ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1430 CE | ||||||||||||||||
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Delta: 0.23
Vega: 0.63
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1401.50 | 4.2 | -1.5 | 15.53 | 5,898 | -308 | 4,979 | |||||||||
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| 21 Sept | 1402.20 | 5.55 | -5.8 | 14.54 | 8,226 | 947 | 5,285 | |||||||||
| 18 Sept | 1421.70 | 11.4 | -0.4 | 12.15 | 10,787 | 14 | 4,357 | |||||||||
| 14 Sept | 1417.70 | 11.45 | 3.4 | 11.14 | 5,427 | -31 | 2,740 | |||||||||
| 17 Aug | 1427.30 | 34.3 | 1.95 | 12.58 | 40 | 27 | 34 | |||||||||
For Icici Bank Ltd. - strike price 1430 expiring on 30SEP2025
Delta for 1430 CE is 0.23
Historical price for 1430 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 4.2, which was -1.5 lower than the previous day. The implied volatity was 15.53, the open interest changed by -308 which decreased total open position to 4979
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 5.55, which was -5.8 lower than the previous day. The implied volatity was 14.54, the open interest changed by 947 which increased total open position to 5285
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 11.4, which was -0.4 lower than the previous day. The implied volatity was 12.15, the open interest changed by 14 which increased total open position to 4357
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 11.45, which was 3.4 higher than the previous day. The implied volatity was 11.14, the open interest changed by -31 which decreased total open position to 2740
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 34.3, which was 1.95 higher than the previous day. The implied volatity was 12.58, the open interest changed by 27 which increased total open position to 34
| ICICIBANK 30SEP2025 1430 PE | |||||||
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Delta: -0.81
Vega: 0.56
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 27.45 | -0.85 | 13.14 | 409 | 13 | 946 |
| 21 Sept | 1402.20 | 27.3 | 11.8 | 12.66 | 1,354 | -19 | 932 |
| 18 Sept | 1421.70 | 14.95 | -2.7 | 13.36 | 2,976 | 16 | 947 |
| 14 Sept | 1417.70 | 21.1 | -10.3 | 14.50 | 533 | 49 | 818 |
| 17 Aug | 1427.30 | 25.15 | -1.35 | 15.98 | 19 | 4 | 17 |
For Icici Bank Ltd. - strike price 1430 expiring on 30SEP2025
Delta for 1430 PE is -0.81
Historical price for 1430 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 27.45, which was -0.85 lower than the previous day. The implied volatity was 13.14, the open interest changed by 13 which increased total open position to 946
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 27.3, which was 11.8 higher than the previous day. The implied volatity was 12.66, the open interest changed by -19 which decreased total open position to 932
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 14.95, which was -2.7 lower than the previous day. The implied volatity was 13.36, the open interest changed by 16 which increased total open position to 947
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 21.1, which was -10.3 lower than the previous day. The implied volatity was 14.50, the open interest changed by 49 which increased total open position to 818
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 25.15, which was -1.35 lower than the previous day. The implied volatity was 15.98, the open interest changed by 4 which increased total open position to 17
