ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1040 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1250.05 | 277.4 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 1243.95 | 277.4 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 1245.40 | 277.4 | 0 | - | 0 | 0 | 0 | |||
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| 10 Mar | 1214.85 | 277.4 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1214.55 | 277.4 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1218.05 | 277.4 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1215.70 | 277.4 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 1210.40 | 277.4 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1206.20 | 277.4 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1204.10 | 277.4 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 1222.45 | 277.4 | 0 | - | 0 | 0 | 0 | |||
For Icici Bank Ltd. - strike price 1040 expiring on 27MAR2025
Delta for 1040 CE is -
Historical price for 1040 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 277.4, 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 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 277.4, 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 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 277.4, 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 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 277.4, 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 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 277.4, 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 277.4, 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 277.4, 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 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 277.4, 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 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 277.4, 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 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 277.4, 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 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 277.4, 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 1040 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 0.15 | 0 | 0.00 | 0 | -2 | 0 |
| 12 Mar | 1243.95 | 0.15 | -0.15 | 35.40 | 4 | -1 | 45 |
| 11 Mar | 1245.40 | 0.3 | 0.15 | 37.86 | 24 | 16 | 46 |
| 10 Mar | 1214.85 | 0.15 | -0.2 | 29.58 | 7 | 5 | 35 |
| 7 Mar | 1214.55 | 0.35 | -0.1 | 30.56 | 27 | -17 | 30 |
| 6 Mar | 1218.05 | 0.45 | 0 | 31.70 | 1 | 0 | 46 |
| 5 Mar | 1215.70 | 0.45 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 1210.40 | 0.45 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 1206.20 | 0.45 | -0.4 | 28.38 | 11 | 1 | 46 |
| 28 Feb | 1204.10 | 0.95 | -0.05 | 29.15 | 64 | 34 | 45 |
| 27 Feb | 1222.45 | 1 | -0.25 | 31.33 | 13 | 11 | 11 |
For Icici Bank Ltd. - strike price 1040 expiring on 27MAR2025
Delta for 1040 PE is 0.00
Historical price for 1040 PE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 35.40, the open interest changed by -1 which decreased total open position to 45
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 37.86, the open interest changed by 16 which increased total open position to 46
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 0.15, which was -0.2 lower than the previous day. The implied volatity was 29.58, the open interest changed by 5 which increased total open position to 35
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 30.56, the open interest changed by -17 which decreased total open position to 30
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 31.70, the open interest changed by 0 which decreased total open position to 46
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 0.45, 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 0.45, 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 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 0.45, which was -0.4 lower than the previous day. The implied volatity was 28.38, the open interest changed by 1 which increased total open position to 46
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 29.15, the open interest changed by 34 which increased total open position to 45
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 31.33, the open interest changed by 11 which increased total open position to 11
