ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1440 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.49
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1401.50 | 2.65 | -1.15 | 16.02 | 4,324 | -441 | 2,932 | |||||||||
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| 21 Sept | 1402.20 | 3.75 | -3.9 | 15.03 | 6,899 | 795 | 3,372 | |||||||||
| 18 Sept | 1421.70 | 7.7 | -0.45 | 12.50 | 8,204 | 258 | 2,590 | |||||||||
| 14 Sept | 1417.70 | 8 | 2.35 | 11.42 | 3,972 | -144 | 1,715 | |||||||||
| 17 Aug | 1427.30 | 29.4 | 1.8 | 12.89 | 82 | 28 | 78 | |||||||||
For Icici Bank Ltd. - strike price 1440 expiring on 30SEP2025
Delta for 1440 CE is 0.15
Historical price for 1440 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 2.65, which was -1.15 lower than the previous day. The implied volatity was 16.02, the open interest changed by -441 which decreased total open position to 2932
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 3.75, which was -3.9 lower than the previous day. The implied volatity was 15.03, the open interest changed by 795 which increased total open position to 3372
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 7.7, which was -0.45 lower than the previous day. The implied volatity was 12.50, the open interest changed by 258 which increased total open position to 2590
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 8, which was 2.35 higher than the previous day. The implied volatity was 11.42, the open interest changed by -144 which decreased total open position to 1715
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 29.4, which was 1.8 higher than the previous day. The implied volatity was 12.89, the open interest changed by 28 which increased total open position to 78
| ICICIBANK 30SEP2025 1440 PE | |||||||
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Delta: -0.96
Vega: 0.19
Theta: 0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 35 | -1.3 | 9.60 | 165 | -27 | 653 |
| 21 Sept | 1402.20 | 36.2 | 14.45 | 13.91 | 519 | -33 | 681 |
| 18 Sept | 1421.70 | 21.5 | -2.45 | 14.07 | 733 | -5 | 714 |
| 14 Sept | 1417.70 | 27.6 | -11.45 | 14.97 | 277 | 31 | 674 |
| 17 Aug | 1427.30 | 29.1 | -3 | 15.70 | 2 | 0 | 12 |
For Icici Bank Ltd. - strike price 1440 expiring on 30SEP2025
Delta for 1440 PE is -0.96
Historical price for 1440 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 35, which was -1.3 lower than the previous day. The implied volatity was 9.60, the open interest changed by -27 which decreased total open position to 653
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 36.2, which was 14.45 higher than the previous day. The implied volatity was 13.91, the open interest changed by -33 which decreased total open position to 681
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 21.5, which was -2.45 lower than the previous day. The implied volatity was 14.07, the open interest changed by -5 which decreased total open position to 714
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 27.6, which was -11.45 lower than the previous day. The implied volatity was 14.97, the open interest changed by 31 which increased total open position to 674
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 29.1, which was -3 lower than the previous day. The implied volatity was 15.70, the open interest changed by 0 which decreased total open position to 12
