ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
14 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1270 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.97
Theta: -0.73
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1256.95 | 13.6 | -2.55 | 16.74 | 7,315 | -250 | 1,551 | |||
| 13 Nov | 1253.70 | 16.15 | -7.00 | 19.20 | 8,267 | 725 | 1,809 | |||
| 12 Nov | 1270.60 | 23.15 | 0.45 | 19.65 | 5,511 | 91 | 1,127 | |||
| 11 Nov | 1269.30 | 22.7 | 2.15 | 18.66 | 6,803 | -326 | 1,040 | |||
| 8 Nov | 1258.85 | 20.55 | -12.05 | 19.13 | 6,589 | 856 | 1,365 | |||
| 7 Nov | 1278.70 | 32.6 | -16.70 | 18.98 | 935 | 80 | 505 | |||
| 6 Nov | 1302.35 | 49.3 | 6.30 | 17.20 | 247 | -29 | 429 | |||
| 5 Nov | 1296.70 | 43 | 8.35 | 19.97 | 3,666 | 26 | 459 | |||
| 4 Nov | 1277.20 | 34.65 | -15.60 | 20.99 | 1,505 | 220 | 443 | |||
| 31 Oct | 1292.25 | 50.25 | -12.40 | - | 348 | 52 | 234 | |||
| 30 Oct | 1312.15 | 62.65 | -16.20 | - | 93 | 0 | 180 | |||
| 29 Oct | 1331.85 | 78.85 | 27.65 | - | 213 | 25 | 179 | |||
| 28 Oct | 1292.85 | 51.2 | 7.50 | - | 764 | -188 | 156 | |||
| 25 Oct | 1255.45 | 43.7 | 8.75 | - | 775 | 116 | 344 | |||
| 24 Oct | 1252.75 | 34.95 | 2.15 | - | 310 | 86 | 227 | |||
| 23 Oct | 1251.60 | 32.8 | -8.30 | - | 204 | 47 | 140 | |||
| 22 Oct | 1267.50 | 41.1 | 5.95 | - | 411 | 40 | 97 | |||
| 21 Oct | 1259.05 | 35.15 | -3.75 | - | 67 | 7 | 56 | |||
| 18 Oct | 1264.50 | 38.9 | 12.30 | - | 45 | 28 | 50 | |||
| 17 Oct | 1231.25 | 26.6 | -3.85 | - | 8 | 1 | 21 | |||
| 16 Oct | 1243.15 | 30.45 | 7.45 | - | 6 | -1 | 21 | |||
| 15 Oct | 1255.50 | 23 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1231.75 | 23 | -0.65 | - | 1 | 0 | 22 | |||
| 11 Oct | 1223.00 | 23.65 | -18.25 | - | 7 | 2 | 25 | |||
| 10 Oct | 1243.50 | 41.9 | 0.00 | - | 0 | 1 | 0 | |||
| 9 Oct | 1244.15 | 41.9 | 8.90 | - | 5 | 2 | 24 | |||
| 8 Oct | 1236.60 | 33 | -1.70 | - | 2 | 0 | 22 | |||
| 7 Oct | 1233.90 | 34.7 | -0.05 | - | 8 | 3 | 21 | |||
| 4 Oct | 1239.75 | 34.75 | -9.00 | - | 16 | 7 | 18 | |||
| 3 Oct | 1256.35 | 43.75 | -54.65 | - | 12 | 8 | 8 | |||
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| 1 Oct | 1274.40 | 98.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1273.00 | 98.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1306.60 | 98.4 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1270 expiring on 28NOV2024
Delta for 1270 CE is 0.45
Historical price for 1270 CE is as follows
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 13.6, which was -2.55 lower than the previous day. The implied volatity was 16.74, the open interest changed by -250 which decreased total open position to 1551
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 16.15, which was -7.00 lower than the previous day. The implied volatity was 19.20, the open interest changed by 725 which increased total open position to 1809
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 23.15, which was 0.45 higher than the previous day. The implied volatity was 19.65, the open interest changed by 91 which increased total open position to 1127
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 22.7, which was 2.15 higher than the previous day. The implied volatity was 18.66, the open interest changed by -326 which decreased total open position to 1040
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 20.55, which was -12.05 lower than the previous day. The implied volatity was 19.13, the open interest changed by 856 which increased total open position to 1365
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 32.6, which was -16.70 lower than the previous day. The implied volatity was 18.98, the open interest changed by 80 which increased total open position to 505
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 49.3, which was 6.30 higher than the previous day. The implied volatity was 17.20, the open interest changed by -29 which decreased total open position to 429
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 43, which was 8.35 higher than the previous day. The implied volatity was 19.97, the open interest changed by 26 which increased total open position to 459
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 34.65, which was -15.60 lower than the previous day. The implied volatity was 20.99, the open interest changed by 220 which increased total open position to 443
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 50.25, 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 30 Oct ICICIBANK was trading at 1312.15. The strike last trading price was 62.65, which was -16.20 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 78.85, which was 27.65 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 51.2, 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 25 Oct ICICIBANK was trading at 1255.45. The strike last trading price was 43.7, which was 8.75 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 34.95, 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 23 Oct ICICIBANK was trading at 1251.60. The strike last trading price was 32.8, which was -8.30 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 41.1, 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 21 Oct ICICIBANK was trading at 1259.05. The strike last trading price was 35.15, which was -3.75 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 38.9, which was 12.30 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 26.6, which was -3.85 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 30.45, which was 7.45 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 23, 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 23, which was -0.65 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 23.65, which was -18.25 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 41.9, 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 41.9, which was 8.90 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 33, which was -1.70 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 34.7, 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 4 Oct ICICIBANK was trading at 1239.75. The strike last trading price was 34.75, 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 3 Oct ICICIBANK was trading at 1256.35. The strike last trading price was 43.75, which was -54.65 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 98.4, 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 30 Sept ICICIBANK was trading at 1273.00. The strike last trading price was 98.4, 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 27 Sept ICICIBANK was trading at 1306.60. The strike last trading price was 98.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1270 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.98
