ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1470 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.24
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1401.50 | 0.95 | -0.45 | 19.06 | 809 | -115 | 907 | |||||||||
| 21 Sept | 1402.20 | 1.35 | -0.7 | 17.25 | 2,338 | -182 | 1,019 | |||||||||
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| 18 Sept | 1421.70 | 2 | -0.4 | 13.48 | 1,453 | 43 | 1,203 | |||||||||
| 14 Sept | 1417.70 | 2.5 | 0.65 | 12.39 | 746 | 61 | 875 | |||||||||
| 17 Aug | 1427.30 | 16.7 | 0.95 | 13.04 | 4 | 4 | 16 | |||||||||
For Icici Bank Ltd. - strike price 1470 expiring on 30SEP2025
Delta for 1470 CE is 0.06
Historical price for 1470 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 19.06, the open interest changed by -115 which decreased total open position to 907
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 1.35, which was -0.7 lower than the previous day. The implied volatity was 17.25, the open interest changed by -182 which decreased total open position to 1019
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 2, which was -0.4 lower than the previous day. The implied volatity was 13.48, the open interest changed by 43 which increased total open position to 1203
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 2.5, which was 0.65 higher than the previous day. The implied volatity was 12.39, the open interest changed by 61 which increased total open position to 875
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 16.7, which was 0.95 higher than the previous day. The implied volatity was 13.04, the open interest changed by 4 which increased total open position to 16
| ICICIBANK 30SEP2025 1470 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 | 63.75 | -0.45 | - | 22 | 0 | 442 |
| 21 Sept | 1402.20 | 64.6 | 19 | 17.75 | 99 | 0 | 442 |
| 18 Sept | 1421.70 | 46.15 | -2.15 | 16.82 | 133 | -1 | 442 |
| 14 Sept | 1417.70 | 51.85 | -13.3 | 17.46 | 32 | 4 | 446 |
| 17 Aug | 1427.30 | 45.5 | -6 | 15.42 | 2 | 2 | 3 |
For Icici Bank Ltd. - strike price 1470 expiring on 30SEP2025
Delta for 1470 PE is -
Historical price for 1470 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 63.75, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 442
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 64.6, which was 19 higher than the previous day. The implied volatity was 17.75, the open interest changed by 0 which decreased total open position to 442
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 46.15, which was -2.15 lower than the previous day. The implied volatity was 16.82, the open interest changed by -1 which decreased total open position to 442
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 51.85, which was -13.3 lower than the previous day. The implied volatity was 17.46, the open interest changed by 4 which increased total open position to 446
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 45.5, which was -6 lower than the previous day. The implied volatity was 15.42, the open interest changed by 2 which increased total open position to 3
