ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.15
Theta: -0.11
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 13 Mar | 1250.05 | 0.45 | -0.2 | 19.24 | 480 | 42 | 1,585 | |||
| 12 Mar | 1243.95 | 0.65 | -0.25 | 20.45 | 393 | 8 | 1,550 | |||
| 11 Mar | 1245.40 | 0.85 | 0.4 | 20.77 | 549 | 119 | 1,542 | |||
| 10 Mar | 1214.85 | 0.45 | -0.05 | 23.01 | 69 | 5 | 1,419 | |||
| 7 Mar | 1214.55 | 0.45 | -0.15 | 20.97 | 165 | 33 | 1,414 | |||
| 6 Mar | 1218.05 | 0.6 | -0.05 | 20.41 | 130 | 3 | 1,379 | |||
| 5 Mar | 1215.70 | 0.6 | -0.05 | 20.58 | 611 | 223 | 1,376 | |||
| 4 Mar | 1210.40 | 0.65 | 0 | 20.66 | 173 | 30 | 1,150 | |||
| 3 Mar | 1206.20 | 0.7 | -0.1 | 21.01 | 286 | 69 | 1,121 | |||
| 28 Feb | 1204.10 | 0.8 | -0.6 | 21.15 | 1,251 | 433 | 1,051 | |||
| 27 Feb | 1222.45 | 1.35 | -0.55 | 20.06 | 139 | 14 | 618 | |||
| 26 Feb | 1224.15 | 1.75 | -0.2 | 19.51 | 223 | 96 | 604 | |||
| 25 Feb | 1224.15 | 1.75 | -0.2 | 19.51 | 223 | 96 | 604 | |||
| 24 Feb | 1218.35 | 2 | -1.1 | 20.59 | 725 | 268 | 508 | |||
| 21 Feb | 1232.95 | 3.1 | -1.9 | 19.79 | 307 | -79 | 241 | |||
| 20 Feb | 1249.95 | 4.75 | -1.7 | 19.27 | 193 | 38 | 320 | |||
| 19 Feb | 1261.65 | 6.5 | 1.7 | 18.68 | 334 | 147 | 278 | |||
| 18 Feb | 1243.05 | 4.85 | -1.05 | 19.63 | 71 | 12 | 131 | |||
| 17 Feb | 1251.15 | 5.85 | -1.65 | 19.01 | 219 | -35 | 118 | |||
| 14 Feb | 1260.10 | 7.55 | 1.2 | 18.60 | 97 | 37 | 153 | |||
| 13 Feb | 1248.90 | 6.7 | 0.05 | 19.20 | 44 | 15 | 118 | |||
| 12 Feb | 1251.80 | 6.6 | -0.5 | 18.16 | 61 | 37 | 102 | |||
| 11 Feb | 1252.75 | 6.75 | -1.55 | 18.70 | 76 | 60 | 65 | |||
| 10 Feb | 1262.60 | 8.8 | -3.45 | 18.47 | 3 | 2 | 4 | |||
| 7 Feb | 1256.90 | 12.25 | 0 | 0.00 | 0 | 2 | 0 | |||
| 6 Feb | 1272.40 | 12.25 | -6.5 | 17.98 | 3 | 2 | 2 | |||
| 5 Feb | 1267.70 | 18.75 | 0 | 3.69 | 0 | 0 | 0 | |||
| 4 Feb | 1268.20 | 18.75 | 0 | 3.74 | 0 | 0 | 0 | |||
| 3 Feb | 1253.00 | 18.75 | 0 | 4.46 | 0 | 0 | 0 | |||
| 1 Feb | 1255.55 | 18.75 | 0 | 4.23 | 0 | 0 | 0 | |||
For Icici Bank Ltd. - strike price 1350 expiring on 27MAR2025
Delta for 1350 CE is 0.03
Historical price for 1350 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 19.24, the open interest changed by 42 which increased total open position to 1585
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 20.45, the open interest changed by 8 which increased total open position to 1550
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 0.85, which was 0.4 higher than the previous day. The implied volatity was 20.77, the open interest changed by 119 which increased total open position to 1542
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 23.01, the open interest changed by 5 which increased total open position to 1419
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 20.97, the open interest changed by 33 which increased total open position to 1414
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 20.41, the open interest changed by 3 which increased total open position to 1379
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 20.58, the open interest changed by 223 which increased total open position to 1376
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 20.66, the open interest changed by 30 which increased total open position to 1150
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 21.01, the open interest changed by 69 which increased total open position to 1121
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 0.8, which was -0.6 lower than the previous day. The implied volatity was 21.15, the open interest changed by 433 which increased total open position to 1051
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 1.35, which was -0.55 lower than the previous day. The implied volatity was 20.06, the open interest changed by 14 which increased total open position to 618
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 1.75, which was -0.2 lower than the previous day. The implied volatity was 19.51, the open interest changed by 96 which increased total open position to 604
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 1.75, which was -0.2 lower than the previous day. The implied volatity was 19.51, the open interest changed by 96 which increased total open position to 604
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 2, which was -1.1 lower than the previous day. The implied volatity was 20.59, the open interest changed by 268 which increased total open position to 508
