ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
14 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1380 CE | ||||||||||
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Delta: 0.03
Vega: 0.18
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1256.95 | 0.75 | -0.25 | 24.08 | 227 | -8 | 897 | |||
| 13 Nov | 1253.70 | 1 | -0.20 | 24.69 | 346 | 4 | 912 | |||
| 12 Nov | 1270.60 | 1.2 | 0.05 | 22.60 | 767 | 33 | 920 | |||
| 11 Nov | 1269.30 | 1.15 | 0.05 | 21.74 | 390 | 43 | 892 | |||
| 8 Nov | 1258.85 | 1.1 | -0.70 | 21.26 | 776 | 130 | 848 | |||
| 7 Nov | 1278.70 | 1.8 | -2.05 | 19.51 | 1,285 | -42 | 718 | |||
| 6 Nov | 1302.35 | 3.85 | 0.40 | 18.02 | 1,196 | 14 | 760 | |||
| 5 Nov | 1296.70 | 3.45 | 0.05 | 19.45 | 1,306 | 46 | 756 | |||
| 4 Nov | 1277.20 | 3.4 | -3.75 | 21.77 | 1,173 | 24 | 908 | |||
| 31 Oct | 1292.25 | 7.15 | -2.90 | - | 1,454 | 147 | 893 | |||
| 30 Oct | 1312.15 | 10.05 | -5.65 | - | 822 | 104 | 743 | |||
| 29 Oct | 1331.85 | 15.7 | 8.20 | - | 1,289 | 404 | 638 | |||
| 28 Oct | 1292.85 | 7.5 | -0.75 | - | 780 | 183 | 236 | |||
| 25 Oct | 1255.45 | 8.25 | 2.90 | - | 223 | 12 | 53 | |||
| 24 Oct | 1252.75 | 5.35 | 0.50 | - | 25 | 3 | 40 | |||
| 23 Oct | 1251.60 | 4.85 | -2.15 | - | 29 | 5 | 38 | |||
| 22 Oct | 1267.50 | 7 | 0.90 | - | 35 | 24 | 33 | |||
| 21 Oct | 1259.05 | 6.1 | 1.70 | - | 4 | 1 | 8 | |||
| 18 Oct | 1264.50 | 4.4 | 0.00 | - | 0 | 1 | 0 | |||
| 17 Oct | 1231.25 | 4.4 | -0.40 | - | 3 | 0 | 6 | |||
| 16 Oct | 1243.15 | 4.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1255.50 | 4.8 | 0.00 | - | 0 | 1 | 0 | |||
| 14 Oct | 1231.75 | 4.8 | -10.60 | - | 2 | 1 | 6 | |||
| 11 Oct | 1223.00 | 15.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1243.50 | 15.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1244.15 | 15.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1236.60 | 15.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1233.90 | 15.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1239.75 | 15.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1256.35 | 15.4 | 0.00 | - | 0 | 1 | 0 | |||
| 1 Oct | 1274.40 | 15.4 | 0.00 | - | 1 | 0 | 4 | |||
| 30 Sept | 1273.00 | 15.4 | -4.60 | - | 3 | 1 | 2 | |||
| 27 Sept | 1306.60 | 20 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 1329.05 | 20 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 1323.85 | 20 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 1318.60 | 20 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 1321.90 | 20 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Sept | 1338.45 | 20 | 0.00 | - | 0 | 0 | 1 | |||
| 19 Sept | 1292.00 | 20 | - | 0 | 0 | 1 | ||||
For Icici Bank Ltd. - strike price 1380 expiring on 28NOV2024
Delta for 1380 CE is 0.03
Historical price for 1380 CE is as follows
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 24.08, the open interest changed by -8 which decreased total open position to 897
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 24.69, the open interest changed by 4 which increased total open position to 912
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 22.60, the open interest changed by 33 which increased total open position to 920
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 21.74, the open interest changed by 43 which increased total open position to 892
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 1.1, which was -0.70 lower than the previous day. The implied volatity was 21.26, the open interest changed by 130 which increased total open position to 848
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 1.8, which was -2.05 lower than the previous day. The implied volatity was 19.51, the open interest changed by -42 which decreased total open position to 718
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 3.85, which was 0.40 higher than the previous day. The implied volatity was 18.02, the open interest changed by 14 which increased total open position to 760
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 3.45, which was 0.05 higher than the previous day. The implied volatity was 19.45, the open interest changed by 46 which increased total open position to 756
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 3.4, which was -3.75 lower than the previous day. The implied volatity was 21.77, the open interest changed by 24 which increased total open position to 908
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 7.15, which was -2.90 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 10.05, which was -5.65 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 15.7, which was 8.20 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 7.5, 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 8.25, which was 2.90 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 5.35, 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 23 Oct ICICIBANK was trading at 1251.60. The strike last trading price was 4.85, which was -2.15 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 7, which was 0.90 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 6.1, 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 18 Oct ICICIBANK was trading at 1264.50. The strike last trading price was 4.4, 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 4.4, which was -0.40 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 4.8, 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 4.8, 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 4.8, which was -10.60 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 15.4, 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 15.4, 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 15.4, 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 15.4, 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 15.4, 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 15.4, 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 15.4, 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 15.4, 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 15.4, which was -4.60 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 20, 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 20, 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 20, 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 20, 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 20, 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 20, 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 20, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1380 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 |
