ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1330 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.36
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1401.50 | 77.95 | 0.35 | 29.20 | 3 | -1 | 96 | |||||||||
| 21 Sept | 1402.20 | 77.6 | -18.15 | 20.14 | 6 | -2 | 99 | |||||||||
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| 18 Sept | 1421.70 | 95.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1417.70 | 92.65 | 11.95 | - | 1 | 0 | 100 | |||||||||
| 17 Aug | 1427.30 | 171.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1330 expiring on 30SEP2025
Delta for 1330 CE is 0.90
Historical price for 1330 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 77.95, which was 0.35 higher than the previous day. The implied volatity was 29.20, the open interest changed by -1 which decreased total open position to 96
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 77.6, which was -18.15 lower than the previous day. The implied volatity was 20.14, the open interest changed by -2 which decreased total open position to 99
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 95.75, 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 92.65, which was 11.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 171.1, 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 1330 PE | |||||||
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Delta: -0.03
Vega: 0.15
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 0.55 | -0.35 | 20.37 | 119 | -20 | 157 |
| 21 Sept | 1402.20 | 0.9 | 0.4 | 19.34 | 316 | 3 | 178 |
| 18 Sept | 1421.70 | 0.5 | -0.15 | 20.15 | 29 | -1 | 174 |
| 14 Sept | 1417.70 | 0.85 | -0.65 | 17.59 | 157 | 23 | 252 |
| 17 Aug | 1427.30 | 6.25 | 0 | 6.31 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1330 expiring on 30SEP2025
Delta for 1330 PE is -0.03
Historical price for 1330 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 20.37, the open interest changed by -20 which decreased total open position to 157
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 0.9, which was 0.4 higher than the previous day. The implied volatity was 19.34, the open interest changed by 3 which increased total open position to 178
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 20.15, the open interest changed by -1 which decreased total open position to 174
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 0.85, which was -0.65 lower than the previous day. The implied volatity was 17.59, the open interest changed by 23 which increased total open position to 252
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was 6.31, the open interest changed by 0 which decreased total open position to 0
