Options Chain for ICICI BANK LIMITED ADR (IBN) - $27.62 as of 1/22/2025 8:53:41 AM EST
Calls
| Strike | Bid | Ask | Last Price | Change | %Chg | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 21.00 | 4.60 | 8.70 | % | 0 | 0 | 1.67 | 1.00 | 0.00 | 0.00 | 1/21/2025 3:59:49 PM EST | |||
| 22.00 | 3.60 | 8.00 | % | 0 | 0 | 1.51 | 1.00 | 0.00 | 0.00 | 1/21/2025 3:59:49 PM EST | |||
| 23.00 | 2.65 | 6.70 | % | 0 | 0 | 1.35 | 1.00 | 0.01 | 0.00 | 1/21/2025 3:59:49 PM EST | |||
| 24.00 | 1.90 | 5.80 | % | 0 | 0 | 1.23 | 0.98 | 0.03 | -0.01 | 1/21/2025 3:59:49 PM EST | |||
| 25.00 | 2.55 | 4.80 | 3.50 | 0.00 | 0.00% | 0 | 12 | 1.08 | 0.92 | 0.07 | -0.01 | 1/17/2025 | 1/21/2025 3:59:49 PM EST |
| 26.00 | 0.00 | 4.80 | 1.95 | 0.00 | 0.00% | 0 | 2 | 1.53 | 0.82 | 0.13 | -0.01 | 1/21/2025 | 1/21/2025 3:59:49 PM EST |
| 27.00 | 1.15 | 1.25 | 1.20 | 0.00 | 0.00% | 0 | 22 | 0.24 | 0.67 | 0.19 | -0.01 | 1/21/2025 | 1/21/2025 3:59:49 PM EST |
| 28.00 | 0.65 | 0.70 | 0.65 | 0.00 | 0.00% | 0 | 178 | 0.24 | 0.47 | 0.21 | -0.01 | 1/21/2025 | 1/21/2025 3:59:49 PM EST |
| 29.00 | 0.25 | 0.35 | 0.30 | 0.00 | 0.00% | 0 | 1,288 | 0.23 | 0.27 | 0.17 | -0.01 | 1/21/2025 | 1/21/2025 3:59:49 PM EST |
| 30.00 | 0.05 | 0.15 | 0.11 | 0.00 | 0.00% | 0 | 1,564 | 0.22 | 0.13 | 0.11 | -0.01 | 1/21/2025 | 1/21/2025 3:59:49 PM EST |
| 31.00 | 0.00 | 1.00 | 0.07 | 0.00 | 0.00% | 0 | 622 | 0.67 | 0.06 | 0.06 | 0.00 | 1/17/2025 | 1/21/2025 3:59:49 PM EST |
| 32.00 | 0.00 | 2.15 | 0.07 | 0.00 | 0.00% | 0 | 2,878 | 1.14 | 0.02 | 0.02 | 0.00 | 1/13/2025 | 1/21/2025 3:59:49 PM EST |
| 33.00 | 0.00 | 0.20 | 0.05 | 0.00 | 0.00% | 0 | 225 | 0.47 | 0.00 | 0.01 | 0.00 | 1/8/2025 | 1/21/2025 3:59:49 PM EST |
| 34.00 | 0.00 | 2.15 | 0.15 | 0.00 | 0.00% | 0 | 2 | 1.31 | 0.00 | 0.00 | 0.00 | 12/23/2024 | 1/21/2025 3:59:49 PM EST |
| 35.00 | 0.00 | 2.15 | % | 0 | 0 | 1.38 | 0.00 | 0.00 | 0.00 | 1/21/2025 3:59:49 PM EST | |||
| 36.00 | 0.00 | 2.15 | % | 0 | 0 | 1.45 | 0.00 | 0.00 | 0.00 | 1/21/2025 3:59:49 PM EST | |||
| 37.00 | 0.00 | 2.15 | % | 0 | 0 | 1.52 | 0.00 | 0.00 | 0.00 | 1/21/2025 3:59:49 PM EST | |||
| 38.00 | 0.00 | 2.15 | % | 0 | 0 | 1.58 | 0.00 | 0.00 | 0.00 | 1/21/2025 3:59:49 PM EST | |||
