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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 1400 CE
Delta: 0.01
Vega: 0.06
Theta: -0.16
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1250.55 0.3 -0.15 34.83 888 -51 2,981
20 Nov 1249.10 0.45 0.00 34.87 686 42 3,042
19 Nov 1249.10 0.45 -0.05 34.87 686 52 3,042
18 Nov 1253.45 0.5 -0.15 31.87 717 120 2,992
14 Nov 1256.95 0.65 -0.15 26.64 361 -13 2,870
13 Nov 1253.70 0.8 -0.10 26.83 423 -120 2,882
12 Nov 1270.60 0.9 0.00 24.49 1,124 -13 2,998
11 Nov 1269.30 0.9 0.05 23.76 849 180 3,009
8 Nov 1258.85 0.85 -0.40 23.00 1,285 441 2,825
7 Nov 1278.70 1.25 -1.15 20.90 1,603 75 2,385
6 Nov 1302.35 2.4 0.15 18.96 1,870 185 2,311
5 Nov 1296.70 2.25 0.05 20.40 2,067 134 2,125
4 Nov 1277.20 2.2 -2.60 22.40 1,751 76 1,993
31 Oct 1292.25 4.8 -2.10 - 2,356 421 1,817
30 Oct 1312.15 6.9 -3.90 - 2,077 -9 1,390
29 Oct 1331.85 10.8 5.65 - 3,095 352 1,398
28 Oct 1292.85 5.15 -0.90 - 4,391 198 1,041
25 Oct 1255.45 6.05 1.95 - 1,812 -5 843
24 Oct 1252.75 4.1 0.60 - 706 205 848
23 Oct 1251.60 3.5 -1.50 - 497 43 643
22 Oct 1267.50 5 0.55 - 720 209 602
21 Oct 1259.05 4.45 -0.85 - 290 48 391
18 Oct 1264.50 5.3 1.85 - 185 23 342
17 Oct 1231.25 3.45 -0.15 - 27 -3 318
16 Oct 1243.15 3.6 -0.20 - 48 9 321
15 Oct 1255.50 3.8 0.25 - 66 -2 313
14 Oct 1231.75 3.55 -0.10 - 41 26 314
11 Oct 1223.00 3.65 -1.35 - 110 53 286
10 Oct 1243.50 5 -1.35 - 55 33 233
9 Oct 1244.15 6.35 0.90 - 26 20 199
8 Oct 1236.60 5.45 -2.25 - 22 3 178
7 Oct 1233.90 7.7 1.75 - 16 4 175
4 Oct 1239.75 5.95 -1.55 - 77 8 143
3 Oct 1256.35 7.5 -1.50 - 104 56 133
1 Oct 1274.40 9 -1.00 - 9 2 77
30 Sept 1273.00 10 -4.70 - 71 44 74
27 Sept 1306.60 14.7 -5.30 - 18 13 29
26 Sept 1329.05 20 -1.10 - 11 3 15
25 Sept 1323.85 21.1 -1.40 - 12 5 10
24 Sept 1318.60 22.5 -0.80 - 3 1 4
23 Sept 1321.90 23.3 - 2 1 2


For Icici Bank Ltd. - strike price 1400 expiring on 28NOV2024

Delta for 1400 CE is 0.01

Historical price for 1400 CE is as follows

On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 34.83, the open interest changed by -51 which decreased total open position to 2981


On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 34.87, the open interest changed by 42 which increased total open position to 3042


On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 34.87, the open interest changed by 52 which increased total open position to 3042


On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 31.87, the open interest changed by 120 which increased total open position to 2992


On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 26.64, the open interest changed by -13 which decreased total open position to 2870


On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 26.83, the open interest changed by -120 which decreased total open position to 2882


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 24.49, the open interest changed by -13 which decreased total open position to 2998


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 23.76, the open interest changed by 180 which increased total open position to 3009


On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 0.85, which was -0.40 lower than the previous day. The implied volatity was 23.00, the open interest changed by 441 which increased total open position to 2825


On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 1.25, which was -1.15 lower than the previous day. The implied volatity was 20.90, the open interest changed by 75 which increased total open position to 2385


On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 2.4, which was 0.15 higher than the previous day. The implied volatity was 18.96, the open interest changed by 185 which increased total open position to 2311


On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 2.25, which was 0.05 higher than the previous day. The implied volatity was 20.40, the open interest changed by 134 which increased total open position to 2125


On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 2.2, which was -2.60 lower than the previous day. The implied volatity was 22.40, the open interest changed by 76 which increased total open position to 1993


On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 4.8, which was -2.10 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 6.9, which was -3.90 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 10.8, which was 5.65 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 5.15, which was -0.90 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 6.05, which was 1.95 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 4.1, which was 0.60 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 3.5, which was -1.50 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 5, which was 0.55 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 4.45, 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 18 Oct ICICIBANK was trading at 1264.50. The strike last trading price was 5.3, which was 1.85 higher 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 3.45, which was -0.15 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 3.6, which was -0.20 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 3.8, which was 0.25 higher 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 3.55, which was -0.10 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 3.65, which was -1.35 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 5, which was -1.35 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 6.35, 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 8 Oct ICICIBANK was trading at 1236.60. The strike last trading price was 5.45, which was -2.25 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 7.7, which was 1.75 higher 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 5.95, which was -1.55 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 7.5, which was -1.50 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 9, which was -1.00 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 10, 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 27 Sept ICICIBANK was trading at 1306.60. The strike last trading price was 14.7, which was -5.30 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 -1.10 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 21.1, which was -1.40 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 22.5, which was -0.80 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 23.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


