ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1270 CE | ||||||||||
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Delta: 0.34
Vega: 0.90
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1250.05 | 8.8 | 0.55 | 15.97 | 3,746 | -100 | 2,326 | |||
| 12 Mar | 1243.95 | 8.5 | -1.25 | 16.43 | 3,335 | 295 | 2,427 | |||
| 11 Mar | 1245.40 | 9.85 | 6.5 | 17.40 | 7,344 | 1,340 | 2,943 | |||
| 10 Mar | 1214.85 | 3.25 | -1.35 | 17.51 | 1,638 | -43 | 1,603 | |||
| 7 Mar | 1214.55 | 4.5 | -0.75 | 17.65 | 1,716 | -87 | 1,646 | |||
| 6 Mar | 1218.05 | 5.35 | -0.2 | 16.71 | 1,249 | 2 | 1,733 | |||
| 5 Mar | 1215.70 | 5.5 | -0.05 | 17.57 | 1,322 | -94 | 1,725 | |||
| 4 Mar | 1210.40 | 5.85 | 0.5 | 18.04 | 1,532 | 63 | 1,822 | |||
| 3 Mar | 1206.20 | 5.45 | -0.75 | 18.03 | 2,822 | 244 | 1,760 | |||
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| 28 Feb | 1204.10 | 5.9 | -3.9 | 18.92 | 2,968 | 842 | 1,516 | |||
| 27 Feb | 1222.45 | 9.65 | -1.6 | 18.07 | 1,023 | 103 | 674 | |||
| 26 Feb | 1224.15 | 11.55 | -0.05 | 17.51 | 515 | 49 | 573 | |||
| 25 Feb | 1224.15 | 11.55 | -0.05 | 17.51 | 515 | 51 | 573 | |||
| 24 Feb | 1218.35 | 11.75 | -5.6 | 18.78 | 616 | 79 | 523 | |||
| 21 Feb | 1232.95 | 17.15 | -7.9 | 18.71 | 474 | 191 | 441 | |||
| 20 Feb | 1249.95 | 24.15 | -5.9 | 18.58 | 280 | 95 | 250 | |||
| 19 Feb | 1261.65 | 30.4 | 6.85 | 17.98 | 208 | 114 | 154 | |||
| 18 Feb | 1243.05 | 23.7 | -3.55 | 19.19 | 33 | 17 | 37 | |||
| 17 Feb | 1251.15 | 27.15 | -6.4 | 18.38 | 40 | 16 | 19 | |||
| 14 Feb | 1260.10 | 33.5 | 5.5 | 18.82 | 3 | 2 | 3 | |||
| 13 Feb | 1248.90 | 28 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Feb | 1251.80 | 28 | 0 | 0.00 | 0 | 1 | 0 | |||
| 11 Feb | 1252.75 | 28 | -18.8 | 17.89 | 1 | 0 | 0 | |||
| 10 Feb | 1262.60 | 46.8 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 1256.90 | 46.8 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 1272.40 | 46.8 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 1267.70 | 46.8 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 1268.20 | 46.8 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 1253.00 | 46.8 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 1255.55 | 46.8 | 0 | - | 0 | 0 | 0 | |||
For Icici Bank Ltd. - strike price 1270 expiring on 27MAR2025
Delta for 1270 CE is 0.34
Historical price for 1270 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 8.8, which was 0.55 higher than the previous day. The implied volatity was 15.97, the open interest changed by -100 which decreased total open position to 2326
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 8.5, which was -1.25 lower than the previous day. The implied volatity was 16.43, the open interest changed by 295 which increased total open position to 2427
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 9.85, which was 6.5 higher than the previous day. The implied volatity was 17.40, the open interest changed by 1340 which increased total open position to 2943
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 3.25, which was -1.35 lower than the previous day. The implied volatity was 17.51, the open interest changed by -43 which decreased total open position to 1603
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 4.5, which was -0.75 lower than the previous day. The implied volatity was 17.65, the open interest changed by -87 which decreased total open position to 1646
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 5.35, which was -0.2 lower than the previous day. The implied volatity was 16.71, the open interest changed by 2 which increased total open position to 1733
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 5.5, which was -0.05 lower than the previous day. The implied volatity was 17.57, the open interest changed by -94 which decreased total open position to 1725
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 5.85, which was 0.5 higher than the previous day. The implied volatity was 18.04, the open interest changed by 63 which increased total open position to 1822
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 5.45, which was -0.75 lower than the previous day. The implied volatity was 18.03, the open interest changed by 244 which increased total open position to 1760
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 5.9, which was -3.9 lower than the previous day. The implied volatity was 18.92, the open interest changed by 842 which increased total open position to 1516
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 9.65, which was -1.6 lower than the previous day. The implied volatity was 18.07, the open interest changed by 103 which increased total open position to 674
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 11.55, which was -0.05 lower than the previous day. The implied volatity was 17.51, the open interest changed by 49 which increased total open position to 573
