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IBN: Icici Bk Ltd - Options Greek Montage |
Enter Ticker:
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| Closing Date |
Closing Price |
One Day Return |
Ten Day Return |
One Month Historical |
Two Month Historical |
Three Month Historical |
| 11/24/2009 | $37.84 | -2.70% | -1.60% | 153.27% | 167.84% | 146.55% |
| Option Symbol (Call) |
Price (Call) |
Rho (Call) |
Vega (Call) |
Theta (Call) |
Gamma (Call) |
Delta (Call) |
Implied Volatility (Call) |
Strike |
Implied Volatility (Put) |
Delta (Put) |
Gamma (Put) |
Theta (Put) |
Vega (Put) |
Rho (Put) |
Price (Put) |
Option Symbol (Put) |
| IBN LA | $32.87 | 0.00 | 0.00 | 0.01 | 0.00 | 1.00 | N/A | 5 | 316% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.03 | IBN XA |
| IBN LU | $30.36 | 0.00 | 0.00 | 0.01 | 0.00 | 1.00 | N/A | 7.5 | 252% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.03 | IBN XU |
| IBN LB | $27.86 | 0.01 | 0.00 | 0.01 | 0.00 | 1.00 | N/A | 10 | 208% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.03 | IBN XB |
| IBN LV | $25.36 | 0.01 | 0.00 | 0.01 | 0.00 | 1.00 | N/A | 12.5 | 174% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.03 | IBN XV |
| IBN LC | $22.86 | 0.01 | 0.00 | 0.01 | 0.00 | 1.00 | N/A | 15 | 147% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.03 | IBN XC |
| IBN LW | $20.36 | 0.01 | 0.00 | 0.01 | 0.00 | 1.00 | N/A | 17.5 | 124% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.03 | IBN XW |
| IBN LZ | $17.86 | 0.01 | 0.00 | 0.01 | 0.00 | 1.00 | N/A | 20 | 104% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.03 | IBN XZ |
| IBN LX | $15.36 | 0.01 | 0.00 | 0.00 | 0.00 | 0.99 | N/A | 22.5 | 86% | -0.00 | 0.00 | -0.00 | 0.00 | 0.00 | $0.03 | IBN XX |
| IBN LY | $14.20 | 0.02 | 0.00 | 0.00 | 0.00 | 0.99 | 135% | 24 | 76% | -0.01 | 0.00 | -0.00 | 0.00 | 0.00 | $0.03 | IBN XY |
| IBN LE | $13.20 | 0.02 | 0.00 | 0.00 | 0.00 | 0.99 | 125% | 25 | 70% | -0.01 | 0.00 | -0.00 | 0.00 | 0.00 | $0.03 | IBN XE |
| IBN LD | $12.20 | 0.02 | 0.00 | 0.00 | 0.01 | 0.98 | 116% | 26 | 71% | -0.02 | 0.01 | -0.01 | 0.00 | 0.00 | $0.05 | IBN XD |
| IBN LJ | $11.05 | 0.02 | 0.01 | -0.00 | 0.01 | 0.97 | 97% | 27 | 65% | -0.03 | 0.01 | -0.01 | 0.01 | -0.00 | $0.05 | IBN XJ |
| IBN LK | $9.86 | 0.02 | 0.01 | -0.01 | 0.01 | 0.95 | 74% | 28 | 59% | -0.04 | 0.01 | -0.01 | 0.01 | -0.00 | $0.05 | IBN XK |
| IBN LL | $9.10 | 0.02 | 0.01 | -0.01 | 0.02 | 0.93 | 83% | 29 | 60% | -0.06 | 0.02 | -0.02 | 0.01 | -0.00 | $0.10 | IBN XL |