| 39.00 | 0.00 | 1.05 | % | 0 | 0 | 1.23 | 0.00 | 0.00 | 0.00 | 1/21/2025 3:59:49 PM EST |
Puts
| Strike | Bid | Ask | Last Price | Change | %Chg | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 21.00 | 0.00 | 0.35 | % | 0 | 0 | 0.82 | 0.00 | 0.00 | 0.00 | 1/21/2025 3:59:49 PM EST | |||
| 22.00 | 0.00 | 2.15 | % | 0 | 0 | 1.56 | 0.00 | 0.00 | 0.00 | 1/21/2025 3:59:49 PM EST | |||
| 23.00 | 0.00 | 1.00 | % | 0 | 0 | 0.93 | 0.00 | 0.01 | 0.00 | 1/21/2025 3:59:49 PM EST | |||
| 24.00 | 0.00 | 2.15 | 0.10 | 0.00 | 0.00% | 0 | 2 | 1.25 | -0.02 | 0.03 | -0.01 | 1/21/2025 | 1/21/2025 3:59:49 PM EST |
| 25.00 | 0.05 | 0.15 | % | 0 | 0 | 0.27 | -0.08 | 0.07 | -0.01 | 1/21/2025 3:59:49 PM EST | |||
| 26.00 | 0.15 | 0.25 | 0.21 | 0.00 | 0.00% | 0 | 255 | 0.26 | -0.18 | 0.13 | -0.01 | 1/21/2025 | 1/21/2025 3:59:49 PM EST |
| 27.00 | 0.45 | 0.50 | 0.46 | 0.00 | 0.00% | 0 | 761 | 0.25 | -0.33 | 0.19 | -0.01 | 1/21/2025 | 1/21/2025 3:59:49 PM EST |
| 28.00 | 0.90 | 1.00 | 0.90 | 0.00 | 0.00% | 0 | 227 | 0.25 | -0.53 | 0.21 | -0.01 | 1/21/2025 | 1/21/2025 3:59:49 PM EST |
| 29.00 | 1.55 | 4.80 | 1.60 | 0.00 | 0.00% | 0 | 114 | 0.69 | -0.73 | 0.17 | -0.01 | 1/21/2025 | 1/21/2025 3:59:49 PM EST |
| 30.00 | 2.40 | 2.60 | 2.42 | 0.00 | 0.00% | 0 | 550 | 0.31 | -0.87 | 0.11 | -0.01 | 1/21/2025 | 1/21/2025 3:59:49 PM EST |
| 31.00 | 1.90 | 5.50 | 2.25 | 0.00 | 0.00% | 0 | 53 | 1.07 | -0.94 | 0.06 | 0.00 | 1/16/2025 | 1/21/2025 3:59:49 PM EST |
| 32.00 | 3.80 | 6.50 | 3.81 | 0.00 | 0.00% | 0 | 20 | 1.16 | -0.98 | 0.02 | 0.00 | 1/17/2025 | 1/21/2025 3:59:49 PM EST |
| 33.00 | 3.40 | 7.50 | % | 0 | 0 | 1.25 | -1.00 | 0.01 | 0.00 | 1/21/2025 3:59:49 PM EST | |||
| 34.00 | 4.40 | 8.50 | % | 0 | 0 | 1.33 | -1.00 | 0.00 | 0.00 | 1/21/2025 3:59:49 PM EST | |||
| 35.00 | 5.60 | 9.50 | % | 0 | 0 | 1.40 | -1.00 | 0.00 | 0.00 | 1/21/2025 3:59:49 PM EST | |||
| 36.00 | 6.40 | 9.80 | % | 0 | 0 | 1.23 | -1.00 | 0.00 | 0.00 | 1/21/2025 3:59:49 PM EST | |||
| 37.00 | 7.40 | 11.50 | % | 0 | 0 | 1.54 | -1.00 | 0.00 | 0.00 | 1/21/2025 3:59:49 PM EST | |||
| 38.00 | 8.60 | 12.50 | % | 0 | 0 | 1.61 | -1.00 | 0.00 | 0.00 | 1/21/2025 3:59:49 PM EST | |||
| 39.00 | 10.30 | 12.60 | % | 0 | 0 | 1.34 | -1.00 | 0.00 | 0.00 | 1/21/2025 3:59:49 PM EST |