ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1450 CE | ||||||||||||||||
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Delta: 0.11
Vega: 0.38
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1401.50 | 1.8 | -0.85 | 16.92 | 3,290 | -550 | 3,203 | |||||||||
| 21 Sept | 1402.20 | 2.55 | -2.5 | 15.60 | 4,965 | 563 | 3,757 | |||||||||
| 18 Sept | 1421.70 | 5.1 | -0.4 | 12.90 | 8,211 | 200 | 3,220 | |||||||||
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| 14 Sept | 1417.70 | 5.5 | 1.6 | 11.73 | 4,301 | -111 | 2,460 | |||||||||
| 17 Aug | 1427.30 | 24.4 | 1.25 | 12.84 | 56 | 10 | 77 | |||||||||
For Icici Bank Ltd. - strike price 1450 expiring on 30SEP2025
Delta for 1450 CE is 0.11
Historical price for 1450 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 1.8, which was -0.85 lower than the previous day. The implied volatity was 16.92, the open interest changed by -550 which decreased total open position to 3203
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 2.55, which was -2.5 lower than the previous day. The implied volatity was 15.60, the open interest changed by 563 which increased total open position to 3757
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 5.1, which was -0.4 lower than the previous day. The implied volatity was 12.90, the open interest changed by 200 which increased total open position to 3220
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 5.5, which was 1.6 higher than the previous day. The implied volatity was 11.73, the open interest changed by -111 which decreased total open position to 2460
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 24.4, which was 1.25 higher than the previous day. The implied volatity was 12.84, the open interest changed by 10 which increased total open position to 77
| ICICIBANK 30SEP2025 1450 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 44.55 | -0.4 | - | 117 | -26 | 1,200 |
| 21 Sept | 1402.20 | 44.2 | 14.95 | 12.28 | 382 | -51 | 1,229 |
| 18 Sept | 1421.70 | 28.5 | -2.85 | 14.26 | 490 | -8 | 1,279 |
| 14 Sept | 1417.70 | 35 | -12.25 | 15.61 | 177 | 1 | 1,382 |
| 17 Aug | 1427.30 | 34.25 | -2.45 | 15.78 | 4 | 2 | 40 |
For Icici Bank Ltd. - strike price 1450 expiring on 30SEP2025
Delta for 1450 PE is -
Historical price for 1450 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 44.55, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 1200
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 44.2, which was 14.95 higher than the previous day. The implied volatity was 12.28, the open interest changed by -51 which decreased total open position to 1229
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 28.5, which was -2.85 lower than the previous day. The implied volatity was 14.26, the open interest changed by -8 which decreased total open position to 1279
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 35, which was -12.25 lower than the previous day. The implied volatity was 15.61, the open interest changed by 1 which increased total open position to 1382
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 34.25, which was -2.45 lower than the previous day. The implied volatity was 15.78, the open interest changed by 2 which increased total open position to 40
