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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 1360 CE
Delta: 0.02
Vega: 0.10
Theta: -0.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1250.55 0.45 -0.15 28.27 217 -101 939
20 Nov 1249.10 0.6 0.00 28.63 516 -58 1,040
19 Nov 1249.10 0.6 0.00 28.63 516 -58 1,040
18 Nov 1253.45 0.6 -0.35 25.34 351 -17 1,101
14 Nov 1256.95 0.95 -0.50 21.70 506 -52 1,119
13 Nov 1253.70 1.45 -0.35 22.94 695 -13 1,173
12 Nov 1270.60 1.8 0.05 21.04 1,476 74 1,189
11 Nov 1269.30 1.75 0.15 20.28 898 18 1,130
8 Nov 1258.85 1.6 -1.40 19.82 1,093 103 1,111
7 Nov 1278.70 3 -3.35 18.49 1,918 -208 1,007
6 Nov 1302.35 6.35 0.70 17.21 1,718 180 1,221
5 Nov 1296.70 5.65 0.40 18.86 2,704 68 1,037
4 Nov 1277.20 5.25 -5.55 21.15 1,398 183 971
31 Oct 1292.25 10.8 -4.55 - 2,162 -35 773
30 Oct 1312.15 15.35 -7.50 - 1,019 88 812
29 Oct 1331.85 22.85 11.85 - 1,665 517 722
28 Oct 1292.85 11 -1.05 - 890 136 205
25 Oct 1255.45 12.05 -9.55 - 155 69 69
24 Oct 1252.75 21.6 0.00 - 0 0 0
23 Oct 1251.60 21.6 0.00 - 0 0 0
22 Oct 1267.50 21.6 0.00 - 0 0 0
21 Oct 1259.05 21.6 0.00 - 0 0 0
18 Oct 1264.50 21.6 0.00 - 0 0 0
17 Oct 1231.25 21.6 0.00 - 0 0 0
16 Oct 1243.15 21.6 0.00 - 0 0 0
15 Oct 1255.50 21.6 0.00 - 0 0 0
14 Oct 1231.75 21.6 0.00 - 0 0 0
11 Oct 1223.00 21.6 0.00 - 0 0 0
10 Oct 1243.50 21.6 0.00 - 0 0 0
9 Oct 1244.15 21.6 0.00 - 0 0 0
8 Oct 1236.60 21.6 0.00 - 0 0 0
7 Oct 1233.90 21.6 0.00 - 0 0 0
4 Oct 1239.75 21.6 0.00 - 0 0 0
3 Oct 1256.35 21.6 0.00 - 0 0 0
1 Oct 1274.40 21.6 0.00 - 0 0 0
30 Sept 1273.00 21.6 0.00 - 0 0 0
27 Sept 1306.60 21.6 0.00 - 0 0 0
26 Sept 1329.05 21.6 0.00 - 0 0 0
25 Sept 1323.85 21.6 0.00 - 0 0 0
24 Sept 1318.60 21.6 0.00 - 0 0 0
23 Sept 1321.90 21.6 0.00 - 0 0 0
20 Sept 1338.45 21.6 0.00 - 0 0 0
19 Sept 1292.00 21.6 - 0 0 0


For Icici Bank Ltd. - strike price 1360 expiring on 28NOV2024

Delta for 1360 CE is 0.02

Historical price for 1360 CE is as follows

On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 28.27, the open interest changed by -101 which decreased total open position to 939


On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 28.63, the open interest changed by -58 which decreased total open position to 1040


On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 28.63, the open interest changed by -58 which decreased total open position to 1040


On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 25.34, the open interest changed by -17 which decreased total open position to 1101


On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 0.95, which was -0.50 lower than the previous day. The implied volatity was 21.70, the open interest changed by -52 which decreased total open position to 1119


On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 22.94, the open interest changed by -13 which decreased total open position to 1173


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 1.8, which was 0.05 higher than the previous day. The implied volatity was 21.04, the open interest changed by 74 which increased total open position to 1189


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 1.75, which was 0.15 higher than the previous day. The implied volatity was 20.28, the open interest changed by 18 which increased total open position to 1130


On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 1.6, which was -1.40 lower than the previous day. The implied volatity was 19.82, the open interest changed by 103 which increased total open position to 1111


On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 3, which was -3.35 lower than the previous day. The implied volatity was 18.49, the open interest changed by -208 which decreased total open position to 1007


On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 6.35, which was 0.70 higher than the previous day. The implied volatity was 17.21, the open interest changed by 180 which increased total open position to 1221


On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 5.65, which was 0.40 higher than the previous day. The implied volatity was 18.86, the open interest changed by 68 which increased total open position to 1037


On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 5.25, which was -5.55 lower than the previous day. The implied volatity was 21.15, the open interest changed by 183 which increased total open position to 971


