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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 1290 CE
Delta: 0.27
Vega: 0.82
Theta: -0.59
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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
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 0.27

Historical price for 1290 CE is as follows

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
Delta: -0.68
Vega: 0.88
Theta: -0.41
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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 -0.68

Historical price for 1290 PE is as follows

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