ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
14 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.26
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1256.95 | 1.1 | -0.70 | 20.52 | 1,376 | 113 | 3,060 | |||
| 13 Nov | 1253.70 | 1.8 | -0.50 | 22.18 | 1,293 | -75 | 2,952 | |||
| 12 Nov | 1270.60 | 2.3 | 0.15 | 20.40 | 3,205 | 37 | 3,065 | |||
| 11 Nov | 1269.30 | 2.15 | 0.15 | 19.46 | 1,476 | 5 | 3,032 | |||
| 8 Nov | 1258.85 | 2 | -1.90 | 19.20 | 2,654 | -3 | 3,030 | |||
| 7 Nov | 1278.70 | 3.9 | -4.60 | 18.08 | 3,414 | 365 | 3,039 | |||
| 6 Nov | 1302.35 | 8.5 | 1.45 | 17.16 | 4,657 | 140 | 2,688 | |||
| 5 Nov | 1296.70 | 7.05 | 0.40 | 18.41 | 6,050 | -181 | 2,552 | |||
| 4 Nov | 1277.20 | 6.65 | -6.80 | 21.00 | 3,348 | 156 | 2,731 | |||
| 31 Oct | 1292.25 | 13.45 | -5.05 | - | 3,786 | 126 | 2,493 | |||
| 30 Oct | 1312.15 | 18.5 | -8.45 | - | 2,703 | 76 | 2,370 | |||
| 29 Oct | 1331.85 | 26.95 | 13.30 | - | 5,131 | 1,123 | 2,295 | |||
| 28 Oct | 1292.85 | 13.65 | -0.75 | - | 3,709 | 311 | 1,170 | |||
| 25 Oct | 1255.45 | 14.4 | 5.15 | - | 1,591 | 194 | 859 | |||
| 24 Oct | 1252.75 | 9.25 | 0.65 | - | 426 | -36 | 665 | |||
| 23 Oct | 1251.60 | 8.6 | -3.30 | - | 544 | 98 | 699 | |||
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| 22 Oct | 1267.50 | 11.9 | 1.70 | - | 920 | 287 | 600 | |||
| 21 Oct | 1259.05 | 10.2 | -1.20 | - | 201 | 42 | 313 | |||
| 18 Oct | 1264.50 | 11.4 | 4.20 | - | 350 | 149 | 271 | |||
| 17 Oct | 1231.25 | 7.2 | -0.80 | - | 67 | 6 | 122 | |||
| 16 Oct | 1243.15 | 8 | -0.80 | - | 17 | 6 | 116 | |||
| 15 Oct | 1255.50 | 8.8 | 1.90 | - | 84 | 2 | 110 | |||
| 14 Oct | 1231.75 | 6.9 | -0.05 | - | 13 | 10 | 108 | |||
| 11 Oct | 1223.00 | 6.95 | -3.95 | - | 40 | 19 | 97 | |||
| 10 Oct | 1243.50 | 10.9 | -0.30 | - | 24 | 12 | 77 | |||
| 9 Oct | 1244.15 | 11.2 | 0.20 | - | 47 | 35 | 64 | |||
| 8 Oct | 1236.60 | 11 | -0.50 | - | 14 | 4 | 27 | |||
| 7 Oct | 1233.90 | 11.5 | -0.50 | - | 22 | 12 | 22 | |||
| 4 Oct | 1239.75 | 12 | -4.00 | - | 3 | 1 | 9 | |||
| 3 Oct | 1256.35 | 16 | -16.00 | - | 4 | 3 | 8 | |||
| 1 Oct | 1274.40 | 32 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1273.00 | 32 | 0.00 | - | 0 | 5 | 0 | |||
| 27 Sept | 1306.60 | 32 | - | 5 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1350 expiring on 28NOV2024
Delta for 1350 CE is 0.05
Historical price for 1350 CE is as follows
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 1.1, which was -0.70 lower than the previous day. The implied volatity was 20.52, the open interest changed by 113 which increased total open position to 3060
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 1.8, which was -0.50 lower than the previous day. The implied volatity was 22.18, the open interest changed by -75 which decreased total open position to 2952
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 2.3, which was 0.15 higher than the previous day. The implied volatity was 20.40, the open interest changed by 37 which increased total open position to 3065
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 2.15, which was 0.15 higher than the previous day. The implied volatity was 19.46, the open interest changed by 5 which increased total open position to 3032
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 2, which was -1.90 lower than the previous day. The implied volatity was 19.20, the open interest changed by -3 which decreased total open position to 3030
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 3.9, which was -4.60 lower than the previous day. The implied volatity was 18.08, the open interest changed by 365 which increased total open position to 3039
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 8.5, which was 1.45 higher than the previous day. The implied volatity was 17.16, the open interest changed by 140 which increased total open position to 2688
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 7.05, which was 0.40 higher than the previous day. The implied volatity was 18.41, the open interest changed by -181 which decreased total open position to 2552
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 6.65, which was -6.80 lower than the previous day. The implied volatity was 21.00, the open interest changed by 156 which increased total open position to 2731
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 13.45, which was -5.05 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 18.5, which was -8.45 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 26.95, which was 13.30 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 13.65, which was -0.75 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 14.4, which was 5.15 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 9.25, which was 0.65 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 8.6, which was -3.30 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 11.9, which was 1.70 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 10.2, which was -1.20 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 11.4, which was 4.20 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 7.2, which was -0.80 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 8, which was -0.80 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 8.8, which was 1.90 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 6.9, which was -0.05 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 6.95, which was -3.95 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 10.9, which was -0.30 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 11.2, 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 8 Oct ICICIBANK was trading at 1236.60. The strike last trading price was 11, which was -0.50 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 11.5, which was -0.50 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 12, which was -4.00 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 16, which was -16.00 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 32, 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 32, 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 32, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.49
