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[--[65.84.65.76]--]
ICICIBANK
Icici Bank Ltd.

1250.55 1.46 (0.12%)

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Historical option data for ICICIBANK

21 Nov 2024 04:10 PM IST
ICICIBANK 28NOV2024 1340 CE
Delta: 0.03
Vega: 0.13
Theta: -0.24
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1250.55 0.55 -0.15 24.53 911 -91 3,676
20 Nov 1249.10 0.7 0.00 25.21 829 -39 3,767
19 Nov 1249.10 0.7 -0.10 25.21 829 -39 3,767
18 Nov 1253.45 0.8 -0.45 22.56 662 19 3,807
14 Nov 1256.95 1.25 -0.90 19.19 1,062 -56 3,795
13 Nov 1253.70 2.15 -0.75 21.17 1,250 19 3,861
12 Nov 1270.60 2.9 0.20 19.65 3,918 98 3,925
11 Nov 1269.30 2.7 0.20 18.68 1,990 -240 3,832
8 Nov 1258.85 2.5 -2.60 18.54 3,044 -112 4,077
7 Nov 1278.70 5.1 -5.80 17.71 3,733 234 4,188
6 Nov 1302.35 10.9 1.85 16.86 4,322 183 3,953
5 Nov 1296.70 9.05 0.70 18.21 7,840 2,758 3,774
4 Nov 1277.20 8.35 -8.15 20.84 2,422 4 1,020
31 Oct 1292.25 16.5 -5.80 - 2,879 272 978
30 Oct 1312.15 22.3 -9.05 - 1,603 98 708
29 Oct 1331.85 31.35 14.85 - 2,065 277 608
28 Oct 1292.85 16.5 0.50 - 1,718 183 332
25 Oct 1255.45 16 4.70 - 285 86 149
24 Oct 1252.75 11.3 1.10 - 39 17 61
23 Oct 1251.60 10.2 -3.80 - 42 16 45
22 Oct 1267.50 14 1.75 - 61 27 28
21 Oct 1259.05 12.25 -13.95 - 1 0 0
18 Oct 1264.50 26.2 0.00 - 0 0 0
17 Oct 1231.25 26.2 0.00 - 0 0 0
16 Oct 1243.15 26.2 0.00 - 0 0 0
15 Oct 1255.50 26.2 0.00 - 0 0 0
14 Oct 1231.75 26.2 0.00 - 0 0 0
11 Oct 1223.00 26.2 0.00 - 0 0 0
10 Oct 1243.50 26.2 0.00 - 0 0 0
9 Oct 1244.15 26.2 0.00 - 0 0 0
8 Oct 1236.60 26.2 0.00 - 0 0 0
7 Oct 1233.90 26.2 0.00 - 0 0 0
4 Oct 1239.75 26.2 0.00 - 0 0 0
3 Oct 1256.35 26.2 0.00 - 0 0 0
1 Oct 1274.40 26.2 0.00 - 0 0 0
30 Sept 1273.00 26.2 0.00 - 0 0 0
27 Sept 1306.60 26.2 0.00 - 0 0 0
26 Sept 1329.05 26.2 0.00 - 0 0 0
25 Sept 1323.85 26.2 0.00 - 0 0 0
24 Sept 1318.60 26.2 0.00 - 0 0 0
23 Sept 1321.90 26.2 0.00 - 0 0 0
20 Sept 1338.45 26.2 0.00 - 0 0 0
19 Sept 1292.00 26.2 - 0 0 0


For Icici Bank Ltd. - strike price 1340 expiring on 28NOV2024

Delta for 1340 CE is 0.03

Historical price for 1340 CE is as follows

On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 24.53, the open interest changed by -91 which decreased total open position to 3676


On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 25.21, the open interest changed by -39 which decreased total open position to 3767


On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 25.21, the open interest changed by -39 which decreased total open position to 3767


On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 22.56, the open interest changed by 19 which increased total open position to 3807


On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 1.25, which was -0.90 lower than the previous day. The implied volatity was 19.19, the open interest changed by -56 which decreased total open position to 3795


On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 2.15, which was -0.75 lower than the previous day. The implied volatity was 21.17, the open interest changed by 19 which increased total open position to 3861


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 2.9, which was 0.20 higher than the previous day. The implied volatity was 19.65, the open interest changed by 98 which increased total open position to 3925


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 2.7, which was 0.20 higher than the previous day. The implied volatity was 18.68, the open interest changed by -240 which decreased total open position to 3832


On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 2.5, which was -2.60 lower than the previous day. The implied volatity was 18.54, the open interest changed by -112 which decreased total open position to 4077


On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 5.1, which was -5.80 lower than the previous day. The implied volatity was 17.71, the open interest changed by 234 which increased total open position to 4188


On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 10.9, which was 1.85 higher than the previous day. The implied volatity was 16.86, the open interest changed by 183 which increased total open position to 3953


On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 9.05, which was 0.70 higher than the previous day. The implied volatity was 18.21, the open interest changed by 2758 which increased total open position to 3774


On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 8.35, which was -8.15 lower than the previous day. The implied volatity was 20.84, the open interest changed by 4 which increased total open position to 1020


