ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
21 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.60
Vega: 0.67
Theta: -1.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1250.55 | 18.35 | 4.10 | 20.01 | 16,512 | -432 | 2,740 | |||
| 20 Nov | 1249.10 | 14.25 | 0.00 | 20.08 | 15,013 | 1,786 | 3,288 | |||
| 19 Nov | 1249.10 | 14.25 | -4.65 | 20.08 | 15,013 | 1,902 | 3,288 | |||
| 18 Nov | 1253.45 | 18.9 | -5.40 | 19.28 | 4,162 | 442 | 1,534 | |||
| 14 Nov | 1256.95 | 24.3 | -2.55 | 16.90 | 7,553 | 152 | 1,096 | |||
| 13 Nov | 1253.70 | 26.85 | -8.90 | 19.36 | 3,052 | 265 | 946 | |||
| 12 Nov | 1270.60 | 35.75 | 0.25 | 20.31 | 1,268 | 1 | 687 | |||
| 11 Nov | 1269.30 | 35.5 | 3.50 | 19.46 | 3,652 | -179 | 690 | |||
| 8 Nov | 1258.85 | 32 | -15.35 | 19.89 | 2,735 | 443 | 869 | |||
| 7 Nov | 1278.70 | 47.35 | -19.55 | 20.39 | 517 | 34 | 428 | |||
| 6 Nov | 1302.35 | 66.9 | 9.40 | 18.88 | 350 | -80 | 392 | |||
| 5 Nov | 1296.70 | 57.5 | 10.05 | 20.11 | 648 | 27 | 472 | |||
| 4 Nov | 1277.20 | 47.45 | -19.55 | 21.32 | 417 | 27 | 448 | |||
| 31 Oct | 1292.25 | 67 | -11.00 | - | 209 | -8 | 427 | |||
| 30 Oct | 1312.15 | 78 | -17.65 | - | 443 | 99 | 436 | |||
| 29 Oct | 1331.85 | 95.65 | 29.80 | - | 452 | -105 | 337 | |||
| 28 Oct | 1292.85 | 65.85 | 10.35 | - | 1,402 | -24 | 443 | |||
| 25 Oct | 1255.45 | 55.5 | 9.50 | - | 1,309 | 234 | 467 | |||
| 24 Oct | 1252.75 | 46 | 2.40 | - | 475 | 38 | 233 | |||
| 23 Oct | 1251.60 | 43.6 | -8.90 | - | 499 | 72 | 199 | |||
| 22 Oct | 1267.50 | 52.5 | 6.30 | - | 174 | -21 | 128 | |||
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| 21 Oct | 1259.05 | 46.2 | -4.50 | - | 202 | 42 | 148 | |||
| 18 Oct | 1264.50 | 50.7 | 17.75 | - | 183 | -22 | 107 | |||
| 17 Oct | 1231.25 | 32.95 | -6.70 | - | 179 | 23 | 129 | |||
| 16 Oct | 1243.15 | 39.65 | -3.65 | - | 75 | 33 | 107 | |||
| 15 Oct | 1255.50 | 43.3 | 9.60 | - | 124 | 4 | 74 | |||
| 14 Oct | 1231.75 | 33.7 | 1.05 | - | 23 | 12 | 70 | |||
| 11 Oct | 1223.00 | 32.65 | -8.70 | - | 42 | 32 | 58 | |||
| 10 Oct | 1243.50 | 41.35 | -2.20 | - | 17 | 5 | 26 | |||
| 9 Oct | 1244.15 | 43.55 | 1.65 | - | 47 | 11 | 20 | |||
| 8 Oct | 1236.60 | 41.9 | -11.10 | - | 10 | 7 | 8 | |||
| 7 Oct | 1233.90 | 53 | -59.75 | - | 3 | 0 | 0 | |||
| 4 Oct | 1239.75 | 112.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1256.35 | 112.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1274.40 | 112.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1273.00 | 112.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1306.60 | 112.75 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1250 expiring on 28NOV2024
Delta for 1250 CE is 0.60
Historical price for 1250 CE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 18.35, which was 4.10 higher than the previous day. The implied volatity was 20.01, the open interest changed by -432 which decreased total open position to 2740
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 14.25, which was 0.00 lower than the previous day. The implied volatity was 20.08, the open interest changed by 1786 which increased total open position to 3288
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 14.25, which was -4.65 lower than the previous day. The implied volatity was 20.08, the open interest changed by 1902 which increased total open position to 3288
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 18.9, which was -5.40 lower than the previous day. The implied volatity was 19.28, the open interest changed by 442 which increased total open position to 1534
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 24.3, which was -2.55 lower than the previous day. The implied volatity was 16.90, the open interest changed by 152 which increased total open position to 1096
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 26.85, which was -8.90 lower than the previous day. The implied volatity was 19.36, the open interest changed by 265 which increased total open position to 946
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 35.75, which was 0.25 higher than the previous day. The implied volatity was 20.31, the open interest changed by 1 which increased total open position to 687
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 35.5, which was 3.50 higher than the previous day. The implied volatity was 19.46, the open interest changed by -179 which decreased total open position to 690
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 32, which was -15.35 lower than the previous day. The implied volatity was 19.89, the open interest changed by 443 which increased total open position to 869
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 47.35, which was -19.55 lower than the previous day. The implied volatity was 20.39, the open interest changed by 34 which increased total open position to 428
