ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1200 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1401.50 | 261.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1200 expiring on 30SEP2025
Delta for 1200 CE is -
Historical price for 1200 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 261.55, 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
| ICICIBANK 30SEP2025 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.03
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 0.15 | 0 | 42.25 | 10 | -2 | 186 |
For Icici Bank Ltd. - strike price 1200 expiring on 30SEP2025
Delta for 1200 PE is -0.01
Historical price for 1200 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 42.25, the open interest changed by -2 which decreased total open position to 186
