ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
21 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1210 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.30
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1250.55 | 50 | 8.90 | 22.21 | 46 | -2 | 48 | |||
| 20 Nov | 1249.10 | 41.1 | 0.00 | 21.34 | 26 | 3 | 48 | |||
| 19 Nov | 1249.10 | 41.1 | -7.90 | 21.34 | 26 | 1 | 48 | |||
| 18 Nov | 1253.45 | 49 | -5.55 | 21.66 | 7 | 0 | 46 | |||
| 14 Nov | 1256.95 | 54.55 | -3.05 | 14.55 | 36 | 4 | 46 | |||
| 13 Nov | 1253.70 | 57.6 | -10.15 | 21.59 | 26 | 10 | 41 | |||
| 12 Nov | 1270.60 | 67.75 | -3.25 | 21.57 | 23 | 5 | 33 | |||
| 11 Nov | 1269.30 | 71 | 7.20 | 26.14 | 11 | 6 | 28 | |||
| 8 Nov | 1258.85 | 63.8 | -44.65 | 23.93 | 36 | 10 | 21 | |||
| 7 Nov | 1278.70 | 108.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1302.35 | 108.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1296.70 | 108.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 1277.20 | 108.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1292.25 | 108.45 | -4.65 | - | 8 | -1 | 9 | |||
| 30 Oct | 1312.15 | 113.1 | -31.05 | - | 15 | 9 | 9 | |||
| 29 Oct | 1331.85 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1292.85 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1255.45 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1252.75 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1251.60 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1267.50 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1259.05 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1264.50 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1231.25 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1243.15 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 15 Oct | 1255.50 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1231.75 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1223.00 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1243.50 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1244.15 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1236.60 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1233.90 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1239.75 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1256.35 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1274.40 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1273.00 | 144.15 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1306.60 | 144.15 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1210 expiring on 28NOV2024
Delta for 1210 CE is 0.90
Historical price for 1210 CE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 50, which was 8.90 higher than the previous day. The implied volatity was 22.21, the open interest changed by -2 which decreased total open position to 48
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 41.1, which was 0.00 lower than the previous day. The implied volatity was 21.34, the open interest changed by 3 which increased total open position to 48
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 41.1, which was -7.90 lower than the previous day. The implied volatity was 21.34, the open interest changed by 1 which increased total open position to 48
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 49, which was -5.55 lower than the previous day. The implied volatity was 21.66, the open interest changed by 0 which decreased total open position to 46
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 54.55, which was -3.05 lower than the previous day. The implied volatity was 14.55, the open interest changed by 4 which increased total open position to 46
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 57.6, which was -10.15 lower than the previous day. The implied volatity was 21.59, the open interest changed by 10 which increased total open position to 41
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 67.75, which was -3.25 lower than the previous day. The implied volatity was 21.57, the open interest changed by 5 which increased total open position to 33
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 71, which was 7.20 higher than the previous day. The implied volatity was 26.14, the open interest changed by 6 which increased total open position to 28
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 63.8, which was -44.65 lower than the previous day. The implied volatity was 23.93, the open interest changed by 10 which increased total open position to 21
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 108.45, 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 108.45, 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 108.45, 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 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 108.45, 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 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 108.45, which was -4.65 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 113.1, which was -31.05 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 144.15, 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 144.15, 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 144.15, 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 144.15, 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 144.15, 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 144.15, 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 144.15, 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 144.15, 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 144.15, 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 144.15, 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 144.15, 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 144.15, 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 144.15, 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 144.15, 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 144.15, 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 144.15, 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 144.15, 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 4 Oct ICICIBANK was trading at 1239.75. The strike last trading price was 144.15, 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 144.15, 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 1 Oct ICICIBANK was trading at 1274.40. The strike last trading price was 144.15, 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 Sept ICICIBANK was trading at 1273.00. The strike last trading price was 144.15, 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 27 Sept ICICIBANK was trading at 1306.60. The strike last trading price was 144.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1210 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.40
Theta: -0.72
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1250.55 | 3.6 | -3.35 | 27.22 | 2,013 | -16 | 517 |
| 20 Nov | 1249.10 | 6.95 | 0.00 | 26.45 | 2,067 | 61 | 534 |
| 19 Nov | 1249.10 | 6.95 | 2.30 | 26.45 | 2,067 | 62 | 534 |
| 18 Nov | 1253.45 | 4.65 | -0.05 | 24.07 | 1,031 | -57 | 472 |
| 14 Nov | 1256.95 | 4.7 | -0.25 | 22.61 | 1,630 | 22 | 528 |
| 13 Nov | 1253.70 | 4.95 | 0.10 | 22.09 | 1,262 | 72 | 504 |
| 12 Nov | 1270.60 | 4.85 | 0.60 | 24.01 | 1,940 | 149 | 447 |
| 11 Nov | 1269.30 | 4.25 | -3.55 | 22.31 | 812 | -49 | 299 |
| 8 Nov | 1258.85 | 7.8 | 3.10 | 23.46 | 750 | 36 | 349 |