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1256.95 | 89.75 | 0.75 | 27.78 | 25 | 0 | 307 |
| 13 Nov | 1253.70 | 89 | 11.40 | 24.09 | 63 | 27 | 305 |
| 12 Nov | 1270.60 | 77.6 | -0.40 | 20.85 | 81 | 2 | 281 |
| 11 Nov | 1269.30 | 78 | -7.90 | 21.09 | 43 | -2 | 279 |
| 8 Nov | 1258.85 | 85.9 | 18.40 | 19.81 | 220 | -130 | 280 |
| 7 Nov | 1278.70 | 67.5 | 19.65 | 19.60 | 151 | 53 | 412 |
| 6 Nov | 1302.35 | 47.85 | -12.15 | 19.47 | 658 | 102 | 359 |
| 5 Nov | 1296.70 | 60 | -16.05 | 21.48 | 257 | 95 | 258 |
| 4 Nov | 1277.20 | 76.05 | 15.50 | 24.94 | 74 | -31 | 164 |
| 31 Oct | 1292.25 | 60.55 | 11.20 | - | 705 | -4 | 196 |
| 30 Oct | 1312.15 | 49.35 | 10.35 | - | 485 | -167 | 198 |
| 29 Oct | 1331.85 | 39 | -21.40 | - | 782 | 267 | 363 |
| 28 Oct | 1292.85 | 60.4 | -41.40 | - | 257 | 77 | 96 |
| 25 Oct | 1255.45 | 101.8 | 6.80 | - | 15 | 7 | 19 |
| 24 Oct | 1252.75 | 95 | 0.00 | - | 1 | 0 | 12 |
| 23 Oct | 1251.60 | 95 | 9.00 | - | 12 | 7 | 12 |
| 22 Oct | 1267.50 | 86 | -24.40 | - | 11 | 3 | 5 |
| 21 Oct | 1259.05 | 110.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1264.50 | 110.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1231.25 | 110.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1243.15 | 110.4 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1255.50 | 110.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1231.75 | 110.4 | 7.35 | - | 2 | 0 | 2 |
| 11 Oct | 1223.00 | 103.05 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1243.50 | 103.05 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1244.15 | 103.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1236.60 | 103.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1233.90 | 103.05 | 0.00 | - | 0 | 2 | 0 |
| 4 Oct | 1239.75 | 103.05 | 46.70 | - | 2 | 0 | 0 |
| 3 Oct | 1256.35 | 56.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1274.40 | 56.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1273.00 | 56.35 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1306.60 | 56.35 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1350 expiring on 28NOV2024
Delta for 1350 PE is -0.88
Historical price for 1350 PE is as follows
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 89.75, which was 0.75 higher than the previous day. The implied volatity was 27.78, the open interest changed by 0 which decreased total open position to 307
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 89, which was 11.40 higher than the previous day. The implied volatity was 24.09, the open interest changed by 27 which increased total open position to 305
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 77.6, which was -0.40 lower than the previous day. The implied volatity was 20.85, the open interest changed by 2 which increased total open position to 281
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 78, which was -7.90 lower than the previous day. The implied volatity was 21.09, the open interest changed by -2 which decreased total open position to 279
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 85.9, which was 18.40 higher than the previous day. The implied volatity was 19.81, the open interest changed by -130 which decreased total open position to 280
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 67.5, which was 19.65 higher than the previous day. The implied volatity was 19.60, the open interest changed by 53 which increased total open position to 412
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 47.85, which was -12.15 lower than the previous day. The implied volatity was 19.47, the open interest changed by 102 which increased total open position to 359
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 60, which was -16.05 lower than the previous day. The implied volatity was 21.48, the open interest changed by 95 which increased total open position to 258
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 76.05, which was 15.50 higher than the previous day. The implied volatity was 24.94, the open interest changed by -31 which decreased total open position to 164
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 60.55, which was 11.20 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 49.35, which was 10.35 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 39, which was -21.40 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 60.4, which was -41.40 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 101.8, which was 6.80 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 95, 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 95, which was 9.00 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 86, which was -24.40 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 110.4, 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 110.4, 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 110.4, 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 110.4, 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 110.4, 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 110.4, which was 7.35 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 103.05, 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 103.05, 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 103.05, 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 103.05, 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 103.05, 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 103.05, which was 46.70 higher 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 56.35, 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 56.35, 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 56.35, 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 56.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
