ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
21 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1430 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 | 0.05 | 39.80 | 15 | -6 | 327 | |||
| 20 Nov | 1249.10 | 0.2 | 0.00 | 36.19 | 18 | -1 | 333 | |||
| 19 Nov | 1249.10 | 0.2 | -0.15 | 36.19 | 18 | -1 | 333 | |||
| 18 Nov | 1253.45 | 0.35 | -0.10 | 35.23 | 28 | -8 | 349 | |||
| 14 Nov | 1256.95 | 0.45 | -0.15 | 29.51 | 35 | -28 | 358 | |||
| 13 Nov | 1253.70 | 0.6 | 0.00 | 29.85 | 56 | -36 | 388 | |||
| 12 Nov | 1270.60 | 0.6 | 0.05 | 27.10 | 60 | -21 | 429 | |||
| 11 Nov | 1269.30 | 0.55 | 0.00 | 25.94 | 34 | -4 | 450 | |||
| 8 Nov | 1258.85 | 0.55 | -0.10 | 25.13 | 104 | -58 | 456 | |||
| 7 Nov | 1278.70 | 0.65 | -0.45 | 22.21 | 157 | -34 | 513 | |||
| 6 Nov | 1302.35 | 1.1 | -0.15 | 19.97 | 669 | 289 | 547 | |||
| 5 Nov | 1296.70 | 1.25 | 0.05 | 21.92 | 283 | 46 | 257 | |||
| 4 Nov | 1277.20 | 1.2 | -1.35 | 23.54 | 274 | -76 | 214 | |||
| 31 Oct | 1292.25 | 2.55 | -1.40 | - | 525 | -73 | 304 | |||
| 30 Oct | 1312.15 | 3.95 | -2.40 | - | 397 | -145 | 380 | |||
| 29 Oct | 1331.85 | 6.35 | 3.30 | - | 975 | 274 | 525 | |||
|
|
||||||||||
| 28 Oct | 1292.85 | 3.05 | -0.90 | - | 689 | 251 | 252 | |||
| 25 Oct | 1255.45 | 3.95 | 1.95 | - | 10 | 0 | 1 | |||
| 24 Oct | 1252.75 | 2 | -2.00 | - | 1 | 0 | 1 | |||
| 7 Oct | 1233.90 | 4 | - | 1 | 0 | 1 | ||||
For Icici Bank Ltd. - strike price 1430 expiring on 28NOV2024
Delta for 1430 CE is 0.01
Historical price for 1430 CE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 39.80, the open interest changed by -6 which decreased total open position to 327
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 36.19, the open interest changed by -1 which decreased total open position to 333
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 36.19, the open interest changed by -1 which decreased total open position to 333
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 35.23, the open interest changed by -8 which decreased total open position to 349
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 29.51, the open interest changed by -28 which decreased total open position to 358
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 29.85, the open interest changed by -36 which decreased total open position to 388
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 27.10, the open interest changed by -21 which decreased total open position to 429
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 25.94, the open interest changed by -4 which decreased total open position to 450
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 25.13, the open interest changed by -58 which decreased total open position to 456
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 22.21, the open interest changed by -34 which decreased total open position to 513
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 19.97, the open interest changed by 289 which increased total open position to 547
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was 21.92, the open interest changed by 46 which increased total open position to 257
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 1.2, which was -1.35 lower than the previous day. The implied volatity was 23.54, the open interest changed by -76 which decreased total open position to 214
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 2.55, 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 3.95, which was -2.40 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 6.35, which was 3.30 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 3.05, 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 3.95, 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 2, which was -2.00 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 4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1430 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1250.55 | 106.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1249.10 | 106.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1249.10 | 106.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 106.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 106.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 106.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 106.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 106.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 106.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 106.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 106.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 106.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 106.95 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1292.25 | 106.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1312.15 | 106.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1331.85 | 106.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1292.85 | 106.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1255.45 | 106.95 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1252.75 | 106.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1233.90 | 106.95 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1430 expiring on 28NOV2024
Delta for 1430 PE is 0.00
Historical price for 1430 PE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 106.95, 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 106.95, 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 106.95, 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 106.95, 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 106.95, 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 106.95, 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 106.95, 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 106.95, 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 106.95, 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 106.95, 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 106.95, 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 106.95, 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 106.95, 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 106.95, 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 Oct ICICIBANK was trading at 1312.15. The strike last trading price was 106.95, 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 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 106.95, 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 28 Oct ICICIBANK was trading at 1292.85. The strike last trading price was 106.95, 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 106.95, 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 106.95, 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 106.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
