ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
14 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1310 CE | ||||||||||
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Delta: 0.15
Vega: 0.59
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1256.95 | 3.45 | -1.50 | 17.69 | 3,128 | -58 | 2,081 | |||
| 13 Nov | 1253.70 | 4.95 | -2.20 | 19.58 | 3,167 | 29 | 2,151 | |||
| 12 Nov | 1270.60 | 7.15 | 0.15 | 18.65 | 6,911 | 89 | 2,130 | |||
| 11 Nov | 1269.30 | 7 | 0.60 | 17.92 | 2,804 | -126 | 2,032 | |||
| 8 Nov | 1258.85 | 6.4 | -6.15 | 18.06 | 3,711 | 459 | 2,179 | |||
| 7 Nov | 1278.70 | 12.55 | -10.80 | 17.87 | 3,145 | 145 | 1,710 | |||
| 6 Nov | 1302.35 | 23.35 | 4.10 | 17.14 | 6,155 | 511 | 1,546 | |||
| 5 Nov | 1296.70 | 19.25 | 3.25 | 18.48 | 4,293 | -42 | 1,033 | |||
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| 4 Nov | 1277.20 | 16 | -12.50 | 20.52 | 2,609 | 26 | 1,080 | |||
| 31 Oct | 1292.25 | 28.5 | -8.40 | - | 3,958 | 373 | 945 | |||
| 30 Oct | 1312.15 | 36.9 | -12.20 | - | 2,611 | 201 | 567 | |||
| 29 Oct | 1331.85 | 49.1 | 20.80 | - | 2,501 | 46 | 367 | |||
| 28 Oct | 1292.85 | 28.3 | 2.95 | - | 1,576 | 230 | 326 | |||
| 25 Oct | 1255.45 | 25.35 | 6.40 | - | 317 | 62 | 96 | |||
| 24 Oct | 1252.75 | 18.95 | 1.65 | - | 128 | -21 | 34 | |||
| 23 Oct | 1251.60 | 17.3 | -5.95 | - | 50 | 30 | 56 | |||
| 22 Oct | 1267.50 | 23.25 | 3.80 | - | 32 | 10 | 25 | |||
| 21 Oct | 1259.05 | 19.45 | 4.45 | - | 18 | 5 | 7 | |||
| 18 Oct | 1264.50 | 15 | 0.80 | - | 1 | 0 | 1 | |||
| 17 Oct | 1231.25 | 14.2 | -58.85 | - | 1 | 0 | 0 | |||
| 16 Oct | 1243.15 | 73.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1255.50 | 73.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1231.75 | 73.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1223.00 | 73.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1243.50 | 73.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1244.15 | 73.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1236.60 | 73.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1233.90 | 73.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1239.75 | 73.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1256.35 | 73.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1274.40 | 73.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1273.00 | 73.05 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1306.60 | 73.05 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1310 expiring on 28NOV2024
Delta for 1310 CE is 0.15
Historical price for 1310 CE is as follows
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 3.45, which was -1.50 lower than the previous day. The implied volatity was 17.69, the open interest changed by -58 which decreased total open position to 2081
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 4.95, which was -2.20 lower than the previous day. The implied volatity was 19.58, the open interest changed by 29 which increased total open position to 2151
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 7.15, which was 0.15 higher than the previous day. The implied volatity was 18.65, the open interest changed by 89 which increased total open position to 2130
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 7, which was 0.60 higher than the previous day. The implied volatity was 17.92, the open interest changed by -126 which decreased total open position to 2032
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 6.4, which was -6.15 lower than the previous day. The implied volatity was 18.06, the open interest changed by 459 which increased total open position to 2179
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 12.55, which was -10.80 lower than the previous day. The implied volatity was 17.87, the open interest changed by 145 which increased total open position to 1710
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 23.35, which was 4.10 higher than the previous day. The implied volatity was 17.14, the open interest changed by 511 which increased total open position to 1546
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 19.25, which was 3.25 higher than the previous day. The implied volatity was 18.48, the open interest changed by -42 which decreased total open position to 1033
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 16, which was -12.50 lower than the previous day. The implied volatity was 20.52, the open interest changed by 26 which increased total open position to 1080
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 28.5, which was -8.40 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 36.9, which was -12.20 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 49.1, which was 20.80 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 28.3, which was 2.95 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 25.35, which was 6.40 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 18.95, which was 1.65 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 17.3, 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 23.25, 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 19.45, which was 4.45 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 15, which was 0.80 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 14.2, which was -58.85 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1310 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.75
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1256.95 | 53.75 | 1.80 | 24.01 | 98 | -9 | 386 |
| 13 Nov | 1253.70 | 51.95 | 7.95 | 20.12 | 141 | -15 | 395 |
| 12 Nov | 1270.60 | 44 | 0.85 | 20.49 | 497 | 44 | 410 |
| 11 Nov | 1269.30 | 43.15 | -8.10 | 18.94 | 224 | -43 | 357 |
| 8 Nov | 1258.85 | 51.25 | 15.95 | 19.21 | 234 | -34 | 401 |
| 7 Nov | 1278.70 | 35.3 | 12.35 | 17.89 | 1,255 | -108 | 437 |
| 6 Nov | 1302.35 | 22.95 | -9.85 | 19.08 | 3,451 | 131 | 548 |
| 5 Nov | 1296.70 | 32.8 | -12.30 | 21.11 | 427 | 69 | 418 |
| 4 Nov | 1277.20 | 45.1 | 11.05 | 23.02 | 267 | -44 | 354 |
| 31 Oct | 1292.25 | 34.05 | 6.65 | - | 3,279 | 21 | 406 |
| 30 Oct | 1312.15 | 27.4 | 5.60 | - | 2,030 | -253 | 383 |
| 29 Oct | 1331.85 | 21.8 | -14.35 | - | 2,156 | 419 | 636 |
| 28 Oct | 1292.85 | 36.15 | -1.45 | - | 756 | 217 | 217 |
