ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.13
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1250.05 | 0.4 | -0.1 | 20.45 | 18 | -9 | 133 | |||
| 12 Mar | 1243.95 | 0.5 | -0.15 | 21.08 | 18 | 1 | 143 | |||
| 11 Mar | 1245.40 | 0.65 | 0.35 | 21.34 | 83 | 19 | 147 | |||
| 10 Mar | 1214.85 | 0.3 | -0.15 | 23.03 | 8 | -6 | 128 | |||
| 7 Mar | 1214.55 | 0.45 | 0 | 22.25 | 13 | -1 | 134 | |||
| 6 Mar | 1218.05 | 0.45 | -0.1 | 20.76 | 38 | -24 | 137 | |||
| 5 Mar | 1215.70 | 0.5 | 0 | 21.24 | 135 | -67 | 163 | |||
| 4 Mar | 1210.40 | 0.5 | -0.1 | 20.88 | 56 | -10 | 231 | |||
| 3 Mar | 1206.20 | 0.6 | 0 | 21.69 | 82 | 0 | 242 | |||
| 28 Feb | 1204.10 | 0.6 | -0.45 | 21.31 | 540 | -43 | 242 | |||
| 27 Feb | 1222.45 | 1.05 | -0.65 | 20.33 | 300 | 185 | 285 | |||
| 26 Feb | 1224.15 | 1.85 | 0.35 | 21.01 | 67 | 20 | 101 | |||
| 25 Feb | 1224.15 | 1.85 | 0.35 | 21.01 | 67 | 21 | 101 | |||
| 24 Feb | 1218.35 | 1.5 | -1.05 | 20.56 | 43 | -7 | 79 | |||
| 21 Feb | 1232.95 | 2.55 | -1.4 | 20.12 | 132 | 7 | 86 | |||
| 20 Feb | 1249.95 | 3.85 | -1.35 | 19.49 | 25 | -1 | 79 | |||
| 19 Feb | 1261.65 | 5.15 | 1.2 | 18.73 | 43 | 20 | 80 | |||
| 18 Feb | 1243.05 | 3.95 | -0.8 | 19.82 | 10 | 2 | 59 | |||
| 17 Feb | 1251.15 | 4.9 | -0.4 | 19.35 | 10 | 3 | 57 | |||
| 14 Feb | 1260.10 | 5.3 | 0 | 17.83 | 5 | 0 | 51 | |||
| 13 Feb | 1248.90 | 5.3 | 0.3 | 19.11 | 51 | 43 | 50 | |||
| 12 Feb | 1251.80 | 5 | 0.55 | 18.03 | 1 | 0 | 7 | |||
| 11 Feb | 1252.75 | 4.45 | -2.45 | 17.57 | 4 | 1 | 6 | |||
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| 10 Feb | 1262.60 | 6.9 | -39.25 | 18.26 | 10 | 5 | 5 | |||
| 7 Feb | 1256.90 | 46.15 | 0 | 4.90 | 0 | 0 | 0 | |||
| 6 Feb | 1272.40 | 46.15 | 0 | 4.06 | 0 | 0 | 0 | |||
| 5 Feb | 1267.70 | 46.15 | 0 | 4.22 | 0 | 0 | 0 | |||
| 4 Feb | 1268.20 | 46.15 | 0 | 4.23 | 0 | 0 | 0 | |||
| 3 Feb | 1253.00 | 46.15 | 0 | 4.76 | 0 | 0 | 0 | |||
| 1 Feb | 1255.55 | 46.15 | 0 | 5.52 | 0 | 0 | 0 | |||
| 31 Jan | 1252.80 | 46.15 | 0 | 5.27 | 0 | 0 | 0 | |||
| 30 Jan | 1255.60 | 46.15 | 0 | 4.78 | 0 | 0 | 0 | |||
| 9 Jan | 1262.40 | 46.15 | 0.00 | 3.59 | 0 | 0 | 0 | |||
| 7 Jan | 1279.25 | 46.15 | 0.00 | 2.56 | 0 | 0 | 0 | |||
| 6 Jan | 1264.10 | 46.15 | 0.00 | 2.94 | 0 | 0 | 0 | |||
| 3 Jan | 1265.05 | 46.15 | 46.15 | 2.63 | 0 | 0 | 0 | |||
| 2 Jan | 1290.60 | 0 | 0.00 | 1.78 | 0 | 0 | 0 | |||
| 1 Jan | 1283.65 | 0 | 0.00 | 2.13 | 0 | 0 | 0 | |||
| 31 Dec | 1281.65 | 0 | 2.09 | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1360 expiring on 27MAR2025
Delta for 1360 CE is 0.02
Historical price for 1360 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 20.45, the open interest changed by -9 which decreased total open position to 133
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 21.08, the open interest changed by 1 which increased total open position to 143
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 0.65, which was 0.35 higher than the previous day. The implied volatity was 21.34, the open interest changed by 19 which increased total open position to 147
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 23.03, the open interest changed by -6 which decreased total open position to 128
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 22.25, the open interest changed by -1 which decreased total open position to 134
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 20.76, the open interest changed by -24 which decreased total open position to 137
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 21.24, the open interest changed by -67 which decreased total open position to 163
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 20.88, the open interest changed by -10 which decreased total open position to 231
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 21.69, the open interest changed by 0 which decreased total open position to 242
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 0.6, which was -0.45 lower than the previous day. The implied volatity was 21.31, the open interest changed by -43 which decreased total open position to 242
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 1.05, which was -0.65 lower than the previous day. The implied volatity was 20.33, the open interest changed by 185 which increased total open position to 285
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 1.85, which was 0.35 higher than the previous day. The implied volatity was 21.01, the open interest changed by 20 which increased total open position to 101
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 1.85, which was 0.35 higher than the previous day. The implied volatity was 21.01, the open interest changed by 21 which increased total open position to 101
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 1.5, which was -1.05 lower than the previous day. The implied volatity was 20.56, the open interest changed by -7 which decreased total open position to 79
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 2.55, which was -1.4 lower than the previous day. The implied volatity was 20.12, the open interest changed by 7 which increased total open position to 86
On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 3.85, which was -1.35 lower than the previous day. The implied volatity was 19.49, the open interest changed by -1 which decreased total open position to 79
On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 5.15, which was 1.2 higher than the previous day. The implied volatity was 18.73, the open interest changed by 20 which increased total open position to 80
On 18 Feb ICICIBANK was trading at 1243.05. The strike last trading price was 3.95, which was -0.8 lower than the previous day. The implied volatity was 19.82, the open interest changed by 2 which increased total open position to 59