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 3.1, which was -1.9 lower than the previous day. The implied volatity was 19.79, the open interest changed by -79 which decreased total open position to 241
On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 4.75, which was -1.7 lower than the previous day. The implied volatity was 19.27, the open interest changed by 38 which increased total open position to 320
On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 6.5, which was 1.7 higher than the previous day. The implied volatity was 18.68, the open interest changed by 147 which increased total open position to 278
On 18 Feb ICICIBANK was trading at 1243.05. The strike last trading price was 4.85, which was -1.05 lower than the previous day. The implied volatity was 19.63, the open interest changed by 12 which increased total open position to 131
On 17 Feb ICICIBANK was trading at 1251.15. The strike last trading price was 5.85, which was -1.65 lower than the previous day. The implied volatity was 19.01, the open interest changed by -35 which decreased total open position to 118
On 14 Feb ICICIBANK was trading at 1260.10. The strike last trading price was 7.55, which was 1.2 higher than the previous day. The implied volatity was 18.60, the open interest changed by 37 which increased total open position to 153
On 13 Feb ICICIBANK was trading at 1248.90. The strike last trading price was 6.7, which was 0.05 higher than the previous day. The implied volatity was 19.20, the open interest changed by 15 which increased total open position to 118
On 12 Feb ICICIBANK was trading at 1251.80. The strike last trading price was 6.6, which was -0.5 lower than the previous day. The implied volatity was 18.16, the open interest changed by 37 which increased total open position to 102
On 11 Feb ICICIBANK was trading at 1252.75. The strike last trading price was 6.75, which was -1.55 lower than the previous day. The implied volatity was 18.70, the open interest changed by 60 which increased total open position to 65
On 10 Feb ICICIBANK was trading at 1262.60. The strike last trading price was 8.8, which was -3.45 lower than the previous day. The implied volatity was 18.47, the open interest changed by 2 which increased total open position to 4
On 7 Feb ICICIBANK was trading at 1256.90. The strike last trading price was 12.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Feb ICICIBANK was trading at 1272.40. The strike last trading price was 12.25, which was -6.5 lower than the previous day. The implied volatity was 17.98, the open interest changed by 2 which increased total open position to 2
On 5 Feb ICICIBANK was trading at 1267.70. The strike last trading price was 18.75, which was 0 lower than the previous day. The implied volatity was 3.69, 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 18.75, which was 0 lower than the previous day. The implied volatity was 3.74, 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 18.75, which was 0 lower than the previous day. The implied volatity was 4.46, 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 18.75, which was 0 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 27MAR2025 1350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1250.05 | 94.5 | -11.5 | - | 7 | -1 | 180 |
| 12 Mar | 1243.95 | 106 | 0 | 34.23 | 1 | 0 | 181 |
| 11 Mar | 1245.40 | 106 | -19 | 34.87 | 4 | -2 | 181 |
| 10 Mar | 1214.85 | 125 | -10 | - | 1 | 1 | 182 |
| 7 Mar | 1214.55 | 135 | -1 | 35.58 | 1 | 0 | 181 |
| 6 Mar | 1218.05 | 136 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 1215.70 | 136 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 1210.40 | 136 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 1206.20 | 136 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 1204.10 | 136 | 21 | - | 7 | 0 | 180 |
| 27 Feb | 1222.45 | 115 | -2.6 | - | 13 | 10 | 180 |
| 26 Feb | 1224.15 | 117.3 | -7.7 | 23.99 | 172 | 160 | 171 |
| 25 Feb | 1224.15 | 117.3 | -7.7 | 23.99 | 172 | 161 | 171 |
| 24 Feb | 1218.35 | 125 | 13.65 | 27.36 | 1 | 0 | 9 |
| 21 Feb | 1232.95 | 111.35 | 16.95 | 23.62 | 3 | 1 | 7 |
| 20 Feb | 1249.95 | 94.4 | -7.6 | 20.08 | 4 | 3 | 5 |
| 19 Feb | 1261.65 | 102 | 0 | 0.00 | 0 | 1 | 0 |
| 18 Feb | 1243.05 | 102 | -1 | 23.22 | 1 | 0 | 1 |
| 17 Feb | 1251.15 | 103 | 4.85 | 29.97 | 1 | 0 | 0 |
