ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
28 Sep 2025 10:07 PM IST
| ICICIBANK 28-OCT-2025 1400 CE | ||||||||||||||||
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Delta: 0.37
Vega: 1.52
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1359.60 | 16.85 | -5.95 | 17.04 | 2,564 | 589 | 3,028 | |||||||||
| 22 Sept | 1401.50 | 36.35 | -1.05 | 15.83 | 729 | 66 | 638 | |||||||||
| 21 Sept | 1402.20 | 37.9 | -10.8 | 15.61 | 914 | 397 | 566 | |||||||||
| 18 Sept | 1421.70 | 48.4 | 0.65 | 13.32 | 115 | 20 | 175 | |||||||||
| 14 Sept | 1417.70 | 47.55 | 8.35 | 13.33 | 132 | -34 | 108 | |||||||||
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| 17 Aug | 1427.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1400 expiring on 28OCT2025
Delta for 1400 CE is 0.37
Historical price for 1400 CE is as follows
On 28 Sept ICICIBANK was trading at 1359.60. The strike last trading price was 16.85, which was -5.95 lower than the previous day. The implied volatity was 17.04, the open interest changed by 589 which increased total open position to 3028
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 36.35, which was -1.05 lower than the previous day. The implied volatity was 15.83, the open interest changed by 66 which increased total open position to 638
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 37.9, which was -10.8 lower than the previous day. The implied volatity was 15.61, the open interest changed by 397 which increased total open position to 566
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 48.4, which was 0.65 higher than the previous day. The implied volatity was 13.32, the open interest changed by 20 which increased total open position to 175
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 47.55, which was 8.35 higher than the previous day. The implied volatity was 13.33, the open interest changed by -34 which decreased total open position to 108
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 0, 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 1400 PE | |||||||
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Delta: -0.62
Vega: 1.54
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1359.60 | 44.6 | 10 | 18.65 | 766 | 301 | 1,931 |
| 22 Sept | 1401.50 | 20.9 | -1.35 | 16.12 | 621 | 138 | 976 |
| 21 Sept | 1402.20 | 21.9 | 7.05 | 16.39 | 541 | 163 | 837 |
| 18 Sept | 1421.70 | 14.7 | -1.95 | 16.20 | 370 | 162 | 674 |
| 14 Sept | 1417.70 | 19 | -5.8 | 16.98 | 254 | 123 | 263 |
| 17 Aug | 1427.30 | 25.35 | 0 | 2.28 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1400 expiring on 28OCT2025
Delta for 1400 PE is -0.62
Historical price for 1400 PE is as follows
On 28 Sept ICICIBANK was trading at 1359.60. The strike last trading price was 44.6, which was 10 higher than the previous day. The implied volatity was 18.65, the open interest changed by 301 which increased total open position to 1931
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 20.9, which was -1.35 lower than the previous day. The implied volatity was 16.12, the open interest changed by 138 which increased total open position to 976
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 21.9, which was 7.05 higher than the previous day. The implied volatity was 16.39, the open interest changed by 163 which increased total open position to 837
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 14.7, which was -1.95 lower than the previous day. The implied volatity was 16.20, the open interest changed by 162 which increased total open position to 674
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 19, which was -5.8 lower than the previous day. The implied volatity was 16.98, the open interest changed by 123 which increased total open position to 263
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 25.35, which was 0 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0
