ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1460 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.29
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1401.50 | 1.2 | -0.65 | 17.67 | 1,231 | -170 | 1,373 | |||||||||
| 21 Sept | 1402.20 | 1.8 | -1.45 | 16.33 | 2,489 | 215 | 1,554 | |||||||||
| 18 Sept | 1421.70 | 3.25 | -0.4 | 13.21 | 2,966 | 58 | 1,324 | |||||||||
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| 14 Sept | 1417.70 | 3.65 | 0.95 | 11.97 | 1,708 | 102 | 1,148 | |||||||||
| 17 Aug | 1427.30 | 20.25 | 1.25 | 12.93 | 14 | 6 | 45 | |||||||||
For Icici Bank Ltd. - strike price 1460 expiring on 30SEP2025
Delta for 1460 CE is 0.07
Historical price for 1460 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 1.2, which was -0.65 lower than the previous day. The implied volatity was 17.67, the open interest changed by -170 which decreased total open position to 1373
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 1.8, which was -1.45 lower than the previous day. The implied volatity was 16.33, the open interest changed by 215 which increased total open position to 1554
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 3.25, which was -0.4 lower than the previous day. The implied volatity was 13.21, the open interest changed by 58 which increased total open position to 1324
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 3.65, which was 0.95 higher than the previous day. The implied volatity was 11.97, the open interest changed by 102 which increased total open position to 1148
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 20.25, which was 1.25 higher than the previous day. The implied volatity was 12.93, the open interest changed by 6 which increased total open position to 45
| ICICIBANK 30SEP2025 1460 PE | |||||||
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Delta: -0.96
Vega: 0.17
Theta: 0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 55.05 | 0.95 | 14.42 | 48 | -3 | 126 |
| 21 Sept | 1402.20 | 53.3 | 15.95 | 10.45 | 101 | -4 | 129 |
| 18 Sept | 1421.70 | 36.9 | -2.55 | 15.23 | 90 | -6 | 134 |
| 14 Sept | 1417.70 | 42.75 | -13.3 | 16.06 | 93 | 2 | 159 |
| 17 Aug | 1427.30 | 34.9 | -32.6 | 13.39 | 2 | 2 | 0 |
For Icici Bank Ltd. - strike price 1460 expiring on 30SEP2025
Delta for 1460 PE is -0.96
Historical price for 1460 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 55.05, which was 0.95 higher than the previous day. The implied volatity was 14.42, the open interest changed by -3 which decreased total open position to 126
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 53.3, which was 15.95 higher than the previous day. The implied volatity was 10.45, the open interest changed by -4 which decreased total open position to 129
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 36.9, which was -2.55 lower than the previous day. The implied volatity was 15.23, the open interest changed by -6 which decreased total open position to 134
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 42.75, which was -13.3 lower than the previous day. The implied volatity was 16.06, the open interest changed by 2 which increased total open position to 159
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 34.9, which was -32.6 lower than the previous day. The implied volatity was 13.39, the open interest changed by 2 which increased total open position to 0
