ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
21 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1290 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.46
Theta: -0.71
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1250.55 | 3.35 | 0.55 | 19.59 | 4,764 | -131 | 2,012 | |||
| 20 Nov | 1249.10 | 2.8 | 0.00 | 19.89 | 4,501 | 194 | 2,151 | |||
| 19 Nov | 1249.10 | 2.8 | -1.45 | 19.89 | 4,501 | 202 | 2,151 | |||
| 18 Nov | 1253.45 | 4.25 | -2.65 | 18.86 | 2,583 | -6 | 1,944 | |||
| 14 Nov | 1256.95 | 6.9 | -2.00 | 16.94 | 4,654 | 267 | 1,948 | |||
| 13 Nov | 1253.70 | 8.9 | -4.35 | 18.87 | 5,605 | -79 | 1,689 | |||
| 12 Nov | 1270.60 | 13.25 | 0.25 | 18.75 | 11,273 | 107 | 1,778 | |||
| 11 Nov | 1269.30 | 13 | 1.25 | 17.96 | 4,201 | -56 | 1,680 | |||
| 8 Nov | 1258.85 | 11.75 | -9.50 | 18.24 | 4,344 | 354 | 1,745 | |||
| 7 Nov | 1278.70 | 21.25 | -13.70 | 18.47 | 4,627 | 242 | 1,390 | |||
| 6 Nov | 1302.35 | 34.95 | 5.15 | 17.13 | 1,556 | -53 | 1,155 | |||
| 5 Nov | 1296.70 | 29.8 | 5.65 | 19.13 | 6,031 | 160 | 1,207 | |||
| 4 Nov | 1277.20 | 24.15 | -15.05 | 20.73 | 3,378 | 536 | 1,050 | |||
| 31 Oct | 1292.25 | 39.2 | -10.05 | - | 944 | 211 | 391 | |||
| 30 Oct | 1312.15 | 49.25 | -13.75 | - | 251 | -36 | 179 | |||
| 29 Oct | 1331.85 | 63 | 24.20 | - | 513 | -61 | 213 | |||
| 28 Oct | 1292.85 | 38.8 | 4.40 | - | 2,863 | 72 | 277 | |||
| 25 Oct | 1255.45 | 34.4 | 9.30 | - | 260 | 163 | 205 | |||
| 24 Oct | 1252.75 | 25.1 | 1.30 | - | 35 | 0 | 41 | |||
| 23 Oct | 1251.60 | 23.8 | -7.10 | - | 63 | 7 | 42 | |||
| 22 Oct | 1267.50 | 30.9 | 6.00 | - | 92 | 26 | 36 | |||
| 21 Oct | 1259.05 | 24.9 | -5.20 | - | 5 | 4 | 10 | |||
| 18 Oct | 1264.50 | 30.1 | -14.00 | - | 8 | 2 | 5 | |||
| 17 Oct | 1231.25 | 44.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1243.15 | 44.1 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1255.50 | 44.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1231.75 | 44.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Oct | 1223.00 | 44.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1243.50 | 44.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1244.15 | 44.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1236.60 | 44.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1233.90 | 44.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1239.75 | 44.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1256.35 | 44.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1274.40 | 44.1 | 0.00 | - | 0 | 3 | 0 | |||
| 30 Sept | 1273.00 | 44.1 | -41.10 | - | 4 | 3 | 3 | |||
| 27 Sept | 1306.60 | 85.2 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1290 expiring on 28NOV2024
Delta for 1290 CE is 0.18
Historical price for 1290 CE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 3.35, which was 0.55 higher than the previous day. The implied volatity was 19.59, the open interest changed by -131 which decreased total open position to 2012
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 19.89, the open interest changed by 194 which increased total open position to 2151
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 2.8, which was -1.45 lower than the previous day. The implied volatity was 19.89, the open interest changed by 202 which increased total open position to 2151
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 4.25, which was -2.65 lower than the previous day. The implied volatity was 18.86, the open interest changed by -6 which decreased total open position to 1944
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 6.9, which was -2.00 lower than the previous day. The implied volatity was 16.94, the open interest changed by 267 which increased total open position to 1948
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 8.9, which was -4.35 lower than the previous day. The implied volatity was 18.87, the open interest changed by -79 which decreased total open position to 1689
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 13.25, which was 0.25 higher than the previous day. The implied volatity was 18.75, the open interest changed by 107 which increased total open position to 1778
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 13, which was 1.25 higher than the previous day. The implied volatity was 17.96, the open interest changed by -56 which decreased total open position to 1680
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 11.75, which was -9.50 lower than the previous day. The implied volatity was 18.24, the open interest changed by 354 which increased total open position to 1745
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 21.25, which was -13.70 lower than the previous day. The implied volatity was 18.47, the open interest changed by 242 which increased total open position to 1390
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 34.95, which was 5.15 higher than the previous day. The implied volatity was 17.13, the open interest changed by -53 which decreased total open position to 1155