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1256.95 | 22.9 | -0.70 | 19.93 | 2,459 | -77 | 946 |
| 13 Nov | 1253.70 | 23.6 | 3.90 | 19.63 | 7,396 | 117 | 1,029 |
| 12 Nov | 1270.60 | 19.7 | 0.65 | 20.70 | 8,101 | 107 | 912 |
| 11 Nov | 1269.30 | 19.05 | -6.90 | 19.49 | 2,704 | 20 | 810 |
| 8 Nov | 1258.85 | 25.95 | 9.35 | 20.27 | 3,943 | 267 | 797 |
| 7 Nov | 1278.70 | 16.6 | 6.60 | 19.87 | 1,962 | -149 | 538 |
| 6 Nov | 1302.35 | 10 | -6.10 | 20.63 | 1,983 | -114 | 698 |
| 5 Nov | 1296.70 | 16.1 | -8.05 | 22.28 | 5,404 | 168 | 812 |
| 4 Nov | 1277.20 | 24.15 | 6.30 | 23.52 | 2,248 | 128 | 645 |
| 31 Oct | 1292.25 | 17.85 | 3.70 | - | 1,290 | 76 | 480 |
| 30 Oct | 1312.15 | 14.15 | 2.90 | - | 536 | 17 | 407 |
| 29 Oct | 1331.85 | 11.25 | -8.15 | - | 727 | 117 | 389 |
| 28 Oct | 1292.85 | 19.4 | -24.80 | - | 913 | -17 | 272 |
| 25 Oct | 1255.45 | 44.2 | 5.35 | - | 662 | 19 | 289 |
| 24 Oct | 1252.75 | 38.85 | -2.10 | - | 443 | 240 | 271 |
| 23 Oct | 1251.60 | 40.95 | 6.75 | - | 158 | -44 | 31 |
| 22 Oct | 1267.50 | 34.2 | 10.75 | - | 125 | 74 | 74 |
| 21 Oct | 1259.05 | 23.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1264.50 | 23.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1231.25 | 23.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1243.15 | 23.45 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1255.50 | 23.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1231.75 | 23.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1223.00 | 23.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1243.50 | 23.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1244.15 | 23.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1236.60 | 23.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1233.90 | 23.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1239.75 | 23.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1256.35 | 23.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1274.40 | 23.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1273.00 | 23.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1306.60 | 23.45 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1270 expiring on 28NOV2024
Delta for 1270 PE is -0.54
Historical price for 1270 PE is as follows
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 22.9, which was -0.70 lower than the previous day. The implied volatity was 19.93, the open interest changed by -77 which decreased total open position to 946
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 23.6, which was 3.90 higher than the previous day. The implied volatity was 19.63, the open interest changed by 117 which increased total open position to 1029
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 19.7, which was 0.65 higher than the previous day. The implied volatity was 20.70, the open interest changed by 107 which increased total open position to 912
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 19.05, which was -6.90 lower than the previous day. The implied volatity was 19.49, the open interest changed by 20 which increased total open position to 810
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 25.95, which was 9.35 higher than the previous day. The implied volatity was 20.27, the open interest changed by 267 which increased total open position to 797
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 16.6, which was 6.60 higher than the previous day. The implied volatity was 19.87, the open interest changed by -149 which decreased total open position to 538
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 10, which was -6.10 lower than the previous day. The implied volatity was 20.63, the open interest changed by -114 which decreased total open position to 698
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 16.1, which was -8.05 lower than the previous day. The implied volatity was 22.28, the open interest changed by 168 which increased total open position to 812
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 24.15, which was 6.30 higher than the previous day. The implied volatity was 23.52, the open interest changed by 128 which increased total open position to 645
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 17.85, 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 30 Oct ICICIBANK was trading at 1312.15. The strike last trading price was 14.15, which was 2.90 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 11.25, which was -8.15 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 19.4, which was -24.80 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 44.2, which was 5.35 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 38.85, 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 23 Oct ICICIBANK was trading at 1251.60. The strike last trading price was 40.95, which was 6.75 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 34.2, which was 10.75 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 23.45, 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 23.45, 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 23.45, 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 23.45, 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 23.45, 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 23.45, 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 23.45, 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 23.45, 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 23.45, 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 23.45, 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 23.45, 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 23.45, 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 23.45, 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 23.45, 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 23.45, 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 23.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
