ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 28OCT2025 1410 CE | ||||||||||||||||
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Delta: 0.54
Vega: 1.75
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1401.50 | 30.35 | -1.45 | 15.53 | 334 | 34 | 253 | |||||||||
| 21 Sept | 1402.20 | 32 | -10 | 15.41 | 339 | 177 | 219 | |||||||||
| 18 Sept | 1421.70 | 42 | 0 | 13.62 | 13 | 3 | 42 | |||||||||
| 14 Sept | 1417.70 | 41.05 | 7.75 | 13.37 | 61 | -19 | 34 | |||||||||
For Icici Bank Ltd. - strike price 1410 expiring on 28OCT2025
Delta for 1410 CE is 0.54
Historical price for 1410 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 30.35, which was -1.45 lower than the previous day. The implied volatity was 15.53, the open interest changed by 34 which increased total open position to 253
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 32, which was -10 lower than the previous day. The implied volatity was 15.41, the open interest changed by 177 which increased total open position to 219
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 42, which was 0 lower than the previous day. The implied volatity was 13.62, the open interest changed by 3 which increased total open position to 42
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 41.05, which was 7.75 higher than the previous day. The implied volatity was 13.37, the open interest changed by -19 which decreased total open position to 34
| ICICIBANK 28OCT2025 1410 PE | |||||||
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Delta: -0.46
Vega: 1.75
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 24.9 | -1.75 | 15.87 | 143 | 69 | 217 |
| 21 Sept | 1402.20 | 26.25 | 8.15 | 16.36 | 167 | 114 | 148 |
| 18 Sept | 1421.70 | 18.05 | -1.95 | 16.20 | 8 | 0 | 34 |
| 14 Sept | 1417.70 | 23 | -25.45 | 17.15 | 1 | 1 | 0 |
For Icici Bank Ltd. - strike price 1410 expiring on 28OCT2025
Delta for 1410 PE is -0.46
Historical price for 1410 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 24.9, which was -1.75 lower than the previous day. The implied volatity was 15.87, the open interest changed by 69 which increased total open position to 217
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 26.25, which was 8.15 higher than the previous day. The implied volatity was 16.36, the open interest changed by 114 which increased total open position to 148
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 18.05, which was -1.95 lower than the previous day. The implied volatity was 16.20, the open interest changed by 0 which decreased total open position to 34
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 23, which was -25.45 lower than the previous day. The implied volatity was 17.15, the open interest changed by 1 which increased total open position to 0
