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[--[65.84.65.76]--]
ICICIBANK
Icici Bank Ltd.

1256.95 3.25 (0.26%)

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Historical option data for ICICIBANK

14 Nov 2024 04:10 PM IST
ICICIBANK 28NOV2024 1220 CE
Delta: 0.88
Vega: 0.50
Theta: -0.57
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1256.95 45.95 -2.25 15.61 121 17 166
13 Nov 1253.70 48.2 -11.20 19.65 94 52 148
12 Nov 1270.60 59.4 0.25 21.74 25 -3 96
11 Nov 1269.30 59.15 5.15 20.74 94 -6 99
8 Nov 1258.85 54 -17.20 21.44 119 24 104
7 Nov 1278.70 71.2 -20.15 20.74 12 3 80
6 Nov 1302.35 91.35 8.85 - 40 16 53
5 Nov 1296.70 82.5 14.50 20.24 7 0 37
4 Nov 1277.20 68 -35.50 18.99 6 -3 36
31 Oct 1292.25 103.5 0.00 - 0 13 0
30 Oct 1312.15 103.5 -6.00 - 28 12 38
29 Oct 1331.85 109.5 12.35 - 19 -3 25
28 Oct 1292.85 97.15 24.35 - 40 -26 27
25 Oct 1255.45 72.8 8.80 - 60 37 53
24 Oct 1252.75 64 3.90 - 13 5 16
23 Oct 1251.60 60.1 -17.50 - 6 2 9
22 Oct 1267.50 77.6 8.60 - 3 0 7
21 Oct 1259.05 69 8.55 - 12 1 7
18 Oct 1264.50 60.45 11.45 - 1 0 6
17 Oct 1231.25 49 0.00 - 0 0 0
16 Oct 1243.15 49 0.00 - 0 0 0
15 Oct 1255.50 49 0.00 - 0 2 0
14 Oct 1231.75 49 1.00 - 4 1 5
11 Oct 1223.00 48 -24.00 - 5 0 4
10 Oct 1243.50 72 0.00 - 0 0 0
9 Oct 1244.15 72 0.00 - 0 0 4
8 Oct 1236.60 72 0.00 - 0 0 4
7 Oct 1233.90 72 0.00 - 1 0 4
4 Oct 1239.75 72 -10.00 - 2 0 2
3 Oct 1256.35 82 0.00 - 0 2 0
1 Oct 1274.40 82 10.00 - 2 1 1
30 Sept 1273.00 72 0.00 - 0 0 0
27 Sept 1306.60 72 0.00 - 0 0 0
26 Sept 1329.05 72 0.00 - 0 0 0
25 Sept 1323.85 72 0.00 - 0 0 0
24 Sept 1318.60 72 0.00 - 0 0 0
23 Sept 1321.90 72 0.00 - 0 0 0
20 Sept 1338.45 72 0.00 - 0 0 0
19 Sept 1292.00 72 0.00 - 0 0 0
16 Sept 1262.85 72 0.00 - 0 0 0
13 Sept 1250.35 72 0.00 - 0 0 0
10 Sept 1237.30 72 0.00 - 0 0 0
9 Sept 1235.00 72 72.00 - 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 1220 expiring on 28NOV2024

Delta for 1220 CE is 0.88

Historical price for 1220 CE is as follows

On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 45.95, which was -2.25 lower than the previous day. The implied volatity was 15.61, the open interest changed by 17 which increased total open position to 166


On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 48.2, which was -11.20 lower than the previous day. The implied volatity was 19.65, the open interest changed by 52 which increased total open position to 148


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 59.4, which was 0.25 higher than the previous day. The implied volatity was 21.74, the open interest changed by -3 which decreased total open position to 96


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 59.15, which was 5.15 higher than the previous day. The implied volatity was 20.74, the open interest changed by -6 which decreased total open position to 99


On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 54, which was -17.20 lower than the previous day. The implied volatity was 21.44, the open interest changed by 24 which increased total open position to 104


On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 71.2, which was -20.15 lower than the previous day. The implied volatity was 20.74, the open interest changed by 3 which increased total open position to 80