On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 16.5, which was -5.80 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 22.3, which was -9.05 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 31.35, which was 14.85 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 16.5, which was 0.50 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 16, which was 4.70 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 11.3, which was 1.10 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 10.2, which was -3.80 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 14, which was 1.75 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 12.25, which was -13.95 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 26.2, 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 26.2, 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 26.2, 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 26.2, 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 26.2, 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 26.2, 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 26.2, 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 26.2, 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 26.2, 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 26.2, 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 26.2, 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 26.2, 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 26.2, 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 26.2, 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 26.2, 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 26 Sept ICICIBANK was trading at 1329.05. The strike last trading price was 26.2, 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 26.2, 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 26.2, 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 26.2, 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 26.2, 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 26.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ICICIBANK 28NOV2024 1340 PE
Delta: -0.78
Vega: 0.52
Theta: -1.84
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1250.55 94 9.10 57.13 5 -2 97
20 Nov 1249.10 84.9 0.00 0.00 0 0 0
19 Nov 1249.10 84.9 0.00 0.00 0 0 0
18 Nov 1253.45 84.9 0.00 0.00 0 -1 0
14 Nov 1256.95 84.9 7.00 33.97 4 0 100
13 Nov 1253.70 77.9 11.20 19.12 5 -1 101
12 Nov 1270.60 66.7 -1.80 16.72 9 -3 102
11 Nov 1269.30 68.5 -8.60 19.93 14 5 105
8 Nov 1258.85 77.1 18.05 20.21 15 -6 99
7 Nov 1278.70 59.05 17.50 19.38 74 -2 113
6 Nov 1302.35 41.55 -10.00 20.04 263 -19 116
5 Nov 1296.70 51.55 -15.70 20.54 82 27 136
4 Nov 1277.20 67.25 15.30 23.91 44 -8 110
31 Oct 1292.25 51.95 9.60 - 575 -83 120
30 Oct 1312.15 42.35 8.35 - 649 -68 202
29 Oct 1331.85 34 -21.15 - 794 229 273
28 Oct 1292.85 55.15 -65.05 - 124 44 44
25 Oct 1255.45 120.2 0.00 - 0 0 0
24 Oct 1252.75 120.2 0.00 - 0 0 0
23 Oct 1251.60 120.2 0.00 - 0 0 0
22 Oct 1267.50 120.2 0.00 - 0 0 0
21 Oct 1259.05 120.2 0.00 - 0 0 0
18 Oct 1264.50 120.2 0.00 - 0 0 0
17 Oct 1231.25 120.2 0.00 - 0 0 0
16 Oct 1243.15 120.2 0.00 - 0 0 0
15 Oct 1255.50 120.2 0.00 - 0 0 0
14 Oct 1231.75 120.2 0.00 - 0 0 0
11 Oct 1223.00 120.2 0.00 - 0 0 0
10 Oct 1243.50 120.2 0.00 - 0 0 0
9 Oct 1244.15 120.2 0.00 - 0 0 0
8 Oct 1236.60 120.2 0.00 - 0 0 0
7 Oct 1233.90 120.2 0.00 - 0 0 0
4 Oct 1239.75 120.2 0.00 - 0 0 0
3 Oct 1256.35 120.2 0.00 - 0 0 0
1 Oct 1274.40 120.2 0.00 - 0 0 0
30 Sept 1273.00 120.2 0.00 - 0 0 0
27 Sept 1306.60 120.2 0.00 - 0 0 0
26 Sept 1329.05 120.2 0.00 - 0 0 0
25 Sept 1323.85 120.2 120.20 - 0 0 0
24 Sept 1318.60 0 0.00 - 0 0 0
23 Sept 1321.90 0 0.00 - 0 0 0
20 Sept 1338.45 0 0.00 - 0 0 0
19 Sept 1292.00 0 - 0 0 0


For Icici Bank Ltd. - strike price 1340 expiring on 28NOV2024

Delta for 1340 PE is -0.78

Historical price for 1340 PE is as follows

On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 94, which was 9.10 higher than the previous day. The implied volatity was 57.13, the open interest changed by -2 which decreased total open position to 97


On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 84.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 84.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 84.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 84.9, which was 7.00 higher than the previous day. The implied volatity was 33.97, the open interest changed by 0 which decreased total open position to 100


On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 77.9, which was 11.20 higher than the previous day. The implied volatity was 19.12, the open interest changed by -1 which decreased total open position to 101


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 66.7, which was -1.80 lower than the previous day. The implied volatity was 16.72, the open interest changed by -3 which decreased total open position to 102


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 68.5, which was -8.60 lower than the previous day. The implied volatity was 19.93, the open interest changed by 5 which increased total open position to 105


On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 77.1, which was 18.05 higher than the previous day. The implied volatity was 20.21, the open interest changed by -6 which decreased total open position to 99


On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 59.05, which was 17.50 higher than the previous day. The implied volatity was 19.38, the open interest changed by -2 which decreased total open position to 113


On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 41.55, which was -10.00 lower than the previous day. The implied volatity was 20.04, the open interest changed by -19 which decreased total open position to 116


On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 51.55, which was -15.70 lower than the previous day. The implied volatity was 20.54, the open interest changed by 27 which increased total open position to 136


On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 67.25, which was 15.30 higher than the previous day. The implied volatity was 23.91, the open interest changed by -8 which decreased total open position to 110


On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 51.95, which was 9.60 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 42.35, which was 8.35 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 34, which was -21.15 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 55.15, which was -65.05 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 120.2, 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 120.2, 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 120.2, 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 120.2, 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 120.2, 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 120.2, 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 120.2, 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 120.2, 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 120.2, 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 120.2, 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 120.2, 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 120.2, 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 120.2, 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 120.2, 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 120.2, 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 120.2, 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 120.2, 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 120.2, 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 120.2, 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 120.2, 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 26 Sept ICICIBANK was trading at 1329.05. The strike last trading price was 120.2, 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 120.2, which was 120.20 higher 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 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 23 Sept ICICIBANK was trading at 1321.90. 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 20 Sept ICICIBANK was trading at 1338.45. 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 19 Sept ICICIBANK was trading at 1292.00. 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