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 11.55, which was -0.05 lower than the previous day. The implied volatity was 17.51, the open interest changed by 51 which increased total open position to 573
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 11.75, which was -5.6 lower than the previous day. The implied volatity was 18.78, the open interest changed by 79 which increased total open position to 523
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 17.15, which was -7.9 lower than the previous day. The implied volatity was 18.71, the open interest changed by 191 which increased total open position to 441
On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 24.15, which was -5.9 lower than the previous day. The implied volatity was 18.58, the open interest changed by 95 which increased total open position to 250
On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 30.4, which was 6.85 higher than the previous day. The implied volatity was 17.98, the open interest changed by 114 which increased total open position to 154
On 18 Feb ICICIBANK was trading at 1243.05. The strike last trading price was 23.7, which was -3.55 lower than the previous day. The implied volatity was 19.19, the open interest changed by 17 which increased total open position to 37
On 17 Feb ICICIBANK was trading at 1251.15. The strike last trading price was 27.15, which was -6.4 lower than the previous day. The implied volatity was 18.38, the open interest changed by 16 which increased total open position to 19
On 14 Feb ICICIBANK was trading at 1260.10. The strike last trading price was 33.5, which was 5.5 higher than the previous day. The implied volatity was 18.82, the open interest changed by 2 which increased total open position to 3
On 13 Feb ICICIBANK was trading at 1248.90. The strike last trading price was 28, 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 28, 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 11 Feb ICICIBANK was trading at 1252.75. The strike last trading price was 28, which was -18.8 lower than the previous day. The implied volatity was 17.89, 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 46.8, 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 7 Feb ICICIBANK was trading at 1256.90. The strike last trading price was 46.8, 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 6 Feb ICICIBANK was trading at 1272.40. The strike last trading price was 46.8, 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 46.8, 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 46.8, 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 3 Feb ICICIBANK was trading at 1253.00. The strike last trading price was 46.8, 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 1 Feb ICICIBANK was trading at 1255.55. The strike last trading price was 46.8, 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 1270 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 0.91
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1250.05 | 26 | -5.85 | 16.76 | 805 | 25 | 385 |
| 12 Mar | 1243.95 | 31.6 | -1.65 | 19.50 | 341 | -19 | 360 |
| 11 Mar | 1245.40 | 33.35 | -22.65 | 20.72 | 561 | 110 | 379 |
| 10 Mar | 1214.85 | 56 | 1.45 | 19.97 | 53 | -2 | 268 |
| 7 Mar | 1214.55 | 54.55 | 2 | 18.18 | 7 | -1 | 270 |
| 6 Mar | 1218.05 | 52.6 | -2.95 | 21.58 | 407 | -4 | 273 |
| 5 Mar | 1215.70 | 55.55 | 0.75 | 20.66 | 85 | -2 | 292 |
| 4 Mar | 1210.40 | 54.8 | -2 | 17.71 | 6 | 1 | 295 |
| 3 Mar | 1206.20 | 56.8 | -7.55 | 15.94 | 7 | -1 | 295 |
| 28 Feb | 1204.10 | 65.65 | 14.1 | 19.16 | 932 | 74 | 295 |
| 27 Feb | 1222.45 | 52.95 | 5.15 | 20.71 | 489 | 13 | 221 |
| 26 Feb | 1224.15 | 47.85 | -5.95 | 19.52 | 366 | 133 | 207 |
| 25 Feb | 1224.15 | 47.85 | -5.95 | 19.52 | 366 | 132 | 207 |
| 24 Feb | 1218.35 | 53.8 | 8.75 | 20.79 | 56 | 6 | 75 |
| 21 Feb | 1232.95 | 45.6 | 9.25 | 20.27 | 25 | 3 | 70 |
| 20 Feb | 1249.95 | 37 | -10.05 | 20.61 | 96 | 68 | 68 |
| 19 Feb | 1261.65 | 47.05 | 0 | 0.35 | 0 | 0 | 0 |
| 18 Feb | 1243.05 | 47.05 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1251.15 | 47.05 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 1260.10 | 47.05 | 0 | 0.33 | 0 | 0 | 0 |
| 13 Feb | 1248.90 | 47.05 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1251.80 | 47.05 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1252.75 | 47.05 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1262.60 | 47.05 | 0 | 0.40 | 0 | 0 | 0 |
| 7 Feb | 1256.90 | 47.05 | 0 | 0.27 | 0 | 0 | 0 |
| 6 Feb | 1272.40 | 47.05 | 0 | 1.17 | 0 | 0 | 0 |
| 5 Feb | 1267.70 | 47.05 | 0 | 1.05 | 0 | 0 | 0 |
| 4 Feb | 1268.20 | 47.05 | 0 | 0.96 | 0 | 0 | 0 |
| 3 Feb | 1253.00 | 47.05 | 0 | 0.09 | 0 | 0 | 0 |
| 1 Feb | 1255.55 | 47.05 | 0 | 0.21 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1270 expiring on 27MAR2025
Delta for 1270 PE is -0.65
