ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1260 CE | ||||||||||||||||
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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 | 150 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1402.20 | 150 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1421.70 | 150 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 1417.70 | 150 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1260 expiring on 30SEP2025
Delta for 1260 CE is 0.00
Historical price for 1260 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 150, 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 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 150, 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 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 150, 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 150, 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 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 0 | 0 |
| 21 Sept | 1402.20 | 0.25 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1421.70 | 0.25 | 0.05 | 29.69 | 12 | 8 | 40 |
| 14 Sept | 1417.70 | 0.2 | -0.25 | 23.24 | 4 | -2 | 38 |
For Icici Bank Ltd. - strike price 1260 expiring on 30SEP2025
Delta for 1260 PE is 0.00
Historical price for 1260 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 0 which decreased 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 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 29.69, the open interest changed by 8 which increased total open position to 40
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 23.24, the open interest changed by -2 which decreased total open position to 38
