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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 1340 CE
Delta: 0.03
Vega: 0.18
Theta: -0.12
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 1250.05 0.55 -0.1 18.23 434 132 1,037
12 Mar 1243.95 0.65 -0.2 18.79 167 20 904
11 Mar 1245.40 0.85 0.55 19.14 624 26 885
10 Mar 1214.85 0.3 -0.2 20.32 117 44 859
7 Mar 1214.55 0.45 -0.1 19.67 166 -14 815
6 Mar 1218.05 0.5 -0.1 18.53 113 -3 830
5 Mar 1215.70 0.6 0 19.30 453 144 816
4 Mar 1210.40 0.6 -0.05 19.14 164 -17 672
3 Mar 1206.20 0.7 -0.15 19.76 538 197 689
28 Feb 1204.10 0.9 -0.65 20.37 908 277 493
27 Feb 1222.45 1.65 -0.25 19.58 233 -45 216
26 Feb 1224.15 1.8 -0.45 18.33 368 70 261
25 Feb 1224.15 1.8 -0.45 18.33 368 70 261
24 Feb 1218.35 2.25 -1.6 19.83 250 126 197
21 Feb 1232.95 3.85 -2.2 19.56 36 7 70
20 Feb 1249.95 5.8 -2.05 19.00 30 19 62
19 Feb 1261.65 8.1 2.3 18.61 41 12 43
18 Feb 1243.05 5.8 -0.25 19.29 29 25 30
17 Feb 1251.15 6.05 -48.05 17.76 7 5 5
14 Feb 1260.10 54.1 0 4.24 0 0 0
13 Feb 1248.90 54.1 0 4.82 0 0 0
12 Feb 1251.80 54.1 0 4.48 0 0 0
11 Feb 1252.75 54.1 0 4.67 0 0 0
10 Feb 1262.60 54.1 0 3.93 0 0 0
7 Feb 1256.90 54.1 0 3.91 0 0 0
6 Feb 1272.40 54.1 0 2.98 0 0 0
5 Feb 1267.70 54.1 0 3.21 0 0 0
4 Feb 1268.20 54.1 0 3.20 0 0 0
3 Feb 1253.00 54.1 0 3.80 0 0 0
1 Feb 1255.55 54.1 0 4.65 0 0 0
31 Jan 1252.80 54.1 0 3.72 0 0 0
30 Jan 1255.60 54.1 0 3.42 0 0 0
16 Jan 1249.10 54.1 0.00 3.33 0 0 0
14 Jan 1240.30 54.1 0.00 4.03 0 0 0
10 Jan 1249.85 54.1 0.00 3.10 0 0 0
9 Jan 1262.40 54.1 0.00 2.35 0 0 0
7 Jan 1279.25 54.1 0.00 1.30 0 0 0
6 Jan 1264.10 54.1 0.00 2.27 0 0 0
3 Jan 1265.05 54.1 54.10 1.78 0 0 0
2 Jan 1290.60 0 0.00 0.90 0 0 0
1 Jan 1283.65 0 0.00 1.27 0 0 0
31 Dec 1281.65 0 1.23 0 0 0


For Icici Bank Ltd. - strike price 1340 expiring on 27MAR2025

Delta for 1340 CE is 0.03

Historical price for 1340 CE is as follows

On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 18.23, the open interest changed by 132 which increased total open position to 1037


On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 18.79, the open interest changed by 20 which increased total open position to 904


On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 0.85, which was 0.55 higher than the previous day. The implied volatity was 19.14, the open interest changed by 26 which increased total open position to 885


On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 20.32, the open interest changed by 44 which increased total open position to 859


On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 19.67, the open interest changed by -14 which decreased total open position to 815


On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 18.53, the open interest changed by -3 which decreased total open position to 830


On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 19.30, the open interest changed by 144 which increased total open position to 816


On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 19.14, the open interest changed by -17 which decreased total open position to 672


On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 19.76, the open interest changed by 197 which increased total open position to 689


On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 0.9, which was -0.65 lower than the previous day. The implied volatity was 20.37, the open interest changed by 277 which increased total open position to 493


On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 19.58, the open interest changed by -45 which decreased total open position to 216


On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 18.33, the open interest changed by 70 which increased total open position to 261


On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 18.33, the open interest changed by 70 which increased total open position to 261


On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 2.25, which was -1.6 lower than the previous day. The implied volatity was 19.83, the open interest changed by 126 which increased total open position to 197


On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 3.85, which was -2.2 lower than the previous day. The implied volatity was 19.56, the open interest changed by 7 which increased total open position to 70


On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 5.8, which was -2.05 lower than the previous day. The implied volatity was 19.00, the open interest changed by 19 which increased total open position to 62


On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 8.1, which was 2.3 higher than the previous day. The implied volatity was 18.61, the open interest changed by 12 which increased total open position to 43


