ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
21 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1330 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.17
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1250.55 | 0.8 | -0.05 | 23.73 | 848 | -106 | 1,401 | |||
| 20 Nov | 1249.10 | 0.85 | 0.00 | 23.91 | 858 | -45 | 1,509 | |||
| 19 Nov | 1249.10 | 0.85 | -0.25 | 23.91 | 858 | -43 | 1,509 | |||
| 18 Nov | 1253.45 | 1.1 | -0.65 | 21.81 | 761 | 78 | 1,677 | |||
| 14 Nov | 1256.95 | 1.75 | -1.10 | 18.69 | 1,364 | 44 | 1,600 | |||
| 13 Nov | 1253.70 | 2.85 | -1.05 | 20.67 | 3,046 | -206 | 1,568 | |||
| 12 Nov | 1270.60 | 3.9 | 0.20 | 19.24 | 4,114 | 44 | 1,800 | |||
| 11 Nov | 1269.30 | 3.7 | 0.35 | 18.35 | 1,455 | -44 | 1,758 | |||
| 8 Nov | 1258.85 | 3.35 | -3.65 | 18.20 | 2,376 | 170 | 1,805 | |||
| 7 Nov | 1278.70 | 7 | -7.20 | 17.73 | 3,095 | 210 | 1,629 | |||
| 6 Nov | 1302.35 | 14.2 | 2.35 | 16.83 | 3,757 | 192 | 1,424 | |||
| 5 Nov | 1296.70 | 11.85 | 1.60 | 18.29 | 4,656 | 30 | 1,232 | |||
| 4 Nov | 1277.20 | 10.25 | -9.70 | 20.54 | 2,708 | 548 | 1,203 | |||
| 31 Oct | 1292.25 | 19.95 | -6.15 | - | 2,291 | 60 | 538 | |||
| 30 Oct | 1312.15 | 26.1 | -10.80 | - | 1,258 | 108 | 475 | |||
| 29 Oct | 1331.85 | 36.9 | 17.15 | - | 1,524 | 141 | 355 | |||
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| 28 Oct | 1292.85 | 19.75 | 0.25 | - | 1,490 | 123 | 214 | |||
| 25 Oct | 1255.45 | 19.5 | 6.90 | - | 191 | 45 | 91 | |||
| 24 Oct | 1252.75 | 12.6 | 0.60 | - | 53 | 3 | 44 | |||
| 23 Oct | 1251.60 | 12 | -4.50 | - | 27 | -2 | 40 | |||
| 22 Oct | 1267.50 | 16.5 | 1.20 | - | 52 | 16 | 41 | |||
| 21 Oct | 1259.05 | 15.3 | -0.95 | - | 3 | 1 | 26 | |||
| 18 Oct | 1264.50 | 16.25 | 4.45 | - | 53 | 9 | 24 | |||
| 17 Oct | 1231.25 | 11.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1243.15 | 11.8 | 0.00 | - | 0 | 7 | 0 | |||
| 15 Oct | 1255.50 | 11.8 | 1.80 | - | 12 | 6 | 14 | |||
| 14 Oct | 1231.75 | 10 | 0.25 | - | 7 | 6 | 7 | |||
| 11 Oct | 1223.00 | 9.75 | -3.25 | - | 2 | 0 | 1 | |||
| 10 Oct | 1243.50 | 13 | 0.00 | - | 0 | -1 | 0 | |||
| 9 Oct | 1244.15 | 13 | -2.60 | - | 1 | 0 | 2 | |||
| 8 Oct | 1236.60 | 15.6 | 0.00 | - | 0 | 1 | 0 | |||
| 7 Oct | 1233.90 | 15.6 | -1.75 | - | 2 | 0 | 1 | |||
| 4 Oct | 1239.75 | 17.35 | -44.75 | - | 1 | 0 | 0 | |||
| 3 Oct | 1256.35 | 62.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1274.40 | 62.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1273.00 | 62.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1306.60 | 62.1 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1330 expiring on 28NOV2024
Delta for 1330 CE is 0.05
Historical price for 1330 CE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 23.73, the open interest changed by -106 which decreased total open position to 1401
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 23.91, the open interest changed by -45 which decreased total open position to 1509
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 23.91, the open interest changed by -43 which decreased total open position to 1509
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 1.1, which was -0.65 lower than the previous day. The implied volatity was 21.81, the open interest changed by 78 which increased total open position to 1677
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 1.75, which was -1.10 lower than the previous day. The implied volatity was 18.69, the open interest changed by 44 which increased total open position to 1600
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 2.85, which was -1.05 lower than the previous day. The implied volatity was 20.67, the open interest changed by -206 which decreased total open position to 1568
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 3.9, which was 0.20 higher than the previous day. The implied volatity was 19.24, the open interest changed by 44 which increased total open position to 1800
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 3.7, which was 0.35 higher than the previous day. The implied volatity was 18.35, the open interest changed by -44 which decreased total open position to 1758
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 3.35, which was -3.65 lower than the previous day. The implied volatity was 18.20, the open interest changed by 170 which increased total open position to 1805
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 7, which was -7.20 lower than the previous day. The implied volatity was 17.73, the open interest changed by 210 which increased total open position to 1629
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 14.2, which was 2.35 higher than the previous day. The implied volatity was 16.83, the open interest changed by 192 which increased total open position to 1424
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 11.85, which was 1.60 higher than the previous day. The implied volatity was 18.29, the open interest changed by 30 which increased total open position to 1232