| 7 Nov | 1278.70 | 4.7 | 1.60 | 23.29 | 314 | -9 | 313 |
| 6 Nov | 1302.35 | 3.1 | -2.40 | 24.63 | 543 | 151 | 321 |
| 5 Nov | 1296.70 | 5.5 | -2.90 | 25.83 | 700 | 6 | 171 |
| 4 Nov | 1277.20 | 8.4 | 1.95 | 25.92 | 283 | -1 | 168 |
| 31 Oct | 1292.25 | 6.45 | 0.95 | - | 235 | -24 | 164 |
| 30 Oct | 1312.15 | 5.5 | 0.80 | - | 213 | 11 | 187 |
| 29 Oct | 1331.85 | 4.7 | -3.05 | - | 296 | 28 | 166 |
| 28 Oct | 1292.85 | 7.75 | -15.70 | - | 384 | 42 | 141 |
| 25 Oct | 1255.45 | 23.45 | 6.60 | - | 181 | 93 | 99 |
| 24 Oct | 1252.75 | 16.85 | -1.05 | - | 4 | 2 | 6 |
| 23 Oct | 1251.60 | 17.9 | 7.95 | - | 18 | 4 | 4 |
| 22 Oct | 1267.50 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1259.05 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1264.50 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1231.25 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1243.15 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1255.50 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1231.75 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1223.00 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1243.50 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1244.15 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1236.60 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1233.90 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1239.75 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1256.35 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1274.40 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1273.00 | 9.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1306.60 | 9.95 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1210 expiring on 28NOV2024
Delta for 1210 PE is -0.15
Historical price for 1210 PE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 3.6, which was -3.35 lower than the previous day. The implied volatity was 27.22, the open interest changed by -16 which decreased total open position to 517
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 6.95, which was 0.00 lower than the previous day. The implied volatity was 26.45, the open interest changed by 61 which increased total open position to 534
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 6.95, which was 2.30 higher than the previous day. The implied volatity was 26.45, the open interest changed by 62 which increased total open position to 534
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 4.65, which was -0.05 lower than the previous day. The implied volatity was 24.07, the open interest changed by -57 which decreased total open position to 472
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 4.7, which was -0.25 lower than the previous day. The implied volatity was 22.61, the open interest changed by 22 which increased total open position to 528
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 4.95, which was 0.10 higher than the previous day. The implied volatity was 22.09, the open interest changed by 72 which increased total open position to 504
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 4.85, which was 0.60 higher than the previous day. The implied volatity was 24.01, the open interest changed by 149 which increased total open position to 447
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 4.25, which was -3.55 lower than the previous day. The implied volatity was 22.31, the open interest changed by -49 which decreased total open position to 299
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 7.8, which was 3.10 higher than the previous day. The implied volatity was 23.46, the open interest changed by 36 which increased total open position to 349
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 4.7, which was 1.60 higher than the previous day. The implied volatity was 23.29, the open interest changed by -9 which decreased total open position to 313
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 3.1, which was -2.40 lower than the previous day. The implied volatity was 24.63, the open interest changed by 151 which increased total open position to 321
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 5.5, which was -2.90 lower than the previous day. The implied volatity was 25.83, the open interest changed by 6 which increased total open position to 171
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 8.4, which was 1.95 higher than the previous day. The implied volatity was 25.92, the open interest changed by -1 which decreased total open position to 168
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 6.45, which was 0.95 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 5.5, which was 0.80 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 4.7, which was -3.05 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 7.75, which was -15.70 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 23.45, which was 6.60 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 16.85, 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 23 Oct ICICIBANK was trading at 1251.60. The strike last trading price was 17.9, 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 22 Oct ICICIBANK was trading at 1267.50. The strike last trading price was 9.95, 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 9.95, 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 18 Oct ICICIBANK was trading at 1264.50. The strike last trading price was 9.95, 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 17 Oct ICICIBANK was trading at 1231.25. The strike last trading price was 9.95, 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 16 Oct ICICIBANK was trading at 1243.15. The strike last trading price was 9.95, 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 15 Oct ICICIBANK was trading at 1255.50. The strike last trading price was 9.95, 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 14 Oct ICICIBANK was trading at 1231.75. The strike last trading price was 9.95, 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 11 Oct ICICIBANK was trading at 1223.00. The strike last trading price was 9.95, 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 10 Oct ICICIBANK was trading at 1243.50. The strike last trading price was 9.95, 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 9 Oct ICICIBANK was trading at 1244.15. The strike last trading price was 9.95, 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 8 Oct ICICIBANK was trading at 1236.60. The strike last trading price was 9.95, 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 7 Oct ICICIBANK was trading at 1233.90. The strike last trading price was 9.95, 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 4 Oct ICICIBANK was trading at 1239.75. The strike last trading price was 9.95, 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 3 Oct ICICIBANK was trading at 1256.35. The strike last trading price was 9.95, 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 1 Oct ICICIBANK was trading at 1274.40. The strike last trading price was 9.95, 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 30 Sept ICICIBANK was trading at 1273.00. The strike last trading price was 9.95, 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 27 Sept ICICIBANK was trading at 1306.60. The strike last trading price was 9.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
