ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1330 CE | ||||||||||
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Delta: 0.04
Vega: 0.23
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1250.05 | 0.75 | -0.05 | 17.50 | 599 | -165 | 1,094 | |||
| 12 Mar | 1243.95 | 0.8 | -0.3 | 17.84 | 351 | 31 | 1,269 | |||
| 11 Mar | 1245.40 | 1.15 | 0.75 | 18.57 | 944 | 217 | 1,245 | |||
| 10 Mar | 1214.85 | 0.4 | -0.15 | 19.77 | 122 | -35 | 1,029 | |||
| 7 Mar | 1214.55 | 0.55 | -0.2 | 18.94 | 206 | 21 | 1,064 | |||
| 6 Mar | 1218.05 | 0.75 | -0.05 | 18.43 | 77 | -13 | 1,044 | |||
| 5 Mar | 1215.70 | 0.75 | 0.05 | 18.69 | 399 | 27 | 1,058 | |||
| 4 Mar | 1210.40 | 0.7 | -0.1 | 18.33 | 325 | 222 | 1,031 | |||
| 3 Mar | 1206.20 | 0.8 | -0.35 | 18.92 | 997 | 331 | 815 | |||
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| 28 Feb | 1204.10 | 1.1 | -0.8 | 19.86 | 757 | 240 | 485 | |||
| 27 Feb | 1222.45 | 2 | -0.4 | 19.04 | 112 | 32 | 245 | |||
| 26 Feb | 1224.15 | 2.35 | -0.5 | 18.11 | 51 | 6 | 213 | |||
| 25 Feb | 1224.15 | 2.35 | -0.5 | 18.11 | 51 | 6 | 213 | |||
| 24 Feb | 1218.35 | 2.85 | -1.95 | 19.59 | 366 | 30 | 203 | |||
| 21 Feb | 1232.95 | 4.7 | -2.6 | 19.25 | 396 | -56 | 172 | |||
| 20 Feb | 1249.95 | 7.3 | -2.15 | 18.95 | 272 | 151 | 221 | |||
| 19 Feb | 1261.65 | 9.8 | 2.55 | 18.35 | 75 | 57 | 72 | |||
| 18 Feb | 1243.05 | 7.25 | 0.4 | 19.25 | 18 | 12 | 14 | |||
| 17 Feb | 1251.15 | 6.85 | -3.6 | 17.00 | 1 | 0 | 1 | |||
| 14 Feb | 1260.10 | 10.45 | 0 | 0.00 | 0 | 1 | 0 | |||
| 13 Feb | 1248.90 | 10.45 | -13.55 | 19.45 | 1 | 0 | 0 | |||
| 12 Feb | 1251.80 | 24 | 0 | 3.90 | 0 | 0 | 0 | |||
| 11 Feb | 1252.75 | 24 | 0 | 4.10 | 0 | 0 | 0 | |||
| 10 Feb | 1262.60 | 24 | 0 | 3.36 | 0 | 0 | 0 | |||
| 7 Feb | 1256.90 | 24 | 0 | 3.35 | 0 | 0 | 0 | |||
| 6 Feb | 1272.40 | 24 | 0 | 2.42 | 0 | 0 | 0 | |||
| 5 Feb | 1267.70 | 24 | 0 | 2.59 | 0 | 0 | 0 | |||
| 4 Feb | 1268.20 | 24 | 0 | 2.61 | 0 | 0 | 0 | |||
| 3 Feb | 1253.00 | 24 | 0 | 3.16 | 0 | 0 | 0 | |||
| 1 Feb | 1255.55 | 24 | 0 | 3.43 | 0 | 0 | 0 | |||
For Icici Bank Ltd. - strike price 1330 expiring on 27MAR2025
Delta for 1330 CE is 0.04
Historical price for 1330 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 17.50, the open interest changed by -165 which decreased total open position to 1094
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 0.8, which was -0.3 lower than the previous day. The implied volatity was 17.84, the open interest changed by 31 which increased total open position to 1269
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 1.15, which was 0.75 higher than the previous day. The implied volatity was 18.57, the open interest changed by 217 which increased total open position to 1245
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 19.77, the open interest changed by -35 which decreased total open position to 1029
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 18.94, the open interest changed by 21 which increased total open position to 1064
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 18.43, the open interest changed by -13 which decreased total open position to 1044
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 18.69, the open interest changed by 27 which increased total open position to 1058
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 18.33, the open interest changed by 222 which increased total open position to 1031
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 18.92, the open interest changed by 331 which increased total open position to 815
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 1.1, which was -0.8 lower than the previous day. The implied volatity was 19.86, the open interest changed by 240 which increased total open position to 485
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 2, which was -0.4 lower than the previous day. The implied volatity was 19.04, the open interest changed by 32 which increased total open position to 245
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 2.35, which was -0.5 lower than the previous day. The implied volatity was 18.11, the open interest changed by 6 which increased total open position to 213
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 2.35, which was -0.5 lower than the previous day. The implied volatity was 18.11, the open interest changed by 6 which increased total open position to 213
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 2.85, which was -1.95 lower than the previous day. The implied volatity was 19.59, the open interest changed by 30 which increased total open position to 203
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 4.7, which was -2.6 lower than the previous day. The implied volatity was 19.25, the open interest changed by -56 which decreased total open position to 172
On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 7.3, which was -2.15 lower than the previous day. The implied volatity was 18.95, the open interest changed by 151 which increased total open position to 221
On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 9.8, which was 2.55 higher than the previous day. The implied volatity was 18.35, the open interest changed by 57 which increased total open position to 72
On 18 Feb ICICIBANK was trading at 1243.05. The strike last trading price was 7.25, which was 0.4 higher than the previous day. The implied volatity was 19.25, the open interest changed by 12 which increased total open position to 14
On 17 Feb ICICIBANK was trading at 1251.15. The strike last trading price was 6.85, which was -3.6 lower than the previous day. The implied volatity was 17.00, the open interest changed by 0 which decreased total open position to 1
