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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 1280 CE
Delta: 0.36
Vega: 0.92
Theta: -0.69
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1256.95 10.2 -2.00 17.25 6,240 -136 1,989
13 Nov 1253.70 12.2 -5.55 18.98 8,617 -140 2,239
12 Nov 1270.60 17.75 0.20 19.15 12,287 491 2,384
11 Nov 1269.30 17.55 1.70 18.40 7,339 -85 1,891
8 Nov 1258.85 15.85 -10.65 18.74 7,516 612 2,028
7 Nov 1278.70 26.5 -16.00 18.65 4,406 562 1,414
6 Nov 1302.35 42.5 6.50 17.81 832 5 854
5 Nov 1296.70 36 7.00 19.45 6,911 -99 849
4 Nov 1277.20 29 -16.00 20.78 3,962 659 957
31 Oct 1292.25 45 -11.10 - 432 22 297
30 Oct 1312.15 56.1 -14.75 - 281 -32 274
29 Oct 1331.85 70.85 25.85 - 535 -27 305
28 Oct 1292.85 45 6.10 - 2,359 48 339
25 Oct 1255.45 38.9 8.55 - 586 37 291
24 Oct 1252.75 30.35 2.20 - 250 -11 254
23 Oct 1251.60 28.15 -7.65 - 359 66 271
22 Oct 1267.50 35.8 5.20 - 764 47 205
21 Oct 1259.05 30.6 -3.70 - 186 34 159
18 Oct 1264.50 34.3 12.40 - 60 24 125
17 Oct 1231.25 21.9 -4.60 - 61 44 101
16 Oct 1243.15 26.5 -3.10 - 3 2 56
15 Oct 1255.50 29.6 8.20 - 2 -1 54
14 Oct 1231.75 21.4 0.40 - 4 1 54
11 Oct 1223.00 21 -7.65 - 16 9 53
10 Oct 1243.50 28.65 -0.30 - 9 2 43
9 Oct 1244.15 28.95 -1.05 - 1 0 40
8 Oct 1236.60 30 -4.10 - 2 0 39
7 Oct 1233.90 34.1 -0.65 - 1 0 39
4 Oct 1239.75 34.75 -1.75 - 7 4 38
3 Oct 1256.35 36.5 -8.30 - 34 15 15
1 Oct 1274.40 44.8 0.00 - 0 0 0
30 Sept 1273.00 44.8 0.00 - 0 0 0
27 Sept 1306.60 44.8 0.00 - 0 0 0
26 Sept 1329.05 44.8 0.00 - 0 0 0
25 Sept 1323.85 44.8 0.00 - 0 0 0
24 Sept 1318.60 44.8 0.00 - 0 0 0
23 Sept 1321.90 44.8 0.00 - 0 0 0
20 Sept 1338.45 44.8 0.00 - 0 0 0
19 Sept 1292.00 44.8 44.80 - 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 1280 expiring on 28NOV2024

Delta for 1280 CE is 0.36

Historical price for 1280 CE is as follows

On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 10.2, which was -2.00 lower than the previous day. The implied volatity was 17.25, the open interest changed by -136 which decreased total open position to 1989


On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 12.2, which was -5.55 lower than the previous day. The implied volatity was 18.98, the open interest changed by -140 which decreased total open position to 2239


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 17.75, which was 0.20 higher than the previous day. The implied volatity was 19.15, the open interest changed by 491 which increased total open position to 2384


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 17.55, which was 1.70 higher than the previous day. The implied volatity was 18.40, the open interest changed by -85 which decreased total open position to 1891


On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 15.85, which was -10.65 lower than the previous day. The implied volatity was 18.74, the open interest changed by 612 which increased total open position to 2028


On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 26.5, which was -16.00 lower than the previous day. The implied volatity was 18.65, the open interest changed by 562 which increased total open position to 1414


On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 42.5, which was 6.50 higher than the previous day. The implied volatity was 17.81, the open interest changed by 5 which increased total open position to 854


On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 36, which was 7.00 higher than the previous day. The implied volatity was 19.45, the open interest changed by -99 which decreased total open position to 849


On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 29, which was -16.00 lower than the previous day. The implied volatity was 20.78, the open interest changed by 659 which increased total open position to 957


On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 45, 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 30 Oct ICICIBANK was trading at 1312.15. The strike last trading price was 56.1, which was -14.75 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 70.85, which was 25.85 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 45, which was 6.10 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 38.9, 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 24 Oct ICICIBANK was trading at 1252.75. The strike last trading price was 30.35, 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 28.15, which was -7.65 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 35.8, which was 5.20 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 30.6, which was -3.70 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 34.3, which was 12.40 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 21.9, which was -4.60 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 26.5, which was -3.10 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 29.6, which was 8.20 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 21.4, which was 0.40 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 21, which was -7.65 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 28.65, which was -0.30 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 28.95, which was -1.05 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 30, 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 7 Oct ICICIBANK was trading at 1233.90. The strike last trading price was 34.1, 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 4 Oct ICICIBANK was trading at 1239.75. The strike last trading price was 34.75, 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 3 Oct ICICIBANK was trading at 1256.35. The strike last trading price was 36.5, 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 1 Oct ICICIBANK was trading at 1274.40. The strike last trading price was 44.8, 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 30 Sept ICICIBANK was trading at 1273.00. The strike last trading price was 44.8, 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 27 Sept ICICIBANK was trading at 1306.60. The strike last trading price was 44.8, 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 26 Sept ICICIBANK was trading at 1329.05. The strike last trading price was 44.8, 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 25 Sept ICICIBANK was trading at 1323.85. The strike last trading price was 44.8, 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 24 Sept ICICIBANK was trading at 1318.60. The strike last trading price was 44.8, 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 23 Sept ICICIBANK was trading at 1321.90. The strike last trading price was 44.8, 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 20 Sept ICICIBANK was trading at 1338.45. The strike last trading price was 44.8, 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 19 Sept ICICIBANK was trading at 1292.00. The strike last trading price was 44.8, which was 44.80 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


