ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1380 CE | ||||||||||
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Delta: 0.02
Vega: 0.10
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1250.05 | 0.3 | 0.05 | 22.54 | 5 | -2 | 100 | |||
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| 12 Mar | 1243.95 | 0.25 | -0.15 | 21.80 | 34 | 0 | 102 | |||
| 11 Mar | 1245.40 | 0.4 | 0.1 | 22.58 | 137 | -30 | 102 | |||
| 10 Mar | 1214.85 | 0.3 | -0.1 | 25.63 | 77 | -3 | 134 | |||
| 7 Mar | 1214.55 | 0.4 | 0.05 | 24.34 | 34 | -16 | 137 | |||
| 6 Mar | 1218.05 | 0.35 | -0.1 | 22.40 | 11 | -9 | 155 | |||
| 5 Mar | 1215.70 | 0.45 | 0 | 23.29 | 4 | 0 | 164 | |||
| 4 Mar | 1210.40 | 0.45 | -0.05 | 23.00 | 11 | -1 | 164 | |||
| 3 Mar | 1206.20 | 0.5 | 0.1 | 23.57 | 48 | 5 | 164 | |||
| 28 Feb | 1204.10 | 0.4 | -0.45 | 22.17 | 173 | 27 | 160 | |||
| 27 Feb | 1222.45 | 0.85 | -0.35 | 21.88 | 22 | 0 | 133 | |||
| 26 Feb | 1224.15 | 1.25 | 0.3 | 21.76 | 26 | 1 | 130 | |||
| 25 Feb | 1224.15 | 1.25 | 0.3 | 21.76 | 26 | -2 | 130 | |||
| 24 Feb | 1218.35 | 0.95 | -0.75 | 21.10 | 14 | 5 | 132 | |||
| 21 Feb | 1232.95 | 1.7 | -0.95 | 20.70 | 134 | 12 | 127 | |||
| 20 Feb | 1249.95 | 2.5 | -0.8 | 19.90 | 197 | 75 | 116 | |||
| 19 Feb | 1261.65 | 3.45 | 0.7 | 19.25 | 158 | 37 | 39 | |||
| 18 Feb | 1243.05 | 2.75 | -1.6 | 20.46 | 1 | 0 | 1 | |||
| 17 Feb | 1251.15 | 4.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 14 Feb | 1260.10 | 4.35 | 0 | 19.32 | 1 | 0 | 1 | |||
| 13 Feb | 1248.90 | 4.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Feb | 1251.80 | 4.35 | 0 | 0.00 | 0 | 1 | 0 | |||
| 11 Feb | 1252.75 | 4.35 | -34.75 | 19.92 | 1 | 0 | 0 | |||
| 10 Feb | 1262.60 | 39.1 | 0 | 6.10 | 0 | 0 | 0 | |||
| 7 Feb | 1256.90 | 39.1 | 0 | 6.01 | 0 | 0 | 0 | |||
| 6 Feb | 1272.40 | 39.1 | 0 | 5.11 | 0 | 0 | 0 | |||
| 4 Feb | 1268.20 | 39.1 | 0 | 5.25 | 0 | 0 | 0 | |||
| 3 Feb | 1253.00 | 39.1 | 0 | 5.83 | 0 | 0 | 0 | |||
| 1 Feb | 1255.55 | 39.1 | 0 | 5.91 | 0 | 0 | 0 | |||
| 31 Jan | 1252.80 | 39.1 | 0 | 6.22 | 0 | 0 | 0 | |||
| 30 Jan | 1255.60 | 39.1 | 0 | 5.81 | 0 | 0 | 0 | |||
| 2 Jan | 1290.60 | 39.1 | 0.00 | 3.00 | 0 | 0 | 0 | |||
| 1 Jan | 1283.65 | 39.1 | 39.10 | 0.00 | 0 | 0 | 0 | |||
| 31 Dec | 1281.65 | 0 | 2.92 | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1380 expiring on 27MAR2025
Delta for 1380 CE is 0.02
Historical price for 1380 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 22.54, the open interest changed by -2 which decreased total open position to 100
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 21.80, the open interest changed by 0 which decreased total open position to 102
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 22.58, the open interest changed by -30 which decreased total open position to 102
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 25.63, the open interest changed by -3 which decreased total open position to 134
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 24.34, the open interest changed by -16 which decreased total open position to 137
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 22.40, the open interest changed by -9 which decreased total open position to 155
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 23.29, the open interest changed by 0 which decreased total open position to 164
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 23.00, the open interest changed by -1 which decreased total open position to 164
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 23.57, the open interest changed by 5 which increased total open position to 164
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 0.4, which was -0.45 lower than the previous day. The implied volatity was 22.17, the open interest changed by 27 which increased total open position to 160
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 21.88, the open interest changed by 0 which decreased total open position to 133
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 1.25, which was 0.3 higher than the previous day. The implied volatity was 21.76, the open interest changed by 1 which increased total open position to 130
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 1.25, which was 0.3 higher than the previous day. The implied volatity was 21.76, the open interest changed by -2 which decreased total open position to 130
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 0.95, which was -0.75 lower than the previous day. The implied volatity was 21.10, the open interest changed by 5 which increased total open position to 132
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 1.7, which was -0.95 lower than the previous day. The implied volatity was 20.70, the open interest changed by 12 which increased total open position to 127
On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 2.5, which was -0.8 lower than the previous day. The implied volatity was 19.90, the open interest changed by 75 which increased total open position to 116
On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 3.45, which was 0.7 higher than the previous day. The implied volatity was 19.25, the open interest changed by 37 which increased total open position to 39
