Options Chain for ICICI BANK LIMITED ADR (IBN) - $29.11 as of 9/6/2024 3:50:53 PM EST
Calls
| Strike | Bid | Ask | Last Price | Change | %Chg | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 15.00 | 12.60 | 15.70 | % | 0 | 0 | 4.25 | 1.00 | 0.00 | 0.00 | 9/6/2024 3:59:56 PM EST | |||
| 16.00 | 11.60 | 14.70 | % | 0 | 0 | 3.94 | 1.00 | 0.00 | 0.00 | 9/6/2024 3:59:56 PM EST | |||
| 17.00 | 10.60 | 13.70 | % | 0 | 0 | 3.64 | 1.00 | 0.00 | 0.00 | 9/6/2024 3:59:56 PM EST | |||
| 18.00 | 8.60 | 12.40 | % | 0 | 0 | 3.21 | 1.00 | 0.00 | 0.00 | 9/6/2024 3:59:56 PM EST | |||
| 19.00 | 7.40 | 11.50 | % | 0 | 0 | 3.03 | 1.00 | 0.00 | 0.00 | 9/6/2024 3:59:56 PM EST | |||
| 20.00 | 6.40 | 10.60 | % | 0 | 0 | 2.84 | 1.00 | 0.00 | 0.00 | 9/6/2024 3:59:56 PM EST | |||
| 21.00 | 7.40 | 7.80 | 8.33 | 0.00 | 0.00% | 0 | 40 | 1.20 | 1.00 | 0.00 | 0.00 | 8/30/2024 | 9/6/2024 3:59:56 PM EST |
| 22.00 | 4.70 | 8.60 | % | 0 | 0 | 2.37 | 1.00 | 0.00 | 0.00 | 9/6/2024 3:59:56 PM EST | |||
| 23.00 | 3.80 | 7.60 | 3.87 | 0.00 | 0.00% | 0 | 0 | 2.15 | 1.00 | 0.00 | 0.00 | 6/10/2024 | 9/6/2024 3:59:56 PM EST |
| 24.00 | 2.75 | 6.60 | 5.35 | 0.00 | 0.00% | 0 | 225 | 1.92 | 1.00 | 0.00 | 0.00 | 8/30/2024 | 9/6/2024 3:59:56 PM EST |
| 25.00 | 1.85 | 5.40 | 4.26 | 0.00 | 0.00% | 0 | 657 | 1.60 | 0.98 | 0.02 | 0.00 | 8/29/2024 | 9/6/2024 3:59:56 PM EST |
| 26.00 | 0.55 | 4.70 | 3.40 | 0.00 | 0.00% | 0 | 643 | 1.54 | 0.92 | 0.08 | -0.01 | 8/29/2024 | 9/6/2024 3:59:56 PM EST |
| 27.00 | 0.00 | 3.70 | 2.34 | 0.00 | 0.00% | 0 | 750 | 0.19 | 0.82 | 0.15 | -0.02 | 9/5/2024 | 9/6/2024 3:59:56 PM EST |
| 28.00 | 0.00 | 0.90 | 0.75 | -0.55 | -42.31% | 355 | 484 | 0.24 | 0.66 | 0.26 | -0.02 | 9/6/2024 | 9/6/2024 3:59:56 PM EST |
| 29.00 | 0.20 | 0.35 | 0.26 | -0.39 | -60.00% | 212 | 1,183 | 0.21 | 0.36 | 0.32 | -0.02 | 9/6/2024 | 9/6/2024 3:59:56 PM EST |
| 30.00 | 0.05 | 0.15 | 0.10 | -0.04 | -28.58% | 272 | 2,483 | 0.23 | 0.15 | 0.18 | -0.01 | 9/6/2024 | 9/6/2024 3:59:56 PM EST |
| 31.00 | 0.00 | 0.10 | 0.05 | 0.00 | 0.00% | 20 | 219 | 0.34 | 0.03 | 0.06 | 0.00 | 9/6/2024 | 9/6/2024 3:59:56 PM EST |
| 32.00 | 0.00 | 0.75 | 0.05 | 0.00 | 0.00% | 0 | 30 | 0.86 | 0.00 | 0.01 | 0.00 | 9/4/2024 | 9/6/2024 3:59:56 PM EST |
| 33.00 | 0.00 | 0.75 | 0.05 | 0.00 | 0.00% | 0 | 21 | 0.97 | 0.00 | 0.00 | 0.00 | 8/21/2024 | 9/6/2024 3:59:56 PM EST |
| 34.00 | 0.00 | 0.75 | 0.05 | 0.00 | 0.00% | 0 | 201 | 1.08 | 0.00 | 0.00 | 0.00 | 8/27/2024 | 9/6/2024 3:59:56 PM EST |
| 35.00 | 0.00 | 0.95 | 0.01 | 0.00 | 0.00% | 0 | 29 | 1.29 | 0.00 | 0.00 | 0.00 | 9/3/2024 | 9/6/2024 3:59:56 PM EST |
| 36.00 | 0.00 | 0.95 | % | 0 | 0 | 1.39 | 0.00 | 0.00 | 0.00 | 9/6/2024 3:59:56 PM EST | |||
