ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
14 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1230 CE | ||||||||||
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Delta: 0.80
Vega: 0.70
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1256.95 | 38.5 | -2.50 | 16.99 | 225 | 10 | 166 | |||
| 13 Nov | 1253.70 | 41 | -10.00 | 20.27 | 90 | -18 | 155 | |||
| 12 Nov | 1270.60 | 51 | -0.30 | 21.19 | 49 | 9 | 174 | |||
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| 11 Nov | 1269.30 | 51.3 | 5.10 | 20.96 | 181 | 7 | 164 | |||
| 8 Nov | 1258.85 | 46.2 | -17.40 | 20.95 | 285 | 76 | 155 | |||
| 7 Nov | 1278.70 | 63.6 | -20.80 | 21.60 | 6 | 1 | 78 | |||
| 6 Nov | 1302.35 | 84.4 | 9.15 | 18.65 | 27 | 4 | 75 | |||
| 5 Nov | 1296.70 | 75.25 | 11.40 | 22.17 | 32 | -3 | 72 | |||
| 4 Nov | 1277.20 | 63.85 | -18.15 | 23.33 | 61 | -1 | 75 | |||
| 31 Oct | 1292.25 | 82 | -13.20 | - | 5 | 3 | 76 | |||
| 30 Oct | 1312.15 | 95.2 | -17.60 | - | 9 | -1 | 72 | |||
| 29 Oct | 1331.85 | 112.8 | 31.80 | - | 57 | 5 | 78 | |||
| 28 Oct | 1292.85 | 81 | 14.00 | - | 56 | 15 | 73 | |||
| 25 Oct | 1255.45 | 67 | 10.45 | - | 30 | 16 | 58 | |||
| 24 Oct | 1252.75 | 56.55 | 1.05 | - | 17 | 5 | 41 | |||
| 23 Oct | 1251.60 | 55.5 | -11.00 | - | 25 | 1 | 36 | |||
| 22 Oct | 1267.50 | 66.5 | 7.70 | - | 33 | -1 | 35 | |||
| 21 Oct | 1259.05 | 58.8 | 0.30 | - | 13 | 4 | 37 | |||
| 18 Oct | 1264.50 | 58.5 | 15.50 | - | 11 | 1 | 33 | |||
| 17 Oct | 1231.25 | 43 | -9.00 | - | 13 | 1 | 32 | |||
| 16 Oct | 1243.15 | 52 | -3.20 | - | 12 | 8 | 31 | |||
| 15 Oct | 1255.50 | 55.2 | 10.15 | - | 17 | 4 | 23 | |||
| 14 Oct | 1231.75 | 45.05 | 3.40 | - | 17 | 1 | 18 | |||
| 11 Oct | 1223.00 | 41.65 | -11.35 | - | 20 | 2 | 18 | |||
| 10 Oct | 1243.50 | 53 | -2.50 | - | 2 | 1 | 15 | |||
| 9 Oct | 1244.15 | 55.5 | -4.10 | - | 13 | 4 | 5 | |||
| 8 Oct | 1236.60 | 59.6 | 0.00 | - | 0 | 1 | 0 | |||
| 7 Oct | 1233.90 | 59.6 | -68.40 | - | 1 | 0 | 0 | |||
| 4 Oct | 1239.75 | 128 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1256.35 | 128 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1274.40 | 128 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1273.00 | 128 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1306.60 | 128 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1230 expiring on 28NOV2024
Delta for 1230 CE is 0.80
Historical price for 1230 CE is as follows
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 38.5, which was -2.50 lower than the previous day. The implied volatity was 16.99, the open interest changed by 10 which increased total open position to 166
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 41, which was -10.00 lower than the previous day. The implied volatity was 20.27, the open interest changed by -18 which decreased total open position to 155
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 51, which was -0.30 lower than the previous day. The implied volatity was 21.19, the open interest changed by 9 which increased total open position to 174
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 51.3, which was 5.10 higher than the previous day. The implied volatity was 20.96, the open interest changed by 7 which increased total open position to 164
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 46.2, which was -17.40 lower than the previous day. The implied volatity was 20.95, the open interest changed by 76 which increased total open position to 155
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 63.6, which was -20.80 lower than the previous day. The implied volatity was 21.60, the open interest changed by 1 which increased total open position to 78
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 84.4, which was 9.15 higher than the previous day. The implied volatity was 18.65, the open interest changed by 4 which increased total open position to 75
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 75.25, which was 11.40 higher than the previous day. The implied volatity was 22.17, the open interest changed by -3 which decreased total open position to 72
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 63.85, which was -18.15 lower than the previous day. The implied volatity was 23.33, the open interest changed by -1 which decreased total open position to 75
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 82, which was -13.20 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 95.2, which was -17.60 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 112.8, which was 31.80 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 81, which was 14.00 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 67, which was 10.45 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 56.55, which was 1.05 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 55.5, which was -11.00 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 66.5, which was 7.70 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 58.8, which was 0.30 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 58.5, which was 15.50 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 43, 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 16 Oct ICICIBANK was trading at 1243.15. The strike last trading price was 52, which was -3.20 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 55.2, which was 10.15 higher 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 45.05, which was 3.40 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 41.65, which was -11.35 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 53, which was -2.50 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 55.5, which was -4.10 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 59.6, 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 59.6, which was -68.40 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 128, 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, 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 128, 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 128, 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 128, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 0.78
