ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1290 CE | ||||||||||
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Delta: 0.19
Vega: 0.65
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1250.05 | 3.95 | 0.1 | 16.14 | 1,727 | -238 | 598 | |||
| 12 Mar | 1243.95 | 4.05 | -0.85 | 16.79 | 1,557 | -6 | 834 | |||
| 11 Mar | 1245.40 | 5.05 | 3.5 | 17.67 | 2,712 | 437 | 843 | |||
| 10 Mar | 1214.85 | 1.55 | -0.75 | 18.05 | 285 | -8 | 409 | |||
| 7 Mar | 1214.55 | 2.25 | -0.45 | 17.94 | 369 | -18 | 417 | |||
| 6 Mar | 1218.05 | 2.8 | -0.05 | 17.21 | 447 | -8 | 411 | |||
| 5 Mar | 1215.70 | 2.9 | -0.1 | 17.87 | 533 | 51 | 420 | |||
| 4 Mar | 1210.40 | 3.1 | 0.25 | 18.18 | 522 | 49 | 373 | |||
| 3 Mar | 1206.20 | 2.9 | -0.65 | 18.18 | 783 | -19 | 326 | |||
| 28 Feb | 1204.10 | 3.4 | -2.25 | 19.13 | 1,506 | -57 | 353 | |||
| 27 Feb | 1222.45 | 5.7 | -1 | 18.18 | 853 | 127 | 410 | |||
| 26 Feb | 1224.15 | 6.85 | -0.35 | 17.49 | 521 | -93 | 292 | |||
| 25 Feb | 1224.15 | 6.85 | -0.35 | 17.49 | 521 | -84 | 292 | |||
| 24 Feb | 1218.35 | 7.35 | -3.9 | 18.86 | 460 | 115 | 377 | |||
| 21 Feb | 1232.95 | 11.1 | -5.9 | 18.57 | 253 | 45 | 263 | |||
| 20 Feb | 1249.95 | 16.8 | -4.75 | 18.74 | 112 | 65 | 218 | |||
| 19 Feb | 1261.65 | 21.5 | 5.25 | 18.07 | 216 | 135 | 153 | |||
| 18 Feb | 1243.05 | 16.25 | -0.05 | 19.01 | 14 | 1 | 17 | |||
| 17 Feb | 1251.15 | 16.3 | -7.25 | 16.58 | 26 | 10 | 16 | |||
| 14 Feb | 1260.10 | 23.55 | 3.55 | 18.27 | 2 | 1 | 5 | |||
| 13 Feb | 1248.90 | 20 | -12.95 | 18.70 | 2 | 0 | 4 | |||
| 12 Feb | 1251.80 | 32.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Feb | 1252.75 | 32.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Feb | 1262.60 | 32.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Feb | 1256.90 | 32.95 | 0 | 0.00 | 0 | 1 | 0 | |||
| 6 Feb | 1272.40 | 32.95 | -0.05 | 17.52 | 3 | 0 | 3 | |||
| 5 Feb | 1267.70 | 33 | -4.95 | 18.71 | 3 | 1 | 1 | |||
| 4 Feb | 1268.20 | 37.95 | 0 | 0.39 | 0 | 0 | 0 | |||
| 3 Feb | 1253.00 | 37.95 | 0 | 1.16 | 0 | 0 | 0 | |||
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| 1 Feb | 1255.55 | 37.95 | 0 | 1.07 | 0 | 0 | 0 | |||
For Icici Bank Ltd. - strike price 1290 expiring on 27MAR2025
Delta for 1290 CE is 0.19
Historical price for 1290 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 3.95, which was 0.1 higher than the previous day. The implied volatity was 16.14, the open interest changed by -238 which decreased total open position to 598
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 4.05, which was -0.85 lower than the previous day. The implied volatity was 16.79, the open interest changed by -6 which decreased total open position to 834
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 5.05, which was 3.5 higher than the previous day. The implied volatity was 17.67, the open interest changed by 437 which increased total open position to 843
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 1.55, which was -0.75 lower than the previous day. The implied volatity was 18.05, the open interest changed by -8 which decreased total open position to 409
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 2.25, which was -0.45 lower than the previous day. The implied volatity was 17.94, the open interest changed by -18 which decreased total open position to 417
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 2.8, which was -0.05 lower than the previous day. The implied volatity was 17.21, the open interest changed by -8 which decreased total open position to 411
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 2.9, which was -0.1 lower than the previous day. The implied volatity was 17.87, the open interest changed by 51 which increased total open position to 420
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 3.1, which was 0.25 higher than the previous day. The implied volatity was 18.18, the open interest changed by 49 which increased total open position to 373
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 2.9, which was -0.65 lower than the previous day. The implied volatity was 18.18, the open interest changed by -19 which decreased total open position to 326
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 3.4, which was -2.25 lower than the previous day. The implied volatity was 19.13, the open interest changed by -57 which decreased total open position to 353
