ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
21 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1390 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.07
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1250.55 | 0.35 | -0.15 | 33.53 | 18 | -5 | 360 | |||
| 20 Nov | 1249.10 | 0.5 | 0.00 | 33.55 | 177 | -65 | 365 | |||
| 19 Nov | 1249.10 | 0.5 | 0.00 | 33.55 | 177 | -65 | 365 | |||
| 18 Nov | 1253.45 | 0.5 | -0.20 | 30.09 | 20 | -6 | 430 | |||
| 14 Nov | 1256.95 | 0.7 | -0.25 | 25.40 | 135 | -40 | 436 | |||
| 13 Nov | 1253.70 | 0.95 | -0.05 | 25.97 | 86 | -11 | 479 | |||
| 12 Nov | 1270.60 | 1 | 0.00 | 23.40 | 363 | 39 | 519 | |||
| 11 Nov | 1269.30 | 1 | 0.05 | 22.70 | 171 | 19 | 479 | |||
| 8 Nov | 1258.85 | 0.95 | -0.50 | 22.08 | 331 | 50 | 460 | |||
| 7 Nov | 1278.70 | 1.45 | -1.55 | 19.93 | 496 | 18 | 413 | |||
| 6 Nov | 1302.35 | 3 | 0.15 | 18.43 | 915 | 85 | 396 | |||
| 5 Nov | 1296.70 | 2.85 | 0.10 | 20.05 | 692 | 96 | 317 | |||
| 4 Nov | 1277.20 | 2.75 | -3.15 | 22.11 | 426 | 1 | 218 | |||
| 31 Oct | 1292.25 | 5.9 | -2.35 | - | 212 | -5 | 216 | |||
| 30 Oct | 1312.15 | 8.25 | -4.70 | - | 325 | 59 | 221 | |||
| 29 Oct | 1331.85 | 12.95 | 6.80 | - | 314 | 98 | 162 | |||
| 28 Oct | 1292.85 | 6.15 | -0.85 | - | 153 | 56 | 64 | |||
| 25 Oct | 1255.45 | 7 | 2.40 | - | 5 | 0 | 8 | |||
| 24 Oct | 1252.75 | 4.6 | 0.00 | - | 0 | 1 | 0 | |||
| 23 Oct | 1251.60 | 4.6 | -2.75 | - | 2 | 0 | 7 | |||
| 22 Oct | 1267.50 | 7.35 | 2.35 | - | 6 | 0 | 6 | |||
| 21 Oct | 1259.05 | 5 | -4.10 | - | 8 | 5 | 6 | |||
| 18 Oct | 1264.50 | 9.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1231.25 | 9.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1243.15 | 9.1 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1255.50 | 9.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1231.75 | 9.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1223.00 | 9.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1243.50 | 9.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1244.15 | 9.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1236.60 | 9.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Oct | 1233.90 | 9.1 | 0.00 | - | 0 | 1 | 0 | |||
| 4 Oct | 1239.75 | 9.1 | -26.95 | - | 1 | 0 | 0 | |||
| 3 Oct | 1256.35 | 36.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1274.40 | 36.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1273.00 | 36.05 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 1306.60 | 36.05 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1390 expiring on 28NOV2024
Delta for 1390 CE is 0.02
Historical price for 1390 CE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 33.53, the open interest changed by -5 which decreased total open position to 360
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 33.55, the open interest changed by -65 which decreased total open position to 365
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 33.55, the open interest changed by -65 which decreased total open position to 365
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 30.09, the open interest changed by -6 which decreased total open position to 430
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 25.40, the open interest changed by -40 which decreased total open position to 436
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 25.97, the open interest changed by -11 which decreased total open position to 479
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 23.40, the open interest changed by 39 which increased total open position to 519
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 22.70, the open interest changed by 19 which increased total open position to 479
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 0.95, which was -0.50 lower than the previous day. The implied volatity was 22.08, the open interest changed by 50 which increased total open position to 460
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 1.45, which was -1.55 lower than the previous day. The implied volatity was 19.93, the open interest changed by 18 which increased total open position to 413
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 3, which was 0.15 higher than the previous day. The implied volatity was 18.43, the open interest changed by 85 which increased total open position to 396
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 2.85, which was 0.10 higher than the previous day. The implied volatity was 20.05, the open interest changed by 96 which increased total open position to 317
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 2.75, which was -3.15 lower than the previous day. The implied volatity was 22.11, the open interest changed by 1 which increased total open position to 218
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 5.9, which was -2.35 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 8.25, which was -4.70 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 12.95, which was 6.80 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 6.15, which was -0.85 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 7, which was 2.40 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 4.6, 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 4.6, which was -2.75 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 7.35, which was 2.35 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 5, which was -4.10 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 9.1, 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 9.1, 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 9.1, 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 9.1, 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 9.1, 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 9.1, 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 9.1, 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 9.1, 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 9.1, 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 9.1, 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 9.1, which was -26.95 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 36.05, 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 36.05, 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 36.05, 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 36.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1390 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 | 81 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1249.10 | 81 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1249.10 | 81 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 81 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 81 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 81 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 81 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 81 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 81 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 81 | 0.00 | 0.00 | 0 | 10 | 0 |
| 6 Nov | 1302.35 | 81 | -8.80 | 20.53 | 21 | 11 | 16 |
| 5 Nov | 1296.70 | 89.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 89.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1292.25 | 89.8 | 25.40 | - | 1 | 0 | 4 |
| 30 Oct | 1312.15 | 64.4 | 0.00 | - | 0 | 4 | 0 |
| 29 Oct | 1331.85 | 64.4 | -15.20 | - | 4 | 3 | 3 |
| 28 Oct | 1292.85 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1255.45 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1252.75 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1251.60 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1267.50 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1259.05 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1264.50 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1231.25 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1243.15 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1255.50 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1231.75 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1223.00 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1243.50 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1244.15 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1236.60 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1233.90 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1239.75 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1256.35 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1274.40 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1273.00 | 79.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 1306.60 | 79.6 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1390 expiring on 28NOV2024
Delta for 1390 PE is 0.00
Historical price for 1390 PE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 81, 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 81, 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 81, 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 81, 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 81, 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 81, 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 81, 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 81, 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 81, 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 81, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 81, which was -8.80 lower than the previous day. The implied volatity was 20.53, the open interest changed by 11 which increased total open position to 16
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 89.8, 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 89.8, 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 89.8, which was 25.40 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 64.4, 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 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 64.4, which was -15.20 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 79.6, 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 Oct ICICIBANK was trading at 1255.45. The strike last trading price was 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, 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 79.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
