ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
25 Oct 2025 03:50 PM IST
| ICICIBANK 28-OCT-2025 1390 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Oct | 1377.70 | 3.8 | 0.5 | - | 14,909 | -920 | 3,088 | |||||||||
| 18 Oct | 1436.60 | 52.6 | 13.85 | - | 1,590 | -496 | 808 | |||||||||
| 15 Oct | 1384.10 | 21.05 | 0.45 | - | 4,452 | 40 | 1,980 | |||||||||
| 28 Sept | 1359.60 | 20.55 | -6.85 | 17.03 | 633 | 123 | 444 | |||||||||
| 22 Sept | 1401.50 | 41.6 | -2.55 | 15.35 | 60 | 28 | 57 | |||||||||
| 21 Sept | 1402.20 | 48.2 | -14 | 18.10 | 32 | 29 | 28 | |||||||||
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| 18 Sept | 1421.70 | 62.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 1417.70 | 62.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1390 expiring on 28OCT2025
Delta for 1390 CE is -
Historical price for 1390 CE is as follows
On 25 Oct ICICIBANK was trading at 1377.70. The strike last trading price was 3.8, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by -920 which decreased total open position to 3088
On 18 Oct ICICIBANK was trading at 1436.60. The strike last trading price was 52.6, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by -496 which decreased total open position to 808
On 15 Oct ICICIBANK was trading at 1384.10. The strike last trading price was 21.05, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 1980
On 28 Sept ICICIBANK was trading at 1359.60. The strike last trading price was 20.55, which was -6.85 lower than the previous day. The implied volatity was 17.03, the open interest changed by 123 which increased total open position to 444
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 41.6, which was -2.55 lower than the previous day. The implied volatity was 15.35, the open interest changed by 28 which increased total open position to 57
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 48.2, which was -14 lower than the previous day. The implied volatity was 18.10, the open interest changed by 29 which increased total open position to 28
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 62.2, 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
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 62.2, 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 28OCT2025 1390 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Oct | 1377.70 | 16.2 | -10.4 | - | 1,828 | -188 | 987 |
| 18 Oct | 1436.60 | 5.15 | -4.6 | - | 5,042 | -75 | 1,161 |
| 15 Oct | 1384.10 | 23.1 | -1.65 | - | 2,030 | 220 | 1,243 |
| 28 Sept | 1359.60 | 38.15 | 8.7 | 18.44 | 138 | 37 | 370 |
| 22 Sept | 1401.50 | 17.2 | -0.85 | 16.24 | 78 | 21 | 155 |
| 21 Sept | 1402.20 | 18.05 | 5.25 | 16.41 | 181 | 126 | 133 |
| 18 Sept | 1421.70 | 12.8 | -0.7 | 16.85 | 4 | 2 | 8 |
| 14 Sept | 1417.70 | 21.1 | 0 | 0.00 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1390 expiring on 28OCT2025
Delta for 1390 PE is -
Historical price for 1390 PE is as follows
On 25 Oct ICICIBANK was trading at 1377.70. The strike last trading price was 16.2, which was -10.4 lower than the previous day. The implied volatity was -, the open interest changed by -188 which decreased total open position to 987
On 18 Oct ICICIBANK was trading at 1436.60. The strike last trading price was 5.15, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 1161
On 15 Oct ICICIBANK was trading at 1384.10. The strike last trading price was 23.1, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 220 which increased total open position to 1243
On 28 Sept ICICIBANK was trading at 1359.60. The strike last trading price was 38.15, which was 8.7 higher than the previous day. The implied volatity was 18.44, the open interest changed by 37 which increased total open position to 370
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 17.2, which was -0.85 lower than the previous day. The implied volatity was 16.24, the open interest changed by 21 which increased total open position to 155
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 18.05, which was 5.25 higher than the previous day. The implied volatity was 16.41, the open interest changed by 126 which increased total open position to 133
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 12.8, which was -0.7 lower than the previous day. The implied volatity was 16.85, the open interest changed by 2 which increased total open position to 8
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 21.1, 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
