ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.17
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1401.50 | 166.5 | -6.5 | 48.66 | 6 | -2 | 5 | |||||||||
| 21 Sept | 1402.20 | 173 | -12 | 58.26 | 1 | -1 | 8 | |||||||||
| 18 Sept | 1421.70 | 185 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1417.70 | 185 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1240 expiring on 30SEP2025
Delta for 1240 CE is 0.96
Historical price for 1240 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 166.5, which was -6.5 lower than the previous day. The implied volatity was 48.66, the open interest changed by -2 which decreased total open position to 5
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 173, which was -12 lower than the previous day. The implied volatity was 58.26, the open interest changed by -1 which decreased total open position to 8
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 185, 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 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 185, 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
| ICICIBANK 30SEP2025 1240 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 |
| 22 Sept | 1401.50 | 0.25 | 0 | 0.00 | 0 | 2 | 0 |
| 21 Sept | 1402.20 | 0.25 | 0 | 31.48 | 2 | 2 | 34 |
| 18 Sept | 1421.70 | 0.25 | 0 | 33.01 | 24 | 16 | 33 |
| 14 Sept | 1417.70 | 0.25 | 0 | 26.57 | 5 | 3 | 17 |
For Icici Bank Ltd. - strike price 1240 expiring on 30SEP2025
Delta for 1240 PE is 0.00
Historical price for 1240 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 31.48, the open interest changed by 2 which increased total open position to 34
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 33.01, the open interest changed by 16 which increased total open position to 33
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 26.57, the open interest changed by 3 which increased total open position to 17
