ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1420 CE | ||||||||||||||||
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Delta: 0.33
Vega: 0.75
Theta: -0.86
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1401.50 | 6.95 | -1.75 | 15.61 | 10,863 | -510 | 5,622 | |||||||||
| 21 Sept | 1402.20 | 8.35 | -8.2 | 14.33 | 13,852 | 2,048 | 6,135 | |||||||||
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| 18 Sept | 1421.70 | 16.9 | 0.05 | 12.44 | 12,815 | -428 | 4,127 | |||||||||
| 14 Sept | 1417.70 | 15.85 | 4.35 | 10.76 | 12,812 | 171 | 3,575 | |||||||||
| 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 0.33
Historical price for 1420 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 6.95, which was -1.75 lower than the previous day. The implied volatity was 15.61, the open interest changed by -510 which decreased total open position to 5622
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 8.35, which was -8.2 lower than the previous day. The implied volatity was 14.33, the open interest changed by 2048 which increased total open position to 6135
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 16.9, which was 0.05 higher than the previous day. The implied volatity was 12.44, the open interest changed by -428 which decreased total open position to 4127
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 15.85, which was 4.35 higher than the previous day. The implied volatity was 10.76, the open interest changed by 171 which increased total open position to 3575
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: -0.71
Vega: 0.71
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 19.5 | -1.4 | 12.70 | 1,806 | -123 | 1,942 |
| 21 Sept | 1402.20 | 20.85 | 10.25 | 13.52 | 4,114 | 7 | 2,066 |
| 18 Sept | 1421.70 | 10.15 | -2.55 | 13.29 | 6,282 | -25 | 2,056 |
| 14 Sept | 1417.70 | 15.8 | -9.1 | 14.32 | 2,385 | 20 | 1,272 |
| 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 -0.71
Historical price for 1420 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 19.5, which was -1.4 lower than the previous day. The implied volatity was 12.70, the open interest changed by -123 which decreased total open position to 1942
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 20.85, which was 10.25 higher than the previous day. The implied volatity was 13.52, the open interest changed by 7 which increased total open position to 2066
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 10.15, which was -2.55 lower than the previous day. The implied volatity was 13.29, the open interest changed by -25 which decreased total open position to 2056
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 15.8, which was -9.1 lower than the previous day. The implied volatity was 14.32, the open interest changed by 20 which increased total open position to 1272
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
