ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
21 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1480 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 | |||
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| 21 Nov | 1250.55 | 0.2 | 0.00 | 47.54 | 10 | -5 | 120 | |||
| 20 Nov | 1249.10 | 0.2 | 0.00 | 43.06 | 13 | -5 | 126 | |||
| 19 Nov | 1249.10 | 0.2 | -0.05 | 43.06 | 13 | -4 | 126 | |||
| 18 Nov | 1253.45 | 0.25 | -0.15 | 41.33 | 3 | 0 | 131 | |||
| 14 Nov | 1256.95 | 0.4 | 0.00 | 35.78 | 4 | 0 | 129 | |||
| 13 Nov | 1253.70 | 0.4 | 0.00 | 34.67 | 3 | -1 | 130 | |||
| 12 Nov | 1270.60 | 0.4 | -0.15 | 31.94 | 23 | -4 | 131 | |||
| 11 Nov | 1269.30 | 0.55 | 0.20 | 32.34 | 44 | 16 | 134 | |||
| 8 Nov | 1258.85 | 0.35 | -0.25 | 29.10 | 17 | -1 | 120 | |||
| 7 Nov | 1278.70 | 0.6 | -0.10 | 27.91 | 14 | 3 | 121 | |||
| 6 Nov | 1302.35 | 0.7 | 0.00 | 24.38 | 61 | 33 | 117 | |||
| 5 Nov | 1296.70 | 0.7 | 0.05 | 25.54 | 17 | -11 | 83 | |||
| 4 Nov | 1277.20 | 0.65 | -0.35 | 26.73 | 61 | -20 | 94 | |||
| 31 Oct | 1292.25 | 1 | -1.00 | - | 73 | -28 | 67 | |||
| 30 Oct | 1312.15 | 2 | -0.85 | - | 81 | 22 | 90 | |||
| 29 Oct | 1331.85 | 2.85 | - | 126 | 70 | 70 | ||||
For Icici Bank Ltd. - strike price 1480 expiring on 28NOV2024
Delta for 1480 CE is 0.01
Historical price for 1480 CE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 47.54, the open interest changed by -5 which decreased total open position to 120
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 43.06, the open interest changed by -5 which decreased total open position to 126
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 43.06, the open interest changed by -4 which decreased total open position to 126
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 41.33, the open interest changed by 0 which decreased total open position to 131
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 35.78, the open interest changed by 0 which decreased total open position to 129
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 34.67, the open interest changed by -1 which decreased total open position to 130
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 31.94, the open interest changed by -4 which decreased total open position to 131
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 0.55, which was 0.20 higher than the previous day. The implied volatity was 32.34, the open interest changed by 16 which increased total open position to 134
On 8 Nov ICICIBANK was trading at 1258.85. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 29.10, the open interest changed by -1 which decreased total open position to 120
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 27.91, the open interest changed by 3 which increased total open position to 121
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 24.38, the open interest changed by 33 which increased total open position to 117
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 25.54, the open interest changed by -11 which decreased total open position to 83
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 26.73, the open interest changed by -20 which decreased total open position to 94
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 1, which was -1.00 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 2, which was -0.85 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 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1480 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1250.55 | 237.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1249.10 | 237.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1249.10 | 237.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 237.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 237.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 237.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 237.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 237.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 237.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 237.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 237.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 237.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 237.35 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1292.25 | 237.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1312.15 | 237.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1331.85 | 237.35 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1480 expiring on 28NOV2024
Delta for 1480 PE is -
Historical price for 1480 PE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 237.35, 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 237.35, 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 237.35, 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 237.35, 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 237.35, 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 237.35, 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 237.35, 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 237.35, 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 237.35, 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 237.35, 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 237.35, 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 237.35, 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 237.35, 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 237.35, 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 237.35, 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 237.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
