ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
21 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1410 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.05
Theta: -0.14
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1250.55 | 0.25 | -0.15 | 35.92 | 18 | 5 | 235 | |||
| 20 Nov | 1249.10 | 0.4 | 0.00 | 36.06 | 10 | 0 | 231 | |||
| 19 Nov | 1249.10 | 0.4 | -0.05 | 36.06 | 10 | 1 | 231 | |||
| 18 Nov | 1253.45 | 0.45 | -0.15 | 33.10 | 38 | 3 | 233 | |||
| 14 Nov | 1256.95 | 0.6 | -0.15 | 27.83 | 105 | -17 | 230 | |||
| 13 Nov | 1253.70 | 0.75 | -0.05 | 27.96 | 45 | -16 | 252 | |||
| 12 Nov | 1270.60 | 0.8 | 0.05 | 25.47 | 120 | 20 | 266 | |||
| 11 Nov | 1269.30 | 0.75 | 0.05 | 24.41 | 116 | 28 | 245 | |||
| 8 Nov | 1258.85 | 0.7 | -0.30 | 23.55 | 38 | 10 | 216 | |||
| 7 Nov | 1278.70 | 1 | -0.80 | 21.24 | 290 | -51 | 207 | |||
| 6 Nov | 1302.35 | 1.8 | 0.00 | 19.18 | 283 | 68 | 260 | |||
| 5 Nov | 1296.70 | 1.8 | 0.00 | 20.81 | 401 | 17 | 196 | |||
| 4 Nov | 1277.20 | 1.8 | -2.10 | 22.80 | 261 | -37 | 182 | |||
| 31 Oct | 1292.25 | 3.9 | -1.50 | - | 606 | 27 | 226 | |||
| 30 Oct | 1312.15 | 5.4 | -3.75 | - | 393 | 58 | 197 | |||
| 29 Oct | 1331.85 | 9.15 | 4.85 | - | 458 | 41 | 140 | |||
|
|
||||||||||
| 28 Oct | 1292.85 | 4.3 | -1.05 | - | 350 | 67 | 98 | |||
| 25 Oct | 1255.45 | 5.35 | 2.00 | - | 27 | -2 | 31 | |||
| 24 Oct | 1252.75 | 3.35 | 0.35 | - | 18 | 7 | 34 | |||
| 23 Oct | 1251.60 | 3 | -1.10 | - | 36 | 26 | 27 | |||
| 22 Oct | 1267.50 | 4.1 | -25.40 | - | 3 | 0 | 1 | |||
| 7 Oct | 1233.90 | 29.5 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1410 expiring on 28NOV2024
Delta for 1410 CE is 0.01
Historical price for 1410 CE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 35.92, the open interest changed by 5 which increased total open position to 235
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 36.06, the open interest changed by 0 which decreased total open position to 231
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 36.06, the open interest changed by 1 which increased total open position to 231
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 33.10, the open interest changed by 3 which increased total open position to 233
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 27.83, the open interest changed by -17 which decreased total open position to 230
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 27.96, the open interest changed by -16 which decreased total open position to 252
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 25.47, the open interest changed by 20 which increased total open position to 266
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 24.41, the open interest changed by 28 which increased total open position to 245
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 23.55, the open interest changed by 10 which increased total open position to 216
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 1, which was -0.80 lower than the previous day. The implied volatity was 21.24, the open interest changed by -51 which decreased total open position to 207
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 19.18, the open interest changed by 68 which increased total open position to 260
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 20.81, the open interest changed by 17 which increased total open position to 196
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 1.8, which was -2.10 lower than the previous day. The implied volatity was 22.80, the open interest changed by -37 which decreased total open position to 182
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 3.9, 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 30 Oct ICICIBANK was trading at 1312.15. The strike last trading price was 5.4, which was -3.75 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 9.15, which was 4.85 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 4.3, which was -1.05 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 5.35, which was 2.00 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 3.35, which was 0.35 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, 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 22 Oct ICICIBANK was trading at 1267.50. The strike last trading price was 4.1, which was -25.40 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 29.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1250.55 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1249.10 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1249.10 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1292.25 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1312.15 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1331.85 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1292.85 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1255.45 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1252.75 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1251.60 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1267.50 | 92.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1233.90 | 92.8 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1410 expiring on 28NOV2024
Delta for 1410 PE is -
Historical price for 1410 PE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 92.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 92.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 92.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 92.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 92.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 92.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 92.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 92.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 92.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 92.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 92.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 92.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 92.8, which was 0.00 lower than the previous day. The implied volatity was -, 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 92.8, 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 30 Oct ICICIBANK was trading at 1312.15. The strike last trading price was 92.8, 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 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 92.8, 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 28 Oct ICICIBANK was trading at 1292.85. The strike last trading price was 92.8, 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 25 Oct ICICIBANK was trading at 1255.45. The strike last trading price was 92.8, 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 24 Oct ICICIBANK was trading at 1252.75. The strike last trading price was 92.8, 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 23 Oct ICICIBANK was trading at 1251.60. The strike last trading price was 92.8, 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 22 Oct ICICIBANK was trading at 1267.50. The strike last trading price was 92.8, 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 7 Oct ICICIBANK was trading at 1233.90. The strike last trading price was 92.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
