ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1130 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 | 96.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 1243.95 | 96.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 1245.40 | 96.7 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 10 Mar | 1214.85 | 96.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 1214.55 | 96.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 1218.05 | 96.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 1215.70 | 96.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 1210.40 | 96.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 1206.20 | 96.7 | 0 | 0.00 | 0 | 1 | 0 | |||
| 28 Feb | 1204.10 | 96.7 | -47.2 | 37.02 | 1 | 0 | 0 | |||
| 27 Feb | 1222.45 | 143.9 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1224.15 | 143.9 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1224.15 | 143.9 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1218.35 | 143.9 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 1232.95 | 143.9 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 1249.95 | 143.9 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 1261.65 | 143.9 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 1243.05 | 143.9 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 1251.15 | 143.9 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 1248.90 | 143.9 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 1251.80 | 143.9 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 1268.20 | 143.9 | 0 | - | 0 | 0 | 0 | |||
For Icici Bank Ltd. - strike price 1130 expiring on 27MAR2025
Delta for 1130 CE is 0.00
Historical price for 1130 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 96.7, 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 96.7, 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 96.7, 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 96.7, 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 96.7, 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 96.7, 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 96.7, 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 96.7, 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 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 96.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 96.7, which was -47.2 lower than the previous day. The implied volatity was 37.02, 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 143.9, 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 143.9, 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 143.9, 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 143.9, 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 143.9, 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 143.9, 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 143.9, 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 143.9, 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 143.9, 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 143.9, 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 143.9, 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 143.9, 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 1130 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.12
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1250.05 | 0.5 | -0.15 | 26.29 | 70 | -37 | 299 |
| 12 Mar | 1243.95 | 0.65 | -0.2 | 25.84 | 80 | -1 | 333 |
| 11 Mar | 1245.40 | 0.75 | -0.6 | 25.64 | 385 | -95 | 331 |
| 10 Mar | 1214.85 | 1.35 | -0.05 | 22.10 | 467 | 13 | 426 |
| 7 Mar | 1214.55 | 1.45 | -0.35 | 20.96 | 460 | -82 | 413 |
| 6 Mar | 1218.05 | 1.8 | -0.25 | 22.63 | 203 | -36 | 495 |
| 5 Mar | 1215.70 | 2.1 | -0.5 | 22.13 | 526 | 161 | 539 |
| 4 Mar | 1210.40 | 2.5 | -1.35 | 22.24 | 355 | 57 | 379 |
| 3 Mar | 1206.20 | 3.65 | -1.45 | 23.36 | 710 | 115 | 326 |
| 28 Feb | 1204.10 | 5.4 | 1.35 | 23.51 | 781 | -66 | 215 |
| 27 Feb | 1222.45 | 4.35 | 0.65 | 24.95 | 274 | -39 | 281 |
| 26 Feb | 1224.15 | 3.8 | -0.45 | 24.25 | 251 | 121 | 317 |
| 25 Feb | 1224.15 | 3.8 | -0.45 | 24.25 | 251 | 118 | 317 |
| 24 Feb | 1218.35 | 4.15 | -0.15 | 23.52 | 191 | 72 | 199 |
| 21 Feb | 1232.95 | 4.3 | 0.65 | 24.71 | 115 | -15 | 127 |
| 20 Feb | 1249.95 | 3.65 | -0.5 | 25.65 | 35 | 8 | 143 |
| 19 Feb | 1261.65 | 4.15 | 0.05 | 28.01 | 137 | 126 | 127 |
| 18 Feb | 1243.05 | 4.1 | -1.6 | 25.02 | 1 | 0 | 0 |
| 17 Feb | 1251.15 | 5.7 | 0 | 9.07 | 0 | 0 | 0 |
| 13 Feb | 1248.90 | 5.7 | 0 | 8.58 | 0 | 0 | 0 |
| 12 Feb | 1251.80 | 5.7 | 0 | 8.74 | 0 | 0 | 0 |
| 4 Feb | 1268.20 | 5.7 | 0 | 8.93 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1130 expiring on 27MAR2025
Delta for 1130 PE is -0.02
Historical price for 1130 PE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 26.29, the open interest changed by -37 which decreased total open position to 299
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 25.84, the open interest changed by -1 which decreased total open position to 333
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 0.75, which was -0.6 lower than the previous day. The implied volatity was 25.64, the open interest changed by -95 which decreased total open position to 331
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 22.10, the open interest changed by 13 which increased total open position to 426
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 20.96, the open interest changed by -82 which decreased total open position to 413
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 22.63, the open interest changed by -36 which decreased total open position to 495
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 2.1, which was -0.5 lower than the previous day. The implied volatity was 22.13, the open interest changed by 161 which increased total open position to 539
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 2.5, which was -1.35 lower than the previous day. The implied volatity was 22.24, the open interest changed by 57 which increased total open position to 379
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 3.65, which was -1.45 lower than the previous day. The implied volatity was 23.36, the open interest changed by 115 which increased total open position to 326
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 5.4, which was 1.35 higher than the previous day. The implied volatity was 23.51, the open interest changed by -66 which decreased total open position to 215
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 4.35, which was 0.65 higher than the previous day. The implied volatity was 24.95, the open interest changed by -39 which decreased total open position to 281
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 3.8, which was -0.45 lower than the previous day. The implied volatity was 24.25, the open interest changed by 121 which increased total open position to 317
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 3.8, which was -0.45 lower than the previous day. The implied volatity was 24.25, the open interest changed by 118 which increased total open position to 317
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 4.15, which was -0.15 lower than the previous day. The implied volatity was 23.52, the open interest changed by 72 which increased total open position to 199
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 4.3, which was 0.65 higher than the previous day. The implied volatity was 24.71, the open interest changed by -15 which decreased total open position to 127
On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 3.65, which was -0.5 lower than the previous day. The implied volatity was 25.65, the open interest changed by 8 which increased total open position to 143
On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 4.15, which was 0.05 higher than the previous day. The implied volatity was 28.01, the open interest changed by 126 which increased total open position to 127
On 18 Feb ICICIBANK was trading at 1243.05. The strike last trading price was 4.1, which was -1.6 lower than the previous day. The implied volatity was 25.02, 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 5.7, which was 0 lower than the previous day. The implied volatity was 9.07, 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 5.7, which was 0 lower than the previous day. The implied volatity was 8.58, 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 5.7, which was 0 lower than the previous day. The implied volatity was 8.74, 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 5.7, which was 0 lower than the previous day. The implied volatity was 8.93, the open interest changed by 0 which decreased total open position to 0
