ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1310 CE | ||||||||||
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Delta: 0.09
Vega: 0.41
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1250.05 | 1.8 | 0.1 | 16.92 | 455 | 42 | 294 | |||
| 12 Mar | 1243.95 | 1.7 | -0.65 | 16.95 | 591 | 0 | 251 | |||
| 11 Mar | 1245.40 | 2.55 | 1.75 | 18.27 | 992 | 24 | 251 | |||
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| 10 Mar | 1214.85 | 0.8 | -0.3 | 18.98 | 156 | 14 | 226 | |||
| 7 Mar | 1214.55 | 1.1 | -0.3 | 18.35 | 89 | -7 | 212 | |||
| 6 Mar | 1218.05 | 1.4 | -0.1 | 17.66 | 107 | 0 | 228 | |||
| 5 Mar | 1215.70 | 1.5 | 0.15 | 18.29 | 281 | -40 | 231 | |||
| 4 Mar | 1210.40 | 1.35 | -0.25 | 17.79 | 200 | 42 | 270 | |||
| 3 Mar | 1206.20 | 1.6 | -0.4 | 18.69 | 404 | 57 | 229 | |||
| 28 Feb | 1204.10 | 1.9 | -1.35 | 19.37 | 488 | -28 | 179 | |||
| 27 Feb | 1222.45 | 3.35 | -0.6 | 18.52 | 253 | -18 | 207 | |||
| 26 Feb | 1224.15 | 4 | -0.55 | 17.70 | 65 | 24 | 225 | |||
| 25 Feb | 1224.15 | 4 | -0.55 | 17.70 | 65 | 24 | 225 | |||
| 24 Feb | 1218.35 | 4.6 | -2.75 | 19.20 | 302 | 79 | 201 | |||
| 21 Feb | 1232.95 | 7.35 | -3.55 | 18.96 | 49 | 18 | 122 | |||
| 20 Feb | 1249.95 | 10.95 | -3.55 | 18.60 | 79 | 12 | 104 | |||
| 19 Feb | 1261.65 | 14.75 | 3.9 | 18.21 | 112 | 59 | 93 | |||
| 18 Feb | 1243.05 | 11 | -2.2 | 19.12 | 10 | 6 | 34 | |||
| 17 Feb | 1251.15 | 13.2 | -0.85 | 18.60 | 15 | 12 | 28 | |||
| 14 Feb | 1260.10 | 14.05 | -0.5 | 16.68 | 5 | 3 | 15 | |||
| 13 Feb | 1248.90 | 14.65 | -3.95 | 19.06 | 8 | 3 | 9 | |||
| 12 Feb | 1251.80 | 18.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Feb | 1252.75 | 18.6 | 0 | 0.00 | 0 | 6 | 0 | |||
| 10 Feb | 1262.60 | 18.6 | -11.75 | 18.44 | 6 | 1 | 1 | |||
| 7 Feb | 1256.90 | 30.35 | 0 | 2.15 | 0 | 0 | 0 | |||
| 6 Feb | 1272.40 | 30.35 | 0 | 1.24 | 0 | 0 | 0 | |||
| 5 Feb | 1267.70 | 30.35 | 0 | 1.44 | 0 | 0 | 0 | |||
| 4 Feb | 1268.20 | 30.35 | 0 | 1.53 | 0 | 0 | 0 | |||
| 3 Feb | 1253.00 | 30.35 | 0 | 2.30 | 0 | 0 | 0 | |||
| 1 Feb | 1255.55 | 30.35 | 0 | 2.04 | 0 | 0 | 0 | |||
For Icici Bank Ltd. - strike price 1310 expiring on 27MAR2025
Delta for 1310 CE is 0.09
Historical price for 1310 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 1.8, which was 0.1 higher than the previous day. The implied volatity was 16.92, the open interest changed by 42 which increased total open position to 294
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was 16.95, the open interest changed by 0 which decreased total open position to 251
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 2.55, which was 1.75 higher than the previous day. The implied volatity was 18.27, the open interest changed by 24 which increased total open position to 251
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 0.8, which was -0.3 lower than the previous day. The implied volatity was 18.98, the open interest changed by 14 which increased total open position to 226
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 1.1, which was -0.3 lower than the previous day. The implied volatity was 18.35, the open interest changed by -7 which decreased total open position to 212
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 1.4, which was -0.1 lower than the previous day. The implied volatity was 17.66, the open interest changed by 0 which decreased total open position to 228
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was 18.29, the open interest changed by -40 which decreased total open position to 231
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 17.79, the open interest changed by 42 which increased total open position to 270
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 1.6, which was -0.4 lower than the previous day. The implied volatity was 18.69, the open interest changed by 57 which increased total open position to 229
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 1.9, which was -1.35 lower than the previous day. The implied volatity was 19.37, the open interest changed by -28 which decreased total open position to 179
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 3.35, which was -0.6 lower than the previous day. The implied volatity was 18.52, the open interest changed by -18 which decreased total open position to 207
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 4, which was -0.55 lower than the previous day. The implied volatity was 17.70, the open interest changed by 24 which increased total open position to 225
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 4, which was -0.55 lower than the previous day. The implied volatity was 17.70, the open interest changed by 24 which increased total open position to 225
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 4.6, which was -2.75 lower than the previous day. The implied volatity was 19.20, the open interest changed by 79 which increased total open position to 201
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 7.35, which was -3.55 lower than the previous day. The implied volatity was 18.96, the open interest changed by 18 which increased total open position to 122
On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 10.95, which was -3.55 lower than the previous day. The implied volatity was 18.60, the open interest changed by 12 which increased total open position to 104
On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 14.75, which was 3.9 higher than the previous day. The implied volatity was 18.21, the open interest changed by 59 which increased total open position to 93
On 18 Feb ICICIBANK was trading at 1243.05. The strike last trading price was 11, which was -2.2 lower than the previous day. The implied volatity was 19.12, the open interest changed by 6 which increased total open position to 34
On 17 Feb ICICIBANK was trading at 1251.15. The strike last trading price was 13.2, which was -0.85 lower than the previous day. The implied volatity was 18.60, the open interest changed by 12 which increased total open position to 28
