ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
21 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.04
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1250.55 | 0.2 | -0.05 | 44.06 | 15 | -13 | 107 | |||
| 20 Nov | 1249.10 | 0.25 | 0.00 | 42.03 | 17 | -1 | 120 | |||
| 19 Nov | 1249.10 | 0.25 | -0.10 | 42.03 | 17 | -1 | 120 | |||
| 18 Nov | 1253.45 | 0.35 | -0.05 | 40.15 | 3 | 0 | 122 | |||
| 14 Nov | 1256.95 | 0.4 | -0.20 | 33.13 | 9 | 2 | 123 | |||
| 13 Nov | 1253.70 | 0.6 | 0.05 | 33.99 | 58 | -9 | 121 | |||
| 12 Nov | 1270.60 | 0.55 | 0.10 | 30.75 | 54 | -18 | 139 | |||
| 11 Nov | 1269.30 | 0.45 | -0.05 | 28.99 | 43 | -24 | 157 | |||
| 8 Nov | 1258.85 | 0.5 | -0.10 | 28.31 | 62 | -5 | 157 | |||
| 7 Nov | 1278.70 | 0.6 | -0.20 | 25.62 | 11 | 3 | 162 | |||
| 6 Nov | 1302.35 | 0.8 | 0.00 | 22.54 | 47 | 7 | 159 | |||
| 5 Nov | 1296.70 | 0.8 | 0.05 | 23.79 | 121 | 10 | 150 | |||
| 4 Nov | 1277.20 | 0.75 | -0.85 | 25.12 | 144 | -43 | 141 | |||
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| 31 Oct | 1292.25 | 1.6 | -0.70 | - | 113 | 1 | 164 | |||
| 30 Oct | 1312.15 | 2.3 | -1.50 | - | 327 | 5 | 166 | |||
| 29 Oct | 1331.85 | 3.8 | 1.80 | - | 359 | 82 | 158 | |||
| 28 Oct | 1292.85 | 2 | - | 164 | 75 | 75 | ||||
For Icici Bank Ltd. - strike price 1460 expiring on 28NOV2024
Delta for 1460 CE is 0.01
Historical price for 1460 CE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 44.06, the open interest changed by -13 which decreased total open position to 107
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 42.03, the open interest changed by -1 which decreased total open position to 120
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 42.03, the open interest changed by -1 which decreased total open position to 120
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 40.15, the open interest changed by 0 which decreased total open position to 122
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 33.13, the open interest changed by 2 which increased total open position to 123
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 33.99, the open interest changed by -9 which decreased total open position to 121
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 0.55, which was 0.10 higher than the previous day. The implied volatity was 30.75, the open interest changed by -18 which decreased total open position to 139
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 28.99, the open interest changed by -24 which decreased total open position to 157
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 28.31, the open interest changed by -5 which decreased total open position to 157
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 25.62, the open interest changed by 3 which increased total open position to 162
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 22.54, the open interest changed by 7 which increased total open position to 159
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 23.79, the open interest changed by 10 which increased total open position to 150
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 0.75, which was -0.85 lower than the previous day. The implied volatity was 25.12, the open interest changed by -43 which decreased total open position to 141
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 1.6, which was -0.70 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 2.3, 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 29 Oct ICICIBANK was trading at 1331.85. The strike last trading price was 3.8, which was 1.80 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 2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1250.55 | 219.25 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1249.10 | 219.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1249.10 | 219.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 219.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 219.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 219.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 219.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 219.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 219.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 219.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 219.25 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 219.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 219.25 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1292.25 | 219.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1312.15 | 219.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1331.85 | 219.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1292.85 | 219.25 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1460 expiring on 28NOV2024
Delta for 1460 PE is -
Historical price for 1460 PE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 219.25, 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 219.25, 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 219.25, 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 219.25, 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 219.25, 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 219.25, 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 219.25, 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 219.25, 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 219.25, 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 219.25, 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 219.25, 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 219.25, 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 219.25, 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 219.25, 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 219.25, 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 219.25, 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 219.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