On 17 Feb ICICIBANK was trading at 1251.15. The strike last trading price was 4.9, which was -0.4 lower than the previous day. The implied volatity was 19.35, the open interest changed by 3 which increased total open position to 57
On 14 Feb ICICIBANK was trading at 1260.10. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 17.83, the open interest changed by 0 which decreased total open position to 51
On 13 Feb ICICIBANK was trading at 1248.90. The strike last trading price was 5.3, which was 0.3 higher than the previous day. The implied volatity was 19.11, the open interest changed by 43 which increased total open position to 50
On 12 Feb ICICIBANK was trading at 1251.80. The strike last trading price was 5, which was 0.55 higher than the previous day. The implied volatity was 18.03, the open interest changed by 0 which decreased total open position to 7
On 11 Feb ICICIBANK was trading at 1252.75. The strike last trading price was 4.45, which was -2.45 lower than the previous day. The implied volatity was 17.57, the open interest changed by 1 which increased total open position to 6
On 10 Feb ICICIBANK was trading at 1262.60. The strike last trading price was 6.9, which was -39.25 lower than the previous day. The implied volatity was 18.26, the open interest changed by 5 which increased total open position to 5
On 7 Feb ICICIBANK was trading at 1256.90. The strike last trading price was 46.15, which was 0 lower than the previous day. The implied volatity was 4.90, 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 46.15, which was 0 lower than the previous day. The implied volatity was 4.06, 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 46.15, which was 0 lower than the previous day. The implied volatity was 4.22, 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 46.15, 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
On 3 Feb ICICIBANK was trading at 1253.00. The strike last trading price was 46.15, which was 0 lower than the previous day. The implied volatity was 4.76, 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 46.15, which was 0 lower than the previous day. The implied volatity was 5.52, 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 46.15, which was 0 lower than the previous day. The implied volatity was 5.27, 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 46.15, which was 0 lower than the previous day. The implied volatity was 4.78, 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 46.15, which was 0.00 lower than the previous day. The implied volatity was 3.59, 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 46.15, which was 0.00 lower than the previous day. The implied volatity was 2.56, 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 46.15, which was 0.00 lower than the previous day. The implied volatity was 2.94, 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 46.15, which was 46.15 higher than the previous day. The implied volatity was 2.63, 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 1.78, 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 2.13, 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 2.09, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 27MAR2025 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1250.05 | 84.25 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1243.95 | 84.25 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1245.40 | 84.25 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1214.85 | 84.25 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 1214.55 | 84.25 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1218.05 | 84.25 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1215.70 | 84.25 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1210.40 | 84.25 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 1206.20 | 84.25 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 1204.10 | 84.25 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 1222.45 | 84.25 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 1224.15 | 84.25 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 1224.15 | 84.25 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 1218.35 | 84.25 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 1232.95 | 84.25 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 1249.95 | 84.25 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1261.65 | 84.25 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1243.05 | 84.25 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1251.15 | 84.25 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 1260.10 | 84.25 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1248.90 | 84.25 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1251.80 | 84.25 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1252.75 | 84.25 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1262.60 | 84.25 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1256.90 | 84.25 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1272.40 | 84.25 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1267.70 | 84.25 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1268.20 | 84.25 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1253.00 | 84.25 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1255.55 | 84.25 | 0 | - | 0 | 0 | 0 |
| 31 Jan | 1252.80 | 84.25 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1255.60 | 84.25 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 1262.40 | 84.25 | 84.25 | - | 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 1360 expiring on 27MAR2025
Delta for 1360 PE is -
Historical price for 1360 PE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 84.25, 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 9 Jan ICICIBANK was trading at 1262.40. The strike last trading price was 84.25, which was 84.25 higher 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