| 14 Nov | 1256.95 | 93.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 93.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 1270.60 | 93.6 | 0.60 | - | 1 | 0 | 51 |
| 11 Nov | 1269.30 | 93 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 93 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 93 | 17.50 | 15.87 | 1 | 0 | 51 |
| 6 Nov | 1302.35 | 75.5 | -25.85 | 24.07 | 38 | 2 | 49 |
| 5 Nov | 1296.70 | 101.35 | 0.00 | 0.00 | 0 | 34 | 0 |
| 4 Nov | 1277.20 | 101.35 | 20.80 | 25.39 | 38 | 33 | 46 |
| 31 Oct | 1292.25 | 80.55 | 9.25 | - | 1 | 0 | 14 |
| 30 Oct | 1312.15 | 71.3 | 13.15 | - | 30 | 1 | 18 |
| 29 Oct | 1331.85 | 58.15 | -92.80 | - | 20 | 17 | 17 |
| 28 Oct | 1292.85 | 150.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1255.45 | 150.95 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1252.75 | 150.95 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1251.60 | 150.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1267.50 | 150.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1259.05 | 150.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1264.50 | 150.95 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1231.25 | 150.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1243.15 | 150.95 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1255.50 | 150.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1231.75 | 150.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1223.00 | 150.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1243.50 | 150.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1244.15 | 150.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1236.60 | 150.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1233.90 | 150.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1239.75 | 150.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1256.35 | 150.95 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1274.40 | 150.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1273.00 | 150.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1306.60 | 150.95 | 150.95 | - | 0 | 0 | 0 |
| 26 Sept | 1329.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 1323.85 | 0 | 0.00 | - | 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 1380 expiring on 28NOV2024
Delta for 1380 PE is 0.00
Historical price for 1380 PE is as follows
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 93.6, 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 93.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 93.6, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 93, 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 93, 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 93, which was 17.50 higher than the previous day. The implied volatity was 15.87, the open interest changed by 0 which decreased total open position to 51
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 75.5, which was -25.85 lower than the previous day. The implied volatity was 24.07, the open interest changed by 2 which increased total open position to 49
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 101.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 34 which increased total open position to 0
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 101.35, which was 20.80 higher than the previous day. The implied volatity was 25.39, the open interest changed by 33 which increased total open position to 46
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 80.55, which was 9.25 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 71.3, which was 13.15 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 58.15, which was -92.80 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 150.95, 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 25 Oct ICICIBANK was trading at 1255.45. The strike last trading price was 150.95, 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 24 Oct ICICIBANK was trading at 1252.75. The strike last trading price was 150.95, 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 150.95, 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 22 Oct ICICIBANK was trading at 1267.50. The strike last trading price was 150.95, 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 21 Oct ICICIBANK was trading at 1259.05. The strike last trading price was 150.95, 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 18 Oct ICICIBANK was trading at 1264.50. The strike last trading price was 150.95, 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 17 Oct ICICIBANK was trading at 1231.25. The strike last trading price was 150.95, 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 16 Oct ICICIBANK was trading at 1243.15. The strike last trading price was 150.95, 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 15 Oct ICICIBANK was trading at 1255.50. The strike last trading price was 150.95, 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 14 Oct ICICIBANK was trading at 1231.75. The strike last trading price was 150.95, 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 11 Oct ICICIBANK was trading at 1223.00. The strike last trading price was 150.95, 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 10 Oct ICICIBANK was trading at 1243.50. The strike last trading price was 150.95, 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 9 Oct ICICIBANK was trading at 1244.15. The strike last trading price was 150.95, 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 8 Oct ICICIBANK was trading at 1236.60. The strike last trading price was 150.95, 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 7 Oct ICICIBANK was trading at 1233.90. The strike last trading price was 150.95, 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 4 Oct ICICIBANK was trading at 1239.75. The strike last trading price was 150.95, 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 3 Oct ICICIBANK was trading at 1256.35. The strike last trading price was 150.95, 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 1 Oct ICICIBANK was trading at 1274.40. The strike last trading price was 150.95, 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 30 Sept ICICIBANK was trading at 1273.00. The strike last trading price was 150.95, 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 27 Sept ICICIBANK was trading at 1306.60. The strike last trading price was 150.95, which was 150.95 higher 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 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 25 Sept ICICIBANK was trading at 1323.85. 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 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
