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

1256.95 3.25 (0.26%)

Back to Option Chain


Historical option data for ICICIBANK

14 Nov 2024 04:10 PM IST
ICICIBANK 28NOV2024 1260 CE
Delta: 0.54
Vega: 0.98
Theta: -0.77
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1256.95 18.55 -2.70 16.90 10,031 408 4,428
13 Nov 1253.70 21.25 -7.95 19.32 5,966 544 3,992
12 Nov 1270.60 29.2 0.30 20.08 3,223 47 3,565
11 Nov 1269.30 28.9 2.70 19.20 6,083 -604 3,523
8 Nov 1258.85 26.2 -13.30 19.73 9,943 3,707 4,118
7 Nov 1278.70 39.5 -18.10 19.48 404 42 409
6 Nov 1302.35 57.6 6.50 17.58 181 -15 367
5 Nov 1296.70 51.1 10.80 21.08 851 2 384
4 Nov 1277.20 40.3 -18.60 20.76 347 26 384
31 Oct 1292.25 58.9 -11.45 - 200 74 370
30 Oct 1312.15 70.35 -15.50 - 180 -52 298
29 Oct 1331.85 85.85 27.50 - 431 -101 352
28 Oct 1292.85 58.35 8.60 - 1,071 -94 452
25 Oct 1255.45 49.75 9.55 - 1,481 192 546
24 Oct 1252.75 40.2 2.20 - 599 20 352
23 Oct 1251.60 38 -8.85 - 591 145 338
22 Oct 1267.50 46.85 5.70 - 481 -40 192
21 Oct 1259.05 41.15 -4.85 - 248 61 233
18 Oct 1264.50 46 18.00 - 234 120 174
17 Oct 1231.25 28 -6.30 - 11 1 54
16 Oct 1243.15 34.3 -4.10 - 36 -6 53
15 Oct 1255.50 38.4 8.25 - 66 47 59
14 Oct 1231.75 30.15 2.15 - 7 -4 12
11 Oct 1223.00 28 -14.60 - 16 5 15
10 Oct 1243.50 42.6 2.60 - 1 0 9
9 Oct 1244.15 40 3.00 - 4 0 6
8 Oct 1236.60 37 -1.35 - 2 0 6
7 Oct 1233.90 38.35 -2.10 - 7 1 5
4 Oct 1239.75 40.45 -12.40 - 4 3 3
3 Oct 1256.35 52.85 0.00 - 0 0 0
1 Oct 1274.40 52.85 0.00 - 0 0 0
30 Sept 1273.00 52.85 0.00 - 0 0 0
27 Sept 1306.60 52.85 0.00 - 0 0 0
26 Sept 1329.05 52.85 0.00 - 0 0 0
25 Sept 1323.85 52.85 0.00 - 0 0 0
24 Sept 1318.60 52.85 0.00 - 0 0 0
23 Sept 1321.90 52.85 0.00 - 0 0 0
20 Sept 1338.45 52.85 0.00 - 0 0 0
19 Sept 1292.00 52.85 0.00 - 0 0 0
10 Sept 1237.30 52.85 0.00 - 0 0 0
9 Sept 1235.00 52.85 0.00 - 0 0 0
6 Sept 1208.15 52.85 0.00 - 0 0 0
5 Sept 1235.95 52.85 0.00 - 0 0 0
2 Sept 1229.95 52.85 - 0 0 0


For Icici Bank Ltd. - strike price 1260 expiring on 28NOV2024

Delta for 1260 CE is 0.54

Historical price for 1260 CE is as follows

On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 18.55, which was -2.70 lower than the previous day. The implied volatity was 16.90, the open interest changed by 408 which increased total open position to 4428


On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 21.25, which was -7.95 lower than the previous day. The implied volatity was 19.32, the open interest changed by 544 which increased total open position to 3992


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 29.2, which was 0.30 higher than the previous day. The implied volatity was 20.08, the open interest changed by 47 which increased total open position to 3565


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 28.9, which was 2.70 higher than the previous day. The implied volatity was 19.20, the open interest changed by -604 which decreased total open position to 3523


On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 26.2, which was -13.30 lower than the previous day. The implied volatity was 19.73, the open interest changed by 3707 which increased total open position to 4118


On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 39.5, which was -18.10 lower than the previous day. The implied volatity was 19.48, the open interest changed by 42 which increased total open position to 409


On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 57.6, which was 6.50 higher than the previous day. The implied volatity was 17.58, the open interest changed by -15 which decreased total open position to 367


On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 51.1, which was 10.80 higher than the previous day. The implied volatity was 21.08, the open interest changed by 2 which increased total open position to 384


On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 40.3, which was -18.60 lower than the previous day. The implied volatity was 20.76, the open interest changed by 26 which increased total open position to 384


