ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1400 CE | ||||||||||||||||
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Delta: 0.57
Vega: 0.82
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 | 15.9 | -2.2 | 15.85 | 10,339 | -294 | 3,332 | |||||||||
| 21 Sept | 1402.20 | 17.6 | -12.85 | 14.44 | 9,794 | 1,229 | 3,611 | |||||||||
| 18 Sept | 1421.70 | 30.7 | 0.8 | 12.04 | 2,908 | -101 | 2,401 | |||||||||
| 14 Sept | 1417.70 | 27.8 | 6.85 | 9.49 | 9,147 | -878 | 2,967 | |||||||||
| 17 Aug | 1427.30 | 54 | 3.5 | 12.39 | 9 | 4 | 48 | |||||||||
For Icici Bank Ltd. - strike price 1400 expiring on 30SEP2025
Delta for 1400 CE is 0.57
Historical price for 1400 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 15.9, which was -2.2 lower than the previous day. The implied volatity was 15.85, the open interest changed by -294 which decreased total open position to 3332
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 17.6, which was -12.85 lower than the previous day. The implied volatity was 14.44, the open interest changed by 1229 which increased total open position to 3611
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 30.7, which was 0.8 higher than the previous day. The implied volatity was 12.04, the open interest changed by -101 which decreased total open position to 2401
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 27.8, which was 6.85 higher than the previous day. The implied volatity was 9.49, the open interest changed by -878 which decreased total open position to 2967
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 54, which was 3.5 higher than the previous day. The implied volatity was 12.39, the open interest changed by 4 which increased total open position to 48
| ICICIBANK 30SEP2025 1400 PE | |||||||
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Delta: -0.42
Vega: 0.81
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 8.55 | -1.75 | 13.29 | 9,382 | -169 | 3,219 |
| 21 Sept | 1402.20 | 10.15 | 5.55 | 13.66 | 16,471 | 472 | 3,393 |
| 18 Sept | 1421.70 | 4.4 | -1.55 | 13.84 | 5,070 | 54 | 2,915 |
| 14 Sept | 1417.70 | 8.1 | -6.4 | 14.20 | 5,299 | 12 | 3,199 |
| 17 Aug | 1427.30 | 14.9 | -1.15 | 16.29 | 57 | 10 | 213 |
For Icici Bank Ltd. - strike price 1400 expiring on 30SEP2025
Delta for 1400 PE is -0.42
Historical price for 1400 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 8.55, which was -1.75 lower than the previous day. The implied volatity was 13.29, the open interest changed by -169 which decreased total open position to 3219
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 10.15, which was 5.55 higher than the previous day. The implied volatity was 13.66, the open interest changed by 472 which increased total open position to 3393
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 4.4, which was -1.55 lower than the previous day. The implied volatity was 13.84, the open interest changed by 54 which increased total open position to 2915
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 8.1, which was -6.4 lower than the previous day. The implied volatity was 14.20, the open interest changed by 12 which increased total open position to 3199
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 14.9, which was -1.15 lower than the previous day. The implied volatity was 16.29, the open interest changed by 10 which increased total open position to 213
