ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1390 CE | ||||||||||||||||
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Delta: 0.67
Vega: 0.75
Theta: -1.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1401.50 | 22.8 | -1.9 | 16.84 | 931 | -11 | 456 | |||||||||
| 21 Sept | 1402.20 | 24.4 | -14.8 | 15.09 | 738 | 103 | 474 | |||||||||
| 18 Sept | 1421.70 | 38.7 | 1.05 | 10.93 | 133 | -8 | 364 | |||||||||
| 14 Sept | 1417.70 | 35.7 | 8.6 | 8.79 | 979 | -120 | 542 | |||||||||
| 17 Aug | 1427.30 | 121.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1390 expiring on 30SEP2025
Delta for 1390 CE is 0.67
Historical price for 1390 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 22.8, which was -1.9 lower than the previous day. The implied volatity was 16.84, the open interest changed by -11 which decreased total open position to 456
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 24.4, which was -14.8 lower than the previous day. The implied volatity was 15.09, the open interest changed by 103 which increased total open position to 474
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 38.7, which was 1.05 higher than the previous day. The implied volatity was 10.93, the open interest changed by -8 which decreased total open position to 364
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 35.7, which was 8.6 higher than the previous day. The implied volatity was 8.79, the open interest changed by -120 which decreased total open position to 542
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 121.45, 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 1390 PE | |||||||
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Delta: -0.29
Vega: 0.72
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 5.45 | -1.55 | 13.96 | 4,215 | 22 | 993 |
| 21 Sept | 1402.20 | 6.85 | 3.75 | 14.08 | 4,465 | 145 | 966 |
| 18 Sept | 1421.70 | 2.95 | -1.2 | 14.46 | 1,903 | -6 | 826 |
| 14 Sept | 1417.70 | 5.6 | -5.1 | 14.29 | 1,789 | 13 | 918 |
| 17 Aug | 1427.30 | 13.5 | 0 | 0.00 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1390 expiring on 30SEP2025
Delta for 1390 PE is -0.29
Historical price for 1390 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 5.45, which was -1.55 lower than the previous day. The implied volatity was 13.96, the open interest changed by 22 which increased total open position to 993
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 6.85, which was 3.75 higher than the previous day. The implied volatity was 14.08, the open interest changed by 145 which increased total open position to 966
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 2.95, which was -1.2 lower than the previous day. The implied volatity was 14.46, the open interest changed by -6 which decreased total open position to 826
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 5.6, which was -5.1 lower than the previous day. The implied volatity was 14.29, the open interest changed by 13 which increased total open position to 918
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 13.5, 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
