ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1180 CE | ||||||||||
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Delta: 0.93
Vega: 0.32
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1250.05 | 74.7 | 6.7 | 20.89 | 4 | 0 | 159 | |||
| 12 Mar | 1243.95 | 69.7 | 0.25 | 14.92 | 77 | 35 | 157 | |||
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| 11 Mar | 1245.40 | 69 | 24.35 | - | 94 | -12 | 124 | |||
| 10 Mar | 1214.85 | 45.1 | -2.4 | 20.07 | 36 | 1 | 136 | |||
| 7 Mar | 1214.55 | 47.5 | -1.65 | 19.82 | 90 | 5 | 135 | |||
| 6 Mar | 1218.05 | 49.9 | 0.9 | 15.42 | 86 | -15 | 131 | |||
| 5 Mar | 1215.70 | 48.4 | -0.25 | 17.93 | 165 | 44 | 146 | |||
| 4 Mar | 1210.40 | 49.1 | 3.6 | 19.91 | 95 | 6 | 101 | |||
| 3 Mar | 1206.20 | 45.5 | -0.3 | 18.73 | 104 | -5 | 94 | |||
| 28 Feb | 1204.10 | 44.3 | -13.8 | 20.83 | 252 | 12 | 99 | |||
| 27 Feb | 1222.45 | 57.3 | -3.95 | 19.45 | 120 | -25 | 87 | |||
| 26 Feb | 1224.15 | 61.25 | 1.5 | 17.51 | 211 | 73 | 112 | |||
| 25 Feb | 1224.15 | 61.25 | 1.5 | 17.51 | 211 | 73 | 112 | |||
| 24 Feb | 1218.35 | 59.75 | -92.85 | 20.32 | 56 | 38 | 38 | |||
| 21 Feb | 1232.95 | 152.6 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 1249.95 | 152.6 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 1261.65 | 152.6 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 1243.05 | 152.6 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 1251.15 | 152.6 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 1260.10 | 152.6 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 1248.90 | 152.6 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 1251.80 | 152.6 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 1252.75 | 152.6 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 1262.60 | 152.6 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 1256.90 | 152.6 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 1272.40 | 152.6 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 1267.70 | 152.6 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 1268.20 | 152.6 | 0 | - | 0 | 0 | 0 | |||
| 17 Jan | 1225.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Jan | 1249.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 1238.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 1240.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Jan | 1249.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 1262.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 1279.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 1264.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 1265.05 | 0 | - | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1180 expiring on 27MAR2025
Delta for 1180 CE is 0.93
Historical price for 1180 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 74.7, which was 6.7 higher than the previous day. The implied volatity was 20.89, the open interest changed by 0 which decreased total open position to 159
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 69.7, which was 0.25 higher than the previous day. The implied volatity was 14.92, the open interest changed by 35 which increased total open position to 157
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 69, which was 24.35 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 124
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 45.1, which was -2.4 lower than the previous day. The implied volatity was 20.07, the open interest changed by 1 which increased total open position to 136
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 47.5, which was -1.65 lower than the previous day. The implied volatity was 19.82, the open interest changed by 5 which increased total open position to 135
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 49.9, which was 0.9 higher than the previous day. The implied volatity was 15.42, the open interest changed by -15 which decreased total open position to 131
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 48.4, which was -0.25 lower than the previous day. The implied volatity was 17.93, the open interest changed by 44 which increased total open position to 146
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 49.1, which was 3.6 higher than the previous day. The implied volatity was 19.91, the open interest changed by 6 which increased total open position to 101
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 45.5, which was -0.3 lower than the previous day. The implied volatity was 18.73, the open interest changed by -5 which decreased total open position to 94
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 44.3, which was -13.8 lower than the previous day. The implied volatity was 20.83, the open interest changed by 12 which increased total open position to 99
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 57.3, which was -3.95 lower than the previous day. The implied volatity was 19.45, the open interest changed by -25 which decreased total open position to 87
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 61.25, which was 1.5 higher than the previous day. The implied volatity was 17.51, the open interest changed by 73 which increased total open position to 112
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 61.25, which was 1.5 higher than the previous day. The implied volatity was 17.51, the open interest changed by 73 which increased total open position to 112
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 59.75, which was -92.85 lower than the previous day. The implied volatity was 20.32, the open interest changed by 38 which increased total open position to 38
