Options Chain for ICICI BANK LIMITED ADR (IBN) - $29.79 as of 11/20/2024 4:11:58 PM EST
Calls
| Strike | Bid | Ask | Last Price | Change | %Chg | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.50 | 15.00 | 19.80 | 14.12 | 0.00 | 0.00% | 0 | 5 | 3.70 | 1.00 | 0.00 | 0.00 | 5/9/2024 | 11/20/2024 4:00:05 PM EST |
| 15.00 | 13.70 | 16.10 | % | 0 | 9 | 2.47 | 1.00 | 0.00 | 0.00 | 11/20/2024 4:00:05 PM EST | |||
| 17.50 | 10.30 | 14.80 | % | 0 | 0 | 2.54 | 1.00 | 0.00 | 0.00 | 11/20/2024 4:00:05 PM EST | |||
| 19.00 | 10.00 | 12.10 | % | 0 | 0 | 1.79 | 1.00 | 0.00 | 0.00 | 11/20/2024 4:00:05 PM EST | |||
| 20.00 | 9.60 | 10.00 | 10.62 | 0.00 | 0.00% | 0 | 93 | 0.86 | 1.00 | 0.00 | 0.00 | 10/31/2024 | 11/20/2024 4:00:05 PM EST |
| 21.00 | 6.80 | 11.40 | % | 0 | 0 | 1.92 | 1.00 | 0.00 | 0.00 | 11/20/2024 4:00:05 PM EST | |||
| 22.50 | 5.30 | 9.90 | 7.40 | 0.00 | 0.00% | 0 | 348 | 1.69 | 1.00 | 0.00 | 0.00 | 11/18/2024 | 11/20/2024 4:00:05 PM EST |
| 24.00 | 5.20 | 6.70 | 7.20 | 0.00 | 0.00% | 0 | 247 | 0.93 | 1.00 | 0.00 | 0.00 | 10/28/2024 | 11/20/2024 4:00:05 PM EST |
| 25.00 | 4.70 | 5.10 | 4.71 | 0.00 | 0.00% | 0 | 1,553 | 0.50 | 1.00 | 0.00 | 0.00 | 11/14/2024 | 11/20/2024 4:00:05 PM EST |
| 26.00 | 3.70 | 4.10 | 5.25 | 0.00 | 0.00% | 0 | 252 | 0.42 | 0.99 | 0.01 | 0.00 | 10/28/2024 | 11/20/2024 4:00:05 PM EST |
| 27.00 | 2.85 | 3.00 | 3.01 | 0.00 | 0.00% | 0 | 747 | 0.27 | 0.97 | 0.04 | -0.01 | 11/19/2024 | 11/20/2024 4:00:05 PM EST |
| 28.00 | 1.95 | 2.05 | 1.80 | 0.00 | 0.00% | 0 | 1,215 | 0.20 | 0.89 | 0.11 | -0.01 | 11/15/2024 | 11/20/2024 4:00:05 PM EST |
| 29.00 | 1.15 | 1.25 | 1.21 | 0.00 | 0.00% | 3 | 610 | 0.20 | 0.72 | 0.21 | -0.01 | 11/20/2024 | 11/20/2024 4:00:05 PM EST |
| 30.00 | 0.55 | 0.65 | 0.58 | 0.00 | 0.00% | 0 | 847 | 0.19 | 0.48 | 0.25 | -0.01 | 11/19/2024 | 11/20/2024 4:00:05 PM EST |
| 31.00 | 0.20 | 0.30 | 0.25 | 0.00 | 0.00% | 4 | 2,142 | 0.19 | 0.26 | 0.20 | -0.01 | 11/20/2024 | 11/20/2024 4:00:05 PM EST |
| 32.00 | 0.05 | 0.15 | 0.07 | 0.00 | 0.00% | 0 | 1,030 | 0.20 | 0.11 | 0.12 | -0.01 | 11/19/2024 | 11/20/2024 4:00:05 PM EST |
| 33.00 | 0.00 | 0.20 | 0.09 | 0.00 | 0.00% | 0 | 1,602 | 0.31 | 0.04 | 0.05 | 0.00 | 11/7/2024 | 11/20/2024 4:00:05 PM EST |
| 34.00 | 0.00 | 0.75 | 0.10 | 0.00 | 0.00% | 0 | 900 | 0.61 | 0.01 | 0.02 | 0.00 | 11/1/2024 | 11/20/2024 4:00:05 PM EST |
| 35.00 | 0.00 | 0.75 | 0.15 | 0.00 | 0.00% | 0 | 272 | 0.68 | 0.00 | 0.00 | 0.00 | 10/30/2024 | 11/20/2024 4:00:05 PM EST |
| 36.00 | 0.00 | 0.75 | 0.12 | 0.00 | 0.00% | 0 | 53 | 0.75 | 0.00 | 0.00 | 0.00 | 9/19/2024 | 11/20/2024 4:00:05 PM EST |
| 37.00 | 0.00 | 0.70 | 0.05 | 0.00 | 0.00% | 0 | 2 | 0.81 | 0.00 | 0.00 | 0.00 | 9/3/2024 | 11/20/2024 4:00:05 PM EST |
| 38.00 | 0.00 | 0.65 | % | 0 | 0 | 0.87 | 0.00 | 0.00 | 0.00 | 11/20/2024 4:00:05 PM EST |