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 10.25, which was -9.70 lower than the previous day. The implied volatity was 20.54, the open interest changed by 548 which increased total open position to 1203
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 19.95, which was -6.15 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 26.1, which was -10.80 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 36.9, which was 17.15 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 19.75, which was 0.25 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 19.5, which was 6.90 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 12.6, which was 0.60 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 12, which was -4.50 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 16.5, 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 21 Oct ICICIBANK was trading at 1259.05. The strike last trading price was 15.3, which was -0.95 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 16.25, 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 17 Oct ICICIBANK was trading at 1231.25. The strike last trading price was 11.8, 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 16 Oct ICICIBANK was trading at 1243.15. The strike last trading price was 11.8, 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 15 Oct ICICIBANK was trading at 1255.50. The strike last trading price was 11.8, which was 1.80 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 10, which was 0.25 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 9.75, which was -3.25 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 13, 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 13, which was -2.60 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 15.6, 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 15.6, 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 4 Oct ICICIBANK was trading at 1239.75. The strike last trading price was 17.35, which was -44.75 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 62.1, 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 62.1, 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 62.1, 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 27 Sept ICICIBANK was trading at 1306.60. The strike last trading price was 62.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 0.36
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1250.55 | 75.3 | -12.20 | 34.36 | 18 | -3 | 95 |
| 20 Nov | 1249.10 | 87.5 | 0.00 | 36.39 | 55 | -28 | 99 |
| 19 Nov | 1249.10 | 87.5 | 14.20 | 36.39 | 55 | -27 | 99 |
| 18 Nov | 1253.45 | 73.3 | 0.00 | 0.00 | 0 | 16 | 0 |
| 14 Nov | 1256.95 | 73.3 | 0.30 | 28.95 | 64 | 17 | 127 |
| 13 Nov | 1253.70 | 73 | 13.60 | 26.83 | 12 | -1 | 112 |
| 12 Nov | 1270.60 | 59.4 | -2.40 | 19.74 | 33 | 0 | 113 |
| 11 Nov | 1269.30 | 61.8 | -5.40 | 22.55 | 46 | -7 | 113 |
| 8 Nov | 1258.85 | 67.2 | 16.55 | 18.39 | 43 | -14 | 120 |
| 7 Nov | 1278.70 | 50.65 | 16.65 | 18.82 | 128 | -5 | 136 |
| 6 Nov | 1302.35 | 34 | -10.20 | 19.10 | 535 | 22 | 139 |
| 5 Nov | 1296.70 | 44.2 | -14.80 | 20.27 | 47 | 1 | 118 |
| 4 Nov | 1277.20 | 59 | 13.70 | 23.17 | 157 | -34 | 118 |
| 31 Oct | 1292.25 | 45.3 | 7.70 | - | 553 | -54 | 157 |
| 30 Oct | 1312.15 | 37.6 | 8.25 | - | 1,065 | -244 | 207 |
| 29 Oct | 1331.85 | 29.35 | -19.15 | - | 1,278 | 434 | 465 |
| 28 Oct | 1292.85 | 48.5 | -42.00 | - | 88 | 31 | 31 |
| 25 Oct | 1255.45 | 90.5 | 44.10 | - | 1 | 0 | 0 |
| 24 Oct | 1252.75 | 46.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1251.60 | 46.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1267.50 | 46.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1259.05 | 46.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1264.50 | 46.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1231.25 | 46.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1243.15 | 46.4 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1255.50 | 46.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1231.75 | 46.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1223.00 | 46.4 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1243.50 | 46.4 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1244.15 | 46.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1236.60 | 46.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1233.90 | 46.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1239.75 | 46.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1256.35 | 46.4 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1274.40 | 46.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1273.00 | 46.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1306.60 | 46.4 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1330 expiring on 28NOV2024
Delta for 1330 PE is -0.87
Historical price for 1330 PE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 75.3, which was -12.20 lower than the previous day. The implied volatity was 34.36, the open interest changed by -3 which decreased total open position to 95
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 87.5, which was 0.00 lower than the previous day. The implied volatity was 36.39, the open interest changed by -28 which decreased total open position to 99
