ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1120 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 | 98.6 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 12 Mar | 1243.95 | 98.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 1245.40 | 98.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 1214.85 | 98.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 1214.55 | 98.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 1218.05 | 98.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 1215.70 | 98.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 1210.40 | 98.6 | 0 | 0.00 | 0 | 4 | 0 | |||
| 3 Mar | 1206.20 | 98.6 | -104.7 | 23.17 | 5 | 3 | 3 | |||
| 28 Feb | 1204.10 | 203.3 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 1222.45 | 203.3 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1224.15 | 203.3 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1224.15 | 203.3 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1218.35 | 203.3 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 1232.95 | 203.3 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 1249.95 | 203.3 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 1261.65 | 203.3 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 1243.05 | 203.3 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 1251.15 | 203.3 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 1248.90 | 203.3 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 1251.80 | 203.3 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 1268.20 | 203.3 | 0 | - | 0 | 0 | 0 | |||
For Icici Bank Ltd. - strike price 1120 expiring on 27MAR2025
Delta for 1120 CE is 0.00
Historical price for 1120 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 98.6, 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 98.6, 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 98.6, 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 98.6, 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 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 98.6, 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 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 98.6, 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 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 98.6, 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 98.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 98.6, which was -104.7 lower than the previous day. The implied volatity was 23.17, the open interest changed by 3 which increased total open position to 3
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 203.3, 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 203.3, 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 203.3, 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 203.3, 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 203.3, 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 203.3, 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 203.3, 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 203.3, 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 18 Feb ICICIBANK was trading at 1243.05. The strike last trading price was 203.3, 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 203.3, 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 13 Feb ICICIBANK was trading at 1248.90. The strike last trading price was 203.3, 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 Feb ICICIBANK was trading at 1251.80. The strike last trading price was 203.3, 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 203.3, 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 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | -0.2 | 26.90 | 168 | -26 | 798 |
| 12 Mar | 1243.95 | 0.55 | -0.05 | 27.02 | 182 | -1 | 829 |
| 11 Mar | 1245.40 | 0.6 | -0.3 | 26.54 | 752 | -226 | 828 |
| 10 Mar | 1214.85 | 0.9 | -0.05 | 22.31 | 486 | -164 | 1,056 |
| 7 Mar | 1214.55 | 1 | -0.25 | 21.23 | 733 | 200 | 1,220 |
| 6 Mar | 1218.05 | 1.25 | -0.25 | 22.75 | 698 | 179 | 1,022 |
| 5 Mar | 1215.70 | 1.45 | -0.5 | 22.18 | 582 | 182 | 848 |
| 4 Mar | 1210.40 | 1.85 | -1.15 | 22.55 | 563 | 189 | 666 |
| 3 Mar | 1206.20 | 2.85 | -1.2 | 23.79 | 537 | 99 | 479 |
| 28 Feb | 1204.10 | 4.35 | 0.9 | 23.97 | 646 | -22 | 384 |
| 27 Feb | 1222.45 | 3.7 | 0.55 | 25.70 | 194 | 13 | 406 |
| 26 Feb | 1224.15 | 3.15 | -0.45 | 24.82 | 184 | 102 | 394 |
| 25 Feb | 1224.15 | 3.15 | -0.45 | 24.82 | 184 | 103 | 394 |
| 24 Feb | 1218.35 | 3.5 | -0.05 | 24.19 | 434 | 101 | 291 |
| 21 Feb | 1232.95 | 3.6 | 0.2 | 25.21 | 103 | -9 | 190 |
| 20 Feb | 1249.95 | 3.4 | 0 | 26.77 | 131 | 47 | 199 |
| 19 Feb | 1261.65 | 3.5 | -0.2 | 28.40 | 164 | 112 | 146 |
| 18 Feb | 1243.05 | 3.6 | 0.1 | 25.74 | 41 | 30 | 33 |
| 17 Feb | 1251.15 | 3.4 | -0.15 | 26.28 | 6 | 3 | 5 |
| 13 Feb | 1248.90 | 3.55 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Feb | 1251.80 | 3.55 | -0.1 | 25.33 | 1 | 0 | 2 |
| 4 Feb | 1268.20 | 5.7 | 0 | 9.46 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1120 expiring on 27MAR2025
Delta for 1120 PE is -0.01
Historical price for 1120 PE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 26.90, the open interest changed by -26 which decreased total open position to 798
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 27.02, the open interest changed by -1 which decreased total open position to 829
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 26.54, the open interest changed by -226 which decreased total open position to 828
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 22.31, the open interest changed by -164 which decreased total open position to 1056
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 21.23, the open interest changed by 200 which increased total open position to 1220
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 22.75, the open interest changed by 179 which increased total open position to 1022
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 1.45, which was -0.5 lower than the previous day. The implied volatity was 22.18, the open interest changed by 182 which increased total open position to 848
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 1.85, which was -1.15 lower than the previous day. The implied volatity was 22.55, the open interest changed by 189 which increased total open position to 666
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 2.85, which was -1.2 lower than the previous day. The implied volatity was 23.79, the open interest changed by 99 which increased total open position to 479
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 4.35, which was 0.9 higher than the previous day. The implied volatity was 23.97, the open interest changed by -22 which decreased total open position to 384
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 3.7, which was 0.55 higher than the previous day. The implied volatity was 25.70, the open interest changed by 13 which increased total open position to 406
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 3.15, which was -0.45 lower than the previous day. The implied volatity was 24.82, the open interest changed by 102 which increased total open position to 394
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 3.15, which was -0.45 lower than the previous day. The implied volatity was 24.82, the open interest changed by 103 which increased total open position to 394
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 3.5, which was -0.05 lower than the previous day. The implied volatity was 24.19, the open interest changed by 101 which increased total open position to 291
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 3.6, which was 0.2 higher than the previous day. The implied volatity was 25.21, the open interest changed by -9 which decreased total open position to 190
On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 3.4, which was 0 lower than the previous day. The implied volatity was 26.77, the open interest changed by 47 which increased total open position to 199
On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 3.5, which was -0.2 lower than the previous day. The implied volatity was 28.40, the open interest changed by 112 which increased total open position to 146
On 18 Feb ICICIBANK was trading at 1243.05. The strike last trading price was 3.6, which was 0.1 higher than the previous day. The implied volatity was 25.74, the open interest changed by 30 which increased total open position to 33
On 17 Feb ICICIBANK was trading at 1251.15. The strike last trading price was 3.4, which was -0.15 lower than the previous day. The implied volatity was 26.28, the open interest changed by 3 which increased total open position to 5
On 13 Feb ICICIBANK was trading at 1248.90. The strike last trading price was 3.55, 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 Feb ICICIBANK was trading at 1251.80. The strike last trading price was 3.55, which was -0.1 lower than the previous day. The implied volatity was 25.33, the open interest changed by 0 which decreased total open position to 2
On 4 Feb ICICIBANK was trading at 1268.20. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 9.46, the open interest changed by 0 which decreased total open position to 0
