ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2025 04:10 PM IST
| ICICIBANK 27MAR2025 1480 CE | ||||||||||
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Delta: 0.01
Vega: 0.06
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1250.05 | 0.25 | 0 | 35.26 | 6 | 0 | 16 | |||
| 12 Mar | 1243.95 | 0.25 | 0 | 34.51 | 7 | -2 | 17 | |||
| 11 Mar | 1245.40 | 0.25 | 0 | 33.33 | 10 | 0 | 29 | |||
| 10 Mar | 1214.85 | 0.25 | 0 | 36.70 | 1 | -2 | 30 | |||
| 7 Mar | 1214.55 | 0.25 | 0 | 33.67 | 2 | 0 | 32 | |||
| 6 Mar | 1218.05 | 0.25 | 0 | 32.18 | 13 | 10 | 33 | |||
| 5 Mar | 1215.70 | 0.25 | -0.15 | 31.89 | 153 | -124 | 24 | |||
| 4 Mar | 1210.40 | 0.4 | 0.05 | 33.36 | 4 | -2 | 146 | |||
| 3 Mar | 1206.20 | 0.35 | 0.05 | 32.59 | 159 | 141 | 155 | |||
| 28 Feb | 1204.10 | 0.3 | 0.1 | 30.32 | 1 | 0 | 14 | |||
| 27 Feb | 1222.45 | 0.2 | -0.3 | 26.81 | 15 | 12 | 14 | |||
| 24 Feb | 1218.35 | 0.5 | -0.05 | 28.60 | 2 | 0 | 2 | |||
| 21 Feb | 1232.95 | 0.55 | -14.95 | 26.06 | 4 | 2 | 2 | |||
| 19 Feb | 1261.65 | 15.5 | 0 | 12.61 | 0 | 0 | 0 | |||
| 11 Feb | 1252.75 | 15.5 | 0 | 10.90 | 0 | 0 | 0 | |||
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| 10 Feb | 1262.60 | 15.5 | 0 | 10.51 | 0 | 0 | 0 | |||
| 6 Feb | 1272.40 | 15.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Feb | 1268.20 | 15.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Feb | 1253.00 | 15.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Feb | 1255.55 | 15.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 31 Jan | 1252.80 | 15.5 | 0 | 10.39 | 0 | 0 | 0 | |||
| 30 Jan | 1255.60 | 15.5 | 0 | 10.00 | 0 | 0 | 0 | |||
For Icici Bank Ltd. - strike price 1480 expiring on 27MAR2025
Delta for 1480 CE is 0.01
Historical price for 1480 CE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 35.26, the open interest changed by 0 which decreased total open position to 16
On 12 Mar ICICIBANK was trading at 1243.95. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 34.51, the open interest changed by -2 which decreased total open position to 17
On 11 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 33.33, the open interest changed by 0 which decreased total open position to 29
On 10 Mar ICICIBANK was trading at 1214.85. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 36.70, the open interest changed by -2 which decreased total open position to 30
On 7 Mar ICICIBANK was trading at 1214.55. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 33.67, the open interest changed by 0 which decreased total open position to 32
On 6 Mar ICICIBANK was trading at 1218.05. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 32.18, the open interest changed by 10 which increased total open position to 33
On 5 Mar ICICIBANK was trading at 1215.70. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 31.89, the open interest changed by -124 which decreased total open position to 24
On 4 Mar ICICIBANK was trading at 1210.40. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 33.36, the open interest changed by -2 which decreased total open position to 146
On 3 Mar ICICIBANK was trading at 1206.20. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 32.59, the open interest changed by 141 which increased total open position to 155
On 28 Feb ICICIBANK was trading at 1204.10. The strike last trading price was 0.3, which was 0.1 higher than the previous day. The implied volatity was 30.32, the open interest changed by 0 which decreased total open position to 14
On 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 0.2, which was -0.3 lower than the previous day. The implied volatity was 26.81, the open interest changed by 12 which increased total open position to 14
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 28.60, the open interest changed by 0 which decreased total open position to 2
On 21 Feb ICICIBANK was trading at 1232.95. The strike last trading price was 0.55, which was -14.95 lower than the previous day. The implied volatity was 26.06, the open interest changed by 2 which increased total open position to 2
On 19 Feb ICICIBANK was trading at 1261.65. The strike last trading price was 15.5, which was 0 lower than the previous day. The implied volatity was 12.61, 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 15.5, which was 0 lower than the previous day. The implied volatity was 10.90, 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 15.5, which was 0 lower than the previous day. The implied volatity was 10.51, 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 15.5, 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 Feb ICICIBANK was trading at 1268.20. The strike last trading price was 15.5, 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 Feb ICICIBANK was trading at 1253.00. The strike last trading price was 15.5, 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 1 Feb ICICIBANK was trading at 1255.55. The strike last trading price was 15.5, 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 31 Jan ICICIBANK was trading at 1252.80. The strike last trading price was 15.5, which was 0 lower than the previous day. The implied volatity was 10.39, 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 15.5, which was 0 lower than the previous day. The implied volatity was 10.00, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 27MAR2025 1480 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 | 241.5 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 1243.95 | 241.5 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 1245.40 | 241.5 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 1214.85 | 241.5 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 1214.55 | 241.5 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 1218.05 | 241.5 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 1215.70 | 241.5 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 1210.40 | 241.5 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 1206.20 | 241.5 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 1204.10 | 241.5 | 0 | 0.00 | 0 | 1 | 0 |
| 27 Feb | 1222.45 | 241.5 | 70.1 | - | 12 | 1 | 1 |
| 24 Feb | 1218.35 | 171.4 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 1232.95 | 171.4 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1261.65 | 171.4 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1252.75 | 171.4 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1262.60 | 171.4 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1272.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Feb | 1268.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Feb | 1253.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Feb | 1255.55 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 31 Jan | 1252.80 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1255.60 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1480 expiring on 27MAR2025
Delta for 1480 PE is 0.00
Historical price for 1480 PE is as follows
On 13 Mar ICICIBANK was trading at 1250.05. The strike last trading price was 241.5, 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 241.5, 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 241.5, 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 241.5, 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 241.5, 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 241.5, 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 241.5, 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 241.5, 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 241.5, 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 241.5, 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 27 Feb ICICIBANK was trading at 1222.45. The strike last trading price was 241.5, which was 70.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 24 Feb ICICIBANK was trading at 1218.35. The strike last trading price was 171.4, 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 171.4, 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 171.4, 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 171.4, 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 171.4, 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 0, 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 Feb ICICIBANK was trading at 1268.20. The strike last trading price was 0, 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 Feb ICICIBANK was trading at 1253.00. The strike last trading price was 0, 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 1 Feb ICICIBANK was trading at 1255.55. The strike last trading price was 0, 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 31 Jan ICICIBANK was trading at 1252.80. 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 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