| 37.00 | 0.00 | 0.75 | % | 0 | 0 | 1.36 | 0.00 | 0.00 | 0.00 | 9/6/2024 3:59:56 PM EST |
Puts
| Strike | Bid | Ask | Last Price | Change | %Chg | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 15.00 | 0.00 | 0.20 | % | 0 | 0 | 2.08 | 0.00 | 0.00 | 0.00 | 9/6/2024 3:59:56 PM EST | |||
| 16.00 | 0.00 | 0.95 | % | 0 | 0 | 2.90 | 0.00 | 0.00 | 0.00 | 9/6/2024 3:59:56 PM EST | |||
| 17.00 | 0.00 | 0.95 | % | 0 | 0 | 2.67 | 0.00 | 0.00 | 0.00 | 9/6/2024 3:59:56 PM EST | |||
| 18.00 | 0.00 | 0.95 | 0.15 | 0.00 | 0.00% | 0 | 5 | 2.44 | 0.00 | 0.00 | 0.00 | 2/20/2024 | 9/6/2024 3:59:56 PM EST |
| 19.00 | 0.00 | 0.75 | 0.15 | 0.00 | 0.00% | 0 | 4 | 2.05 | 0.00 | 0.00 | 0.00 | 4/1/2024 | 9/6/2024 3:59:56 PM EST |
| 20.00 | 0.00 | 0.95 | % | 0 | 0 | 2.03 | 0.00 | 0.00 | 0.00 | 9/6/2024 3:59:56 PM EST | |||
| 21.00 | 0.00 | 0.75 | 0.20 | 0.00 | 0.00% | 0 | 25 | 1.68 | 0.00 | 0.00 | 0.00 | 3/19/2024 | 9/6/2024 3:59:56 PM EST |
| 22.00 | 0.00 | 0.95 | % | 0 | 0 | 1.65 | 0.00 | 0.00 | 0.00 | 9/6/2024 3:59:56 PM EST | |||
| 23.00 | 0.00 | 0.20 | 0.35 | % | 1 | 0 | 0.86 | 0.00 | 0.00 | 0.00 | 9/6/2024 | 9/6/2024 3:59:56 PM EST | |
| 24.00 | 0.00 | 0.75 | 0.07 | 0.00 | 0.00% | 0 | 35 | 1.16 | 0.00 | 0.00 | 0.00 | 8/19/2024 | 9/6/2024 3:59:56 PM EST |
| 25.00 | 0.00 | 0.20 | 0.08 | 0.00 | 0.00% | 0 | 78 | 0.60 | -0.02 | 0.02 | 0.00 | 8/15/2024 | 9/6/2024 3:59:56 PM EST |
| 26.00 | 0.05 | 0.20 | 0.10 | 0.00 | 0.00% | 0 | 389 | 0.39 | -0.08 | 0.08 | -0.01 | 8/20/2024 | 9/6/2024 3:59:56 PM EST |
| 27.00 | 0.05 | 0.20 | 0.06 | 0.00 | 0.00% | 0 | 2,110 | 0.28 | -0.18 | 0.15 | -0.02 | 8/30/2024 | 9/6/2024 3:59:56 PM EST |
| 28.00 | 0.20 | 0.25 | 0.24 | +0.09 | +60.00% | 5 | 1,134 | 0.20 | -0.34 | 0.26 | -0.02 | 9/6/2024 | 9/6/2024 3:59:56 PM EST |
| 29.00 | 0.00 | 0.75 | 0.34 | 0.00 | 0.00% | 0 | 232 | 0.11 | -0.64 | 0.32 | -0.02 | 9/5/2024 | 9/6/2024 3:59:56 PM EST |
| 30.00 | 0.75 | 1.70 | 1.05 | 0.00 | 0.00% | 0 | 15 | 0.62 | -0.85 | 0.18 | -0.01 | 9/5/2024 | 9/6/2024 3:59:56 PM EST |
| 31.00 | 0.50 | 4.40 | % | 0 | 0 | 1.30 | -0.97 | 0.06 | 0.00 | 9/6/2024 3:59:56 PM EST | |||
| 32.00 | 2.60 | 5.40 | % | 0 | 0 | 1.45 | -1.00 | 0.01 | 0.00 | 9/6/2024 3:59:56 PM EST | |||
| 33.00 | 3.60 | 6.60 | % | 0 | 0 | 1.58 | -1.00 | 0.00 | 0.00 | 9/6/2024 3:59:56 PM EST | |||
| 34.00 | 4.60 | 7.60 | % | 0 | 0 | 1.70 | -1.00 | 0.00 | 0.00 | 9/6/2024 3:59:56 PM EST | |||
| 35.00 | 5.50 | 8.30 | % | 0 | 0 | 1.77 | -1.00 | 0.00 | 0.00 | 9/6/2024 3:59:56 PM EST | |||
| 36.00 | 6.50 | 9.30 | % | 0 | 0 | 1.87 | -1.00 | 0.00 | 0.00 | 9/6/2024 3:59:56 PM EST | |||
| 37.00 | 7.50 | 10.30 | % | 0 | 0 | 1.97 | -1.00 | 0.00 | 0.00 | 9/6/2024 3:59:56 PM EST |