On 18 Feb ICICIBANK was trading at 1243.05. The strike last trading price was 2.75, which was -1.6 lower than the previous day. The implied volatity was 20.46, 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 4.35, 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 4.35, which was 0 lower than the previous day. The implied volatity was 19.32, the open interest changed by 0 which decreased total open position to 1
On 13 Feb ICICIBANK was trading at 1248.90. The strike last trading price was 4.35, 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 4.35, 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 11 Feb ICICIBANK was trading at 1252.75. The strike last trading price was 4.35, which was -34.75 lower than the previous day. The implied volatity was 19.92, 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 39.1, which was 0 lower than the previous day. The implied volatity was 6.10, 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 39.1, which was 0 lower than the previous day. The implied volatity was 6.01, 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 39.1, which was 0 lower than the previous day. The implied volatity was 5.11, 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 39.1, which was 0 lower than the previous day. The implied volatity was 5.25, 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 39.1, which was 0 lower than the previous day. The implied volatity was 5.83, 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 39.1, which was 0 lower than the previous day. The implied volatity was 5.91, 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 39.1, which was 0 lower than the previous day. The implied volatity was 6.22, 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 39.1, which was 0 lower than the previous day. The implied volatity was 5.81, 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 39.1, which was 0.00 lower than the previous day. The implied volatity was 3.00, 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 39.1, which was 39.10 higher than the previous day. The implied volatity was 0.00, 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 2.92, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 27MAR2025 1380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1250.05 | 155.85 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 1243.95 | 155.85 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 1245.40 | 155.85 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 1214.85 | 155.85 | 0.85 | - | 1 | 1 | 1 |
| 7 Mar | 1214.55 | 155 | 0 | 0.00 | 0 | 1 | 0 |
| 6 Mar | 1218.05 | 155 | 58.2 | 29.90 | 1 | 0 | 0 |
| 5 Mar | 1215.70 | 96.8 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1210.40 | 96.8 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 1206.20 | 96.8 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 1204.10 | 96.8 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 1222.45 | 96.8 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 1224.15 | 96.8 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 1224.15 | 96.8 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 1218.35 | 96.8 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 1232.95 | 96.8 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 1249.95 | 96.8 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1261.65 | 96.8 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1243.05 | 96.8 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1251.15 | 96.8 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 1260.10 | 96.8 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1248.90 | 96.8 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1251.80 | 96.8 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1252.75 | 96.8 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1262.60 | 96.8 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1256.90 | 96.8 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1272.40 | 96.8 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1268.20 | 96.8 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1253.00 | 96.8 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1255.55 | 96.8 | 0 | - | 0 | 0 | 0 |
| 31 Jan | 1252.80 | 96.8 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1255.60 | 96.8 | 0 | - | 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 1380 expiring on 27MAR2025
Delta for 1380 PE is 0.00
Historical price for 1380 PE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 155.85, 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 155.85, 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 155.85, 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 155.85, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 155, 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 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 155, which was 58.2 higher than the previous day. The implied volatity was 29.90, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 96.8, 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 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