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 5.7, which was -1 lower than the previous day. The implied volatity was 18.18, the open interest changed by 127 which increased total open position to 410
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 6.85, which was -0.35 lower than the previous day. The implied volatity was 17.49, the open interest changed by -93 which decreased total open position to 292
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 6.85, which was -0.35 lower than the previous day. The implied volatity was 17.49, the open interest changed by -84 which decreased total open position to 292
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 7.35, which was -3.9 lower than the previous day. The implied volatity was 18.86, the open interest changed by 115 which increased total open position to 377
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 11.1, which was -5.9 lower than the previous day. The implied volatity was 18.57, the open interest changed by 45 which increased total open position to 263
On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 16.8, which was -4.75 lower than the previous day. The implied volatity was 18.74, the open interest changed by 65 which increased total open position to 218
On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 21.5, which was 5.25 higher than the previous day. The implied volatity was 18.07, the open interest changed by 135 which increased total open position to 153
On 18 Feb ICICIBANK was trading at 1243.05. The strike last trading price was 16.25, which was -0.05 lower than the previous day. The implied volatity was 19.01, the open interest changed by 1 which increased total open position to 17
On 17 Feb ICICIBANK was trading at 1251.15. The strike last trading price was 16.3, which was -7.25 lower than the previous day. The implied volatity was 16.58, the open interest changed by 10 which increased total open position to 16
On 14 Feb ICICIBANK was trading at 1260.10. The strike last trading price was 23.55, which was 3.55 higher than the previous day. The implied volatity was 18.27, the open interest changed by 1 which increased total open position to 5
On 13 Feb ICICIBANK was trading at 1248.90. The strike last trading price was 20, which was -12.95 lower than the previous day. The implied volatity was 18.70, the open interest changed by 0 which decreased total open position to 4
On 12 Feb ICICIBANK was trading at 1251.80. The strike last trading price was 32.95, 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 11 Feb ICICIBANK was trading at 1252.75. The strike last trading price was 32.95, 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 10 Feb ICICIBANK was trading at 1262.60. The strike last trading price was 32.95, 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 7 Feb ICICIBANK was trading at 1256.90. The strike last trading price was 32.95, 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 6 Feb ICICIBANK was trading at 1272.40. The strike last trading price was 32.95, which was -0.05 lower than the previous day. The implied volatity was 17.52, the open interest changed by 0 which decreased total open position to 3
On 5 Feb ICICIBANK was trading at 1267.70. The strike last trading price was 33, which was -4.95 lower than the previous day. The implied volatity was 18.71, the open interest changed by 1 which increased total open position to 1
On 4 Feb ICICIBANK was trading at 1268.20. The strike last trading price was 37.95, which was 0 lower than the previous day. The implied volatity was 0.39, 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 37.95, which was 0 lower than the previous day. The implied volatity was 1.16, 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 37.95, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 27MAR2025 1290 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.66
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1250.05 | 40.55 | -6.35 | 16.42 | 31 | 1 | 68 |
| 12 Mar | 1243.95 | 46.85 | -5.55 | 20.35 | 45 | 23 | 66 |
| 11 Mar | 1245.40 | 52.4 | -21.45 | 26.87 | 9 | 3 | 42 |
| 10 Mar | 1214.85 | 73.85 | -3.25 | 23.01 | 1 | 1 | 38 |
| 7 Mar | 1214.55 | 77.1 | 6.25 | 26.19 | 1 | 0 | 37 |
| 6 Mar | 1218.05 | 70.85 | 0.2 | 24.54 | 23 | 12 | 33 |
| 5 Mar | 1215.70 | 70.65 | -5.75 | 18.71 | 8 | 3 | 22 |
| 4 Mar | 1210.40 | 76.4 | 0.4 | 24.04 | 7 | -2 | 18 |
| 3 Mar | 1206.20 | 76 | -6.25 | 18.61 | 6 | -1 | 15 |