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1256.95 | 8 | -0.55 | 21.23 | 2,135 | -105 | 473 |
| 13 Nov | 1253.70 | 8.55 | 0.75 | 21.00 | 2,259 | -29 | 590 |
| 12 Nov | 1270.60 | 7.8 | 0.70 | 22.72 | 2,020 | 103 | 632 |
| 11 Nov | 1269.30 | 7.1 | -4.60 | 21.17 | 1,562 | -47 | 541 |
| 8 Nov | 1258.85 | 11.7 | 4.40 | 22.19 | 1,989 | 210 | 585 |
| 7 Nov | 1278.70 | 7.3 | 2.80 | 22.21 | 504 | 14 | 376 |
| 6 Nov | 1302.35 | 4.5 | -3.50 | 23.18 | 556 | -1 | 364 |
| 5 Nov | 1296.70 | 8 | -4.15 | 24.74 | 1,449 | 99 | 366 |
| 4 Nov | 1277.20 | 12.15 | 3.10 | 25.08 | 742 | 66 | 269 |
| 31 Oct | 1292.25 | 9.05 | 1.85 | - | 184 | 7 | 187 |
| 30 Oct | 1312.15 | 7.2 | 1.00 | - | 208 | -25 | 180 |
| 29 Oct | 1331.85 | 6.2 | -3.95 | - | 391 | 114 | 205 |
| 28 Oct | 1292.85 | 10.15 | -18.85 | - | 416 | 0 | 94 |
| 25 Oct | 1255.45 | 29 | 5.95 | - | 219 | 55 | 94 |
| 24 Oct | 1252.75 | 23.05 | 0.25 | - | 42 | 14 | 39 |
| 23 Oct | 1251.60 | 22.8 | 4.30 | - | 22 | 6 | 24 |
| 22 Oct | 1267.50 | 18.5 | -3.50 | - | 31 | 2 | 18 |
| 21 Oct | 1259.05 | 22 | 3.70 | - | 8 | 3 | 18 |
| 18 Oct | 1264.50 | 18.3 | -4.80 | - | 10 | 3 | 15 |
| 17 Oct | 1231.25 | 23.1 | 0.00 | - | 0 | 9 | 0 |
| 16 Oct | 1243.15 | 23.1 | -5.60 | - | 9 | 8 | 11 |
| 15 Oct | 1255.50 | 28.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1231.75 | 28.7 | 6.90 | - | 3 | 1 | 4 |
| 11 Oct | 1223.00 | 21.8 | 0.00 | - | 0 | 0 | 3 |
| 10 Oct | 1243.50 | 21.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1244.15 | 21.8 | -11.45 | - | 2 | 0 | 3 |
| 8 Oct | 1236.60 | 33.25 | 0.25 | - | 2 | 0 | 3 |
| 7 Oct | 1233.90 | 33 | 19.45 | - | 3 | 2 | 2 |
| 4 Oct | 1239.75 | 13.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1256.35 | 13.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1274.40 | 13.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1273.00 | 13.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1306.60 | 13.55 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1230 expiring on 28NOV2024
Delta for 1230 PE is -0.25
Historical price for 1230 PE is as follows
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 8, which was -0.55 lower than the previous day. The implied volatity was 21.23, the open interest changed by -105 which decreased total open position to 473
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 8.55, which was 0.75 higher than the previous day. The implied volatity was 21.00, the open interest changed by -29 which decreased total open position to 590
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 7.8, which was 0.70 higher than the previous day. The implied volatity was 22.72, the open interest changed by 103 which increased total open position to 632
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 7.1, which was -4.60 lower than the previous day. The implied volatity was 21.17, the open interest changed by -47 which decreased total open position to 541
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 11.7, which was 4.40 higher than the previous day. The implied volatity was 22.19, the open interest changed by 210 which increased total open position to 585
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 7.3, which was 2.80 higher than the previous day. The implied volatity was 22.21, the open interest changed by 14 which increased total open position to 376
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 4.5, which was -3.50 lower than the previous day. The implied volatity was 23.18, the open interest changed by -1 which decreased total open position to 364
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 8, which was -4.15 lower than the previous day. The implied volatity was 24.74, the open interest changed by 99 which increased total open position to 366
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 12.15, which was 3.10 higher than the previous day. The implied volatity was 25.08, the open interest changed by 66 which increased total open position to 269
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 9.05, which was 1.85 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 7.2, 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 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 6.2, which was -3.95 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 10.15, which was -18.85 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 29, which was 5.95 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 23.05, 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 22.8, which was 4.30 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 18.5, which was -3.50 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 22, which was 3.70 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 18.3, which was -4.80 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 23.1, 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 16 Oct ICICIBANK was trading at 1243.15. The strike last trading price was 23.1, which was -5.60 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 28.7, 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 28.7, which was 6.90 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 21.8, 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 21.8, 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 21.8, which was -11.45 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 33.25, 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 7 Oct ICICIBANK was trading at 1233.90. The strike last trading price was 33, which was 19.45 higher 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 13.55, 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 13.55, 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 13.55, 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 13.55, 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 13.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
