ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
17 Aug 2025 12:55 AM IST
| ICICIBANK 30SEP2025 1420 CE | ||||||||||||||||
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Delta: 0.67
Vega: 1.87
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 1427.30 | 40.3 | 2.35 | 12.52 | 43 | 1 | 65 | |||||||||
For Icici Bank Ltd. - strike price 1420 expiring on 30SEP2025
Delta for 1420 CE is 0.67
Historical price for 1420 CE is as follows
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 40.3, which was 2.35 higher than the previous day. The implied volatity was 12.52, the open interest changed by 1 which increased total open position to 65
| ICICIBANK 30SEP2025 1420 PE | |||||||
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Delta: -0.36
Vega: 1.92
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 1427.30 | 20.8 | -2.95 | 15.83 | 15 | 7 | 149 |
For Icici Bank Ltd. - strike price 1420 expiring on 30SEP2025
Delta for 1420 PE is -0.36
Historical price for 1420 PE is as follows
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 20.8, which was -2.95 lower than the previous day. The implied volatity was 15.83, the open interest changed by 7 which increased total open position to 149