On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 91.35, which was 8.85 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 53


On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 82.5, which was 14.50 higher than the previous day. The implied volatity was 20.24, the open interest changed by 0 which decreased total open position to 37


On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 68, which was -35.50 lower than the previous day. The implied volatity was 18.99, the open interest changed by -3 which decreased total open position to 36


On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 103.5, 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 103.5, which was -6.00 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 109.5, which was 12.35 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 97.15, which was 24.35 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 72.8, which was 8.80 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 64, which was 3.90 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 60.1, which was -17.50 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 77.6, which was 8.60 higher 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 69, which was 8.55 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 60.45, which was 11.45 higher 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 49, 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 49, 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 49, 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 49, 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 11 Oct ICICIBANK was trading at 1223.00. The strike last trading price was 48, which was -24.00 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 72, 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 72, 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 72, 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 72, 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 72, 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 3 Oct ICICIBANK was trading at 1256.35. The strike last trading price was 82, 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 82, which was 10.00 higher 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 72, 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 72, 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 26 Sept ICICIBANK was trading at 1329.05. The strike last trading price was 72, 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 Sept ICICIBANK was trading at 1323.85. The strike last trading price was 72, 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 Sept ICICIBANK was trading at 1318.60. The strike last trading price was 72, 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 Sept ICICIBANK was trading at 1321.90. The strike last trading price was 72, 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 20 Sept ICICIBANK was trading at 1338.45. The strike last trading price was 72, 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 19 Sept ICICIBANK was trading at 1292.00. The strike last trading price was 72, 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 Sept ICICIBANK was trading at 1262.85. The strike last trading price was 72, 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 13 Sept ICICIBANK was trading at 1250.35. The strike last trading price was 72, 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 72, 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 72, which was 72.00 higher 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 1220 PE
Delta: -0.20
Vega: 0.69
Theta: -0.46
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1256.95 6.05 -0.50 21.78 2,121 4 801
13 Nov 1253.70 6.55 0.40 21.57 2,225 -27 803
12 Nov 1270.60 6.15 0.70 23.35 2,059 -41 835
11 Nov 1269.30 5.45 -4.10 21.66 1,862 37 887
8 Nov 1258.85 9.55 3.60 22.80 1,832 127 840
7 Nov 1278.70 5.95 2.25 22.87 723 -40 717
6 Nov 1302.35 3.7 -2.90 23.85 879 -68 759
5 Nov 1296.70 6.6 -3.50 25.23 1,666 90 837
4 Nov 1277.20 10.1 2.50 25.48 998 58 749
31 Oct 1292.25 7.6 1.25 - 736 110 610
30 Oct 1312.15 6.35 0.95 - 653 127 500
29 Oct 1331.85 5.4 -3.55 - 519 79 374
28 Oct 1292.85 8.95 -16.85 - 896 130 295
25 Oct 1255.45 25.8 6.00 - 309 122 165
24 Oct 1252.75 19.8 -0.20 - 45 10 42
23 Oct 1251.60 20 3.20 - 62 1 33
22 Oct 1267.50 16.8 -2.25 - 45 21 32
21 Oct 1259.05 19.05 2.50 - 16 5 10
18 Oct 1264.50 16.55 -8.45 - 4 2 4
17 Oct 1231.25 25 5.75 - 1 0 1
16 Oct 1243.15 19.25 -28.90 - 2 1 1
15 Oct 1255.50 48.15 0.00 - 0 0 0
14 Oct 1231.75 48.15 0.00 - 0 0 0
11 Oct 1223.00 48.15 0.00 - 0 0 0
10 Oct 1243.50 48.15 0.00 - 0 0 0
9 Oct 1244.15 48.15 0.00 - 0 0 0
8 Oct 1236.60 48.15 0.00 - 0 0 0
7 Oct 1233.90 48.15 0.00 - 0 0 0
4 Oct 1239.75 48.15 0.00 - 0 0 0
3 Oct 1256.35 48.15 0.00 - 0 0 0
1 Oct 1274.40 48.15 0.00 - 0 0 0
30 Sept 1273.00 48.15 0.00 - 0 0 0
27 Sept 1306.60 48.15 0.00 - 0 0 0
26 Sept 1329.05 48.15 0.00 - 0 0 0
25 Sept 1323.85 48.15 0.00 - 0 0 0
24 Sept 1318.60 48.15 0.00 - 0 0 0
23 Sept 1321.90 48.15 0.00 - 0 0 0
20 Sept 1338.45 48.15 0.00 - 0 0 0
19 Sept 1292.00 48.15 0.00 - 0 0 0
16 Sept 1262.85 48.15 0.00 - 0 0 0
13 Sept 1250.35 48.15 0.00 - 0 0 0
10 Sept 1237.30 48.15 0.00 - 0 0 0
9 Sept 1235.00 48.15 0.00 - 0 0 0
6 Sept 1208.15 48.15 0.00 - 0 0 0
5 Sept 1235.95 48.15 0.00 - 0 0 0
2 Sept 1229.95 48.15 - 0 0 0