| 14 Feb | 1260.10 | 98.15 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1248.90 | 98.15 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1251.80 | 98.15 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1252.75 | 98.15 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1262.60 | 98.15 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1256.90 | 98.15 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1272.40 | 98.15 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1267.70 | 98.15 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1268.20 | 98.15 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1253.00 | 98.15 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1255.55 | 98.15 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1350 expiring on 27MAR2025
Delta for 1350 PE is -
Historical price for 1350 PE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 94.5, which was -11.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 180
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 34.23, the open interest changed by 0 which decreased total open position to 181
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 106, which was -19 lower than the previous day. The implied volatity was 34.87, the open interest changed by -2 which decreased total open position to 181
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 125, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 182
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 135, which was -1 lower than the previous day. The implied volatity was 35.58, the open interest changed by 0 which decreased total open position to 181
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 136, 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 136, 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 136, 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 136, 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 136, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 180
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 115, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 180
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 117.3, which was -7.7 lower than the previous day. The implied volatity was 23.99, the open interest changed by 160 which increased total open position to 171
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 117.3, which was -7.7 lower than the previous day. The implied volatity was 23.99, the open interest changed by 161 which increased total open position to 171
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 125, which was 13.65 higher than the previous day. The implied volatity was 27.36, the open interest changed by 0 which decreased total open position to 9
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 111.35, which was 16.95 higher than the previous day. The implied volatity was 23.62, the open interest changed by 1 which increased total open position to 7
On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 94.4, which was -7.6 lower than the previous day. The implied volatity was 20.08, the open interest changed by 3 which increased total open position to 5
On 19 Feb ICICIBANK was trading at 1261.65. 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 increased total open position to 0
On 18 Feb ICICIBANK was trading at 1243.05. The strike last trading price was 102, which was -1 lower than the previous day. The implied volatity was 23.22, the open interest changed by 0 which decreased total open position to 1
On 17 Feb ICICIBANK was trading at 1251.15. The strike last trading price was 103, which was 4.85 higher than the previous day. The implied volatity was 29.97, 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 98.15, 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 98.15, 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 98.15, 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 98.15, 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 98.15, 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 98.15, 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 98.15, 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 98.15, 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 98.15, 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 98.15, 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 98.15, 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
