ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.22
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1250.05 | 105 | 5.8 | 25.99 | 4 | -2 | 82 | |||
| 12 Mar | 1243.95 | 99.2 | 0 | 0.00 | 0 | 4 | 0 | |||
| 11 Mar | 1245.40 | 99.2 | 30.7 | 13.78 | 24 | 5 | 85 | |||
| 10 Mar | 1214.85 | 68.5 | -2.3 | 14.43 | 16 | -4 | 79 | |||
| 7 Mar | 1214.55 | 70.8 | -3.6 | 16.12 | 36 | -1 | 83 | |||
| 6 Mar | 1218.05 | 75.4 | 2.05 | - | 60 | -2 | 84 | |||
| 5 Mar | 1215.70 | 73.35 | 3.05 | 16.66 | 30 | 5 | 85 | |||
| 4 Mar | 1210.40 | 70.95 | 1.9 | 14.52 | 84 | -19 | 81 | |||
| 3 Mar | 1206.20 | 69.05 | 0.25 | 17.82 | 14 | 0 | 98 | |||
| 28 Feb | 1204.10 | 67.55 | -20.75 | 22.31 | 58 | 99 | 99 | |||
| 27 Feb | 1222.45 | 88.3 | 0 | 0.00 | 0 | 68 | 0 | |||
| 26 Feb | 1224.15 | 88.3 | 9.3 | 19.51 | 75 | 68 | 83 | |||
| 25 Feb | 1224.15 | 88.3 | 9.3 | 19.51 | 75 | 62 | 83 | |||
| 24 Feb | 1218.35 | 79 | -17.25 | - | 5 | 2 | 20 | |||
| 21 Feb | 1232.95 | 96.25 | -16.75 | 20.25 | 9 | 4 | 18 | |||
| 20 Feb | 1249.95 | 113 | 0.5 | 22.82 | 6 | 5 | 13 | |||
| 19 Feb | 1261.65 | 112.5 | 8.25 | - | 1 | 0 | 8 | |||
| 18 Feb | 1243.05 | 104.25 | -0.75 | 11.25 | 1 | 0 | 7 | |||
| 17 Feb | 1251.15 | 105 | -15 | - | 2 | 1 | 7 | |||
| 13 Feb | 1248.90 | 120 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Feb | 1251.80 | 120 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Feb | 1252.75 | 120 | 0 | 0.00 | 0 | 5 | 0 | |||
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| 10 Feb | 1262.60 | 120 | -10 | - | 6 | 4 | 5 | |||
| 5 Feb | 1267.70 | 126.8 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 1268.20 | 126.8 | 0 | - | 0 | 0 | 0 | |||
For Icici Bank Ltd. - strike price 1150 expiring on 27MAR2025
Delta for 1150 CE is 0.96
Historical price for 1150 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 105, which was 5.8 higher than the previous day. The implied volatity was 25.99, the open interest changed by -2 which decreased total open position to 82
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 99.2, 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 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 99.2, which was 30.7 higher than the previous day. The implied volatity was 13.78, the open interest changed by 5 which increased total open position to 85
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 68.5, which was -2.3 lower than the previous day. The implied volatity was 14.43, the open interest changed by -4 which decreased total open position to 79
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 70.8, which was -3.6 lower than the previous day. The implied volatity was 16.12, the open interest changed by -1 which decreased total open position to 83
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 75.4, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 84
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 73.35, which was 3.05 higher than the previous day. The implied volatity was 16.66, the open interest changed by 5 which increased total open position to 85
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 70.95, which was 1.9 higher than the previous day. The implied volatity was 14.52, the open interest changed by -19 which decreased total open position to 81
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 69.05, which was 0.25 higher than the previous day. The implied volatity was 17.82, the open interest changed by 0 which decreased total open position to 98
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 67.55, which was -20.75 lower than the previous day. The implied volatity was 22.31, the open interest changed by 99 which increased total open position to 99
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 88.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 68 which increased total open position to 0
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 88.3, which was 9.3 higher than the previous day. The implied volatity was 19.51, the open interest changed by 68 which increased total open position to 83
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 88.3, which was 9.3 higher than the previous day. The implied volatity was 19.51, the open interest changed by 62 which increased total open position to 83