On 18 Feb ICICIBANK was trading at 1243.05. The strike last trading price was 5.8, which was -0.25 lower than the previous day. The implied volatity was 19.29, the open interest changed by 25 which increased total open position to 30


On 17 Feb ICICIBANK was trading at 1251.15. The strike last trading price was 6.05, which was -48.05 lower than the previous day. The implied volatity was 17.76, the open interest changed by 5 which increased total open position to 5


On 14 Feb ICICIBANK was trading at 1260.10. The strike last trading price was 54.1, which was 0 lower than the previous day. The implied volatity was 4.24, 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 54.1, which was 0 lower than the previous day. The implied volatity was 4.82, 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 54.1, which was 0 lower than the previous day. The implied volatity was 4.48, 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 54.1, which was 0 lower than the previous day. The implied volatity was 4.67, 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 54.1, which was 0 lower than the previous day. The implied volatity was 3.93, 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 54.1, which was 0 lower than the previous day. The implied volatity was 3.91, 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 54.1, which was 0 lower than the previous day. The implied volatity was 2.98, 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 54.1, which was 0 lower than the previous day. The implied volatity was 3.21, 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 54.1, which was 0 lower than the previous day. The implied volatity was 3.20, 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 54.1, which was 0 lower than the previous day. The implied volatity was 3.80, 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 54.1, which was 0 lower than the previous day. The implied volatity was 4.65, 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 54.1, which was 0 lower than the previous day. The implied volatity was 3.72, 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 54.1, which was 0 lower than the previous day. The implied volatity was 3.42, 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 54.1, which was 0.00 lower than the previous day. The implied volatity was 3.33, 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 54.1, which was 0.00 lower than the previous day. The implied volatity was 4.03, 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 54.1, which was 0.00 lower than the previous day. The implied volatity was 3.10, 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 54.1, which was 0.00 lower than the previous day. The implied volatity was 2.35, 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 54.1, which was 0.00 lower than the previous day. The implied volatity was 1.30, 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 54.1, which was 0.00 lower than the previous day. The implied volatity was 2.27, 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 54.1, which was 54.10 higher than the previous day. The implied volatity was 1.78, 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 0.90, 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 1.27, 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 1.23, the open interest changed by 0 which decreased total open position to 0


ICICIBANK 27MAR2025 1340 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 1250.05 109 0 0.00 0 0 0
12 Mar 1243.95 109 0 0.00 0 0 0
11 Mar 1245.40 109 0 0.00 0 0 0
10 Mar 1214.85 109 0 0.00 0 0 0
7 Mar 1214.55 109 0 0.00 0 0 0
6 Mar 1218.05 109 0 0.00 0 0 0
5 Mar 1215.70 109 0 0.00 0 0 0
4 Mar 1210.40 109 0 0.00 0 0 0
3 Mar 1206.20 109 0 0.00 0 0 0
28 Feb 1204.10 109 0 0.00 0 0 0
27 Feb 1222.45 109 36.45 - 2 0 0
26 Feb 1224.15 72.55 0 - 0 0 0
25 Feb 1224.15 72.55 0 - 0 0 0
24 Feb 1218.35 72.55 0 - 0 0 0
21 Feb 1232.95 72.55 0 - 0 0 0
20 Feb 1249.95 72.55 0 - 0 0 0
19 Feb 1261.65 72.55 0 - 0 0 0
18 Feb 1243.05 72.55 0 - 0 0 0
17 Feb 1251.15 72.55 0 - 0 0 0
14 Feb 1260.10 72.55 0 - 0 0 0
13 Feb 1248.90 72.55 0 - 0 0 0
12 Feb 1251.80 72.55 0 - 0 0 0
11 Feb 1252.75 72.55 0 - 0 0 0
10 Feb 1262.60 72.55 0 - 0 0 0
7 Feb 1256.90 72.55 0 - 0 0 0
6 Feb 1272.40 72.55 0 - 0 0 0
5 Feb 1267.70 72.55 0 - 0 0 0
4 Feb 1268.20 72.55 0 - 0 0 0
3 Feb 1253.00 72.55 0 - 0 0 0
1 Feb 1255.55 72.55 0 - 0 0 0
31 Jan 1252.80 72.55 0 - 0 0 0
30 Jan 1255.60 0 0 - 0 0 0
16 Jan 1249.10 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 1340 expiring on 27MAR2025

Delta for 1340 PE is 0.00

Historical price for 1340 PE is as follows

On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 109, 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 109, 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 109, 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 109, 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 109, 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 109, 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 109, 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 109, 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 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 109, 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 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 109, 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 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 109, which was 36.45 higher 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 72.55, 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 72.55, 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 72.55, 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 72.55, 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 72.55, 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 72.55, 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 72.55, 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 72.55, 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 72.55, 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 72.55, 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 72.55, 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 72.55, 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 72.55, 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 72.55, 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 72.55, 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 72.55, 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 72.55, 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 72.55, 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 72.55, 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 72.55, 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 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 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