ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
21 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.05
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1250.55 | 0.25 | 0.00 | 41.60 | 8 | -3 | 338 | |||
| 20 Nov | 1249.10 | 0.25 | 0.00 | 39.11 | 16 | -9 | 342 | |||
| 19 Nov | 1249.10 | 0.25 | 0.00 | 39.11 | 16 | -8 | 342 | |||
| 18 Nov | 1253.45 | 0.25 | -0.30 | 35.27 | 33 | -12 | 351 | |||
| 14 Nov | 1256.95 | 0.55 | -0.10 | 31.83 | 9 | -1 | 363 | |||
| 13 Nov | 1253.70 | 0.65 | 0.00 | 31.63 | 46 | 15 | 363 | |||
| 12 Nov | 1270.60 | 0.65 | 0.10 | 28.82 | 52 | 3 | 348 | |||
| 11 Nov | 1269.30 | 0.55 | 0.00 | 27.26 | 32 | -12 | 344 | |||
| 8 Nov | 1258.85 | 0.55 | -0.10 | 26.34 | 309 | -94 | 357 | |||
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| 7 Nov | 1278.70 | 0.65 | -0.20 | 23.55 | 170 | -4 | 451 | |||
| 6 Nov | 1302.35 | 0.85 | -0.10 | 20.31 | 404 | 97 | 455 | |||
| 5 Nov | 1296.70 | 0.95 | 0.15 | 22.08 | 311 | -33 | 359 | |||
| 4 Nov | 1277.20 | 0.8 | -1.35 | 23.10 | 417 | 206 | 384 | |||
| 31 Oct | 1292.25 | 2.15 | -1.05 | - | 205 | 45 | 128 | |||
| 30 Oct | 1312.15 | 3.2 | -2.10 | - | 154 | 26 | 81 | |||
| 29 Oct | 1331.85 | 5.3 | -4.00 | - | 95 | 52 | 52 | |||
| 28 Oct | 1292.85 | 9.3 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1440 expiring on 28NOV2024
Delta for 1440 CE is 0.01
Historical price for 1440 CE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 41.60, the open interest changed by -3 which decreased total open position to 338
On 20 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 39.11, the open interest changed by -9 which decreased total open position to 342
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 39.11, the open interest changed by -8 which decreased total open position to 342
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 0.25, which was -0.30 lower than the previous day. The implied volatity was 35.27, the open interest changed by -12 which decreased total open position to 351
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 31.83, the open interest changed by -1 which decreased total open position to 363
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 31.63, the open interest changed by 15 which increased total open position to 363
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 28.82, the open interest changed by 3 which increased total open position to 348
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 27.26, the open interest changed by -12 which decreased total open position to 344
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 26.34, the open interest changed by -94 which decreased total open position to 357
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 23.55, the open interest changed by -4 which decreased total open position to 451
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 20.31, the open interest changed by 97 which increased total open position to 455
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 22.08, the open interest changed by -33 which decreased total open position to 359
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 0.8, which was -1.35 lower than the previous day. The implied volatity was 23.10, the open interest changed by 206 which increased total open position to 384
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 2.15, 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 30 Oct ICICIBANK was trading at 1312.15. The strike last trading price was 3.2, 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 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 5.3, 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 9.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 139.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1249.10 | 139.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1249.10 | 139.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 139.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 139.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 139.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 139.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 139.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 139.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 139.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 139.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 139.5 | 0.00 | 0.00 | 0 | 2 | 0 |
| 4 Nov | 1277.20 | 139.5 | 4.50 | - | 2 | 0 | 3 |
| 31 Oct | 1292.25 | 135 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1312.15 | 135 | 0.00 | - | 0 | 3 | 0 |
| 29 Oct | 1331.85 | 135 | -66.50 | - | 3 | 2 | 2 |
| 28 Oct | 1292.85 | 201.5 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1440 expiring on 28NOV2024
Delta for 1440 PE is 0.00
Historical price for 1440 PE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 139.5, 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 139.5, 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 139.5, 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 139.5, 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 139.5, 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 139.5, 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 139.5, 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 139.5, 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 139.5, 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 139.5, 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 139.5, 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 139.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 139.5, which was 4.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 135, 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 135, 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 135, which was -66.50 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 201.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