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 79, which was -17.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 20
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 96.25, which was -16.75 lower than the previous day. The implied volatity was 20.25, the open interest changed by 4 which increased total open position to 18
On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 113, which was 0.5 higher than the previous day. The implied volatity was 22.82, the open interest changed by 5 which increased total open position to 13
On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 112.5, which was 8.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 18 Feb ICICIBANK was trading at 1243.05. The strike last trading price was 104.25, which was -0.75 lower than the previous day. The implied volatity was 11.25, the open interest changed by 0 which decreased total open position to 7
On 17 Feb ICICIBANK was trading at 1251.15. The strike last trading price was 105, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 7
On 13 Feb ICICIBANK was trading at 1248.90. The strike last trading price was 120, 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 120, 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 Feb ICICIBANK was trading at 1252.75. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 10 Feb ICICIBANK was trading at 1262.60. The strike last trading price was 120, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 5
On 5 Feb ICICIBANK was trading at 1267.70. The strike last trading price was 126.8, 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 126.8, 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
| ICICIBANK 27MAR2025 1150 PE | |||||||
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Delta: -0.03
Vega: 0.18
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1250.05 | 0.8 | -0.4 | 24.34 | 960 | 99 | 1,734 |
| 12 Mar | 1243.95 | 1.25 | -0.2 | 24.87 | 1,026 | -23 | 1,625 |
| 11 Mar | 1245.40 | 1.45 | -1.35 | 24.84 | 1,553 | -37 | 1,649 |
| 10 Mar | 1214.85 | 3 | 0 | 21.97 | 861 | -83 | 1,683 |
| 7 Mar | 1214.55 | 3 | -0.35 | 20.57 | 1,418 | 237 | 1,766 |
| 6 Mar | 1218.05 | 3.3 | -0.6 | 21.97 | 775 | 55 | 1,530 |
| 5 Mar | 1215.70 | 4 | -0.9 | 21.81 | 874 | 131 | 1,473 |
| 4 Mar | 1210.40 | 4.4 | -1.8 | 21.59 | 1,726 | 237 | 1,339 |
| 3 Mar | 1206.20 | 5.95 | -1.85 | 22.57 | 1,754 | 60 | 1,103 |
| 28 Feb | 1204.10 | 8.15 | 2.35 | 22.50 | 1,600 | 124 | 1,047 |
| 27 Feb | 1222.45 | 6.35 | 1.15 | 23.84 | 1,407 | 455 | 923 |
| 26 Feb | 1224.15 | 5.3 | -0.75 | 22.83 | 757 | 6 | 466 |
| 25 Feb | 1224.15 | 5.3 | -0.75 | 22.83 | 757 | 4 | 466 |
| 24 Feb | 1218.35 | 5.95 | 0.15 | 22.29 | 641 | 81 | 463 |
| 21 Feb | 1232.95 | 5.9 | 0.7 | 23.45 | 334 | 62 | 383 |
| 20 Feb | 1249.95 | 5.4 | 0.2 | 25.04 | 136 | 20 | 316 |
| 19 Feb | 1261.65 | 5.35 | -0.25 | 26.64 | 374 | 57 | 295 |
| 18 Feb | 1243.05 | 5.6 | 0.35 | 23.88 | 141 | 47 | 238 |
| 17 Feb | 1251.15 | 5.15 | -3.25 | 24.36 | 274 | 190 | 190 |
| 13 Feb | 1248.90 | 8.4 | 0 | 7.37 | 0 | 0 | 0 |
| 12 Feb | 1251.80 | 8.4 | 0 | 7.55 | 0 | 0 | 0 |
| 11 Feb | 1252.75 | 8.4 | 0 | 7.25 | 0 | 0 | 0 |
| 10 Feb | 1262.60 | 8.4 | 0 | 7.80 | 0 | 0 | 0 |
| 5 Feb | 1267.70 | 8.4 | 0 | 7.97 | 0 | 0 | 0 |
| 4 Feb | 1268.20 | 8.4 | 0 | 7.84 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1150 expiring on 27MAR2025
Delta for 1150 PE is -0.03
Historical price for 1150 PE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 0.8, which was -0.4 lower than the previous day. The implied volatity was 24.34, the open interest changed by 99 which increased total open position to 1734
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 1.25, which was -0.2 lower than the previous day. The implied volatity was 24.87, the open interest changed by -23 which decreased total open position to 1625
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 1.45, which was -1.35 lower than the previous day. The implied volatity was 24.84, the open interest changed by -37 which decreased total open position to 1649
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 21.97, the open interest changed by -83 which decreased total open position to 1683