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 87.5, which was 14.20 higher than the previous day. The implied volatity was 36.39, the open interest changed by -27 which decreased total open position to 99
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 73.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 73.3, which was 0.30 higher than the previous day. The implied volatity was 28.95, the open interest changed by 17 which increased total open position to 127
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 73, which was 13.60 higher than the previous day. The implied volatity was 26.83, the open interest changed by -1 which decreased total open position to 112
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 59.4, which was -2.40 lower than the previous day. The implied volatity was 19.74, the open interest changed by 0 which decreased total open position to 113
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 61.8, which was -5.40 lower than the previous day. The implied volatity was 22.55, the open interest changed by -7 which decreased total open position to 113
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 67.2, which was 16.55 higher than the previous day. The implied volatity was 18.39, the open interest changed by -14 which decreased total open position to 120
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 50.65, which was 16.65 higher than the previous day. The implied volatity was 18.82, the open interest changed by -5 which decreased total open position to 136
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 34, which was -10.20 lower than the previous day. The implied volatity was 19.10, the open interest changed by 22 which increased total open position to 139
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 44.2, which was -14.80 lower than the previous day. The implied volatity was 20.27, the open interest changed by 1 which increased total open position to 118
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 59, which was 13.70 higher than the previous day. The implied volatity was 23.17, the open interest changed by -34 which decreased total open position to 118
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 45.3, which was 7.70 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 37.6, which was 8.25 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 29.35, which was -19.15 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 48.5, which was -42.00 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 90.5, which was 44.10 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 46.4, 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 Oct ICICIBANK was trading at 1251.60. The strike last trading price was 46.4, 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 22 Oct ICICIBANK was trading at 1267.50. The strike last trading price was 46.4, 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 21 Oct ICICIBANK was trading at 1259.05. The strike last trading price was 46.4, 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 18 Oct ICICIBANK was trading at 1264.50. The strike last trading price was 46.4, 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 17 Oct ICICIBANK was trading at 1231.25. The strike last trading price was 46.4, 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 16 Oct ICICIBANK was trading at 1243.15. The strike last trading price was 46.4, 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 15 Oct ICICIBANK was trading at 1255.50. The strike last trading price was 46.4, 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 14 Oct ICICIBANK was trading at 1231.75. The strike last trading price was 46.4, 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 11 Oct ICICIBANK was trading at 1223.00. The strike last trading price was 46.4, 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 10 Oct ICICIBANK was trading at 1243.50. The strike last trading price was 46.4, 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 9 Oct ICICIBANK was trading at 1244.15. The strike last trading price was 46.4, 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 8 Oct ICICIBANK was trading at 1236.60. The strike last trading price was 46.4, 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 7 Oct ICICIBANK was trading at 1233.90. The strike last trading price was 46.4, 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 4 Oct ICICIBANK was trading at 1239.75. The strike last trading price was 46.4, 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 3 Oct ICICIBANK was trading at 1256.35. The strike last trading price was 46.4, 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 1 Oct ICICIBANK was trading at 1274.40. The strike last trading price was 46.4, 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 46.4, 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 27 Sept ICICIBANK was trading at 1306.60. The strike last trading price was 46.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
