ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.88
Vega: 0.42
Theta: -0.95
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1401.50 | 58.2 | -0.4 | 23.73 | 49 | -3 | 128 | |||||||||
| 21 Sept | 1402.20 | 58.65 | -18.1 | 18.50 | 88 | -18 | 131 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 1421.70 | 77 | 2.5 | - | 37 | -11 | 149 | |||||||||
| 14 Sept | 1417.70 | 71.5 | 12.6 | - | 109 | -3 | 150 | |||||||||
| 17 Aug | 1427.30 | 153.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1350 expiring on 30SEP2025
Delta for 1350 CE is 0.88
Historical price for 1350 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 58.2, which was -0.4 lower than the previous day. The implied volatity was 23.73, the open interest changed by -3 which decreased total open position to 128
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 58.65, which was -18.1 lower than the previous day. The implied volatity was 18.50, the open interest changed by -18 which decreased total open position to 131
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 77, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 149
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 71.5, which was 12.6 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 150
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 153.8, 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 1350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.25
Theta: -0.25
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 0.95 | -0.65 | 17.57 | 920 | -16 | 557 |
| 21 Sept | 1402.20 | 1.45 | 0.7 | 16.85 | 1,328 | 45 | 573 |
| 18 Sept | 1421.70 | 0.75 | -0.3 | 17.79 | 380 | -83 | 527 |
| 14 Sept | 1417.70 | 1.45 | -1.35 | 16.13 | 701 | -20 | 559 |
| 17 Aug | 1427.30 | 5.5 | -3.25 | 17.03 | 1 | 1 | 0 |
For Icici Bank Ltd. - strike price 1350 expiring on 30SEP2025
Delta for 1350 PE is -0.06
Historical price for 1350 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was 17.57, the open interest changed by -16 which decreased total open position to 557
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 1.45, which was 0.7 higher than the previous day. The implied volatity was 16.85, the open interest changed by 45 which increased total open position to 573
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 0.75, which was -0.3 lower than the previous day. The implied volatity was 17.79, the open interest changed by -83 which decreased total open position to 527
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 1.45, which was -1.35 lower than the previous day. The implied volatity was 16.13, the open interest changed by -20 which decreased total open position to 559
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 5.5, which was -3.25 lower than the previous day. The implied volatity was 17.03, the open interest changed by 1 which increased total open position to 0
