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[--[65.84.65.76]--]
ICICIBANK
Icici Bank Ltd.

1250.05 6.10 (0.49%)

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Historical option data for ICICIBANK

13 Mar 2025 04:10 PM IST
ICICIBANK 27MAR2025 1320 CE
Delta: 0.06
Vega: 0.31
Theta: -0.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 1250.05 1.15 0 17.15 1,111 68 710
12 Mar 1243.95 1.2 -0.35 17.47 606 79 642
11 Mar 1245.40 1.75 1.2 18.48 1,081 -13 562
10 Mar 1214.85 0.5 -0.3 18.99 160 -22 575
7 Mar 1214.55 0.8 -0.2 18.74 201 0 597
6 Mar 1218.05 0.95 -0.15 17.79 132 2 597
5 Mar 1215.70 1.1 0.05 18.61 395 -9 612
4 Mar 1210.40 1.15 0.1 18.66 251 -66 626
3 Mar 1206.20 1.1 -0.4 18.69 979 381 687
28 Feb 1204.10 1.45 -1.05 19.63 628 2 308
27 Feb 1222.45 2.6 -0.45 18.80 345 89 306
26 Feb 1224.15 3.15 -0.5 18.03 237 23 216
25 Feb 1224.15 3.15 -0.5 18.03 237 22 216
24 Feb 1218.35 3.65 -2.3 19.43 329 -25 193
21 Feb 1232.95 5.95 -3.35 19.17 302 -21 218
20 Feb 1249.95 9.4 -2.65 19.16 128 -13 238
19 Feb 1261.65 12.15 3.05 18.34 208 48 253
18 Feb 1243.05 9.1 -1.8 19.30 99 46 203
17 Feb 1251.15 11 -3 18.81 186 54 157
14 Feb 1260.10 14 2.2 18.64 126 64 102
13 Feb 1248.90 11.8 -51.25 18.82 66 38 38
12 Feb 1251.80 63.05 0 3.32 0 0 0
11 Feb 1252.75 63.05 0 3.50 0 0 0
10 Feb 1262.60 63.05 0 2.78 0 0 0
7 Feb 1256.90 63.05 0 2.78 0 0 0
6 Feb 1272.40 63.05 0 1.84 0 0 0
5 Feb 1267.70 63.05 0 2.02 0 0 0
4 Feb 1268.20 63.05 0 2.07 0 0 0
3 Feb 1253.00 63.05 0 2.83 0 0 0
1 Feb 1255.55 63.05 0 2.71 0 0 0
31 Jan 1252.80 63.05 0 2.66 0 0 0
30 Jan 1255.60 63.05 0 2.67 0 0 0
17 Jan 1225.45 63.05 0.00 3.61 0 0 0
16 Jan 1249.10 63.05 0.00 2.46 0 0 0
15 Jan 1238.25 63.05 0.00 2.86 0 0 0
14 Jan 1240.30 63.05 0.00 2.82 0 0 0
10 Jan 1249.85 63.05 0.00 2.40 0 0 0
9 Jan 1262.40 63.05 0.00 1.44 0 0 0
7 Jan 1279.25 63.05 0.00 0.63 0 0 0
6 Jan 1264.10 63.05 0.00 1.37 0 0 0
3 Jan 1265.05 63.05 63.05 1.05 0 0 0
2 Jan 1290.60 0 0.00 0.00 0 0 0
1 Jan 1283.65 0 0.00 0.41 0 0 0
31 Dec 1281.65 0 0.38 0 0 0


For Icici Bank Ltd. - strike price 1320 expiring on 27MAR2025

Delta for 1320 CE is 0.06

Historical price for 1320 CE is as follows

On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 17.15, the open interest changed by 68 which increased total open position to 710


On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 17.47, the open interest changed by 79 which increased total open position to 642


On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 1.75, which was 1.2 higher than the previous day. The implied volatity was 18.48, the open interest changed by -13 which decreased total open position to 562


On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 0.5, which was -0.3 lower than the previous day. The implied volatity was 18.99, the open interest changed by -22 which decreased total open position to 575


On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 18.74, the open interest changed by 0 which decreased total open position to 597


On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 17.79, the open interest changed by 2 which increased total open position to 597


On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 18.61, the open interest changed by -9 which decreased total open position to 612


On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 1.15, which was 0.1 higher than the previous day. The implied volatity was 18.66, the open interest changed by -66 which decreased total open position to 626