| 25 Oct | 1255.45 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1252.75 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1251.60 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1267.50 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1259.05 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1264.50 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1231.25 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1243.15 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1255.50 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1231.75 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1223.00 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1243.50 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1244.15 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1236.60 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1233.90 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1239.75 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1256.35 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1274.40 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1273.00 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1306.60 | 37.6 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1310 expiring on 28NOV2024
Delta for 1310 PE is -0.77
Historical price for 1310 PE is as follows
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 53.75, which was 1.80 higher than the previous day. The implied volatity was 24.01, the open interest changed by -9 which decreased total open position to 386
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 51.95, which was 7.95 higher than the previous day. The implied volatity was 20.12, the open interest changed by -15 which decreased total open position to 395
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 44, which was 0.85 higher than the previous day. The implied volatity was 20.49, the open interest changed by 44 which increased total open position to 410
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 43.15, which was -8.10 lower than the previous day. The implied volatity was 18.94, the open interest changed by -43 which decreased total open position to 357
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 51.25, which was 15.95 higher than the previous day. The implied volatity was 19.21, the open interest changed by -34 which decreased total open position to 401
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 35.3, which was 12.35 higher than the previous day. The implied volatity was 17.89, the open interest changed by -108 which decreased total open position to 437
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 22.95, which was -9.85 lower than the previous day. The implied volatity was 19.08, the open interest changed by 131 which increased total open position to 548
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 32.8, which was -12.30 lower than the previous day. The implied volatity was 21.11, the open interest changed by 69 which increased total open position to 418
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 45.1, which was 11.05 higher than the previous day. The implied volatity was 23.02, the open interest changed by -44 which decreased total open position to 354
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 34.05, which was 6.65 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 27.4, 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 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 21.8, which was -14.35 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 36.15, 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 25 Oct ICICIBANK was trading at 1255.45. The strike last trading price was 37.6, 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 24 Oct ICICIBANK was trading at 1252.75. The strike last trading price was 37.6, 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 23 Oct ICICIBANK was trading at 1251.60. The strike last trading price was 37.6, 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 22 Oct ICICIBANK was trading at 1267.50. The strike last trading price was 37.6, 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 21 Oct ICICIBANK was trading at 1259.05. The strike last trading price was 37.6, 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 18 Oct ICICIBANK was trading at 1264.50. The strike last trading price was 37.6, 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 17 Oct ICICIBANK was trading at 1231.25. The strike last trading price was 37.6, 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 16 Oct ICICIBANK was trading at 1243.15. The strike last trading price was 37.6, 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 15 Oct ICICIBANK was trading at 1255.50. The strike last trading price was 37.6, 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 14 Oct ICICIBANK was trading at 1231.75. The strike last trading price was 37.6, 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 11 Oct ICICIBANK was trading at 1223.00. The strike last trading price was 37.6, 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 10 Oct ICICIBANK was trading at 1243.50. The strike last trading price was 37.6, 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 9 Oct ICICIBANK was trading at 1244.15. The strike last trading price was 37.6, 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 8 Oct ICICIBANK was trading at 1236.60. The strike last trading price was 37.6, 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 37.6, 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 4 Oct ICICIBANK was trading at 1239.75. The strike last trading price was 37.6, 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 3 Oct ICICIBANK was trading at 1256.35. The strike last trading price was 37.6, 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 1 Oct ICICIBANK was trading at 1274.40. The strike last trading price was 37.6, 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 30 Sept ICICIBANK was trading at 1273.00. The strike last trading price was 37.6, 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 27 Sept ICICIBANK was trading at 1306.60. The strike last trading price was 37.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