Puts
| Strike | Bid | Ask | Last Price | Change | %Chg | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.50 | 0.00 | 0.65 | 0.20 | 0.00 | 0.00% | 0 | 1 | 2.86 | 0.00 | 0.00 | 0.00 | 3/7/2024 | 11/20/2024 4:00:05 PM EST |
| 15.00 | 0.00 | 0.70 | 0.15 | 0.00 | 0.00% | 0 | 1 | 2.08 | 0.00 | 0.00 | 0.00 | 6/4/2024 | 11/20/2024 4:00:05 PM EST |
| 17.50 | 0.00 | 0.85 | 0.10 | 0.00 | 0.00% | 0 | 25 | 2.06 | 0.00 | 0.00 | 0.00 | 3/28/2024 | 11/20/2024 4:00:05 PM EST |
| 19.00 | 0.00 | 0.75 | 0.15 | 0.00 | 0.00% | 0 | 160 | 1.50 | 0.00 | 0.00 | 0.00 | 4/26/2024 | 11/20/2024 4:00:05 PM EST |
| 20.00 | 0.00 | 0.75 | 0.10 | 0.00 | 0.00% | 0 | 198 | 1.37 | 0.00 | 0.00 | 0.00 | 10/2/2024 | 11/20/2024 4:00:05 PM EST |
| 21.00 | 0.00 | 0.75 | 0.31 | 0.00 | 0.00% | 0 | 6 | 1.25 | 0.00 | 0.00 | 0.00 | 6/4/2024 | 11/20/2024 4:00:05 PM EST |
| 22.50 | 0.00 | 1.35 | 0.10 | 0.00 | 0.00% | 0 | 1,368 | 1.36 | 0.00 | 0.00 | 0.00 | 10/25/2024 | 11/20/2024 4:00:05 PM EST |
| 24.00 | 0.00 | 0.75 | 0.12 | 0.00 | 0.00% | 0 | 32 | 0.90 | 0.00 | 0.00 | 0.00 | 9/12/2024 | 11/20/2024 4:00:05 PM EST |
| 25.00 | 0.00 | 0.75 | 0.15 | 0.00 | 0.00% | 0 | 585 | 0.79 | 0.00 | 0.00 | 0.00 | 10/25/2024 | 11/20/2024 4:00:05 PM EST |
| 26.00 | 0.00 | 0.25 | 0.07 | 0.00 | 0.00% | 0 | 186 | 0.45 | -0.01 | 0.01 | 0.00 | 11/18/2024 | 11/20/2024 4:00:05 PM EST |
| 27.00 | 0.00 | 0.15 | 0.12 | 0.00 | 0.00% | 0 | 1,428 | 0.27 | -0.03 | 0.04 | -0.01 | 11/18/2024 | 11/20/2024 4:00:05 PM EST |
| 28.00 | 0.05 | 0.15 | 0.16 | 0.00 | 0.00% | 0 | 2,055 | 0.19 | -0.11 | 0.11 | -0.01 | 11/12/2024 | 11/20/2024 4:00:05 PM EST |
| 29.00 | 0.25 | 0.35 | 0.35 | -0.09 | -20.46% | 253 | 1,327 | 0.19 | -0.28 | 0.21 | -0.01 | 11/20/2024 | 11/20/2024 4:00:05 PM EST |
| 30.00 | 0.65 | 0.75 | 0.70 | 0.00 | 0.00% | 0 | 539 | 0.18 | -0.52 | 0.25 | -0.01 | 11/18/2024 | 11/20/2024 4:00:05 PM EST |
| 31.00 | 1.30 | 2.45 | 1.60 | 0.00 | 0.00% | 0 | 279 | 0.18 | -0.74 | 0.20 | -0.01 | 11/14/2024 | 11/20/2024 4:00:05 PM EST |
| 32.00 | 0.20 | 4.30 | 2.55 | 0.00 | 0.00% | 0 | 108 | 0.89 | -0.89 | 0.12 | -0.01 | 11/15/2024 | 11/20/2024 4:00:05 PM EST |
| 33.00 | 1.90 | 5.30 | 4.00 | 0.00 | 0.00% | 0 | 0 | 0.99 | -0.96 | 0.05 | 0.00 | 10/11/2024 | 11/20/2024 4:00:05 PM EST |
| 34.00 | 2.15 | 6.30 | 4.36 | 0.00 | 0.00% | 0 | 0 | 1.08 | -0.99 | 0.02 | 0.00 | 11/14/2024 | 11/20/2024 4:00:05 PM EST |
| 35.00 | 3.10 | 7.30 | 6.30 | 0.00 | 0.00% | 0 | 2 | 1.17 | -1.00 | 0.00 | 0.00 | 8/26/2024 | 11/20/2024 4:00:05 PM EST |
| 36.00 | 4.90 | 7.40 | 7.30 | 0.00 | 0.00% | 0 | 0 | 0.95 | -1.00 | 0.00 | 0.00 | 8/26/2024 | 11/20/2024 4:00:05 PM EST |
| 37.00 | 5.10 | 9.30 | % | 0 | 0 | 1.32 | -1.00 | 0.00 | 0.00 | 11/20/2024 4:00:05 PM EST | |||
| 38.00 | 6.10 | 10.30 | % | 0 | 0 | 1.39 | -1.00 | 0.00 | 0.00 | 11/20/2024 4:00:05 PM EST |