ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1400 CE | ||||||||||
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Delta: 0.01
Vega: 0.08
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1250.05 | 0.25 | -0.15 | 24.65 | 81 | -15 | 538 | |||
| 12 Mar | 1243.95 | 0.4 | 0 | 26.12 | 154 | 19 | 552 | |||
| 11 Mar | 1245.40 | 0.4 | 0.05 | 25.21 | 276 | -56 | 532 | |||
| 10 Mar | 1214.85 | 0.3 | -0.1 | 28.16 | 71 | 33 | 590 | |||
| 7 Mar | 1214.55 | 0.4 | -0.05 | 26.66 | 18 | -1 | 557 | |||
| 6 Mar | 1218.05 | 0.4 | 0 | 25.18 | 22 | -5 | 559 | |||
| 5 Mar | 1215.70 | 0.4 | -0.1 | 25.21 | 352 | 48 | 559 | |||
| 4 Mar | 1210.40 | 0.5 | -0.05 | 25.54 | 61 | 15 | 511 | |||
| 3 Mar | 1206.20 | 0.5 | 0 | 25.77 | 155 | -15 | 496 | |||
| 28 Feb | 1204.10 | 0.45 | -0.2 | 24.62 | 292 | 35 | 508 | |||
| 27 Feb | 1222.45 | 0.5 | -0.1 | 22.21 | 279 | 212 | 473 | |||
| 26 Feb | 1224.15 | 0.6 | -0.25 | 21.27 | 115 | 37 | 260 | |||
| 25 Feb | 1224.15 | 0.6 | -0.25 | 21.27 | 115 | 36 | 260 | |||
| 24 Feb | 1218.35 | 0.8 | -0.4 | 22.60 | 214 | -27 | 226 | |||
| 21 Feb | 1232.95 | 1.2 | -0.6 | 21.48 | 697 | -101 | 266 | |||
| 20 Feb | 1249.95 | 1.7 | -0.55 | 20.52 | 551 | 219 | 367 | |||
| 19 Feb | 1261.65 | 2.3 | 0.55 | 19.76 | 78 | 54 | 148 | |||
| 18 Feb | 1243.05 | 1.75 | -0.25 | 20.68 | 23 | 17 | 94 | |||
| 17 Feb | 1251.15 | 2 | -0.65 | 19.80 | 7 | 1 | 77 | |||
| 14 Feb | 1260.10 | 2.65 | 0.2 | 19.23 | 47 | 26 | 67 | |||
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| 13 Feb | 1248.90 | 2.45 | -0.55 | 19.90 | 16 | 1 | 41 | |||
| 12 Feb | 1251.80 | 3 | 0.25 | 20.13 | 11 | 1 | 40 | |||
| 11 Feb | 1252.75 | 2.75 | -0.45 | 19.87 | 31 | 23 | 39 | |||
| 10 Feb | 1262.60 | 3.2 | -0.4 | 18.95 | 20 | 7 | 15 | |||
| 7 Feb | 1256.90 | 3.6 | -29.3 | 19.09 | 9 | 6 | 6 | |||
| 6 Feb | 1272.40 | 32.9 | 0 | 6.11 | 0 | 0 | 0 | |||
| 4 Feb | 1268.20 | 32.9 | 0 | 6.22 | 0 | 0 | 0 | |||
| 3 Feb | 1253.00 | 32.9 | 0 | 6.88 | 0 | 0 | 0 | |||
| 1 Feb | 1255.55 | 32.9 | 0 | 7.20 | 0 | 0 | 0 | |||
| 31 Jan | 1252.80 | 32.9 | 0 | 6.65 | 0 | 0 | 0 | |||
| 30 Jan | 1255.60 | 32.9 | 0 | 7.01 | 0 | 0 | 0 | |||
For Icici Bank Ltd. - strike price 1400 expiring on 27MAR2025
Delta for 1400 CE is 0.01
Historical price for 1400 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 24.65, the open interest changed by -15 which decreased total open position to 538
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 26.12, the open interest changed by 19 which increased total open position to 552
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 25.21, the open interest changed by -56 which decreased total open position to 532
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 28.16, the open interest changed by 33 which increased total open position to 590
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 26.66, the open interest changed by -1 which decreased total open position to 557
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 25.18, the open interest changed by -5 which decreased total open position to 559
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 25.21, the open interest changed by 48 which increased total open position to 559
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 25.54, the open interest changed by 15 which increased total open position to 511
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 25.77, the open interest changed by -15 which decreased total open position to 496
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 24.62, the open interest changed by 35 which increased total open position to 508
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 22.21, the open interest changed by 212 which increased total open position to 473
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 21.27, the open interest changed by 37 which increased total open position to 260
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 21.27, the open interest changed by 36 which increased total open position to 260
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 0.8, which was -0.4 lower than the previous day. The implied volatity was 22.60, the open interest changed by -27 which decreased total open position to 226