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 29.8, which was 5.65 higher than the previous day. The implied volatity was 19.13, the open interest changed by 160 which increased total open position to 1207
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 24.15, which was -15.05 lower than the previous day. The implied volatity was 20.73, the open interest changed by 536 which increased total open position to 1050
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 39.2, which was -10.05 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 49.25, which was -13.75 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 63, which was 24.20 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 38.8, which was 4.40 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 34.4, which was 9.30 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 25.1, which was 1.30 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 23.8, 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 22 Oct ICICIBANK was trading at 1267.50. The strike last trading price was 30.9, which was 6.00 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 24.9, which was -5.20 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 30.1, which was -14.00 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 44.1, 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 44.1, 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 44.1, 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 14 Oct ICICIBANK was trading at 1231.75. The strike last trading price was 44.1, 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 11 Oct ICICIBANK was trading at 1223.00. The strike last trading price was 44.1, 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 10 Oct ICICIBANK was trading at 1243.50. The strike last trading price was 44.1, 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 9 Oct ICICIBANK was trading at 1244.15. The strike last trading price was 44.1, 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 8 Oct ICICIBANK was trading at 1236.60. The strike last trading price was 44.1, 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 7 Oct ICICIBANK was trading at 1233.90. The strike last trading price was 44.1, 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 4 Oct ICICIBANK was trading at 1239.75. The strike last trading price was 44.1, 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 3 Oct ICICIBANK was trading at 1256.35. The strike last trading price was 44.1, 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 1 Oct ICICIBANK was trading at 1274.40. The strike last trading price was 44.1, 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 30 Sept ICICIBANK was trading at 1273.00. The strike last trading price was 44.1, which was -41.10 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 85.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1290 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 0.54
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1250.55 | 37.7 | -11.45 | 24.89 | 116 | -17 | 404 |
| 20 Nov | 1249.10 | 49.15 | 0.00 | 26.76 | 51 | -5 | 421 |
| 19 Nov | 1249.10 | 49.15 | 9.70 | 26.76 | 51 | -5 | 421 |
| 18 Nov | 1253.45 | 39.45 | 3.05 | 20.50 | 106 | -30 | 426 |
| 14 Nov | 1256.95 | 36.4 | -0.05 | 20.92 | 346 | -9 | 459 |
| 13 Nov | 1253.70 | 36.45 | 6.55 | 19.81 | 874 | -36 | 468 |
| 12 Nov | 1270.60 | 29.9 | 0.70 | 20.02 | 5,995 | -76 | 567 |
| 11 Nov | 1269.30 | 29.2 | -8.15 | 18.77 | 439 | -13 | 644 |
| 8 Nov | 1258.85 | 37.35 | 12.45 | 19.76 | 870 | -121 | 656 |
| 7 Nov | 1278.70 | 24.9 | 9.70 | 19.13 | 4,033 | 73 | 784 |
| 6 Nov | 1302.35 | 15.2 | -7.75 | 19.69 | 2,438 | 91 | 718 |
| 5 Nov | 1296.70 | 22.95 | -10.50 | 21.37 | 2,734 | 169 | 620 |
| 4 Nov | 1277.20 | 33.45 | 8.35 | 23.15 | 1,690 | -28 | 455 |
| 31 Oct | 1292.25 | 25.1 | 5.60 | - | 1,735 | 66 | 425 |
| 30 Oct | 1312.15 | 19.5 | 3.65 | - | 656 | -49 | 359 |
| 29 Oct | 1331.85 | 15.85 | -10.85 | - | 849 | 107 | 408 |
| 28 Oct | 1292.85 | 26.7 | -30.70 | - | 1,122 | 280 | 298 |
| 25 Oct | 1255.45 | 57.4 | 0.90 | - | 5 | 0 | 18 |
| 24 Oct | 1252.75 | 56.5 | 0.00 | - | 0 | -3 | 0 |
| 23 Oct | 1251.60 | 56.5 | 12.90 | - | 6 | -2 | 19 |
| 22 Oct | 1267.50 | 43.6 | -1.85 | - | 42 | 18 | 18 |
| 21 Oct | 1259.05 | 45.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1264.50 | 45.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1231.25 | 45.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1243.15 | 45.45 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1255.50 | 45.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1231.75 | 45.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1223.00 | 45.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1243.50 | 45.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1244.15 | 45.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1236.60 | 45.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1233.90 | 45.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1239.75 | 45.45 | 0.00 | - | 0 | -1 | 0 |