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 152.6, 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 152.6, 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 152.6, 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 152.6, 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 152.6, 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 14 Feb ICICIBANK was trading at 1260.10. The strike last trading price was 152.6, 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 152.6, 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 152.6, 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 152.6, 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 Feb ICICIBANK was trading at 1262.60. The strike last trading price was 152.6, 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 Feb ICICIBANK was trading at 1256.90. The strike last trading price was 152.6, 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 Feb ICICIBANK was trading at 1272.40. The strike last trading price was 152.6, 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 152.6, 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 152.6, 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 16 Jan ICICIBANK was trading at 1249.10. 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 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 14 Jan ICICIBANK was trading at 1240.30. 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 10 Jan ICICIBANK was trading at 1249.85. 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 9 Jan ICICIBANK was trading at 1262.40. 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 7 Jan ICICIBANK was trading at 1279.25. 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 6 Jan ICICIBANK was trading at 1264.10. 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 3 Jan ICICIBANK was trading at 1265.05. 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 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.34
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1250.05 | 1.7 | -0.95 | 21.40 | 728 | -11 | 1,149 |
| 12 Mar | 1243.95 | 2.6 | -0.65 | 22.15 | 1,307 | -178 | 1,164 |
| 11 Mar | 1245.40 | 3.2 | -4.05 | 22.74 | 2,554 | 335 | 1,337 |
| 10 Mar | 1214.85 | 7.65 | 0.1 | 21.06 | 1,762 | -35 | 1,004 |
| 7 Mar | 1214.55 | 7.55 | -0.4 | 19.71 | 2,353 | 57 | 1,039 |
| 6 Mar | 1218.05 | 7.85 | -1 | 21.30 | 1,093 | 149 | 983 |
| 5 Mar | 1215.70 | 9 | -1.25 | 20.96 | 1,295 | 46 | 843 |
| 4 Mar | 1210.40 | 9.5 | -2.8 | 20.55 | 1,528 | 177 | 801 |
| 3 Mar | 1206.20 | 11.75 | -2.45 | 21.36 | 2,283 | 97 | 631 |
| 28 Feb | 1204.10 | 14.9 | 4.4 | 21.17 | 2,665 | 178 | 538 |
| 27 Feb | 1222.45 | 11.3 | 1.8 | 22.39 | 664 | 39 | 360 |
| 26 Feb | 1224.15 | 9.55 | -1.55 | 21.39 | 404 | 114 | 320 |
| 25 Feb | 1224.15 | 9.55 | -1.55 | 21.39 | 404 | 113 | 320 |
| 24 Feb | 1218.35 | 10.9 | 1.3 | 21.08 | 459 | 29 | 207 |
| 21 Feb | 1232.95 | 9.9 | 1.55 | 21.90 | 134 | -10 | 177 |
| 20 Feb | 1249.95 | 8.55 | 0.35 | 23.28 | 65 | 23 | 186 |
| 19 Feb | 1261.65 | 8.2 | -1.1 | 24.89 | 228 | 52 | 149 |
| 18 Feb | 1243.05 | 9.3 | 0.9 | 22.52 | 35 | 26 | 96 |
| 17 Feb | 1251.15 | 8.4 | -1.6 | 22.95 | 47 | 5 | 70 |
| 14 Feb | 1260.10 | 10 | 1.1 | 24.95 | 7 | 3 | 65 |
| 13 Feb | 1248.90 | 8.9 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Feb | 1251.80 | 8.9 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Feb | 1252.75 | 8.9 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Feb | 1262.60 | 8.9 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Feb | 1256.90 | 8.9 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Feb | 1272.40 | 8.9 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Feb | 1267.70 | 8.9 | 0 | 23.10 | 2 | 0 | 62 |
| 4 Feb | 1268.20 | 8.9 | -5.05 | 23.00 | 72 | 61 | 61 |
| 17 Jan | 1225.45 | 13.95 | 0.00 | 3.61 | 0 | 0 | 0 |
| 16 Jan | 1249.10 | 13.95 | 0.00 | 4.68 | 0 | 0 | 0 |
| 15 Jan | 1238.25 | 13.95 | 0.00 | 4.24 | 0 | 0 | 0 |
| 14 Jan | 1240.30 | 13.95 | 0.00 | 4.24 | 0 | 0 | 0 |
| 10 Jan | 1249.85 | 13.95 | 0.00 | 4.46 | 0 | 0 | 0 |
| 9 Jan | 1262.40 | 13.95 | 0.00 | 5.32 | 0 | 0 | 0 |
| 7 Jan | 1279.25 | 13.95 | 0.00 | 6.00 | 0 | 0 | 0 |
| 6 Jan | 1264.10 | 13.95 | 0.00 | 5.26 | 0 | 0 | 0 |
| 3 Jan | 1265.05 | 13.95 | 5.29 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1180 expiring on 27MAR2025
Delta for 1180 PE is -0.07
Historical price for 1180 PE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 1.7, which was -0.95 lower than the previous day. The implied volatity was 21.40, the open interest changed by -11 which decreased total open position to 1149
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 2.6, which was -0.65 lower than the previous day. The implied volatity was 22.15, the open interest changed by -178 which decreased total open position to 1164
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 3.2, which was -4.05 lower than the previous day. The implied volatity was 22.74, the open interest changed by 335 which increased total open position to 1337
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 7.65, which was 0.1 higher than the previous day. The implied volatity was 21.06, the open interest changed by -35 which decreased total open position to 1004
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 7.55, which was -0.4 lower than the previous day. The implied volatity was 19.71, the open interest changed by 57 which increased total open position to 1039
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 7.85, which was -1 lower than the previous day. The implied volatity was 21.30, the open interest changed by 149 which increased total open position to 983
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 9, which was -1.25 lower than the previous day. The implied volatity was 20.96, the open interest changed by 46 which increased total open position to 843
