ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1370 CE | ||||||||||||||||
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Delta: 0.81
Vega: 0.57
Theta: -1.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1401.50 | 39.7 | -1.3 | 20.11 | 201 | -16 | 136 | |||||||||
| 21 Sept | 1402.20 | 40.75 | -16.15 | 17.00 | 184 | 60 | 119 | |||||||||
| 18 Sept | 1421.70 | 57.3 | 1.55 | - | 62 | 7 | 93 | |||||||||
| 14 Sept | 1417.70 | 53.4 | 11.4 | - | 75 | 6 | 84 | |||||||||
| 17 Aug | 1427.30 | 137.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1370 expiring on 30SEP2025
Delta for 1370 CE is 0.81
Historical price for 1370 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 39.7, which was -1.3 lower than the previous day. The implied volatity was 20.11, the open interest changed by -16 which decreased total open position to 136
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 40.75, which was -16.15 lower than the previous day. The implied volatity was 17.00, the open interest changed by 60 which increased total open position to 119
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 57.3, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 93
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 53.4, which was 11.4 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 84
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 137.25, 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 1370 PE | |||||||
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Delta: -0.13
Vega: 0.44
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 2.15 | -1.05 | 15.51 | 1,282 | -77 | 506 |
| 21 Sept | 1402.20 | 3.05 | 1.6 | 15.24 | 1,979 | 184 | 582 |
| 18 Sept | 1421.70 | 1.4 | -0.6 | 15.96 | 553 | -26 | 397 |
| 14 Sept | 1417.70 | 2.75 | -2.75 | 14.99 | 889 | 20 | 497 |
| 17 Aug | 1427.30 | 11.95 | 0 | 4.19 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1370 expiring on 30SEP2025
Delta for 1370 PE is -0.13
Historical price for 1370 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 2.15, which was -1.05 lower than the previous day. The implied volatity was 15.51, the open interest changed by -77 which decreased total open position to 506
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 3.05, which was 1.6 higher than the previous day. The implied volatity was 15.24, the open interest changed by 184 which increased total open position to 582
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 1.4, which was -0.6 lower than the previous day. The implied volatity was 15.96, the open interest changed by -26 which decreased total open position to 397
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 2.75, which was -2.75 lower than the previous day. The implied volatity was 14.99, the open interest changed by 20 which increased total open position to 497
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 11.95, which was 0 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0
