ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
21 Nov 2024 04:10 PM IST
| ICICIBANK 28NOV2024 1500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.03
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1250.55 | 0.15 | -0.10 | 49.61 | 28 | -4 | 156 | |||
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| 20 Nov | 1249.10 | 0.25 | 0.00 | 48.23 | 64 | -3 | 160 | |||
| 19 Nov | 1249.10 | 0.25 | -0.05 | 48.23 | 64 | -3 | 160 | |||
| 18 Nov | 1253.45 | 0.3 | -0.05 | 45.41 | 9 | 2 | 163 | |||
| 14 Nov | 1256.95 | 0.35 | -0.05 | 37.89 | 9 | 5 | 160 | |||
| 13 Nov | 1253.70 | 0.4 | -0.05 | 37.24 | 32 | 7 | 155 | |||
| 12 Nov | 1270.60 | 0.45 | 0.10 | 34.91 | 14 | 2 | 146 | |||
| 11 Nov | 1269.30 | 0.35 | 0.00 | 32.77 | 4 | -2 | 145 | |||
| 8 Nov | 1258.85 | 0.35 | -0.25 | 31.26 | 79 | -60 | 148 | |||
| 7 Nov | 1278.70 | 0.6 | 0.05 | 30.15 | 45 | -2 | 207 | |||
| 6 Nov | 1302.35 | 0.55 | -0.05 | 25.69 | 95 | 27 | 215 | |||
| 5 Nov | 1296.70 | 0.6 | 0.00 | 27.05 | 30 | 10 | 188 | |||
| 4 Nov | 1277.20 | 0.6 | -0.30 | 28.43 | 74 | -29 | 177 | |||
| 31 Oct | 1292.25 | 0.9 | -0.75 | - | 239 | 116 | 183 | |||
| 30 Oct | 1312.15 | 1.65 | - | 104 | 67 | 67 | ||||
For Icici Bank Ltd. - strike price 1500 expiring on 28NOV2024
Delta for 1500 CE is 0.01
Historical price for 1500 CE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 49.61, the open interest changed by -4 which decreased total open position to 156
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 48.23, the open interest changed by -3 which decreased total open position to 160
On 19 Nov ICICIBANK was trading at 1249.10. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 48.23, the open interest changed by -3 which decreased total open position to 160
On 18 Nov ICICIBANK was trading at 1253.45. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 45.41, the open interest changed by 2 which increased total open position to 163
On 14 Nov ICICIBANK was trading at 1256.95. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 37.89, the open interest changed by 5 which increased total open position to 160
On 13 Nov ICICIBANK was trading at 1253.70. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 37.24, the open interest changed by 7 which increased total open position to 155
On 12 Nov ICICIBANK was trading at 1270.60. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 34.91, the open interest changed by 2 which increased total open position to 146
On 11 Nov ICICIBANK was trading at 1269.30. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 32.77, the open interest changed by -2 which decreased total open position to 145
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 31.26, the open interest changed by -60 which decreased total open position to 148
On 7 Nov ICICIBANK was trading at 1278.70. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 30.15, the open interest changed by -2 which decreased total open position to 207
On 6 Nov ICICIBANK was trading at 1302.35. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 25.69, the open interest changed by 27 which increased total open position to 215
On 5 Nov ICICIBANK was trading at 1296.70. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 27.05, the open interest changed by 10 which increased total open position to 188
On 4 Nov ICICIBANK was trading at 1277.20. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 28.43, the open interest changed by -29 which decreased total open position to 177
On 31 Oct ICICIBANK was trading at 1292.25. The strike last trading price was 0.9, which was -0.75 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 1.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| ICICIBANK 28NOV2024 1500 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 |
| 21 Nov | 1250.55 | 255.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1249.10 | 255.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1249.10 | 255.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1253.45 | 255.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1256.95 | 255.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1253.70 | 255.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1270.60 | 255.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1269.30 | 255.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1258.85 | 255.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1278.70 | 255.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 1302.35 | 255.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 1296.70 | 255.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1277.20 | 255.75 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1292.25 | 255.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1312.15 | 255.75 | - | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1500 expiring on 28NOV2024
Delta for 1500 PE is 0.00
Historical price for 1500 PE is as follows
On 21 Nov ICICIBANK was trading at 1250.55. The strike last trading price was 255.75, 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 255.75, 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 255.75, 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 255.75, 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 255.75, 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 255.75, 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 255.75, 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 255.75, 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 255.75, 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 255.75, 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 255.75, 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 255.75, 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 255.75, 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 255.75, 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 255.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