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 9.5, which was -2.8 lower than the previous day. The implied volatity was 20.55, the open interest changed by 177 which increased total open position to 801
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 11.75, which was -2.45 lower than the previous day. The implied volatity was 21.36, the open interest changed by 97 which increased total open position to 631
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 14.9, which was 4.4 higher than the previous day. The implied volatity was 21.17, the open interest changed by 178 which increased total open position to 538
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 11.3, which was 1.8 higher than the previous day. The implied volatity was 22.39, the open interest changed by 39 which increased total open position to 360
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 9.55, which was -1.55 lower than the previous day. The implied volatity was 21.39, the open interest changed by 114 which increased total open position to 320
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 9.55, which was -1.55 lower than the previous day. The implied volatity was 21.39, the open interest changed by 113 which increased total open position to 320
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 10.9, which was 1.3 higher than the previous day. The implied volatity was 21.08, the open interest changed by 29 which increased total open position to 207
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 9.9, which was 1.55 higher than the previous day. The implied volatity was 21.90, the open interest changed by -10 which decreased total open position to 177
On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 8.55, which was 0.35 higher than the previous day. The implied volatity was 23.28, the open interest changed by 23 which increased total open position to 186
On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 8.2, which was -1.1 lower than the previous day. The implied volatity was 24.89, the open interest changed by 52 which increased total open position to 149
On 18 Feb ICICIBANK was trading at 1243.05. The strike last trading price was 9.3, which was 0.9 higher than the previous day. The implied volatity was 22.52, the open interest changed by 26 which increased total open position to 96
On 17 Feb ICICIBANK was trading at 1251.15. The strike last trading price was 8.4, which was -1.6 lower than the previous day. The implied volatity was 22.95, the open interest changed by 5 which increased total open position to 70
On 14 Feb ICICIBANK was trading at 1260.10. The strike last trading price was 10, which was 1.1 higher than the previous day. The implied volatity was 24.95, the open interest changed by 3 which increased total open position to 65
On 13 Feb ICICIBANK was trading at 1248.90. The strike last trading price was 8.9, 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 8.9, 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 8.9, 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 Feb ICICIBANK was trading at 1262.60. The strike last trading price was 8.9, 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 Feb ICICIBANK was trading at 1256.90. The strike last trading price was 8.9, 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 Feb ICICIBANK was trading at 1272.40. The strike last trading price was 8.9, 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 Feb ICICIBANK was trading at 1267.70. The strike last trading price was 8.9, which was 0 lower than the previous day. The implied volatity was 23.10, the open interest changed by 0 which decreased total open position to 62
On 4 Feb ICICIBANK was trading at 1268.20. The strike last trading price was 8.9, which was -5.05 lower than the previous day. The implied volatity was 23.00, the open interest changed by 61 which increased total open position to 61
On 17 Jan ICICIBANK was trading at 1225.45. The strike last trading price was 13.95, which was 0.00 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0
On 16 Jan ICICIBANK was trading at 1249.10. The strike last trading price was 13.95, which was 0.00 lower than the previous day. The implied volatity was 4.68, 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 13.95, which was 0.00 lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 0
On 14 Jan ICICIBANK was trading at 1240.30. The strike last trading price was 13.95, which was 0.00 lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 0
On 10 Jan ICICIBANK was trading at 1249.85. The strike last trading price was 13.95, which was 0.00 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0
On 9 Jan ICICIBANK was trading at 1262.40. The strike last trading price was 13.95, which was 0.00 lower than the previous day. The implied volatity was 5.32, the open interest changed by 0 which decreased total open position to 0
On 7 Jan ICICIBANK was trading at 1279.25. The strike last trading price was 13.95, which was 0.00 lower than the previous day. The implied volatity was 6.00, the open interest changed by 0 which decreased total open position to 0
On 6 Jan ICICIBANK was trading at 1264.10. The strike last trading price was 13.95, which was 0.00 lower than the previous day. The implied volatity was 5.26, the open interest changed by 0 which decreased total open position to 0
On 3 Jan ICICIBANK was trading at 1265.05. The strike last trading price was 13.95, which was lower than the previous day. The implied volatity was 5.29, the open interest changed by 0 which decreased total open position to 0
