95.25, which was 95.25 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 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.22
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1250.55 | 1.6 | -1.60 | 31.25 | 1,847 | -2 | 652 |
| 20 Nov | 1249.10 | 3.2 | 0.00 | 29.54 | 1,704 | 87 | 654 |
| 19 Nov | 1249.10 | 3.2 | 1.25 | 29.54 | 1,704 | 87 | 654 |
| 18 Nov | 1253.45 | 1.95 | -0.30 | 26.74 | 508 | 1 | 568 |
| 14 Nov | 1256.95 | 2.25 | 0.00 | 25.20 | 1,007 | 75 | 573 |
| 13 Nov | 1253.70 | 2.25 | -0.10 | 24.22 | 870 | 41 | 511 |
| 12 Nov | 1270.60 | 2.35 | 0.45 | 26.00 | 458 | 5 | 468 |
| 11 Nov | 1269.30 | 1.9 | -2.25 | 24.00 | 895 | -112 | 465 |
| 8 Nov | 1258.85 | 4.15 | 1.55 | 25.30 | 838 | 155 | 573 |
| 7 Nov | 1278.70 | 2.6 | 0.85 | 25.29 | 428 | 12 | 413 |
| 6 Nov | 1302.35 | 1.75 | -1.35 | 26.66 | 423 | 50 | 404 |
| 5 Nov | 1296.70 | 3.1 | -1.60 | 27.48 | 680 | 34 | 351 |
| 4 Nov | 1277.20 | 4.7 | 0.65 | 27.21 | 687 | -8 | 318 |
| 31 Oct | 1292.25 | 4.05 | 0.35 | - | 338 | 86 | 321 |
| 30 Oct | 1312.15 | 3.7 | 0.45 | - | 269 | -9 | 235 |
| 29 Oct | 1331.85 | 3.25 | -1.55 | - | 295 | 42 | 245 |
| 28 Oct | 1292.85 | 4.8 | -11.25 | - | 420 | 25 | 206 |
| 25 Oct | 1255.45 | 16.05 | 5.60 | - | 364 | 61 | 181 |
| 24 Oct | 1252.75 | 10.45 | -0.05 | - | 82 | 16 | 118 |
| 23 Oct | 1251.60 | 10.5 | 1.95 | - | 44 | 11 | 101 |
| 22 Oct | 1267.50 | 8.55 | -1.70 | - | 59 | -1 | 90 |
| 21 Oct | 1259.05 | 10.25 | 2.05 | - | 32 | 14 | 94 |
| 18 Oct | 1264.50 | 8.2 | -2.85 | - | 53 | 26 | 79 |
| 17 Oct | 1231.25 | 11.05 | 1.55 | - | 1 | 0 | 52 |
| 16 Oct | 1243.15 | 9.5 | -3.85 | - | 54 | 39 | 42 |
| 15 Oct | 1255.50 | 13.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1231.75 | 13.35 | 0.00 | - | 0 | 1 | 0 |
| 11 Oct | 1223.00 | 13.35 | 0.00 | - | 1 | 0 | 2 |
| 10 Oct | 1243.50 | 13.35 | 0.00 | - | 0 | 2 | 0 |
| 9 Oct | 1244.15 | 13.35 | -18.75 | - | 4 | 2 | 2 |
| 8 Oct | 1236.60 | 32.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1233.90 | 32.1 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1256.35 | 32.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 1237.30 | 32.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 1235.00 | 32.1 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 1208.15 | 32.1 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 1235.95 | 32.1 | 32.10 | - | 0 | 0 | 0 |
| 2 Sept | 1229.95 | 0 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1180 expiring on 28NOV2024
Delta for 1180 PE is -0.07
Historical price for 1180 PE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 1.6, which was -1.60 lower than the previous day. The implied volatity was 31.25, the open interest changed by -2 which decreased total open position to 652
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 3.2, which was 0.00 lower than the previous day. The implied volatity was 29.54, the open interest changed by 87 which increased total open position to 654
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 3.2, which was 1.25 higher than the previous day. The implied volatity was 29.54, the open interest changed by 87 which increased total open position to 654
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 1.95, which was -0.30 lower than the previous day. The implied volatity was 26.74, the open interest changed by 1 which increased total open position to 568
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 25.20, the open interest changed by 75 which increased total open position to 573
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 2.25, which was -0.10 lower than the previous day. The implied volatity was 24.22, the open interest changed by 41 which increased total open position to 511
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 2.35, which was 0.45 higher than the previous day. The implied volatity was 26.00, the open interest changed by 5 which increased total open position to 468
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 1.9, which was -2.25 lower than the previous day. The implied volatity was 24.00, the open interest changed by -112 which decreased total open position to 465
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 4.15, which was 1.55 higher than the previous day. The implied volatity was 25.30, the open interest changed by 155 which increased total open position to 573
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 2.6, which was 0.85 higher than the previous day. The implied volatity was 25.29, the open interest changed by 12 which increased total open position to 413
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 1.75, which was -1.35 lower than the previous day. The implied volatity was 26.66, the open interest changed by 50 which increased total open position to 404
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 3.1, which was -1.60 lower than the previous day. The implied volatity was 27.48, the open interest changed by 34 which increased total open position to 351
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 4.7, which was 0.65 higher than the previous day. The implied volatity was 27.21, the open interest changed by -8 which decreased total open position to 318
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 4.05, 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 3.7, 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 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 3.25, which was -1.55 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 4.8, which was -11.25 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 16.05, which was 5.60 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 10.45, which was -0.05 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 10.5, which was 1.95 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 8.55, which was -1.70 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 2.05 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 8.2, which was -2.85 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 11.05, which was 1.55 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 9.5, which was -3.85 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 13.35, 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 13.35, 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 13.35, 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 13.35, 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 13.35, which was -18.75 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 32.1, 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 32.1, 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 32.1, 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 32.1, 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 32.1, 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 32.1, 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 32.1, which was 32.10 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