| 3 Oct | 1256.35 | 45.45 | 6.05 | - | 1 | 0 | 1 |
| 1 Oct | 1274.40 | 39.4 | 0.00 | - | 0 | 1 | 0 |
| 30 Sept | 1273.00 | 39.4 | 9.40 | - | 1 | 0 | 0 |
| 27 Sept | 1306.60 | 30 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1290 expiring on 28NOV2024
Delta for 1290 PE is -0.76
Historical price for 1290 PE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 37.7, which was -11.45 lower than the previous day. The implied volatity was 24.89, the open interest changed by -17 which decreased total open position to 404
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 49.15, which was 0.00 lower than the previous day. The implied volatity was 26.76, the open interest changed by -5 which decreased total open position to 421
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 49.15, which was 9.70 higher than the previous day. The implied volatity was 26.76, the open interest changed by -5 which decreased total open position to 421
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 39.45, which was 3.05 higher than the previous day. The implied volatity was 20.50, the open interest changed by -30 which decreased total open position to 426
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 36.4, which was -0.05 lower than the previous day. The implied volatity was 20.92, the open interest changed by -9 which decreased total open position to 459
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 36.45, which was 6.55 higher than the previous day. The implied volatity was 19.81, the open interest changed by -36 which decreased total open position to 468
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 29.9, which was 0.70 higher than the previous day. The implied volatity was 20.02, the open interest changed by -76 which decreased total open position to 567
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 29.2, which was -8.15 lower than the previous day. The implied volatity was 18.77, the open interest changed by -13 which decreased total open position to 644
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 37.35, which was 12.45 higher than the previous day. The implied volatity was 19.76, the open interest changed by -121 which decreased total open position to 656
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 24.9, which was 9.70 higher than the previous day. The implied volatity was 19.13, the open interest changed by 73 which increased total open position to 784
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 15.2, which was -7.75 lower than the previous day. The implied volatity was 19.69, the open interest changed by 91 which increased total open position to 718
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 22.95, which was -10.50 lower than the previous day. The implied volatity was 21.37, the open interest changed by 169 which increased total open position to 620
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 33.45, which was 8.35 higher than the previous day. The implied volatity was 23.15, the open interest changed by -28 which decreased total open position to 455
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 25.1, which was 5.60 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 19.5, which was 3.65 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 15.85, which was -10.85 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 26.7, which was -30.70 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 57.4, which was 0.90 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 56.5, 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 Oct ICICIBANK was trading at 1251.60. The strike last trading price was 56.5, which was 12.90 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 43.6, which was -1.85 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 45.45, 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 45.45, 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 45.45, 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 45.45, 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 45.45, 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 45.45, 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 45.45, 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 45.45, 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 45.45, 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 45.45, 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 45.45, 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 45.45, 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 45.45, which was 6.05 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 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 30 Sept ICICIBANK was trading at 1273.00. The strike last trading price was 39.4, which was 9.40 higher 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 30, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