ICICIBANK 28NOV2024 1280 PE
Delta: -0.61
Vega: 0.94
Theta: -0.49
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1256.95 29.8 0.25 20.94 1,087 -104 928
13 Nov 1253.70 29.55 5.20 19.60 4,536 -477 1,032
12 Nov 1270.60 24.35 0.75 20.28 10,940 346 1,506
11 Nov 1269.30 23.6 -7.20 18.99 2,355 -165 1,167
8 Nov 1258.85 30.8 10.40 19.56 3,412 58 1,436
7 Nov 1278.70 20.4 8.20 19.47 5,223 274 1,367
6 Nov 1302.35 12.2 -7.10 20.01 2,524 124 1,096
5 Nov 1296.70 19.3 -9.25 21.84 6,119 92 970
4 Nov 1277.20 28.55 7.25 23.34 3,567 141 875
31 Oct 1292.25 21.3 4.50 - 2,905 -205 772
30 Oct 1312.15 16.8 3.35 - 1,478 78 976
29 Oct 1331.85 13.45 -9.35 - 1,830 263 903
28 Oct 1292.85 22.8 -26.20 - 2,525 522 640
25 Oct 1255.45 49 4.15 - 151 44 118
24 Oct 1252.75 44.85 -1.45 - 73 7 76
23 Oct 1251.60 46.3 8.10 - 200 -36 69
22 Oct 1267.50 38.2 -4.20 - 410 90 104
21 Oct 1259.05 42.4 1.00 - 9 1 12
18 Oct 1264.50 41.4 -16.60 - 14 10 11
17 Oct 1231.25 58 16.90 - 1 0 1
16 Oct 1243.15 41.1 0.00 - 0 1 0
15 Oct 1255.50 41.1 9.10 - 1 0 0
14 Oct 1231.75 32 0.00 - 0 0 0
11 Oct 1223.00 32 0.00 - 0 0 0
10 Oct 1243.50 32 0.00 - 0 0 0
9 Oct 1244.15 32 0.00 - 0 0 0
8 Oct 1236.60 32 0.00 - 0 0 0
7 Oct 1233.90 32 0.00 - 0 0 0
4 Oct 1239.75 32 0.00 - 0 0 0
3 Oct 1256.35 32 0.00 - 0 0 0
1 Oct 1274.40 32 0.00 - 0 0 0
30 Sept 1273.00 32 -47.90 - 2 1 1
27 Sept 1306.60 79.9 0.00 - 0 0 0
26 Sept 1329.05 79.9 0.00 - 0 0 0
25 Sept 1323.85 79.9 0.00 - 0 0 0
24 Sept 1318.60 79.9 0.00 - 0 0 0
23 Sept 1321.90 79.9 79.90 - 0 0 0
20 Sept 1338.45 0 0.00 - 0 0 0
19 Sept 1292.00 0 0.00 - 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 1280 expiring on 28NOV2024

Delta for 1280 PE is -0.61

Historical price for 1280 PE is as follows

On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 29.8, which was 0.25 higher than the previous day. The implied volatity was 20.94, the open interest changed by -104 which decreased total open position to 928


On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 29.55, which was 5.20 higher than the previous day. The implied volatity was 19.60, the open interest changed by -477 which decreased total open position to 1032


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 24.35, which was 0.75 higher than the previous day. The implied volatity was 20.28, the open interest changed by 346 which increased total open position to 1506


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 23.6, which was -7.20 lower than the previous day. The implied volatity was 18.99, the open interest changed by -165 which decreased total open position to 1167


On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 30.8, which was 10.40 higher than the previous day. The implied volatity was 19.56, the open interest changed by 58 which increased total open position to 1436


On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 20.4, which was 8.20 higher than the previous day. The implied volatity was 19.47, the open interest changed by 274 which increased total open position to 1367


On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 12.2, which was -7.10 lower than the previous day. The implied volatity was 20.01, the open interest changed by 124 which increased total open position to 1096


On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 19.3, which was -9.25 lower than the previous day. The implied volatity was 21.84, the open interest changed by 92 which increased total open position to 970


On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 28.55, which was 7.25 higher than the previous day. The implied volatity was 23.34, the open interest changed by 141 which increased total open position to 875


On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 21.3, which was 4.50 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 16.8, which was 3.35 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 13.45, which was -9.35 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 22.8, which was -26.20 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 49, which was 4.15 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 44.85, which was -1.45 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 46.3, which was 8.10 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 38.2, which was -4.20 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 42.4, 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 18 Oct ICICIBANK was trading at 1264.50. The strike last trading price was 41.4, which was -16.60 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 58, which was 16.90 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 41.1, 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 15 Oct ICICIBANK was trading at 1255.50. The strike last trading price was 41.1, which was 9.10 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 32, 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 32, 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 32, 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 32, 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 32, 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 32, 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 32, 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 32, 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 32, 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 32, which was -47.90 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 79.9, 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 26 Sept ICICIBANK was trading at 1329.05. The strike last trading price was 79.9, 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 25 Sept ICICIBANK was trading at 1323.85. The strike last trading price was 79.9, 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 24 Sept ICICIBANK was trading at 1318.60. The strike last trading price was 79.9, 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 23 Sept ICICIBANK was trading at 1321.90. The strike last trading price was 79.9, which was 79.90 higher 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 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 19 Sept ICICIBANK was trading at 1292.00. 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 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