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 1.2, which was -0.6 lower than the previous day. The implied volatity was 21.48, the open interest changed by -101 which decreased total open position to 266
On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 1.7, which was -0.55 lower than the previous day. The implied volatity was 20.52, the open interest changed by 219 which increased total open position to 367
On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 2.3, which was 0.55 higher than the previous day. The implied volatity was 19.76, the open interest changed by 54 which increased total open position to 148
On 18 Feb ICICIBANK was trading at 1243.05. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 20.68, the open interest changed by 17 which increased total open position to 94
On 17 Feb ICICIBANK was trading at 1251.15. The strike last trading price was 2, which was -0.65 lower than the previous day. The implied volatity was 19.80, the open interest changed by 1 which increased total open position to 77
On 14 Feb ICICIBANK was trading at 1260.10. The strike last trading price was 2.65, which was 0.2 higher than the previous day. The implied volatity was 19.23, the open interest changed by 26 which increased total open position to 67
On 13 Feb ICICIBANK was trading at 1248.90. The strike last trading price was 2.45, which was -0.55 lower than the previous day. The implied volatity was 19.90, the open interest changed by 1 which increased total open position to 41
On 12 Feb ICICIBANK was trading at 1251.80. The strike last trading price was 3, which was 0.25 higher than the previous day. The implied volatity was 20.13, the open interest changed by 1 which increased total open position to 40
On 11 Feb ICICIBANK was trading at 1252.75. The strike last trading price was 2.75, which was -0.45 lower than the previous day. The implied volatity was 19.87, the open interest changed by 23 which increased total open position to 39
On 10 Feb ICICIBANK was trading at 1262.60. The strike last trading price was 3.2, which was -0.4 lower than the previous day. The implied volatity was 18.95, the open interest changed by 7 which increased total open position to 15
On 7 Feb ICICIBANK was trading at 1256.90. The strike last trading price was 3.6, which was -29.3 lower than the previous day. The implied volatity was 19.09, the open interest changed by 6 which increased total open position to 6
On 6 Feb ICICIBANK was trading at 1272.40. The strike last trading price was 32.9, which was 0 lower than the previous day. The implied volatity was 6.11, 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 32.9, 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 3 Feb ICICIBANK was trading at 1253.00. The strike last trading price was 32.9, which was 0 lower than the previous day. The implied volatity was 6.88, 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 32.9, which was 0 lower than the previous day. The implied volatity was 7.20, 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 32.9, which was 0 lower than the previous day. The implied volatity was 6.65, 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 32.9, which was 0 lower than the previous day. The implied volatity was 7.01, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 27MAR2025 1400 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 | 143.5 | -10.6 | - | 3 | 0 | 193 |
| 12 Mar | 1243.95 | 154.1 | -1.9 | 40.96 | 2 | -1 | 193 |
| 11 Mar | 1245.40 | 156 | -23.3 | 43.86 | 53 | -52 | 195 |
| 10 Mar | 1214.85 | 179.3 | -1.2 | - | 10 | 1 | 246 |
| 7 Mar | 1214.55 | 180.5 | 3.9 | 33.19 | 3 | 2 | 245 |
| 6 Mar | 1218.05 | 176.6 | -2.35 | 39.17 | 10 | 8 | 241 |
| 5 Mar | 1215.70 | 178.95 | -6.4 | 33.97 | 82 | 21 | 230 |
| 4 Mar | 1210.40 | 185.45 | 0.1 | 0.00 | 0 | 4 | 0 |
| 3 Mar | 1206.20 | 185.45 | -1.55 | 35.95 | 7 | 4 | 209 |
| 28 Feb | 1204.10 | 187 | 16 | - | 138 | 132 | 205 |
| 27 Feb | 1222.45 | 171 | 7 | 27.24 | 20 | 8 | 73 |
| 26 Feb | 1224.15 | 164 | -6 | 24.06 | 20 | 20 | 58 |
| 25 Feb | 1224.15 | 164 | -6 | 24.06 | 20 | 13 | 58 |
| 24 Feb | 1218.35 | 170 | 12 | 25.32 | 8 | 1 | 42 |
| 21 Feb | 1232.95 | 158 | 22 | 25.80 | 41 | 20 | 21 |
| 20 Feb | 1249.95 | 136 | 3 | - | 1 | 0 | 1 |
| 19 Feb | 1261.65 | 133 | 22.75 | 27.81 | 1 | 0 | 0 |