For Icici Bank Ltd. - strike price 1220 expiring on 28NOV2024

Delta for 1220 PE is -0.20

Historical price for 1220 PE is as follows

On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 6.05, which was -0.50 lower than the previous day. The implied volatity was 21.78, the open interest changed by 4 which increased total open position to 801


On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 6.55, which was 0.40 higher than the previous day. The implied volatity was 21.57, the open interest changed by -27 which decreased total open position to 803


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 6.15, which was 0.70 higher than the previous day. The implied volatity was 23.35, the open interest changed by -41 which decreased total open position to 835


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 5.45, which was -4.10 lower than the previous day. The implied volatity was 21.66, the open interest changed by 37 which increased total open position to 887


On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 9.55, which was 3.60 higher than the previous day. The implied volatity was 22.80, the open interest changed by 127 which increased total open position to 840


On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 5.95, which was 2.25 higher than the previous day. The implied volatity was 22.87, the open interest changed by -40 which decreased total open position to 717


On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 3.7, which was -2.90 lower than the previous day. The implied volatity was 23.85, the open interest changed by -68 which decreased total open position to 759


On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 6.6, which was -3.50 lower than the previous day. The implied volatity was 25.23, the open interest changed by 90 which increased total open position to 837


On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 10.1, which was 2.50 higher than the previous day. The implied volatity was 25.48, the open interest changed by 58 which increased total open position to 749


On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 7.6, which was 1.25 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 6.35, 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 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 5.4, which was -3.55 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 8.95, which was -16.85 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 25.8, which was 6.00 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 19.8, which was -0.20 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 20, which was 3.20 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 16.8, which was -2.25 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 19.05, which was 2.50 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 16.55, which was -8.45 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 25, which was 5.75 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 19.25, which was -28.90 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 48.15, 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 48.15, 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 48.15, 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 48.15, 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 48.15, 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 48.15, 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 48.15, 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 48.15, 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 48.15, 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 48.15, 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 48.15, 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 48.15, 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 26 Sept ICICIBANK was trading at 1329.05. The strike last trading price was 48.15, 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 Sept ICICIBANK was trading at 1323.85. The strike last trading price was 48.15, 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 Sept ICICIBANK was trading at 1318.60. The strike last trading price was 48.15, 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 Sept ICICIBANK was trading at 1321.90. The strike last trading price was 48.15, 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 20 Sept ICICIBANK was trading at 1338.45. The strike last trading price was 48.15, 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 19 Sept ICICIBANK was trading at 1292.00. The strike last trading price was 48.15, 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 Sept ICICIBANK was trading at 1262.85. The strike last trading price was 48.15, 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 13 Sept ICICIBANK was trading at 1250.35. The strike last trading price was 48.15, 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 Sept ICICIBANK was trading at 1237.30. The strike last trading price was 48.15, 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 Sept ICICIBANK was trading at 1235.00. The strike last trading price was 48.15, 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 6 Sept ICICIBANK was trading at 1208.15. The strike last trading price was 48.15, 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 5 Sept ICICIBANK was trading at 1235.95. The strike last trading price was 48.15, 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 2 Sept ICICIBANK was trading at 1229.95. The strike last trading price was 48.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to