On 14 Feb ICICIBANK was trading at 1260.10. The strike last trading price was 14.05, which was -0.5 lower than the previous day. The implied volatity was 16.68, the open interest changed by 3 which increased total open position to 15
On 13 Feb ICICIBANK was trading at 1248.90. The strike last trading price was 14.65, which was -3.95 lower than the previous day. The implied volatity was 19.06, the open interest changed by 3 which increased total open position to 9
On 12 Feb ICICIBANK was trading at 1251.80. The strike last trading price was 18.6, 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 18.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 10 Feb ICICIBANK was trading at 1262.60. The strike last trading price was 18.6, which was -11.75 lower than the previous day. The implied volatity was 18.44, the open interest changed by 1 which increased total open position to 1
On 7 Feb ICICIBANK was trading at 1256.90. The strike last trading price was 30.35, which was 0 lower than the previous day. The implied volatity was 2.15, 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 30.35, which was 0 lower than the previous day. The implied volatity was 1.24, 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 30.35, which was 0 lower than the previous day. The implied volatity was 1.44, 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 30.35, which was 0 lower than the previous day. The implied volatity was 1.53, 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 30.35, which was 0 lower than the previous day. The implied volatity was 2.30, 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 30.35, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 27MAR2025 1310 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 97 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 1243.95 | 97 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 1245.40 | 97 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 1214.85 | 97 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 1214.55 | 97 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 1218.05 | 97 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 1215.70 | 97 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 1210.40 | 97 | 0 | 0.00 | 0 | -2 | 0 |
| 3 Mar | 1206.20 | 97 | 7.75 | 23.94 | 5 | -1 | 79 |
| 28 Feb | 1204.10 | 89.25 | 9.8 | - | 2 | 1 | 80 |
| 27 Feb | 1222.45 | 79.45 | 9.25 | - | 80 | 79 | 79 |
| 26 Feb | 1224.15 | 70.2 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 1224.15 | 70.2 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 1218.35 | 70.2 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 1232.95 | 70.2 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 1249.95 | 70.2 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1261.65 | 70.2 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1243.05 | 70.2 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1251.15 | 70.2 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 1260.10 | 70.2 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1248.90 | 70.2 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1251.80 | 70.2 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1252.75 | 70.2 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1262.60 | 70.2 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1256.90 | 70.2 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1272.40 | 70.2 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1267.70 | 70.2 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1268.20 | 70.2 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1253.00 | 70.2 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1255.55 | 70.2 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1310 expiring on 27MAR2025
Delta for 1310 PE is 0.00
Historical price for 1310 PE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 97, 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 97, 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 97, 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 97, 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 97, 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 97, 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 97, 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 97, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 97, which was 7.75 higher than the previous day. The implied volatity was 23.94, the open interest changed by -1 which decreased total open position to 79
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 89.25, which was 9.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 80
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 79.45, which was 9.25 higher than the previous day. The implied volatity was -, the open interest changed by 79 which increased total open position to 79
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 70.2, 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 70.2, 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 70.2, 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 70.2, 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 70.2, 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 70.2, 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 70.2, 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 70.2, 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 70.2, 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 70.2, 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 70.2, 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 70.2, 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 70.2, 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 70.2, 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 70.2, 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 70.2, 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 70.2, 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 70.2, 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 70.2, 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