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 3, which was -0.35 lower than the previous day. The implied volatity was 20.57, the open interest changed by 237 which increased total open position to 1766
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 3.3, which was -0.6 lower than the previous day. The implied volatity was 21.97, the open interest changed by 55 which increased total open position to 1530
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 4, which was -0.9 lower than the previous day. The implied volatity was 21.81, the open interest changed by 131 which increased total open position to 1473
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 4.4, which was -1.8 lower than the previous day. The implied volatity was 21.59, the open interest changed by 237 which increased total open position to 1339
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 5.95, which was -1.85 lower than the previous day. The implied volatity was 22.57, the open interest changed by 60 which increased total open position to 1103
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 8.15, which was 2.35 higher than the previous day. The implied volatity was 22.50, the open interest changed by 124 which increased total open position to 1047
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 6.35, which was 1.15 higher than the previous day. The implied volatity was 23.84, the open interest changed by 455 which increased total open position to 923
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 5.3, which was -0.75 lower than the previous day. The implied volatity was 22.83, the open interest changed by 6 which increased total open position to 466
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 5.3, which was -0.75 lower than the previous day. The implied volatity was 22.83, the open interest changed by 4 which increased total open position to 466
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 5.95, which was 0.15 higher than the previous day. The implied volatity was 22.29, the open interest changed by 81 which increased total open position to 463
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 5.9, which was 0.7 higher than the previous day. The implied volatity was 23.45, the open interest changed by 62 which increased total open position to 383
On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 5.4, which was 0.2 higher than the previous day. The implied volatity was 25.04, the open interest changed by 20 which increased total open position to 316
On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 5.35, which was -0.25 lower than the previous day. The implied volatity was 26.64, the open interest changed by 57 which increased total open position to 295
On 18 Feb ICICIBANK was trading at 1243.05. The strike last trading price was 5.6, which was 0.35 higher than the previous day. The implied volatity was 23.88, the open interest changed by 47 which increased total open position to 238
On 17 Feb ICICIBANK was trading at 1251.15. The strike last trading price was 5.15, which was -3.25 lower than the previous day. The implied volatity was 24.36, the open interest changed by 190 which increased total open position to 190
On 13 Feb ICICIBANK was trading at 1248.90. The strike last trading price was 8.4, which was 0 lower than the previous day. The implied volatity was 7.37, 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 8.4, which was 0 lower than the previous day. The implied volatity was 7.55, 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 8.4, which was 0 lower than the previous day. The implied volatity was 7.25, the open interest changed by 0 which decreased total open position to 0
On 10 Feb ICICIBANK was trading at 1262.60. The strike last trading price was 8.4, which was 0 lower than the previous day. The implied volatity was 7.80, 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 8.4, which was 0 lower than the previous day. The implied volatity was 7.97, 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 8.4, which was 0 lower than the previous day. The implied volatity was 7.84, the open interest changed by 0 which decreased total open position to 0