Historical price for 1270 PE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 26, which was -5.85 lower than the previous day. The implied volatity was 16.76, the open interest changed by 25 which increased total open position to 385
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 31.6, which was -1.65 lower than the previous day. The implied volatity was 19.50, the open interest changed by -19 which decreased total open position to 360
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 33.35, which was -22.65 lower than the previous day. The implied volatity was 20.72, the open interest changed by 110 which increased total open position to 379
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 56, which was 1.45 higher than the previous day. The implied volatity was 19.97, the open interest changed by -2 which decreased total open position to 268
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 54.55, which was 2 higher than the previous day. The implied volatity was 18.18, the open interest changed by -1 which decreased total open position to 270
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 52.6, which was -2.95 lower than the previous day. The implied volatity was 21.58, the open interest changed by -4 which decreased total open position to 273
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 55.55, which was 0.75 higher than the previous day. The implied volatity was 20.66, the open interest changed by -2 which decreased total open position to 292
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 54.8, which was -2 lower than the previous day. The implied volatity was 17.71, the open interest changed by 1 which increased total open position to 295
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 56.8, which was -7.55 lower than the previous day. The implied volatity was 15.94, the open interest changed by -1 which decreased total open position to 295
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 65.65, which was 14.1 higher than the previous day. The implied volatity was 19.16, the open interest changed by 74 which increased total open position to 295
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 52.95, which was 5.15 higher than the previous day. The implied volatity was 20.71, the open interest changed by 13 which increased total open position to 221
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 47.85, which was -5.95 lower than the previous day. The implied volatity was 19.52, the open interest changed by 133 which increased total open position to 207
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 47.85, which was -5.95 lower than the previous day. The implied volatity was 19.52, the open interest changed by 132 which increased total open position to 207
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 53.8, which was 8.75 higher than the previous day. The implied volatity was 20.79, the open interest changed by 6 which increased total open position to 75
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 45.6, which was 9.25 higher than the previous day. The implied volatity was 20.27, the open interest changed by 3 which increased total open position to 70
On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 37, which was -10.05 lower than the previous day. The implied volatity was 20.61, the open interest changed by 68 which increased total open position to 68
On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 47.05, which was 0 lower than the previous day. The implied volatity was 0.35, 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 47.05, 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 47.05, 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 47.05, which was 0 lower than the previous day. The implied volatity was 0.33, 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 47.05, 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 47.05, 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 47.05, 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 47.05, which was 0 lower than the previous day. The implied volatity was 0.40, 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 47.05, which was 0 lower than the previous day. The implied volatity was 0.27, 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 47.05, which was 0 lower than the previous day. The implied volatity was 1.17, 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 47.05, which was 0 lower than the previous day. The implied volatity was 1.05, 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 47.05, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
On 3 Feb ICICIBANK was trading at 1253.00. The strike last trading price was 47.05, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 1 Feb ICICIBANK was trading at 1255.55. The strike last trading price was 47.05, which was 0 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0