On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 58.9, 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 30 Oct ICICIBANK was trading at 1312.15. The strike last trading price was 70.35, which was -15.50 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 85.85, which was 27.50 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 58.35, 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 25 Oct ICICIBANK was trading at 1255.45. The strike last trading price was 49.75, which was 9.55 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 40.2, which was 2.20 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 38, which was -8.85 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 46.85, which was 5.70 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 41.15, which was -4.85 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 46, which was 18.00 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 28, which was -6.30 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 34.3, 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 15 Oct ICICIBANK was trading at 1255.50. The strike last trading price was 38.4, which was 8.25 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 30.15, which was 2.15 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 28, which was -14.60 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 42.6, which was 2.60 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 40, which was 3.00 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 37, which was -1.35 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 38.35, which was -2.10 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 40.45, which was -12.40 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 52.85, 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 52.85, 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 52.85, 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 52.85, 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 52.85, 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 52.85, 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 52.85, 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 52.85, 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 52.85, 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 52.85, 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 52.85, 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 52.85, 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 52.85, 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 52.85, 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 52.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ICICIBANK 28NOV2024 1260 PE
Delta: -0.46
Vega: 0.98
Theta: -0.54
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1256.95 17.9 -0.70 20.09 7,128 -118 2,376
13 Nov 1253.70 18.6 2.70 19.83 10,839 202 2,507
12 Nov 1270.60 15.9 0.80 21.27 7,478 316 2,313
11 Nov 1269.30 15.1 -6.30 19.87 4,675 -42 2,037
8 Nov 1258.85 21.4 7.90 20.66 8,490 1,088 2,080
7 Nov 1278.70 13.5 5.40 20.37 2,161 24 999
6 Nov 1302.35 8.1 -5.65 21.16 1,991 -154 986
5 Nov 1296.70 13.75 -6.65 23.07 4,210 36 1,138
4 Nov 1277.20 20.4 5.20 23.83 2,001 -126 1,098
31 Oct 1292.25 15.2 3.60 - 2,293 132 1,090
30 Oct 1312.15 11.6 2.00 - 702 114 965
29 Oct 1331.85 9.6 -7.10 - 1,220 193 851
28 Oct 1292.85 16.7 -23.50 - 2,056 411 659
25 Oct 1255.45 40.2 9.45 - 553 55 248
24 Oct 1252.75 30.75 -4.75 - 426 54 198
23 Oct 1251.60 35.5 5.90 - 277 0 144
22 Oct 1267.50 29.6 -3.60 - 233 48 140
21 Oct 1259.05 33.2 3.75 - 44 4 92
18 Oct 1264.50 29.45 -15.55 - 42 21 88
17 Oct 1231.25 45 11.60 - 1 0 67
16 Oct 1243.15 33.4 0.00 - 0 57 0
15 Oct 1255.50 33.4 -5.60 - 74 52 62
14 Oct 1231.75 39 0.00 - 0 0 0
11 Oct 1223.00 39 0.00 - 0 1 0
10 Oct 1243.50 39 -0.40 - 1 0 9
9 Oct 1244.15 39.4 0.00 - 0 0 0
8 Oct 1236.60 39.4 0.00 - 0 0 0
7 Oct 1233.90 39.4 -2.20 - 3 1 10
4 Oct 1239.75 41.6 7.60 - 10 5 9
3 Oct 1256.35 34 7.50 - 4 0 3
1 Oct 1274.40 26.5 -6.50 - 2 1 3
30 Sept 1273.00 33 0.00 - 0 0 0
27 Sept 1306.60 33 0.00 - 0 0 0
26 Sept 1329.05 33 0.00 - 0 0 0
25 Sept 1323.85 33 0.00 - 0 0 0
24 Sept 1318.60 33 0.00 - 0 0 0
23 Sept 1321.90 33 0.00 - 0 2 0
20 Sept 1338.45 33 -35.30 - 2 0 0
19 Sept 1292.00 68.3 68.30 - 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 1260 expiring on 28NOV2024

Delta for 1260 PE is -0.46

Historical price for 1260 PE is as follows

On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 17.9, which was -0.70 lower than the previous day. The implied volatity was 20.09, the open interest changed by -118 which decreased total open position to 2376


On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 18.6, which was 2.70 higher than the previous day. The implied volatity was 19.83, the open interest changed by 202 which increased total open position to 2507


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 15.9, which was 0.80 higher than the previous day. The implied volatity was 21.27, the open interest changed by 316 which increased total open position to 2313


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 15.1, which was -6.30 lower than the previous day. The implied volatity was 19.87, the open interest changed by -42 which decreased total open position to 2037


On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 21.4, which was 7.90 higher than the previous day. The implied volatity was 20.66, the open interest changed by 1088 which increased total open position to 2080


On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 13.5, which was 5.40 higher than the previous day. The implied volatity was 20.37, the open interest changed by 24 which increased total open position to 999


On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 8.1, which was -5.65 lower than the previous day. The implied volatity was 21.16, the open interest changed by -154 which decreased total open position to 986


On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 13.75, which was -6.65 lower than the previous day. The implied volatity was 23.07, the open interest changed by 36 which increased total open position to 1138


On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 20.4, which was 5.20 higher than the previous day. The implied volatity was 23.83, the open interest changed by -126 which decreased total open position to 1098


On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 15.2, which was 3.60 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 11.6, 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 9.6, which was -7.10 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 16.7, which was -23.50 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 40.2, which was 9.45 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 30.75, which was -4.75 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 35.5, 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 22 Oct ICICIBANK was trading at 1267.50. The strike last trading price was 29.6, which was -3.60 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 33.2, which was 3.75 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 29.45, which was -15.55 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 45, which was 11.60 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 33.4, 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 33.4, 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 14 Oct ICICIBANK was trading at 1231.75. The strike last trading price was 39, 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 39, 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 39, which was -0.40 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 39.4, 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 39.4, 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 39.4, 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 4 Oct ICICIBANK was trading at 1239.75. The strike last trading price was 41.6, which was 7.60 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 34, which was 7.50 higher 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 26.5, which was -6.50 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 33, 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 33, 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 33, 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 33, 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 33, 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 33, 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 33, which was -35.30 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 68.3, which was 68.30 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