ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1340 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.35
Theta: -0.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1401.50 | 67.5 | -1.35 | 24.96 | 3 | 0 | 46 | |||||||||
| 21 Sept | 1402.20 | 69.75 | -16.5 | 23.56 | 41 | 3 | 48 | |||||||||
| 18 Sept | 1421.70 | 86.25 | 3.05 | - | 6 | -3 | 43 | |||||||||
| 14 Sept | 1417.70 | 79 | 10.05 | - | 37 | -7 | 50 | |||||||||
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| 17 Aug | 1427.30 | 143 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1340 expiring on 30SEP2025
Delta for 1340 CE is 0.90
Historical price for 1340 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 67.5, which was -1.35 lower than the previous day. The implied volatity was 24.96, the open interest changed by 0 which decreased total open position to 46
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 69.75, which was -16.5 lower than the previous day. The implied volatity was 23.56, the open interest changed by 3 which increased total open position to 48
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 86.25, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 43
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 79, which was 10.05 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 50
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 143, 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 1340 PE | |||||||
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Delta: -0.04
Vega: 0.19
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 0.7 | -0.5 | 18.90 | 307 | -18 | 301 |
| 21 Sept | 1402.20 | 1.15 | 0.55 | 18.16 | 601 | 40 | 318 |
| 18 Sept | 1421.70 | 0.6 | -0.3 | 18.93 | 81 | -19 | 279 |
| 14 Sept | 1417.70 | 1.1 | -0.95 | 16.84 | 370 | -20 | 355 |
| 17 Aug | 1427.30 | 4.65 | -0.3 | 17.44 | 30 | 6 | 105 |
For Icici Bank Ltd. - strike price 1340 expiring on 30SEP2025
Delta for 1340 PE is -0.04
Historical price for 1340 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 0.7, which was -0.5 lower than the previous day. The implied volatity was 18.90, the open interest changed by -18 which decreased total open position to 301
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 1.15, which was 0.55 higher than the previous day. The implied volatity was 18.16, the open interest changed by 40 which increased total open position to 318
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 18.93, the open interest changed by -19 which decreased total open position to 279
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 1.1, which was -0.95 lower than the previous day. The implied volatity was 16.84, the open interest changed by -20 which decreased total open position to 355
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 4.65, which was -0.3 lower than the previous day. The implied volatity was 17.44, the open interest changed by 6 which increased total open position to 105
