ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1410 CE | ||||||||||||||||
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Delta: 0.45
Vega: 0.82
Theta: -0.96
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1401.50 | 10.55 | -2.2 | 15.39 | 9,632 | -388 | 2,810 | |||||||||
| 21 Sept | 1402.20 | 12.5 | -10.4 | 14.47 | 11,056 | 1,904 | 3,187 | |||||||||
| 18 Sept | 1421.70 | 23.15 | 0.3 | 12.11 | 2,791 | -9 | 1,300 | |||||||||
| 14 Sept | 1417.70 | 21.6 | 5.75 | 10.52 | 8,757 | -961 | 1,898 | |||||||||
| 17 Aug | 1427.30 | 45.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1410 expiring on 30SEP2025
Delta for 1410 CE is 0.45
Historical price for 1410 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 10.55, which was -2.2 lower than the previous day. The implied volatity was 15.39, the open interest changed by -388 which decreased total open position to 2810
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 12.5, which was -10.4 lower than the previous day. The implied volatity was 14.47, the open interest changed by 1904 which increased total open position to 3187
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 23.15, which was 0.3 higher than the previous day. The implied volatity was 12.11, the open interest changed by -9 which decreased total open position to 1300
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 21.6, which was 5.75 higher than the previous day. The implied volatity was 10.52, the open interest changed by -961 which decreased total open position to 1898
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 45.6, 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 1410 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 0.82
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 13.4 | -1.65 | 13.12 | 4,337 | -150 | 1,813 |
| 21 Sept | 1402.20 | 14.9 | 7.75 | 13.58 | 7,796 | 396 | 1,971 |
| 18 Sept | 1421.70 | 6.8 | -2.05 | 13.56 | 3,642 | -181 | 1,571 |
| 14 Sept | 1417.70 | 11.3 | -7.95 | 14.07 | 4,009 | 223 | 1,799 |
| 17 Aug | 1427.30 | 20.95 | 0 | 2.01 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1410 expiring on 30SEP2025
Delta for 1410 PE is -0.56
Historical price for 1410 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 13.4, which was -1.65 lower than the previous day. The implied volatity was 13.12, the open interest changed by -150 which decreased total open position to 1813
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 14.9, which was 7.75 higher than the previous day. The implied volatity was 13.58, the open interest changed by 396 which increased total open position to 1971
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 6.8, which was -2.05 lower than the previous day. The implied volatity was 13.56, the open interest changed by -181 which decreased total open position to 1571
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 11.3, which was -7.95 lower than the previous day. The implied volatity was 14.07, the open interest changed by 223 which increased total open position to 1799
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 20.95, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0
