ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
14 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.10
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1256.95 | 0.4 | -0.15 | 27.61 | 63 | -27 | 680 | |||
| 13 Nov | 1253.70 | 0.55 | -0.05 | 28.05 | 175 | -29 | 707 | |||
| 12 Nov | 1270.60 | 0.6 | 0.00 | 25.75 | 221 | -8 | 735 | |||
| 11 Nov | 1269.30 | 0.6 | 0.00 | 24.94 | 80 | -19 | 743 | |||
| 8 Nov | 1258.85 | 0.6 | -0.15 | 24.23 | 239 | 9 | 762 | |||
| 7 Nov | 1278.70 | 0.75 | -0.65 | 21.60 | 183 | -21 | 754 | |||
| 6 Nov | 1302.35 | 1.4 | -0.10 | 19.56 | 1,099 | 255 | 774 | |||
| 5 Nov | 1296.70 | 1.5 | 0.15 | 21.38 | 631 | 141 | 528 | |||
| 4 Nov | 1277.20 | 1.35 | -1.80 | 22.80 | 679 | 104 | 389 | |||
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| 31 Oct | 1292.25 | 3.15 | -1.40 | - | 420 | 65 | 202 | |||
| 30 Oct | 1312.15 | 4.55 | -3.05 | - | 191 | 17 | 117 | |||
| 29 Oct | 1331.85 | 7.6 | -4.00 | - | 183 | 99 | 99 | |||
| 28 Oct | 1292.85 | 11.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1255.45 | 11.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1252.75 | 11.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1233.90 | 11.6 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1420 expiring on 28NOV2024
Delta for 1420 CE is 0.02
Historical price for 1420 CE is as follows
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 27.61, the open interest changed by -27 which decreased total open position to 680
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 28.05, the open interest changed by -29 which decreased total open position to 707
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 25.75, the open interest changed by -8 which decreased total open position to 735
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 24.94, the open interest changed by -19 which decreased total open position to 743
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 24.23, the open interest changed by 9 which increased total open position to 762
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 0.75, which was -0.65 lower than the previous day. The implied volatity was 21.60, the open interest changed by -21 which decreased total open position to 754
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 19.56, the open interest changed by 255 which increased total open position to 774
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was 21.38, the open interest changed by 141 which increased total open position to 528
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 1.35, which was -1.80 lower than the previous day. The implied volatity was 22.80, the open interest changed by 104 which increased total open position to 389
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 3.15, 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 30 Oct ICICIBANK was trading at 1312.15. The strike last trading price was 4.55, which was -3.05 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 7.6, which was -4.00 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 11.6, 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 11.6, 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 11.6, 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 11.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1420 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 |
| 14 Nov | 1256.95 | 135 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 135 | 0.00 | 0.00 | 0 | 3 | 0 |
| 12 Nov | 1270.60 | 135 | 32.00 | - | 3 | 0 | 3 |
| 11 Nov | 1269.30 | 103 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 103 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 103 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 103 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 103 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 103 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1292.25 | 103 | 0.00 | - | 0 | -1 | 0 |
| 30 Oct | 1312.15 | 103 | 15.55 | - | 2 | 0 | 4 |
| 29 Oct | 1331.85 | 87.45 | -96.70 | - | 4 | 3 | 3 |
| 28 Oct | 1292.85 | 184.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1255.45 | 184.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1252.75 | 184.15 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1233.90 | 184.15 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1420 expiring on 28NOV2024
Delta for 1420 PE is 0.00
Historical price for 1420 PE is as follows
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 135, 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 135, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 135, which was 32.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 103, 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 103, 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 103, 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 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 103, 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 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 103, 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 103, 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 103, 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 103, which was 15.55 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 87.45, which was -96.70 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 184.15, 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 184.15, 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 184.15, 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 184.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
