ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1140 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 | 78.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 1243.95 | 78.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 1245.40 | 78.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 1214.85 | 78.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 1214.55 | 78.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 1218.05 | 78.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 1215.70 | 78.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 1210.40 | 78.5 | 0 | 0.00 | 0 | 8 | 0 | |||
| 3 Mar | 1206.20 | 78.5 | -1.5 | 18.85 | 14 | 7 | 12 | |||
| 28 Feb | 1204.10 | 80 | -105.8 | 27.46 | 6 | 4 | 4 | |||
| 27 Feb | 1222.45 | 185.8 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1224.15 | 185.8 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1224.15 | 185.8 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1218.35 | 185.8 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 1232.95 | 185.8 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 1249.95 | 185.8 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 1261.65 | 185.8 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 1243.05 | 185.8 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 1251.15 | 185.8 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 1248.90 | 185.8 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 1251.80 | 185.8 | 0 | - | 0 | 0 | 0 | |||
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| 11 Feb | 1252.75 | 185.8 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 1267.70 | 185.8 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 1268.20 | 185.8 | 0 | - | 0 | 0 | 0 | |||
| 17 Jan | 1225.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 1238.25 | 0 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1140 expiring on 27MAR2025
Delta for 1140 CE is 0.00
Historical price for 1140 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 78.5, 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 78.5, 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 78.5, 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 78.5, 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 78.5, 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 78.5, 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 78.5, 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 78.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 78.5, which was -1.5 lower than the previous day. The implied volatity was 18.85, the open interest changed by 7 which increased total open position to 12
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 80, which was -105.8 lower than the previous day. The implied volatity was 27.46, the open interest changed by 4 which increased total open position to 4
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 185.8, 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 185.8, 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 185.8, 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 185.8, 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 185.8, 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 185.8, 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 185.8, 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 185.8, 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 185.8, 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 185.8, 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 185.8, 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 Feb ICICIBANK was trading at 1252.75. The strike last trading price was 185.8, 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 Feb ICICIBANK was trading at 1267.70. The strike last trading price was 185.8, 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 185.8, 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 Jan ICICIBANK was trading at 1225.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Jan ICICIBANK was trading at 1238.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 27MAR2025 1140 PE | |||||||
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Delta: -0.02
Vega: 0.13
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1250.05 | 0.5 | -0.35 | 24.38 | 544 | 107 | 959 |
| 12 Mar | 1243.95 | 0.85 | -0.15 | 25.11 | 281 | -4 | 852 |
| 11 Mar | 1245.40 | 1.05 | -0.9 | 25.25 | 922 | 48 | 861 |
| 10 Mar | 1214.85 | 1.95 | -0.15 | 21.80 | 620 | 184 | 820 |
| 7 Mar | 1214.55 | 2.1 | -0.4 | 20.75 | 485 | 14 | 636 |
| 6 Mar | 1218.05 | 2.4 | -0.4 | 22.19 | 618 | -100 | 622 |
| 5 Mar | 1215.70 | 2.9 | -0.65 | 21.92 | 546 | 59 | 728 |
| 4 Mar | 1210.40 | 3.45 | -1.45 | 22.13 | 708 | 16 | 673 |
| 3 Mar | 1206.20 | 4.65 | -1.6 | 22.92 | 1,184 | 271 | 658 |
| 28 Feb | 1204.10 | 6.6 | 1.6 | 22.95 | 1,043 | 147 | 386 |
| 27 Feb | 1222.45 | 5.2 | 0.8 | 24.31 | 220 | 28 | 239 |
| 26 Feb | 1224.15 | 4.45 | -0.55 | 23.49 | 111 | 23 | 210 |
| 25 Feb | 1224.15 | 4.45 | -0.55 | 23.49 | 111 | 22 | 210 |
| 24 Feb | 1218.35 | 5 | 0.15 | 22.95 | 341 | 119 | 189 |
| 21 Feb | 1232.95 | 4.85 | 0.4 | 23.82 | 133 | -10 | 69 |
| 20 Feb | 1249.95 | 4.45 | 0 | 25.34 | 3 | 1 | 78 |
| 19 Feb | 1261.65 | 4.6 | 0.65 | 27.16 | 80 | 64 | 77 |
| 18 Feb | 1243.05 | 3.95 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 1251.15 | 3.95 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Feb | 1248.90 | 3.95 | -0.05 | 22.78 | 1 | 0 | 12 |