| IBN LF | $8.20 | 0.02 | 0.02 | -0.02 | 0.02 | 0.90 | 81% | 30 | 58% | -0.09 | 0.02 | -0.02 | 0.02 | -0.00 | $0.15 | IBN XF |
| IBN LM | $7.30 | 0.02 | 0.02 | -0.02 | 0.03 | 0.87 | 77% | 31 | 58% | -0.13 | 0.03 | -0.03 | 0.02 | -0.00 | $0.25 | IBN XM |
| IBN LN | $6.40 | 0.02 | 0.02 | -0.03 | 0.04 | 0.83 | 72% | 32 | 57% | -0.16 | 0.04 | -0.04 | 0.02 | -0.00 | $0.35 | IBN XN |
| IBN LO | $5.40 | 0.02 | 0.03 | -0.04 | 0.04 | 0.79 | 64% | 33 | 56% | -0.21 | 0.04 | -0.04 | 0.03 | -0.01 | $0.50 | IBN XO |
| IBN LP | $4.45 | 0.02 | 0.03 | -0.04 | 0.05 | 0.74 | 56% | 34 | 55% | -0.26 | 0.05 | -0.05 | 0.03 | -0.01 | $0.70 | IBN XP |
| IBN LG | $3.75 | 0.01 | 0.04 | -0.05 | 0.05 | 0.69 | 56% | 35 | 53% | -0.31 | 0.05 | -0.05 | 0.04 | -0.01 | $0.95 | IBN XG |
| ITZ LJ | $3.10 | 0.01 | 0.04 | -0.05 | 0.05 | 0.63 | 56% | 36 | 53% | -0.37 | 0.05 | -0.05 | 0.04 | -0.01 | $1.30 | ITZ XJ |
| ITZ LK | $2.47 | 0.01 | 0.04 | -0.05 | 0.06 | 0.57 | 54% | 37 | 51% | -0.42 | 0.06 | -0.06 | 0.04 | -0.01 | $1.67 | ITZ XK |
| ITZ LA | $1.92 | 0.01 | 0.04 | -0.05 | 0.06 | 0.52 | 52% | 38 | 51% | -0.48 | 0.06 | -0.06 | 0.04 | -0.01 | $2.17 | ITZ XA |
| ITZ LB | $1.48 | 0.01 | 0.04 | -0.05 | 0.06 | 0.46 | 51% | 39 | 49% | -0.53 | 0.06 | -0.06 | 0.04 | -0.02 | $2.67 | ITZ XB |
| ITZ LN | $1.10 | 0.01 | 0.04 | -0.05 | 0.05 | 0.41 | 51% | 40 | 49% | -0.59 | 0.05 | -0.06 | 0.04 | -0.02 | $3.35 | ITZ XN |
| ITZ LD | $0.80 | 0.01 | 0.04 | -0.05 | 0.05 | 0.36 | 50% | 41 | 48% | -0.64 | 0.05 | -0.06 | 0.04 | -0.02 | $4.05 | ITZ XD |
| ITZ LE | $0.55 | 0.01 | 0.04 | -0.05 | 0.05 | 0.31 | 48% | 42 | 45% | -0.69 | 0.05 | -0.05 | 0.04 | -0.02 | $4.75 | ITZ XE |
| ITZ LF | $0.38 | 0.01 | 0.03 | -0.04 | 0.05 | 0.27 | 48% | 43 | N/A | -0.73 | 0.05 | -0.05 | 0.03 | -0.02 | $5.25 | ITZ XF |
| ITZ LG | $0.30 | 0.00 | 0.03 | -0.04 | 0.04 | 0.23 | 50% | 44 | N/A | -0.77 | 0.04 | -0.05 | 0.03 | -0.03 | $6.30 | ITZ XG |
| ITZ LS | $0.20 | 0.00 | 0.03 | -0.04 | 0.04 | 0.19 | 49% | 45 | N/A | -0.80 | 0.04 | -0.04 | 0.03 | -0.03 | $7.18 | ITZ XS |
| ITZ LX | $0.05 | 0.00 | 0.01 | -0.02 | 0.02 | 0.08 | 54% | 50 | N/A | -0.92 | 0.02 | -0.03 | 0.01 | -0.03 | $12.19 | ITZ XX |
| ITZ LC | $0.03 | 0.00 | 0.01 | -0.01 | 0.01 | 0.03 | 62% | 55 | N/A | -0.97 | 0.01 | -0.01 | 0.01 | -0.04 | $17.18 | ITZ XC |
| ITZ LL | $0.03 | 0.00 | 0.00 | -0.00 | 0.00 | 0.01 | 74% | 60 | N/A | -0.99 | 0.00 | -0.01 | 0.00 | -0.04 | $22.20 | ITZ XL |
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