ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1360 CE | ||||||||||||||||
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Delta: 0.85
Vega: 0.48
Theta: -0.96
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1401.50 | 48.65 | -1.9 | 21.52 | 147 | -17 | 115 | |||||||||
| 21 Sept | 1402.20 | 50.05 | -16.65 | 18.72 | 100 | 30 | 133 | |||||||||
| 18 Sept | 1421.70 | 67.25 | 2.1 | - | 42 | -10 | 102 | |||||||||
| 14 Sept | 1417.70 | 61.95 | 11.75 | - | 124 | 10 | 96 | |||||||||
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| 17 Aug | 1427.30 | 82.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1360 expiring on 30SEP2025
Delta for 1360 CE is 0.85
Historical price for 1360 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 48.65, which was -1.9 lower than the previous day. The implied volatity was 21.52, the open interest changed by -17 which decreased total open position to 115
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 50.05, which was -16.65 lower than the previous day. The implied volatity was 18.72, the open interest changed by 30 which increased total open position to 133
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 67.25, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 102
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 61.95, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 96
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 82.8, 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
| ICICIBANK 30SEP2025 1360 PE | |||||||
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Delta: -0.09
Vega: 0.33
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 1.4 | -0.85 | 16.48 | 1,222 | -209 | 580 |
| 21 Sept | 1402.20 | 2.05 | 1 | 15.94 | 1,698 | 258 | 786 |
| 18 Sept | 1421.70 | 0.95 | -0.45 | 16.63 | 366 | 25 | 532 |
| 14 Sept | 1417.70 | 2.05 | -1.85 | 15.67 | 653 | -4 | 538 |
| 17 Aug | 1427.30 | 27.8 | 0 | 4.73 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1360 expiring on 30SEP2025
Delta for 1360 PE is -0.09
Historical price for 1360 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 1.4, which was -0.85 lower than the previous day. The implied volatity was 16.48, the open interest changed by -209 which decreased total open position to 580
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 2.05, which was 1 higher than the previous day. The implied volatity was 15.94, the open interest changed by 258 which increased total open position to 786
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 16.63, the open interest changed by 25 which increased total open position to 532
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 2.05, which was -1.85 lower than the previous day. The implied volatity was 15.67, the open interest changed by -4 which decreased total open position to 538
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 27.8, which was 0 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0
