ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
21 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1370 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.09
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1250.55 | 0.45 | -0.15 | 30.48 | 185 | -51 | 458 | |||
| 20 Nov | 1249.10 | 0.6 | 0.00 | 30.62 | 204 | -72 | 508 | |||
| 19 Nov | 1249.10 | 0.6 | 0.05 | 30.62 | 204 | -73 | 508 | |||
| 18 Nov | 1253.45 | 0.55 | -0.25 | 26.86 | 112 | -42 | 582 | |||
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| 14 Nov | 1256.95 | 0.8 | -0.40 | 22.70 | 207 | -47 | 627 | |||
| 13 Nov | 1253.70 | 1.2 | -0.20 | 23.78 | 384 | -18 | 672 | |||
| 12 Nov | 1270.60 | 1.4 | 0.00 | 21.62 | 872 | 23 | 721 | |||
| 11 Nov | 1269.30 | 1.4 | 0.15 | 20.98 | 608 | -52 | 701 | |||
| 8 Nov | 1258.85 | 1.25 | -1.05 | 20.32 | 821 | 169 | 758 | |||
| 7 Nov | 1278.70 | 2.3 | -2.60 | 18.88 | 859 | 183 | 586 | |||
| 6 Nov | 1302.35 | 4.9 | 0.60 | 17.56 | 1,187 | 69 | 403 | |||
| 5 Nov | 1296.70 | 4.3 | 0.10 | 18.99 | 1,488 | 69 | 342 | |||
| 4 Nov | 1277.20 | 4.2 | -4.70 | 21.42 | 507 | 38 | 273 | |||
| 31 Oct | 1292.25 | 8.9 | -3.70 | - | 889 | 13 | 240 | |||
| 30 Oct | 1312.15 | 12.6 | -6.40 | - | 430 | 3 | 225 | |||
| 29 Oct | 1331.85 | 19 | 10.00 | - | 470 | 122 | 220 | |||
| 28 Oct | 1292.85 | 9 | -34.60 | - | 187 | 98 | 98 | |||
| 25 Oct | 1255.45 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1252.75 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1251.60 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1267.50 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1259.05 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1264.50 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1231.25 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1243.15 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1255.50 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1231.75 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1223.00 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1243.50 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1244.15 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1236.60 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1233.90 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1239.75 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1256.35 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1274.40 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1273.00 | 43.6 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1306.60 | 43.6 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1370 expiring on 28NOV2024
Delta for 1370 CE is 0.02
Historical price for 1370 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 30.48, the open interest changed by -51 which decreased total open position to 458
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 30.62, the open interest changed by -72 which decreased total open position to 508
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 30.62, the open interest changed by -73 which decreased total open position to 508
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 26.86, the open interest changed by -42 which decreased total open position to 582
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 0.8, which was -0.40 lower than the previous day. The implied volatity was 22.70, the open interest changed by -47 which decreased total open position to 627
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was 23.78, the open interest changed by -18 which decreased total open position to 672
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 21.62, the open interest changed by 23 which increased total open position to 721
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was 20.98, the open interest changed by -52 which decreased total open position to 701
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 1.25, which was -1.05 lower than the previous day. The implied volatity was 20.32, the open interest changed by 169 which increased total open position to 758
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 2.3, which was -2.60 lower than the previous day. The implied volatity was 18.88, the open interest changed by 183 which increased total open position to 586
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 4.9, which was 0.60 higher than the previous day. The implied volatity was 17.56, the open interest changed by 69 which increased total open position to 403
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 4.3, which was 0.10 higher than the previous day. The implied volatity was 18.99, the open interest changed by 69 which increased total open position to 342
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 4.2, which was -4.70 lower than the previous day. The implied volatity was 21.42, the open interest changed by 38 which increased total open position to 273
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 8.9, which was -3.70 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 12.6, which was -6.40 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 19, which was 10.00 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 9, which was -34.60 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, 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 43.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1370 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1250.55 | 66.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1249.10 | 66.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1249.10 | 66.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 66.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 66.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 66.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 66.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 66.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 66.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 66.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 66.5 | -5.85 | 22.93 | 22 | 0 | 22 |
| 5 Nov | 1296.70 | 72.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 72.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1292.25 | 72.35 | 9.80 | - | 9 | -1 | 22 |
| 30 Oct | 1312.15 | 62.55 | 12.30 | - | 51 | -5 | 24 |
| 29 Oct | 1331.85 | 50.25 | -17.15 | - | 63 | 28 | 28 |
| 28 Oct | 1292.85 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1255.45 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1252.75 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1251.60 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1267.50 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1259.05 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1264.50 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1231.25 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1243.15 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1255.50 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1231.75 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1223.00 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1243.50 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1244.15 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1236.60 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1233.90 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1239.75 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1256.35 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1274.40 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1273.00 | 67.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1306.60 | 67.4 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1370 expiring on 28NOV2024
Delta for 1370 PE is 0.00
Historical price for 1370 PE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 66.5, 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 66.5, 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 66.5, 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 66.5, 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 66.5, 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 66.5, 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 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 66.5, 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 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 66.5, 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 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 66.5, 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 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 66.5, 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 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 66.5, which was -5.85 lower than the previous day. The implied volatity was 22.93, the open interest changed by 0 which decreased total open position to 22
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 72.35, 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 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 72.35, 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 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 72.35, which was 9.80 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 62.55, which was 12.30 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 50.25, which was -17.15 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 67.4, 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 25 Oct ICICIBANK was trading at 1255.45. The strike last trading price was 67.4, 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 24 Oct ICICIBANK was trading at 1252.75. The strike last trading price was 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, 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 67.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
