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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 1300 CE
Delta: 0.21
Vega: 0.70
Theta: -0.50
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1256.95 4.85 -1.80 17.23 8,113 -162 7,197
13 Nov 1253.70 6.65 -3.05 19.20 9,737 456 7,343
12 Nov 1270.60 9.7 0.10 18.54 21,170 647 6,887
11 Nov 1269.30 9.6 0.90 17.88 9,253 -214 6,258
8 Nov 1258.85 8.7 -7.65 18.08 11,029 1,782 6,553
7 Nov 1278.70 16.35 -12.35 18.01 8,333 331 4,774
6 Nov 1302.35 28.7 4.45 17.06 8,149 -111 4,447
5 Nov 1296.70 24.25 4.45 18.84 14,857 1,797 4,559
4 Nov 1277.20 19.8 -13.70 20.63 7,079 497 2,757
31 Oct 1292.25 33.5 -9.35 - 5,710 569 2,018
30 Oct 1312.15 42.85 -12.75 - 3,285 -456 1,456
29 Oct 1331.85 55.6 22.30 - 8,472 -54 1,908
28 Oct 1292.85 33.3 3.20 - 13,469 -204 2,082
25 Oct 1255.45 30.1 7.95 - 4,713 960 2,286
24 Oct 1252.75 22.15 1.20 - 1,548 -58 1,330
23 Oct 1251.60 20.95 -5.95 - 1,597 193 1,385
22 Oct 1267.50 26.9 3.80 - 2,743 -252 1,189
21 Oct 1259.05 23.1 -2.80 - 844 187 1,446
18 Oct 1264.50 25.9 9.85 - 851 249 1,258
17 Oct 1231.25 16.05 -2.95 - 263 84 1,009
16 Oct 1243.15 19 -2.20 - 88 17 925
15 Oct 1255.50 21.2 5.35 - 244 3 908
14 Oct 1231.75 15.85 0.20 - 203 27 905
11 Oct 1223.00 15.65 -5.15 - 229 102 878
10 Oct 1243.50 20.8 -2.70 - 221 113 776
9 Oct 1244.15 23.5 2.50 - 307 52 663
8 Oct 1236.60 21 -1.60 - 274 78 610
7 Oct 1233.90 22.6 -0.60 - 448 176 532
4 Oct 1239.75 23.2 -5.30 - 196 130 355
3 Oct 1256.35 28.5 -8.50 - 167 121 225
1 Oct 1274.40 37 -1.45 - 54 31 103
30 Sept 1273.00 38.45 -16.75 - 78 70 73
27 Sept 1306.60 55.2 17.50 - 4 2 3
26 Sept 1329.05 37.7 0.00 - 0 0 0
25 Sept 1323.85 37.7 0.00 - 0 0 0
24 Sept 1318.60 37.7 0.00 - 0 0 0
23 Sept 1321.90 37.7 0.00 - 0 0 0
20 Sept 1338.45 37.7 0.00 - 0 0 0
19 Sept 1292.00 37.7 0.00 - 0 0 0
10 Sept 1237.30 37.7 0.00 - 0 0 0
9 Sept 1235.00 37.7 0.00 - 0 0 0
6 Sept 1208.15 37.7 0.00 - 0 0 0
5 Sept 1235.95 37.7 0.00 - 0 1 0
2 Sept 1229.95 37.7 - 0 0 0


For Icici Bank Ltd. - strike price 1300 expiring on 28NOV2024

Delta for 1300 CE is 0.21

Historical price for 1300 CE is as follows

On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 4.85, which was -1.80 lower than the previous day. The implied volatity was 17.23, the open interest changed by -162 which decreased total open position to 7197


On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 6.65, which was -3.05 lower than the previous day. The implied volatity was 19.20, the open interest changed by 456 which increased total open position to 7343


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 9.7, which was 0.10 higher than the previous day. The implied volatity was 18.54, the open interest changed by 647 which increased total open position to 6887


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 9.6, which was 0.90 higher than the previous day. The implied volatity was 17.88, the open interest changed by -214 which decreased total open position to 6258


On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 8.7, which was -7.65 lower than the previous day. The implied volatity was 18.08, the open interest changed by 1782 which increased total open position to 6553


On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 16.35, which was -12.35 lower than the previous day. The implied volatity was 18.01, the open interest changed by 331 which increased total open position to 4774


On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 28.7, which was 4.45 higher than the previous day. The implied volatity was 17.06, the open interest changed by -111 which decreased total open position to 4447


On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 24.25, which was 4.45 higher than the previous day. The implied volatity was 18.84, the open interest changed by 1797 which increased total open position to 4559


On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 19.8, which was -13.70 lower than the previous day. The implied volatity was 20.63, the open interest changed by 497 which increased total open position to 2757