| 12 Feb | 1251.80 | 4 | 0 | 23.19 | 1 | 0 | 11 |
| 11 Feb | 1252.75 | 4 | -0.75 | 22.46 | 1 | 0 | 10 |
| 5 Feb | 1267.70 | 4.75 | 1.5 | 24.61 | 9 | 0 | 2 |
| 4 Feb | 1268.20 | 3.25 | -4.6 | 22.07 | 2 | 1 | 1 |
| 17 Jan | 1225.45 | 0 | 0.00 | 5.68 | 0 | 0 | 0 |
| 15 Jan | 1238.25 | 0 | 6.25 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1140 expiring on 27MAR2025
Delta for 1140 PE is -0.02
Historical price for 1140 PE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 24.38, the open interest changed by 107 which increased total open position to 959
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 25.11, the open interest changed by -4 which decreased total open position to 852
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 1.05, which was -0.9 lower than the previous day. The implied volatity was 25.25, the open interest changed by 48 which increased total open position to 861
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 1.95, which was -0.15 lower than the previous day. The implied volatity was 21.80, the open interest changed by 184 which increased total open position to 820
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 2.1, which was -0.4 lower than the previous day. The implied volatity was 20.75, the open interest changed by 14 which increased total open position to 636
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 2.4, which was -0.4 lower than the previous day. The implied volatity was 22.19, the open interest changed by -100 which decreased total open position to 622
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 2.9, which was -0.65 lower than the previous day. The implied volatity was 21.92, the open interest changed by 59 which increased total open position to 728
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 3.45, which was -1.45 lower than the previous day. The implied volatity was 22.13, the open interest changed by 16 which increased total open position to 673
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 4.65, which was -1.6 lower than the previous day. The implied volatity was 22.92, the open interest changed by 271 which increased total open position to 658
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 6.6, which was 1.6 higher than the previous day. The implied volatity was 22.95, the open interest changed by 147 which increased total open position to 386
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 5.2, which was 0.8 higher than the previous day. The implied volatity was 24.31, the open interest changed by 28 which increased total open position to 239
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 4.45, which was -0.55 lower than the previous day. The implied volatity was 23.49, the open interest changed by 23 which increased total open position to 210
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 4.45, which was -0.55 lower than the previous day. The implied volatity was 23.49, the open interest changed by 22 which increased total open position to 210
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 5, which was 0.15 higher than the previous day. The implied volatity was 22.95, the open interest changed by 119 which increased total open position to 189
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 4.85, which was 0.4 higher than the previous day. The implied volatity was 23.82, the open interest changed by -10 which decreased total open position to 69
On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 4.45, which was 0 lower than the previous day. The implied volatity was 25.34, the open interest changed by 1 which increased total open position to 78
On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 4.6, which was 0.65 higher than the previous day. The implied volatity was 27.16, the open interest changed by 64 which increased total open position to 77
On 18 Feb ICICIBANK was trading at 1243.05. The strike last trading price was 3.95, 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 3.95, 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 3.95, which was -0.05 lower than the previous day. The implied volatity was 22.78, the open interest changed by 0 which decreased total open position to 12
On 12 Feb ICICIBANK was trading at 1251.80. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 23.19, the open interest changed by 0 which decreased total open position to 11
On 11 Feb ICICIBANK was trading at 1252.75. The strike last trading price was 4, which was -0.75 lower than the previous day. The implied volatity was 22.46, the open interest changed by 0 which decreased total open position to 10
On 5 Feb ICICIBANK was trading at 1267.70. The strike last trading price was 4.75, which was 1.5 higher than the previous day. The implied volatity was 24.61, 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 3.25, which was -4.6 lower than the previous day. The implied volatity was 22.07, the open interest changed by 1 which increased total open position to 1
On 17 Jan ICICIBANK was trading at 1225.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0
On 15 Jan ICICIBANK was trading at 1238.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 6.25, the open interest changed by 0 which decreased total open position to 0
