ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1110 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 | 161.7 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 1243.95 | 161.7 | 0 | - | 0 | 0 | 0 | |||
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| 11 Mar | 1245.40 | 161.7 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 1214.85 | 161.7 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1214.55 | 161.7 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 1218.05 | 161.7 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1215.70 | 161.7 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 1210.40 | 161.7 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1206.20 | 161.7 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1204.10 | 161.7 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 1222.45 | 161.7 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1224.15 | 161.7 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1224.15 | 161.7 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1218.35 | 161.7 | 0 | - | 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 | |||
| 18 Feb | 1243.05 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Feb | 1251.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Feb | 1248.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Feb | 1268.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Icici Bank Ltd. - strike price 1110 expiring on 27MAR2025
Delta for 1110 CE is -
Historical price for 1110 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 161.7, 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 161.7, 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 161.7, 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 161.7, 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 161.7, 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 161.7, 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 161.7, 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 161.7, 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 161.7, 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 161.7, 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 161.7, 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 161.7, 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 161.7, 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 161.7, 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 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 18 Feb ICICIBANK was trading at 1243.05. 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 13 Feb ICICIBANK was trading at 1248.90. 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 1110 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.09
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1250.05 | 0.35 | -0.1 | 28.60 | 28 | -4 | 327 |
| 12 Mar | 1243.95 | 0.55 | 0.05 | 28.90 | 79 | 22 | 331 |
| 11 Mar | 1245.40 | 0.45 | -0.25 | 27.15 | 84 | -2 | 311 |
| 10 Mar | 1214.85 | 0.65 | -0.05 | 22.89 | 189 | -38 | 314 |
| 7 Mar | 1214.55 | 0.7 | -0.15 | 21.61 | 155 | -26 | 352 |
| 6 Mar | 1218.05 | 0.85 | -0.25 | 22.85 | 123 | -45 | 379 |
| 5 Mar | 1215.70 | 1.05 | -0.5 | 22.52 | 296 | 45 | 423 |
| 4 Mar | 1210.40 | 1.55 | -0.85 | 23.49 | 349 | 52 | 384 |
| 3 Mar | 1206.20 | 2.25 | -1.05 | 24.32 | 342 | 101 | 334 |
| 28 Feb | 1204.10 | 3.6 | 0.75 | 24.63 | 303 | 96 | 240 |
| 27 Feb | 1222.45 | 2.95 | -0.8 | 26.03 | 182 | 144 | 144 |
| 26 Feb | 1224.15 | 3.75 | 0 | 9.64 | 0 | 0 | 0 |
| 25 Feb | 1224.15 | 3.75 | 0 | 9.64 | 0 | 0 | 0 |
| 24 Feb | 1218.35 | 3.75 | 0 | 9.14 | 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 |
| 18 Feb | 1243.05 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 1251.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Feb | 1248.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Feb | 1268.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1110 expiring on 27MAR2025
Delta for 1110 PE is -0.01
Historical price for 1110 PE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 28.60, the open interest changed by -4 which decreased total open position to 327
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 28.90, the open interest changed by 22 which increased total open position to 331
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 27.15, the open interest changed by -2 which decreased total open position to 311
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 22.89, the open interest changed by -38 which decreased total open position to 314
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 21.61, the open interest changed by -26 which decreased total open position to 352
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 22.85, the open interest changed by -45 which decreased total open position to 379
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 1.05, which was -0.5 lower than the previous day. The implied volatity was 22.52, the open interest changed by 45 which increased total open position to 423
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 1.55, which was -0.85 lower than the previous day. The implied volatity was 23.49, the open interest changed by 52 which increased total open position to 384
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 2.25, which was -1.05 lower than the previous day. The implied volatity was 24.32, the open interest changed by 101 which increased total open position to 334
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 3.6, which was 0.75 higher than the previous day. The implied volatity was 24.63, the open interest changed by 96 which increased total open position to 240
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 2.95, which was -0.8 lower than the previous day. The implied volatity was 26.03, the open interest changed by 144 which increased total open position to 144
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 9.64, 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 3.75, which was 0 lower than the previous day. The implied volatity was 9.64, 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 3.75, which was 0 lower than the previous day. The implied volatity was 9.14, 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 18 Feb ICICIBANK was trading at 1243.05. 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 13 Feb ICICIBANK was trading at 1248.90. 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