On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 33.5, 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 30 Oct ICICIBANK was trading at 1312.15. The strike last trading price was 42.85, which was -12.75 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 55.6, which was 22.30 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 33.3, which was 3.20 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 30.1, which was 7.95 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 22.15, which was 1.20 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 20.95, which was -5.95 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 26.9, which was 3.80 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 23.1, which was -2.80 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 25.9, which was 9.85 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 16.05, which was -2.95 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 19, 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 15 Oct ICICIBANK was trading at 1255.50. The strike last trading price was 21.2, 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 14 Oct ICICIBANK was trading at 1231.75. The strike last trading price was 15.85, which was 0.20 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 15.65, which was -5.15 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 20.8, which was -2.70 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 23.5, which was 2.50 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 21, which was -1.60 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 22.6, which was -0.60 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 23.2, which was -5.30 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 28.5, which was -8.50 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 37, 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 30 Sept ICICIBANK was trading at 1273.00. The strike last trading price was 38.45, which was -16.75 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 55.2, which was 17.50 higher 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 37.7, 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 37.7, 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 37.7, 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 37.7, 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 37.7, 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 37.7, 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 37.7, 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 37.7, 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 37.7, 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 37.7, 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 37.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ICICIBANK 28NOV2024 1300 PE
Delta: -0.73
Vega: 0.82
Theta: -0.40
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1256.95 45.2 1.45 22.81 1,539 115 1,798
13 Nov 1253.70 43.75 7.00 19.75 2,243 70 1,684
12 Nov 1270.60 36.75 1.30 20.36 4,281 191 1,615
11 Nov 1269.30 35.45 -8.20 18.44 1,459 -69 1,423
8 Nov 1258.85 43.65 13.45 19.14 2,022 -242 1,492
7 Nov 1278.70 30.2 11.55 18.89 4,660 -501 1,731
6 Nov 1302.35 18.65 -8.35 19.28 6,871 284 2,232
5 Nov 1296.70 27 -11.90 20.78 4,829 446 1,948
4 Nov 1277.20 38.9 9.50 22.99 2,926 -265 1,508
31 Oct 1292.25 29.4 6.50 - 7,201 -120 1,708
30 Oct 1312.15 22.9 4.25 - 4,689 -401 1,835
29 Oct 1331.85 18.65 -12.35 - 6,500 1,525 2,241
28 Oct 1292.85 31 -29.15 - 4,573 574 707
25 Oct 1255.45 60.15 4.35 - 263 41 133
24 Oct 1252.75 55.8 -2.90 - 35 -2 91
23 Oct 1251.60 58.7 9.50 - 150 21 92
22 Oct 1267.50 49.2 -6.70 - 194 24 70
21 Oct 1259.05 55.9 5.90 - 33 -1 45
18 Oct 1264.50 50 -23.00 - 39 7 45
17 Oct 1231.25 73 12.00 - 10 7 37
16 Oct 1243.15 61 4.85 - 3 0 29
15 Oct 1255.50 56.15 -11.85 - 17 8 25
14 Oct 1231.75 68 -7.00 - 1 0 16
11 Oct 1223.00 75 13.00 - 1 0 15
10 Oct 1243.50 62 -2.50 - 1 0 15
9 Oct 1244.15 64.5 -10.10 - 1 0 15
8 Oct 1236.60 74.6 0.00 - 0 5 0
7 Oct 1233.90 74.6 20.60 - 10 5 15
4 Oct 1239.75 54 0.00 - 0 2 0
3 Oct 1256.35 54 12.00 - 5 1 9
1 Oct 1274.40 42 -1.35 - 1 0 7
30 Sept 1273.00 43.35 13.35 - 6 2 6
27 Sept 1306.60 30 3.95 - 3 2 3
26 Sept 1329.05 26.05 -66.35 - 2 1 1
25 Sept 1323.85 92.4 0.00 - 0 0 0
24 Sept 1318.60 92.4 0.00 - 0 0 0
23 Sept 1321.90 92.4 0.00 - 0 0 0
20 Sept 1338.45 92.4 0.00 - 0 0 0
19 Sept 1292.00 92.4 92.40 - 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 1300 expiring on 28NOV2024

Delta for 1300 PE is -0.73

Historical price for 1300 PE is as follows

On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 45.2, which was 1.45 higher than the previous day. The implied volatity was 22.81, the open interest changed by 115 which increased total open position to 1798


On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 43.75, which was 7.00 higher than the previous day. The implied volatity was 19.75, the open interest changed by 70 which increased total open position to 1684


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 36.75, which was 1.30 higher than the previous day. The implied volatity was 20.36, the open interest changed by 191 which increased total open position to 1615


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 35.45, which was -8.20 lower than the previous day. The implied volatity was 18.44, the open interest changed by -69 which decreased total open position to 1423


On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 43.65, which was 13.45 higher than the previous day. The implied volatity was 19.14, the open interest changed by -242 which decreased total open position to 1492


On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 30.2, which was 11.55 higher than the previous day. The implied volatity was 18.89, the open interest changed by -501 which decreased total open position to 1731


On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 18.65, which was -8.35 lower than the previous day. The implied volatity was 19.28, the open interest changed by 284 which increased total open position to 2232


On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 27, which was -11.90 lower than the previous day. The implied volatity was 20.78, the open interest changed by 446 which increased total open position to 1948


On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 38.9, which was 9.50 higher than the previous day. The implied volatity was 22.99, the open interest changed by -265 which decreased total open position to 1508


On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 29.4, which was 6.50 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 22.9, which was 4.25 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 18.65, which was -12.35 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 31, which was -29.15 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 60.15, which was 4.35 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 55.8, which was -2.90 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 58.7, which was 9.50 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 49.2, which was -6.70 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 55.9, 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 18 Oct ICICIBANK was trading at 1264.50. The strike last trading price was 50, which was -23.00 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 73, which was 12.00 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 61, which was 4.85 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 56.15, which was -11.85 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 68, which was -7.00 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 75, which was 13.00 higher 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 62, which was -2.50 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 64.5, which was -10.10 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 74.6, 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 74.6, which was 20.60 higher 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 54, 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 54, which was 12.00 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 42, 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 30 Sept ICICIBANK was trading at 1273.00. The strike last trading price was 43.35, which was 13.35 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 3.95 higher 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 26.05, which was -66.35 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 92.4, 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 24 Sept ICICIBANK was trading at 1318.60. The strike last trading price was 92.4, 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 23 Sept ICICIBANK was trading at 1321.90. The strike last trading price was 92.4, 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 20 Sept ICICIBANK was trading at 1338.45. The strike last trading price was 92.4, 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 19 Sept ICICIBANK was trading at 1292.00. The strike last trading price was 92.4, which was 92.40 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