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 66.9, which was 9.40 higher than the previous day. The implied volatity was 18.88, the open interest changed by -80 which decreased total open position to 392
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 57.5, which was 10.05 higher than the previous day. The implied volatity was 20.11, the open interest changed by 27 which increased total open position to 472
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 47.45, which was -19.55 lower than the previous day. The implied volatity was 21.32, the open interest changed by 27 which increased total open position to 448
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 67, 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 30 Oct ICICIBANK was trading at 1312.15. The strike last trading price was 78, which was -17.65 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 95.65, which was 29.80 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 65.85, which was 10.35 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 55.5, which was 9.50 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 46, which was 2.40 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 43.6, which was -8.90 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 52.5, which was 6.30 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 46.2, which was -4.50 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 50.7, which was 17.75 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 32.95, which was -6.70 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 39.65, which was -3.65 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 43.3, which was 9.60 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 33.7, 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 11 Oct ICICIBANK was trading at 1223.00. The strike last trading price was 32.65, which was -8.70 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 41.35, which was -2.20 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 43.55, which was 1.65 higher 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 41.9, which was -11.10 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 53, which was -59.75 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 112.75, 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 112.75, 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 112.75, 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 112.75, 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 112.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.68
Theta: -0.95
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1250.55 | 11.95 | -7.50 | 22.75 | 9,697 | 128 | 2,875 |
| 20 Nov | 1249.10 | 19.45 | 0.00 | 23.01 | 12,068 | 291 | 2,856 |
| 19 Nov | 1249.10 | 19.45 | 4.70 | 23.01 | 12,068 | 400 | 2,856 |
| 18 Nov | 1253.45 | 14.75 | 0.95 | 21.14 | 5,195 | 80 | 2,463 |
| 14 Nov | 1256.95 | 13.8 | -0.50 | 20.36 | 8,867 | 298 | 2,380 |
| 13 Nov | 1253.70 | 14.3 | 1.80 | 19.95 | 7,133 | 212 | 2,095 |
| 12 Nov | 1270.60 | 12.5 | 0.80 | 21.59 | 4,665 | 155 | 1,921 |
| 11 Nov | 1269.30 | 11.7 | -5.80 | 20.14 | 4,612 | 279 | 1,772 |
| 8 Nov | 1258.85 | 17.5 | 6.55 | 21.07 | 5,586 | 180 | 1,500 |
| 7 Nov | 1278.70 | 10.95 | 4.30 | 20.91 | 2,248 | 24 | 1,330 |
| 6 Nov | 1302.35 | 6.65 | -4.65 | 21.82 | 2,235 | 79 | 1,347 |
| 5 Nov | 1296.70 | 11.3 | -5.90 | 23.42 | 4,033 | 131 | 1,277 |
| 4 Nov | 1277.20 | 17.2 | 4.65 | 24.20 | 2,624 | 44 | 1,150 |
| 31 Oct | 1292.25 | 12.55 | 2.45 | - | 2,191 | -88 | 1,121 |
| 30 Oct | 1312.15 | 10.1 | 1.85 | - | 1,089 | 71 | 1,219 |
| 29 Oct | 1331.85 | 8.25 | -5.90 | - | 2,025 | 158 | 1,148 |
| 28 Oct | 1292.85 | 14.15 | -22.25 | - | 3,254 | 329 | 991 |
| 25 Oct | 1255.45 | 36.4 | 5.90 | - | 1,616 | 408 | 662 |
| 24 Oct | 1252.75 | 30.5 | -0.05 | - | 332 | -17 | 252 |
| 23 Oct | 1251.60 | 30.55 | 4.85 | - | 512 | 52 | 268 |
| 22 Oct | 1267.50 | 25.7 | -3.90 | - | 307 | 32 | 209 |
| 21 Oct | 1259.05 | 29.6 | 4.60 | - | 124 | 2 | 177 |
| 18 Oct | 1264.50 | 25 | -18.00 | - | 88 | 39 | 175 |
| 17 Oct | 1231.25 | 43 | 10.80 | - | 41 | 9 | 136 |
| 16 Oct | 1243.15 | 32.2 | 3.20 | - | 35 | -2 | 125 |
| 15 Oct | 1255.50 | 29 | -8.55 | - | 106 | 55 | 127 |
| 14 Oct | 1231.75 | 37.55 | -7.05 | - | 15 | 7 | 72 |
| 11 Oct | 1223.00 | 44.6 | 8.70 | - | 42 | 5 | 58 |
| 10 Oct | 1243.50 | 35.9 | 1.85 | - | 15 | -1 | 51 |
| 9 Oct | 1244.15 | 34.05 | -3.55 | - | 42 | 12 | 51 |
| 8 Oct | 1236.60 | 37.6 | -1.75 | - | 21 | 1 | 22 |
| 7 Oct | 1233.90 | 39.35 | -0.60 | - | 44 | 17 | 22 |
| 4 Oct | 1239.75 | 39.95 | 21.90 | - | 9 | 3 | 4 |
| 3 Oct | 1256.35 | 18.05 | 0.00 | - | 0 | 1 | 0 |
| 1 Oct | 1274.40 | 18.05 | 0.00 | - | 1 | 0 | 0 |
| 30 Sept | 1273.00 | 18.05 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1306.60 | 18.05 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1250 expiring on 28NOV2024
Delta for 1250 PE is -0.41