| 18 Feb | 1243.05 | 110.25 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1251.15 | 110.25 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 1260.10 | 110.25 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1248.90 | 110.25 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1251.80 | 110.25 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1252.75 | 110.25 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1262.60 | 110.25 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1256.90 | 110.25 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1272.40 | 110.25 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1268.20 | 110.25 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1253.00 | 110.25 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1255.55 | 110.25 | 0 | - | 0 | 0 | 0 |
| 31 Jan | 1252.80 | 110.25 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1255.60 | 110.25 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1400 expiring on 27MAR2025
Delta for 1400 PE is -
Historical price for 1400 PE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 143.5, which was -10.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 193
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 154.1, which was -1.9 lower than the previous day. The implied volatity was 40.96, the open interest changed by -1 which decreased total open position to 193
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 156, which was -23.3 lower than the previous day. The implied volatity was 43.86, the open interest changed by -52 which decreased total open position to 195
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 179.3, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 246
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 180.5, which was 3.9 higher than the previous day. The implied volatity was 33.19, the open interest changed by 2 which increased total open position to 245
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 176.6, which was -2.35 lower than the previous day. The implied volatity was 39.17, the open interest changed by 8 which increased total open position to 241
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 178.95, which was -6.4 lower than the previous day. The implied volatity was 33.97, the open interest changed by 21 which increased total open position to 230
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 185.45, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 185.45, which was -1.55 lower than the previous day. The implied volatity was 35.95, the open interest changed by 4 which increased total open position to 209
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 187, which was 16 higher than the previous day. The implied volatity was -, the open interest changed by 132 which increased total open position to 205
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 171, which was 7 higher than the previous day. The implied volatity was 27.24, the open interest changed by 8 which increased total open position to 73
On 26 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 164, which was -6 lower than the previous day. The implied volatity was 24.06, the open interest changed by 20 which increased total open position to 58
On 25 Feb ICICIBANK was trading at 1224.15. The strike last trading price was 164, which was -6 lower than the previous day. The implied volatity was 24.06, the open interest changed by 13 which increased total open position to 58
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 170, which was 12 higher than the previous day. The implied volatity was 25.32, the open interest changed by 1 which increased total open position to 42
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 158, which was 22 higher than the previous day. The implied volatity was 25.80, the open interest changed by 20 which increased total open position to 21
On 20 Feb ICICIBANK was trading at 1249.95. The strike last trading price was 136, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 133, which was 22.75 higher than the previous day. The implied volatity was 27.81, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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 110.25, 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
