ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1280 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 | 137.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1402.20 | 137.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 1421.70 | 137.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1417.70 | 137.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1280 expiring on 30SEP2025
Delta for 1280 CE is 0.00
Historical price for 1280 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 137.4, 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 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 137.4, 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 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 137.4, 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 137.4, 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
| ICICIBANK 30SEP2025 1280 PE | |||||||
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Delta: -0.01
Vega: 0.05
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 0.15 | -0.2 | 26.47 | 14 | 0 | 356 |
| 21 Sept | 1402.20 | 0.35 | 0.1 | 25.50 | 30 | -1 | 357 |
| 18 Sept | 1421.70 | 0.25 | 0.1 | 26.28 | 8 | -3 | 358 |
| 14 Sept | 1417.70 | 0.25 | -0.1 | 21.19 | 39 | -6 | 364 |
For Icici Bank Ltd. - strike price 1280 expiring on 30SEP2025
Delta for 1280 PE is -0.01
Historical price for 1280 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 0.15, which was -0.2 lower than the previous day. The implied volatity was 26.47, the open interest changed by 0 which decreased total open position to 356
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 25.50, the open interest changed by -1 which decreased total open position to 357
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 0.25, which was 0.1 higher than the previous day. The implied volatity was 26.28, the open interest changed by -3 which decreased total open position to 358
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 21.19, the open interest changed by -6 which decreased total open position to 364
