ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1320 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 | |||||||||
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| 22 Sept | 1401.50 | 105.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1402.20 | 105.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1421.70 | 105.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1417.70 | 85.2 | -0.1 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1427.30 | 158.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1320 expiring on 30SEP2025
Delta for 1320 CE is 0.00
Historical price for 1320 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 105.5, 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 105.5, 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 105.5, 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 85.2, which was -0.1 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 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 158.15, 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 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.12
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 0.45 | -0.3 | 21.91 | 100 | -4 | 468 |
| 21 Sept | 1402.20 | 0.7 | 0.25 | 20.44 | 82 | 19 | 472 |
| 18 Sept | 1421.70 | 0.45 | -0.15 | 21.58 | 12 | -1 | 453 |
| 14 Sept | 1417.70 | 0.6 | -0.5 | 18.03 | 82 | 12 | 492 |
| 17 Aug | 1427.30 | 17.9 | 0 | 6.83 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1320 expiring on 30SEP2025
Delta for 1320 PE is -0.03
Historical price for 1320 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 0.45, which was -0.3 lower than the previous day. The implied volatity was 21.91, the open interest changed by -4 which decreased total open position to 468
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 20.44, the open interest changed by 19 which increased total open position to 472
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 21.58, the open interest changed by -1 which decreased total open position to 453
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 0.6, which was -0.5 lower than the previous day. The implied volatity was 18.03, the open interest changed by 12 which increased total open position to 492
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 17.9, which was 0 lower than the previous day. The implied volatity was 6.83, the open interest changed by 0 which decreased total open position to 0