On 14 Feb ICICIBANK was trading at 1260.10. The strike last trading price was 10.45, 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 13 Feb ICICIBANK was trading at 1248.90. The strike last trading price was 10.45, which was -13.55 lower than the previous day. The implied volatity was 19.45, 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 24, which was 0 lower than the previous day. The implied volatity was 3.90, 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 24, which was 0 lower than the previous day. The implied volatity was 4.10, 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 24, which was 0 lower than the previous day. The implied volatity was 3.36, 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 24, which was 0 lower than the previous day. The implied volatity was 3.35, 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 24, which was 0 lower than the previous day. The implied volatity was 2.42, 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 24, which was 0 lower than the previous day. The implied volatity was 2.59, 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 24, which was 0 lower than the previous day. The implied volatity was 2.61, 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 24, which was 0 lower than the previous day. The implied volatity was 3.16, 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 24, which was 0 lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 27MAR2025 1330 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1250.05 | 83.6 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1243.95 | 83.6 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1245.40 | 83.6 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1214.85 | 83.6 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 1214.55 | 83.6 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1218.05 | 83.6 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1215.70 | 83.6 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1210.40 | 83.6 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 1206.20 | 83.6 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 1204.10 | 83.6 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 1222.45 | 83.6 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 1224.15 | 83.6 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 1224.15 | 83.6 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 1218.35 | 83.6 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 1232.95 | 83.6 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 1249.95 | 83.6 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1261.65 | 83.6 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1243.05 | 83.6 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1251.15 | 83.6 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 1260.10 | 83.6 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1248.90 | 83.6 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1251.80 | 83.6 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1252.75 | 83.6 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1262.60 | 83.6 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1256.90 | 83.6 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1272.40 | 83.6 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1267.70 | 83.6 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1268.20 | 83.6 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1253.00 | 83.6 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1255.55 | 83.6 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1330 expiring on 27MAR2025
Delta for 1330 PE is -
Historical price for 1330 PE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 83.6, 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 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 83.6, 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 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 83.6, 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 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 83.6, 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 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 83.6, 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 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 83.6, 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 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 83.6, 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 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 83.6, 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 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 83.6, 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 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 83.6, 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 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 83.6, 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 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 83.6, 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 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 83.6, 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 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 83.6, 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 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 83.6, 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 83.6, 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 83.6, 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 83.6, 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 83.6, 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 83.6, 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 83.6, 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 83.6, 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 83.6, 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 83.6, 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 83.6, 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 83.6, 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 83.6, 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 83.6, 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 3 Feb ICICIBANK was trading at 1253.00. The strike last trading price was 83.6, 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 1 Feb ICICIBANK was trading at 1255.55. The strike last trading price was 83.6, 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
