ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1020 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 | |||
| 13 Mar | 1250.05 | 196.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 1243.95 | 196.5 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 11 Mar | 1245.40 | 196.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 1214.85 | 196.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 1218.05 | 196.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 1215.70 | 196.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 1210.40 | 196.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 1206.20 | 196.5 | -100.1 | 44.09 | 3 | 1 | 1 | |||
For Icici Bank Ltd. - strike price 1020 expiring on 27MAR2025
Delta for 1020 CE is 0.00
Historical price for 1020 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 196.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 196.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 196.5, which was 0 lower than the previous day. The implied volatity was 0.00, 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 196.5, which was 0 lower than the previous day. The implied volatity was 0.00, 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 196.5, which was 0 lower than the previous day. The implied volatity was 0.00, 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 196.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 196.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 196.5, which was -100.1 lower than the previous day. The implied volatity was 44.09, the open interest changed by 1 which increased total open position to 1
| ICICIBANK 27MAR2025 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 13 Mar | 1250.05 | 0.25 | 0 | 0.00 | 0 | -1 | 0 |
| 12 Mar | 1243.95 | 0.25 | -0.05 | 41.58 | 1 | 0 | 66 |
| 11 Mar | 1245.40 | 0.3 | 0 | 41.34 | 10 | -1 | 66 |
| 10 Mar | 1214.85 | 0.3 | -0.05 | 35.81 | 9 | 71 | 71 |
| 6 Mar | 1218.05 | 0.35 | 0 | 0.00 | 0 | 18 | 0 |
| 5 Mar | 1215.70 | 0.35 | -0.05 | 32.25 | 19 | 17 | 72 |
| 4 Mar | 1210.40 | 0.4 | -0.6 | 32.05 | 49 | 48 | 54 |
| 3 Mar | 1206.20 | 1 | 0.2 | 35.35 | 6 | 4 | 4 |
For Icici Bank Ltd. - strike price 1020 expiring on 27MAR2025
Delta for 1020 PE is 0.00
Historical price for 1020 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 0.00, the open interest changed by -1 which decreased total open position to 0
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 41.58, the open interest changed by 0 which decreased total open position to 66
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 41.34, the open interest changed by -1 which decreased total open position to 66
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 35.81, the open interest changed by 71 which increased total open position to 71
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 32.25, the open interest changed by 17 which increased total open position to 72
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 0.4, which was -0.6 lower than the previous day. The implied volatity was 32.05, the open interest changed by 48 which increased total open position to 54
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 1, which was 0.2 higher than the previous day. The implied volatity was 35.35, the open interest changed by 4 which increased total open position to 4
