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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 1380 CE
Delta: 0.02
Vega: 0.09
Theta: -0.22
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1250.55 0.45 -0.15 32.65 131 -16 794
20 Nov 1249.10 0.6 0.00 32.58 144 -46 810
19 Nov 1249.10 0.6 0.05 32.58 144 -46 810
18 Nov 1253.45 0.55 -0.20 28.72 207 -38 857
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
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 0.02

Historical price for 1380 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 32.65, the open interest changed by -16 which decreased total open position to 794


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 32.58, the open interest changed by -46 which decreased total open position to 810


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 32.58, the open interest changed by -46 which decreased total open position to 810


On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 28.72, the open interest changed by -38 which decreased total open position to 857


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
Delta: -0.79
Vega: 0.50
Theta: -2.46
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1250.55 136.7 0.60 77.45 4 0 54
20 Nov 1249.10 136.1 0.00 46.17 31 2 54
19 Nov 1249.10 136.1 42.50 46.17 31 2 54
18 Nov 1253.45 93.6 0.00 0.00 0 0 0
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 -0.79

Historical price for 1380 PE is as follows

On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 136.7, which was 0.60 higher than the previous day. The implied volatity was 77.45, the open interest changed by 0 which decreased total open position to 54


On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 136.1, which was 0.00 lower than the previous day. The implied volatity was 46.17, the open interest changed by 2 which increased total open position to 54


On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 136.1, which was 42.50 higher than the previous day. The implied volatity was 46.17, the open interest changed by 2 which increased total open position to 54


On 18 Nov ICICIBANK was trading at 1253.45. 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 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