ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.25
Theta: -0.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1401.50 | 107 | -0.7 | 34.68 | 31 | -2 | 159 | |||||||||
| 21 Sept | 1402.20 | 108.1 | -14.55 | 28.95 | 35 | -17 | 161 | |||||||||
| 18 Sept | 1421.70 | 122.65 | -0.85 | - | 3 | 0 | 178 | |||||||||
| 14 Sept | 1417.70 | 121 | 11.1 | - | 6 | -1 | 182 | |||||||||
| 17 Aug | 1427.30 | 141.3 | 7.3 | - | 1 | 1 | 2 | |||||||||
For Icici Bank Ltd. - strike price 1300 expiring on 30SEP2025
Delta for 1300 CE is 0.94
Historical price for 1300 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 107, which was -0.7 lower than the previous day. The implied volatity was 34.68, the open interest changed by -2 which decreased total open position to 159
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 108.1, which was -14.55 lower than the previous day. The implied volatity was 28.95, the open interest changed by -17 which decreased total open position to 161
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 122.65, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 178
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 121, which was 11.1 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 182
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 141.3, which was 7.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
| ICICIBANK 30SEP2025 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.08
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 0.3 | -0.3 | 24.78 | 517 | -110 | 937 |
| 21 Sept | 1402.20 | 0.55 | 0.25 | 23.46 | 554 | 110 | 1,052 |
| 18 Sept | 1421.70 | 0.35 | -0.1 | 24.07 | 206 | -3 | 920 |
| 14 Sept | 1417.70 | 0.45 | -0.3 | 20.10 | 173 | -6 | 968 |
| 17 Aug | 1427.30 | 2.2 | -0.2 | 18.75 | 11 | -2 | 297 |
For Icici Bank Ltd. - strike price 1300 expiring on 30SEP2025
Delta for 1300 PE is -0.02
Historical price for 1300 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 0.3, which was -0.3 lower than the previous day. The implied volatity was 24.78, the open interest changed by -110 which decreased total open position to 937
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 0.55, which was 0.25 higher than the previous day. The implied volatity was 23.46, the open interest changed by 110 which increased total open position to 1052
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 24.07, the open interest changed by -3 which decreased total open position to 920
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 0.45, which was -0.3 lower than the previous day. The implied volatity was 20.10, the open interest changed by -6 which decreased total open position to 968
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 2.2, which was -0.2 lower than the previous day. The implied volatity was 18.75, the open interest changed by -2 which decreased total open position to 297
