ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1090 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 | 180.1 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 1243.95 | 180.1 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 1245.40 | 180.1 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 1214.85 | 180.1 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1214.55 | 180.1 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1218.05 | 180.1 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1215.70 | 180.1 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 1210.40 | 180.1 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1206.20 | 180.1 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1204.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Feb | 1222.45 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Feb | 1224.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Feb | 1224.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Feb | 1218.35 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Feb | 1232.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Feb | 1249.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Feb | 1261.65 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 17 Feb | 1251.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Feb | 1268.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Icici Bank Ltd. - strike price 1090 expiring on 27MAR2025
Delta for 1090 CE is -
Historical price for 1090 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 180.1, 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 180.1, 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 180.1, 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 180.1, 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 180.1, 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 180.1, 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 180.1, 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 180.1, 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 180.1, 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 0, 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 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 0, 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 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 0, 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 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 0, 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 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 0, 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 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 0, 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 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 0, 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 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 0, 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 17 Feb ICICIBANK was trading at 1251.15. The strike last trading price was 0, 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 0, 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
| ICICIBANK 27MAR2025 1090 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.09
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1250.05 | 0.45 | -0.05 | 33.56 | 1 | 0 | 382 |
| 12 Mar | 1243.95 | 0.5 | 0.05 | 32.20 | 24 | 16 | 382 |
| 11 Mar | 1245.40 | 0.45 | 0 | 30.90 | 26 | 3 | 367 |
| 10 Mar | 1214.85 | 0.45 | 0 | 25.48 | 12 | -7 | 364 |
| 7 Mar | 1214.55 | 0.45 | -0.1 | 23.36 | 116 | -12 | 371 |
| 6 Mar | 1218.05 | 0.55 | -0.05 | 24.47 | 69 | 8 | 387 |
| 5 Mar | 1215.70 | 0.6 | -0.35 | 23.61 | 57 | 19 | 385 |
| 4 Mar | 1210.40 | 0.95 | -0.35 | 24.83 | 69 | 28 | 371 |
| 3 Mar | 1206.20 | 1.2 | -1.2 | 24.65 | 944 | 344 | 344 |
| 28 Feb | 1204.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Feb | 1222.45 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Feb | 1224.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Feb | 1224.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Feb | 1218.35 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Feb | 1232.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 1249.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 1261.65 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 1251.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Feb | 1268.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1090 expiring on 27MAR2025
Delta for 1090 PE is -0.02
Historical price for 1090 PE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 33.56, the open interest changed by 0 which decreased total open position to 382
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 32.20, the open interest changed by 16 which increased total open position to 382
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 30.90, the open interest changed by 3 which increased total open position to 367
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 25.48, the open interest changed by -7 which decreased total open position to 364
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 23.36, the open interest changed by -12 which decreased total open position to 371
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 24.47, the open interest changed by 8 which increased total open position to 387
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 23.61, the open interest changed by 19 which increased total open position to 385
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 24.83, the open interest changed by 28 which increased total open position to 371
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 1.2, which was -1.2 lower than the previous day. The implied volatity was 24.65, the open interest changed by 344 which increased total open position to 344
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 0, 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 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 0, 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 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 0, 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 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 0, 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 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 0, 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 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 0, 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 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 0, 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 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 0, 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 17 Feb ICICIBANK was trading at 1251.15. The strike last trading price was 0, 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 0, 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