On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 1.1, which was -0.4 lower than the previous day. The implied volatity was 18.69, the open interest changed by 381 which increased total open position to 687


On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 1.45, which was -1.05 lower than the previous day. The implied volatity was 19.63, the open interest changed by 2 which increased total open position to 308


On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 2.6, which was -0.45 lower than the previous day. The implied volatity was 18.80, the open interest changed by 89 which increased total open position to 306


On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 3.15, which was -0.5 lower than the previous day. The implied volatity was 18.03, the open interest changed by 23 which increased total open position to 216


On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 3.15, which was -0.5 lower than the previous day. The implied volatity was 18.03, the open interest changed by 22 which increased total open position to 216


On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 3.65, which was -2.3 lower than the previous day. The implied volatity was 19.43, the open interest changed by -25 which decreased total open position to 193


On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 5.95, which was -3.35 lower than the previous day. The implied volatity was 19.17, the open interest changed by -21 which decreased total open position to 218


On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 9.4, which was -2.65 lower than the previous day. The implied volatity was 19.16, the open interest changed by -13 which decreased total open position to 238


On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 12.15, which was 3.05 higher than the previous day. The implied volatity was 18.34, the open interest changed by 48 which increased total open position to 253


On 18 Feb ICICIBANK was trading at 1243.05. The strike last trading price was 9.1, which was -1.8 lower than the previous day. The implied volatity was 19.30, the open interest changed by 46 which increased total open position to 203


On 17 Feb ICICIBANK was trading at 1251.15. The strike last trading price was 11, which was -3 lower than the previous day. The implied volatity was 18.81, the open interest changed by 54 which increased total open position to 157


On 14 Feb ICICIBANK was trading at 1260.10. The strike last trading price was 14, which was 2.2 higher than the previous day. The implied volatity was 18.64, the open interest changed by 64 which increased total open position to 102


On 13 Feb ICICIBANK was trading at 1248.90. The strike last trading price was 11.8, which was -51.25 lower than the previous day. The implied volatity was 18.82, the open interest changed by 38 which increased total open position to 38


On 12 Feb ICICIBANK was trading at 1251.80. The strike last trading price was 63.05, which was 0 lower than the previous day. The implied volatity was 3.32, 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 63.05, which was 0 lower than the previous day. The implied volatity was 3.50, 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 63.05, which was 0 lower than the previous day. The implied volatity was 2.78, 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 63.05, which was 0 lower than the previous day. The implied volatity was 2.78, 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 63.05, which was 0 lower than the previous day. The implied volatity was 1.84, 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 63.05, which was 0 lower than the previous day. The implied volatity was 2.02, 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 63.05, which was 0 lower than the previous day. The implied volatity was 2.07, 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 63.05, which was 0 lower than the previous day. The implied volatity was 2.83, 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 63.05, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0


On 31 Jan ICICIBANK was trading at 1252.80. The strike last trading price was 63.05, which was 0 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0


On 30 Jan ICICIBANK was trading at 1255.60. The strike last trading price was 63.05, which was 0 lower than the previous day. The implied volatity was 2.67, 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 63.05, 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 63.05, which was 0.00 lower than the previous day. The implied volatity was 2.46, 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 63.05, which was 0.00 lower than the previous day. The implied volatity was 2.86, 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 63.05, which was 0.00 lower than the previous day. The implied volatity was 2.82, 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 63.05, which was 0.00 lower than the previous day. The implied volatity was 2.40, 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 63.05, which was 0.00 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 7 Jan ICICIBANK was trading at 1279.25. The strike last trading price was 63.05, which was 0.00 lower than the previous day. The implied volatity was 0.63, 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 63.05, which was 0.00 lower than the previous day. The implied volatity was 1.37, 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 63.05, which was 63.05 higher than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0


On 2 Jan ICICIBANK was trading at 1290.60. The strike last trading price was 0, which was 0.00 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 1 Jan ICICIBANK was trading at 1283.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0


On 31 Dec ICICIBANK was trading at 1281.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0


