ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||
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| 13 Mar | 1250.05 | 247 | 0 | 0.00 | 0 | 1 | 0 | |||
| 12 Mar | 1243.95 | 247 | -68.9 | 37.85 | 1 | 0 | 0 | |||
| 10 Mar | 1214.85 | 315.9 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1218.05 | 315.9 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1215.70 | 315.9 | 0 | - | 0 | 0 | 0 | |||
For Icici Bank Ltd. - strike price 1000 expiring on 27MAR2025
Delta for 1000 CE is 0.00
Historical price for 1000 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 247, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 247, which was -68.9 lower than the previous day. The implied volatity was 37.85, the open interest changed by 0 which decreased total open position to 0
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 315.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 315.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 315.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 27MAR2025 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.04
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1250.05 | 0.25 | 0 | 47.43 | 4 | 0 | 54 |
| 12 Mar | 1243.95 | 0.25 | 0 | 45.20 | 6 | -3 | 56 |
| 10 Mar | 1214.85 | 0.25 | 0.05 | 38.54 | 8 | 63 | 63 |
| 6 Mar | 1218.05 | 0.2 | -0.15 | 34.40 | 16 | 8 | 67 |
| 5 Mar | 1215.70 | 0.35 | -0.15 | 35.54 | 78 | 59 | 59 |
For Icici Bank Ltd. - strike price 1000 expiring on 27MAR2025
Delta for 1000 PE is -0.01
Historical price for 1000 PE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 47.43, the open interest changed by 0 which decreased total open position to 54
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 45.20, the open interest changed by -3 which decreased total open position to 56
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 38.54, the open interest changed by 63 which increased total open position to 63
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 34.40, the open interest changed by 8 which increased total open position to 67
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 35.54, the open interest changed by 59 which increased total open position to 59
