ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1060 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 | 258.4 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 1243.95 | 258.4 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 1245.40 | 258.4 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 1214.85 | 258.4 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1214.55 | 258.4 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1218.05 | 258.4 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1215.70 | 258.4 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 1210.40 | 258.4 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1206.20 | 258.4 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1204.10 | 258.4 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 1222.45 | 258.4 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1224.15 | 258.4 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1224.15 | 258.4 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1218.35 | 258.4 | 0 | - | 0 | 0 | 0 | |||
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| 21 Feb | 1232.95 | 258.4 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 1251.15 | 258.4 | 0 | - | 0 | 0 | 0 | |||
For Icici Bank Ltd. - strike price 1060 expiring on 27MAR2025
Delta for 1060 CE is -
Historical price for 1060 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 258.4, 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 258.4, 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 258.4, 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 258.4, 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 258.4, 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 258.4, 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 258.4, 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 258.4, 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 258.4, 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 258.4, 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 258.4, 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 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 258.4, 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 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 258.4, 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 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 258.4, 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 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 258.4, 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 17 Feb ICICIBANK was trading at 1251.15. The strike last trading price was 258.4, 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 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.05
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1250.05 | 0.2 | -0.05 | 35.46 | 3 | 0 | 418 |
| 12 Mar | 1243.95 | 0.25 | 0 | 0.00 | 0 | -2 | 0 |
| 11 Mar | 1245.40 | 0.25 | 0 | 33.54 | 21 | -2 | 418 |
| 10 Mar | 1214.85 | 0.25 | -0.05 | 28.09 | 34 | -7 | 421 |
| 7 Mar | 1214.55 | 0.3 | 0 | 26.71 | 12 | -3 | 428 |
| 6 Mar | 1218.05 | 0.3 | 0 | 26.95 | 47 | 6 | 431 |
| 5 Mar | 1215.70 | 0.3 | -0.1 | 25.76 | 43 | -4 | 425 |
| 4 Mar | 1210.40 | 0.4 | -0.25 | 26.10 | 134 | 19 | 429 |
| 3 Mar | 1206.20 | 0.6 | -0.3 | 26.48 | 190 | 27 | 411 |
| 28 Feb | 1204.10 | 0.9 | -0.55 | 25.79 | 409 | 233 | 384 |
| 27 Feb | 1222.45 | 1.45 | -0.05 | 30.21 | 34 | 12 | 151 |
| 26 Feb | 1224.15 | 1.5 | 0 | 30.21 | 2 | 2 | 138 |
| 25 Feb | 1224.15 | 1.5 | 0 | 30.21 | 2 | 1 | 138 |
| 24 Feb | 1218.35 | 1.5 | -0.1 | 28.98 | 154 | 130 | 136 |
| 21 Feb | 1232.95 | 1.6 | -0.35 | 29.64 | 2 | 0 | 4 |
| 17 Feb | 1251.15 | 1.95 | 0.05 | 31.53 | 5 | 4 | 4 |
For Icici Bank Ltd. - strike price 1060 expiring on 27MAR2025
Delta for 1060 PE is -0.01
Historical price for 1060 PE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 35.46, the open interest changed by 0 which decreased total open position to 418
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 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 33.54, the open interest changed by -2 which decreased total open position to 418
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 28.09, the open interest changed by -7 which decreased total open position to 421
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 26.71, the open interest changed by -3 which decreased total open position to 428
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 26.95, the open interest changed by 6 which increased total open position to 431
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 25.76, the open interest changed by -4 which decreased total open position to 425
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 26.10, the open interest changed by 19 which increased total open position to 429
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 26.48, the open interest changed by 27 which increased total open position to 411
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 0.9, which was -0.55 lower than the previous day. The implied volatity was 25.79, the open interest changed by 233 which increased total open position to 384
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 30.21, the open interest changed by 12 which increased total open position to 151
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 30.21, the open interest changed by 2 which increased total open position to 138
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 30.21, the open interest changed by 1 which increased total open position to 138
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 1.5, which was -0.1 lower than the previous day. The implied volatity was 28.98, the open interest changed by 130 which increased total open position to 136
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 1.6, which was -0.35 lower than the previous day. The implied volatity was 29.64, the open interest changed by 0 which decreased total open position to 4
On 17 Feb ICICIBANK was trading at 1251.15. The strike last trading price was 1.95, which was 0.05 higher than the previous day. The implied volatity was 31.53, the open interest changed by 4 which increased total open position to 4