ICICIBANK 27MAR2025 1320 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 1250.05 106 0 0.00 0 0 0
12 Mar 1243.95 106 0 0.00 0 0 0
11 Mar 1245.40 106 0 0.00 0 -2 0
10 Mar 1214.85 106 4 31.47 2 108 108
7 Mar 1214.55 102 0 0.00 0 0 0
6 Mar 1218.05 102 0 0.00 0 0 0
5 Mar 1215.70 102 0 0.00 0 -1 0
4 Mar 1210.40 102 5.25 23.32 1 0 109
3 Mar 1206.20 96.75 0 0.00 0 6 0
28 Feb 1204.10 96.75 5.25 - 14 10 113
27 Feb 1222.45 91.5 1.85 16.73 30 11 103
26 Feb 1224.15 89.8 -11.4 22.34 5 4 90
25 Feb 1224.15 89.8 -11.4 22.34 5 2 90
24 Feb 1218.35 101.2 31.1 29.00 4 1 88
21 Feb 1232.95 71.35 1.25 0.00 0 79 0
20 Feb 1249.95 71.35 2.35 21.40 84 76 84
19 Feb 1261.65 69 0 0.00 0 0 0
18 Feb 1243.05 69 0 0.00 0 0 0
17 Feb 1251.15 69 0 0.00 0 0 0
14 Feb 1260.10 69 0 0.00 0 0 0
13 Feb 1248.90 69 0 0.00 0 0 0
12 Feb 1251.80 69 0 0.00 0 0 0
11 Feb 1252.75 69 0 0.00 0 8 0
10 Feb 1262.60 69 7.15 24.31 9 8 8
7 Feb 1256.90 61.85 0 - 0 0 0
6 Feb 1272.40 61.85 0 - 0 0 0
5 Feb 1267.70 61.85 0 - 0 0 0
4 Feb 1268.20 61.85 0 - 0 0 0
3 Feb 1253.00 61.85 0 - 0 0 0
1 Feb 1255.55 61.85 0 - 0 0 0
31 Jan 1252.80 61.85 0 - 0 0 0
30 Jan 1255.60 0 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 0.00 - 0 0 0
2 Jan 1290.60 0 0.00 - 0 0 0
1 Jan 1283.65 0 0.00 - 0 0 0
31 Dec 1281.65 0 - 0 0 0


For Icici Bank Ltd. - strike price 1320 expiring on 27MAR2025

Delta for 1320 PE is 0.00

Historical price for 1320 PE is as follows

On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 106, 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 106, 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 106, 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 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 106, which was 4 higher than the previous day. The implied volatity was 31.47, the open interest changed by 108 which increased total open position to 108


On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 102, 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 102, 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 102, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 102, which was 5.25 higher than the previous day. The implied volatity was 23.32, the open interest changed by 0 which decreased total open position to 109


On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 96.75, 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 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 96.75, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 113


On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 91.5, which was 1.85 higher than the previous day. The implied volatity was 16.73, the open interest changed by 11 which increased total open position to 103


On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 89.8, which was -11.4 lower than the previous day. The implied volatity was 22.34, the open interest changed by 4 which increased total open position to 90


On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 89.8, which was -11.4 lower than the previous day. The implied volatity was 22.34, the open interest changed by 2 which increased total open position to 90


On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 101.2, which was 31.1 higher than the previous day. The implied volatity was 29.00, the open interest changed by 1 which increased total open position to 88


On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 71.35, which was 1.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 79 which increased total open position to 0


On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 71.35, which was 2.35 higher than the previous day. The implied volatity was 21.40, the open interest changed by 76 which increased total open position to 84


On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 69, 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 18 Feb ICICIBANK was trading at 1243.05. The strike last trading price was 69, 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 17 Feb ICICIBANK was trading at 1251.15. The strike last trading price was 69, 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 14 Feb ICICIBANK was trading at 1260.10. The strike last trading price was 69, 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 13 Feb ICICIBANK was trading at 1248.90. The strike last trading price was 69, 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 69, 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 69, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0


On 10 Feb ICICIBANK was trading at 1262.60. The strike last trading price was 69, which was 7.15 higher than the previous day. The implied volatity was 24.31, the open interest changed by 8 which increased total open position to 8


On 7 Feb ICICIBANK was trading at 1256.90. The strike last trading price was 61.85, 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 61.85, 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 61.85, 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 61.85, 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 61.85, 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 61.85, 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 31 Jan ICICIBANK was trading at 1252.80. The strike last trading price was 61.85, 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 30 Jan ICICIBANK was trading at 1255.60. The strike last trading price was 0, 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 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 2 Jan ICICIBANK was trading at 1290.60. 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 1 Jan ICICIBANK was trading at 1283.65. 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 31 Dec ICICIBANK was trading at 1281.65. 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