ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1270 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1401.50 | 226.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 1402.20 | 226.25 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Sept | 1421.70 | 226.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 1417.70 | 226.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1270 expiring on 30SEP2025
Delta for 1270 CE is -
Historical price for 1270 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 226.25, 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 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 226.25, 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 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 226.25, 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 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 226.25, 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
| ICICIBANK 30SEP2025 1270 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.06
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 0.25 | -0.1 | 30.33 | 9 | 4 | 17 |
| 21 Sept | 1402.20 | 0.35 | -0.05 | 27.40 | 13 | 11 | 13 |
| 18 Sept | 1421.70 | 0.4 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1417.70 | 0.4 | 0 | 0.00 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1270 expiring on 30SEP2025
Delta for 1270 PE is -0.01
Historical price for 1270 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 30.33, the open interest changed by 4 which increased total open position to 17
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 27.40, the open interest changed by 11 which increased total open position to 13
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 0.4, 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 0.4, 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