| 28 Feb | 1204.10 | 82.8 | 23.75 | 19.14 | 19 | 6 | 15 |
| 27 Feb | 1222.45 | 59.05 | -4.35 | - | 21 | 4 | 9 |
| 26 Feb | 1224.15 | 62.55 | -12.15 | 19.48 | 19 | 3 | 8 |
| 25 Feb | 1224.15 | 62.55 | -12.15 | 19.48 | 19 | 6 | 8 |
| 24 Feb | 1218.35 | 74.7 | 16.7 | 26.04 | 2 | 1 | 1 |
| 21 Feb | 1232.95 | 58 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 1249.95 | 58 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1261.65 | 58 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1243.05 | 58 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1251.15 | 58 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 1260.10 | 58 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1248.90 | 58 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1251.80 | 58 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1252.75 | 58 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1262.60 | 58 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1256.90 | 58 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1272.40 | 58 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1267.70 | 58 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1268.20 | 58 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1253.00 | 58 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1255.55 | 58 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1290 expiring on 27MAR2025
Delta for 1290 PE is -0.81
Historical price for 1290 PE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 40.55, which was -6.35 lower than the previous day. The implied volatity was 16.42, the open interest changed by 1 which increased total open position to 68
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 46.85, which was -5.55 lower than the previous day. The implied volatity was 20.35, the open interest changed by 23 which increased total open position to 66
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 52.4, which was -21.45 lower than the previous day. The implied volatity was 26.87, the open interest changed by 3 which increased total open position to 42
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 73.85, which was -3.25 lower than the previous day. The implied volatity was 23.01, the open interest changed by 1 which increased total open position to 38
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 77.1, which was 6.25 higher than the previous day. The implied volatity was 26.19, the open interest changed by 0 which decreased total open position to 37
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 70.85, which was 0.2 higher than the previous day. The implied volatity was 24.54, the open interest changed by 12 which increased total open position to 33
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 70.65, which was -5.75 lower than the previous day. The implied volatity was 18.71, the open interest changed by 3 which increased total open position to 22
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 76.4, which was 0.4 higher than the previous day. The implied volatity was 24.04, the open interest changed by -2 which decreased total open position to 18
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 76, which was -6.25 lower than the previous day. The implied volatity was 18.61, the open interest changed by -1 which decreased total open position to 15
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 82.8, which was 23.75 higher than the previous day. The implied volatity was 19.14, the open interest changed by 6 which increased total open position to 15
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 59.05, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 9
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 62.55, which was -12.15 lower than the previous day. The implied volatity was 19.48, the open interest changed by 3 which increased total open position to 8
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 62.55, which was -12.15 lower than the previous day. The implied volatity was 19.48, the open interest changed by 6 which increased total open position to 8
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 74.7, which was 16.7 higher than the previous day. The implied volatity was 26.04, the open interest changed by 1 which increased total open position to 1
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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