Historical price for 1250 PE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 11.95, which was -7.50 lower than the previous day. The implied volatity was 22.75, the open interest changed by 128 which increased total open position to 2875
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 19.45, which was 0.00 lower than the previous day. The implied volatity was 23.01, the open interest changed by 291 which increased total open position to 2856
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 19.45, which was 4.70 higher than the previous day. The implied volatity was 23.01, the open interest changed by 400 which increased total open position to 2856
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 14.75, which was 0.95 higher than the previous day. The implied volatity was 21.14, the open interest changed by 80 which increased total open position to 2463
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 13.8, which was -0.50 lower than the previous day. The implied volatity was 20.36, the open interest changed by 298 which increased total open position to 2380
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 14.3, which was 1.80 higher than the previous day. The implied volatity was 19.95, the open interest changed by 212 which increased total open position to 2095
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 12.5, which was 0.80 higher than the previous day. The implied volatity was 21.59, the open interest changed by 155 which increased total open position to 1921
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 11.7, which was -5.80 lower than the previous day. The implied volatity was 20.14, the open interest changed by 279 which increased total open position to 1772
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 17.5, which was 6.55 higher than the previous day. The implied volatity was 21.07, the open interest changed by 180 which increased total open position to 1500
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 10.95, which was 4.30 higher than the previous day. The implied volatity was 20.91, the open interest changed by 24 which increased total open position to 1330
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 6.65, which was -4.65 lower than the previous day. The implied volatity was 21.82, the open interest changed by 79 which increased total open position to 1347
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 11.3, which was -5.90 lower than the previous day. The implied volatity was 23.42, the open interest changed by 131 which increased total open position to 1277
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 17.2, which was 4.65 higher than the previous day. The implied volatity was 24.20, the open interest changed by 44 which increased total open position to 1150
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 12.55, which was 2.45 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 10.1, 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 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 8.25, which was -5.90 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 14.15, which was -22.25 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 36.4, which was 5.90 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 30.5, 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 30.55, which was 4.85 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 25.7, which was -3.90 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 29.6, which was 4.60 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 25, which was -18.00 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 43, which was 10.80 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 32.2, 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 15 Oct ICICIBANK was trading at 1255.50. The strike last trading price was 29, which was -8.55 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 37.55, which was -7.05 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 44.6, which was 8.70 higher 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 35.9, 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 9 Oct ICICIBANK was trading at 1244.15. The strike last trading price was 34.05, 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 8 Oct ICICIBANK was trading at 1236.60. The strike last trading price was 37.6, which was -1.75 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 39.35, 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 4 Oct ICICIBANK was trading at 1239.75. The strike last trading price was 39.95, which was 21.90 higher 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 18.05, 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 18.05, 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 18.05, 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 18.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
