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

1256.95 3.25 (0.26%)

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Historical option data for ICICIBANK

14 Nov 2024 04:10 PM IST
ICICIBANK 28NOV2024 1370 CE
Delta: 0.04
Vega: 0.20
Theta: -0.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 0.04

Historical price for 1370 CE is as follows

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
Date Close Ltp Change IV Volume Change OI OI
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 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