On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 10.8, which was -4.55 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 15.35, which was -7.50 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 22.85, which was 11.85 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 11, which was -1.05 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 12.05, which was -9.55 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 21.6, 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 21.6, 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 21.6, 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 21.6, 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 21.6, 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 21.6, 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 21.6, 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 21.6, 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 21.6, 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 21.6, 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 21.6, 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 21.6, 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 21.6, 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 21.6, 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 21.6, 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 21.6, 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 21.6, 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 21.6, 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 21.6, 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 26 Sept ICICIBANK was trading at 1329.05. The strike last trading price was 21.6, 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 25 Sept ICICIBANK was trading at 1323.85. The strike last trading price was 21.6, 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 Sept ICICIBANK was trading at 1318.60. The strike last trading price was 21.6, 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 Sept ICICIBANK was trading at 1321.90. The strike last trading price was 21.6, 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 20 Sept ICICIBANK was trading at 1338.45. The strike last trading price was 21.6, 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 19 Sept ICICIBANK was trading at 1292.00. The strike last trading price was 21.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ICICIBANK 28NOV2024 1360 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1250.55 73.55 0.00 0.00 0 0 0
20 Nov 1249.10 73.55 0.00 0.00 0 0 0
19 Nov 1249.10 73.55 0.00 0.00 0 0 0
18 Nov 1253.45 73.55 0.00 0.00 0 0 0
14 Nov 1256.95 73.55 0.00 0.00 0 0 0
13 Nov 1253.70 73.55 0.00 0.00 0 4 0
12 Nov 1270.60 73.55 -22.95 - 7 4 100
11 Nov 1269.30 96.5 0.00 0.00 0 -3 0
8 Nov 1258.85 96.5 27.90 22.88 7 -4 95
7 Nov 1278.70 68.6 11.35 - 1 0 99
6 Nov 1302.35 57.25 -22.75 21.36 80 4 99
5 Nov 1296.70 80 -8.55 33.04 2 0 97
4 Nov 1277.20 88.55 21.80 29.61 9 -4 98
31 Oct 1292.25 66.75 11.55 - 76 34 102
30 Oct 1312.15 55.2 11.35 - 142 -23 67
29 Oct 1331.85 43.85 -26.15 - 238 77 90
28 Oct 1292.85 70 -65.25 - 18 12 12
25 Oct 1255.45 135.25 0.00 - 0 0 0
24 Oct 1252.75 135.25 0.00 - 0 0 0
23 Oct 1251.60 135.25 0.00 - 0 0 0
22 Oct 1267.50 135.25 0.00 - 0 0 0
21 Oct 1259.05 135.25 0.00 - 0 0 0
18 Oct 1264.50 135.25 0.00 - 0 0 0
17 Oct 1231.25 135.25 0.00 - 0 0 0
16 Oct 1243.15 135.25 0.00 - 0 0 0
15 Oct 1255.50 135.25 0.00 - 0 0 0
14 Oct 1231.75 135.25 0.00 - 0 0 0
11 Oct 1223.00 135.25 0.00 - 0 0 0
10 Oct 1243.50 135.25 0.00 - 0 0 0
9 Oct 1244.15 135.25 0.00 - 0 0 0
8 Oct 1236.60 135.25 0.00 - 0 0 0
7 Oct 1233.90 135.25 0.00 - 0 0 0
4 Oct 1239.75 135.25 0.00 - 0 0 0
3 Oct 1256.35 135.25 0.00 - 0 0 0
1 Oct 1274.40 135.25 0.00 - 0 0 0
30 Sept 1273.00 135.25 0.00 - 0 0 0
27 Sept 1306.60 135.25 0.00 - 0 0 0
26 Sept 1329.05 135.25 0.00 - 0 0 0
25 Sept 1323.85 135.25 0.00 - 0 0 0
24 Sept 1318.60 135.25 135.25 - 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 1360 expiring on 28NOV2024

Delta for 1360 PE is 0.00

Historical price for 1360 PE is as follows

On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 73.55, 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 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 73.55, 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 73.55, 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 73.55, 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 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 73.55, 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 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 73.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 73.55, which was -22.95 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 100


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 96.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 96.5, which was 27.90 higher than the previous day. The implied volatity was 22.88, the open interest changed by -4 which decreased total open position to 95


On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 68.6, which was 11.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 99


On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 57.25, which was -22.75 lower than the previous day. The implied volatity was 21.36, the open interest changed by 4 which increased total open position to 99


On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 80, which was -8.55 lower than the previous day. The implied volatity was 33.04, the open interest changed by 0 which decreased total open position to 97


On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 88.55, which was 21.80 higher than the previous day. The implied volatity was 29.61, the open interest changed by -4 which decreased total open position to 98


On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 66.75, which was 11.55 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 55.2, which was 11.35 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 43.85, which was -26.15 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 70, which was -65.25 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 135.25, 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 135.25, 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 135.25, 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 135.25, 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 135.25, 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 135.25, 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 135.25, 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 135.25, 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 135.25, 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 135.25, 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 135.25, 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 135.25, 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 135.25, 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 135.25, 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 135.25, 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 135.25, 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 135.25, 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 135.25, 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 135.25, 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 135.25, 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 135.25, 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 135.25, 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 135.25, which was 135.25 higher 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