ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1380 CE | ||||||||||||||||
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Delta: 0.75
Vega: 0.65
Theta: -1.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1401.50 | 30.8 | -1.5 | 18.18 | 566 | -33 | 290 | |||||||||
| 21 Sept | 1402.20 | 32 | -15.85 | 15.67 | 870 | 20 | 334 | |||||||||
| 18 Sept | 1421.70 | 47.8 | 1.05 | 9.82 | 313 | -22 | 306 | |||||||||
| 14 Sept | 1417.70 | 43.95 | 9.8 | - | 688 | -55 | 259 | |||||||||
| 17 Aug | 1427.30 | 81 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1380 expiring on 30SEP2025
Delta for 1380 CE is 0.75
Historical price for 1380 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 30.8, which was -1.5 lower than the previous day. The implied volatity was 18.18, the open interest changed by -33 which decreased total open position to 290
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 32, which was -15.85 lower than the previous day. The implied volatity was 15.67, the open interest changed by 20 which increased total open position to 334
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 47.8, which was 1.05 higher than the previous day. The implied volatity was 9.82, the open interest changed by -22 which decreased total open position to 306
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 43.95, which was 9.8 higher than the previous day. The implied volatity was -, the open interest changed by -55 which decreased total open position to 259
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 81, 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 1380 PE | |||||||
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Delta: -0.20
Vega: 0.58
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 3.45 | -1.25 | 14.75 | 2,600 | -141 | 953 |
| 21 Sept | 1402.20 | 4.45 | 2.35 | 14.44 | 4,461 | 85 | 1,105 |
| 18 Sept | 1421.70 | 2 | -0.9 | 15.15 | 1,088 | -116 | 1,012 |
| 14 Sept | 1417.70 | 3.95 | -3.8 | 14.64 | 2,080 | 88 | 1,214 |
| 17 Aug | 1427.30 | 10.2 | -0.9 | 16.57 | 43 | -2 | 77 |
For Icici Bank Ltd. - strike price 1380 expiring on 30SEP2025
Delta for 1380 PE is -0.20
Historical price for 1380 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 3.45, which was -1.25 lower than the previous day. The implied volatity was 14.75, the open interest changed by -141 which decreased total open position to 953
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 4.45, which was 2.35 higher than the previous day. The implied volatity was 14.44, the open interest changed by 85 which increased total open position to 1105
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 2, which was -0.9 lower than the previous day. The implied volatity was 15.15, the open interest changed by -116 which decreased total open position to 1012
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 3.95, which was -3.8 lower than the previous day. The implied volatity was 14.64, the open interest changed by 88 which increased total open position to 1214
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 10.2, which was -0.9 lower than the previous day. The implied volatity was 16.57, the open interest changed by -2 which decreased total open position to 77
