ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1080 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 | 141 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 1243.95 | 141 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 1245.40 | 141 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 1214.85 | 141 | 6 | 39.01 | 1 | 1 | 1 | |||
| 7 Mar | 1214.55 | 135 | -104.65 | - | 1 | 0 | 0 | |||
| 6 Mar | 1218.05 | 239.65 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1215.70 | 239.65 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 1210.40 | 239.65 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1206.20 | 239.65 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1204.10 | 239.65 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 1222.45 | 239.65 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1224.15 | 239.65 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1224.15 | 239.65 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1218.35 | 239.65 | 0 | - | 0 | 0 | 0 | |||
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| 21 Feb | 1232.95 | 239.65 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 1249.95 | 239.65 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 1261.65 | 239.65 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 1251.15 | 239.65 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 1268.20 | 0 | 0 | - | 0 | 0 | 0 | |||
For Icici Bank Ltd. - strike price 1080 expiring on 27MAR2025
Delta for 1080 CE is 0.00
Historical price for 1080 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 141, 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 141, 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 141, 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 141, which was 6 higher than the previous day. The implied volatity was 39.01, the open interest changed by 1 which increased total open position to 1
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 135, which was -104.65 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 239.65, 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 239.65, 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 239.65, 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 239.65, 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 239.65, 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 239.65, 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 239.65, 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 239.65, 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 239.65, 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 239.65, 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 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 239.65, 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 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 239.65, 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 239.65, 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 Feb ICICIBANK was trading at 1268.20. The strike last trading price was 0, 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 1080 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.06
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 | 32.86 | 33 | -14 | 779 |
| 12 Mar | 1243.95 | 0.25 | -0.05 | 30.67 | 24 | -1 | 795 |
| 11 Mar | 1245.40 | 0.3 | -0.05 | 30.83 | 70 | -35 | 797 |
| 10 Mar | 1214.85 | 0.35 | 0 | 25.92 | 28 | -12 | 832 |
| 7 Mar | 1214.55 | 0.35 | -0.05 | 24.10 | 76 | -1 | 844 |
| 6 Mar | 1218.05 | 0.4 | 0 | 24.82 | 77 | -19 | 845 |
| 5 Mar | 1215.70 | 0.4 | -0.1 | 23.73 | 164 | 14 | 873 |
| 4 Mar | 1210.40 | 0.5 | -0.45 | 23.73 | 149 | -7 | 861 |
| 3 Mar | 1206.20 | 0.9 | -0.65 | 25.01 | 773 | 323 | 868 |
| 28 Feb | 1204.10 | 1.7 | -0.1 | 25.60 | 1,292 | 180 | 552 |
| 27 Feb | 1222.45 | 1.95 | 0.35 | 28.65 | 222 | 52 | 372 |
| 26 Feb | 1224.15 | 1.6 | -0.3 | 27.47 | 128 | 90 | 320 |
| 25 Feb | 1224.15 | 1.6 | -0.3 | 27.47 | 128 | 90 | 320 |
| 24 Feb | 1218.35 | 1.85 | 0.55 | 27.04 | 382 | 23 | 226 |
| 21 Feb | 1232.95 | 1.3 | -0.7 | 25.73 | 194 | -72 | 203 |
| 20 Feb | 1249.95 | 2 | 0.25 | 29.55 | 81 | 15 | 275 |
| 19 Feb | 1261.65 | 1.75 | -0.1 | 29.99 | 325 | 260 | 261 |
| 17 Feb | 1251.15 | 1.85 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Feb | 1268.20 | 2.25 | -0.55 | 27.50 | 3 | 1 | 1 |
For Icici Bank Ltd. - strike price 1080 expiring on 27MAR2025
Delta for 1080 PE is -0.01
Historical price for 1080 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 32.86, the open interest changed by -14 which decreased total open position to 779
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 30.67, the open interest changed by -1 which decreased total open position to 795
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 30.83, the open interest changed by -35 which decreased total open position to 797
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 25.92, the open interest changed by -12 which decreased total open position to 832
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 24.10, the open interest changed by -1 which decreased total open position to 844
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 24.82, the open interest changed by -19 which decreased total open position to 845
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 23.73, the open interest changed by 14 which increased total open position to 873
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 0.5, which was -0.45 lower than the previous day. The implied volatity was 23.73, the open interest changed by -7 which decreased total open position to 861
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 0.9, which was -0.65 lower than the previous day. The implied volatity was 25.01, the open interest changed by 323 which increased total open position to 868
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 1.7, which was -0.1 lower than the previous day. The implied volatity was 25.60, the open interest changed by 180 which increased total open position to 552
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 1.95, which was 0.35 higher than the previous day. The implied volatity was 28.65, the open interest changed by 52 which increased total open position to 372
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 1.6, which was -0.3 lower than the previous day. The implied volatity was 27.47, the open interest changed by 90 which increased total open position to 320
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 1.6, which was -0.3 lower than the previous day. The implied volatity was 27.47, the open interest changed by 90 which increased total open position to 320
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 1.85, which was 0.55 higher than the previous day. The implied volatity was 27.04, the open interest changed by 23 which increased total open position to 226
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 1.3, which was -0.7 lower than the previous day. The implied volatity was 25.73, the open interest changed by -72 which decreased total open position to 203
On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 2, which was 0.25 higher than the previous day. The implied volatity was 29.55, the open interest changed by 15 which increased total open position to 275
On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 1.75, which was -0.1 lower than the previous day. The implied volatity was 29.99, the open interest changed by 260 which increased total open position to 261
On 17 Feb ICICIBANK was trading at 1251.15. The strike last trading price was 1.85, 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 Feb ICICIBANK was trading at 1268.20. The strike last trading price was 2.25, which was -0.55 lower than the previous day. The implied volatity was 27.50, the open interest changed by 1 which increased total open position to 1