ICICIBANK 28NOV2024 1400 PE
Delta: -0.88
Vega: 0.35
Theta: -1.28
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1250.55 148 1.75 64.02 5 -3 146
20 Nov 1249.10 146.25 0.00 - 1 -1 150
19 Nov 1249.10 146.25 3.25 - 1 0 150
18 Nov 1253.45 143 -10.00 - 55 -10 156
14 Nov 1256.95 153 15.00 61.18 79 -2 166
13 Nov 1253.70 138 10.50 30.89 37 3 171
12 Nov 1270.60 127.5 2.50 30.39 86 34 202
11 Nov 1269.30 125 -10.00 18.33 9 -3 167
8 Nov 1258.85 135 19.50 26.01 101 -37 163
7 Nov 1278.70 115.5 24.50 25.73 96 59 200
6 Nov 1302.35 91 -14.40 22.37 43 1 141
5 Nov 1296.70 105.4 -15.75 26.33 20 -7 139
4 Nov 1277.20 121.15 18.15 28.65 15 2 147
31 Oct 1292.25 103 16.20 - 120 -14 142
30 Oct 1312.15 86.8 14.70 - 155 -13 157
29 Oct 1331.85 72.1 -30.90 - 222 88 167
28 Oct 1292.85 103 -32.00 - 108 79 79
25 Oct 1255.45 135 -32.30 - 1 0 0
24 Oct 1252.75 167.3 0.00 - 0 0 0
23 Oct 1251.60 167.3 0.00 - 0 0 0
22 Oct 1267.50 167.3 0.00 - 0 0 0
21 Oct 1259.05 167.3 0.00 - 0 0 0
18 Oct 1264.50 167.3 0.00 - 0 0 0
17 Oct 1231.25 167.3 0.00 - 0 0 0
16 Oct 1243.15 167.3 0.00 - 0 0 0
15 Oct 1255.50 167.3 0.00 - 0 0 0
14 Oct 1231.75 167.3 0.00 - 0 0 0
11 Oct 1223.00 167.3 0.00 - 0 0 0
10 Oct 1243.50 167.3 0.00 - 0 0 0
9 Oct 1244.15 167.3 0.00 - 0 0 0
8 Oct 1236.60 167.3 0.00 - 0 0 0
7 Oct 1233.90 167.3 0.00 - 0 0 0
4 Oct 1239.75 167.3 0.00 - 0 0 0
3 Oct 1256.35 167.3 0.00 - 0 0 0
1 Oct 1274.40 167.3 0.00 - 0 0 0
30 Sept 1273.00 167.3 0.00 - 0 0 0
27 Sept 1306.60 167.3 167.30 - 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 0 0


For Icici Bank Ltd. - strike price 1400 expiring on 28NOV2024

Delta for 1400 PE is -0.88

Historical price for 1400 PE is as follows

On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 148, which was 1.75 higher than the previous day. The implied volatity was 64.02, the open interest changed by -3 which decreased total open position to 146


On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 146.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 150


On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 146.25, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150


On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 143, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 156


On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 153, which was 15.00 higher than the previous day. The implied volatity was 61.18, the open interest changed by -2 which decreased total open position to 166


On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 138, which was 10.50 higher than the previous day. The implied volatity was 30.89, the open interest changed by 3 which increased total open position to 171


On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 127.5, which was 2.50 higher than the previous day. The implied volatity was 30.39, the open interest changed by 34 which increased total open position to 202


On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 125, which was -10.00 lower than the previous day. The implied volatity was 18.33, the open interest changed by -3 which decreased total open position to 167


On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 135, which was 19.50 higher than the previous day. The implied volatity was 26.01, the open interest changed by -37 which decreased total open position to 163


On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 115.5, which was 24.50 higher than the previous day. The implied volatity was 25.73, the open interest changed by 59 which increased total open position to 200


On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 91, which was -14.40 lower than the previous day. The implied volatity was 22.37, the open interest changed by 1 which increased total open position to 141


On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 105.4, which was -15.75 lower than the previous day. The implied volatity was 26.33, the open interest changed by -7 which decreased total open position to 139


On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 121.15, which was 18.15 higher than the previous day. The implied volatity was 28.65, the open interest changed by 2 which increased total open position to 147


On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 103, which was 16.20 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 86.8, which was 14.70 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 72.1, which was -30.90 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 103, which was -32.00 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 135, which was -32.30 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 167.3, 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 167.3, 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 167.3, 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 167.3, 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 167.3, 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 167.3, 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 167.3, 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 167.3, 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 167.3, 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 167.3, 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 167.3, 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 167.3, 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 167.3, 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 167.3, 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 167.3, 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 167.3, 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 167.3, 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 167.3, 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 167.3, which was 167.30 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to