ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1480 CE | ||||||||||||||||
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Delta: 0.04
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 | 0.75 | -0.35 | 20.32 | 339 | -63 | 576 | |||||||||
| 21 Sept | 1402.20 | 1.1 | -0.35 | 18.42 | 975 | 20 | 628 | |||||||||
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| 18 Sept | 1421.70 | 1.5 | -0.2 | 14.51 | 1,087 | 26 | 629 | |||||||||
| 14 Sept | 1417.70 | 1.8 | 0.45 | 12.99 | 349 | -5 | 557 | |||||||||
| 17 Aug | 1427.30 | 14.45 | 1.8 | 13.58 | 12 | 2 | 44 | |||||||||
For Icici Bank Ltd. - strike price 1480 expiring on 30SEP2025
Delta for 1480 CE is 0.04
Historical price for 1480 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 20.32, the open interest changed by -63 which decreased total open position to 576
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 1.1, which was -0.35 lower than the previous day. The implied volatity was 18.42, the open interest changed by 20 which increased total open position to 628
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 1.5, which was -0.2 lower than the previous day. The implied volatity was 14.51, the open interest changed by 26 which increased total open position to 629
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 1.8, which was 0.45 higher than the previous day. The implied volatity was 12.99, the open interest changed by -5 which decreased total open position to 557
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 14.45, which was 1.8 higher than the previous day. The implied volatity was 13.58, the open interest changed by 2 which increased total open position to 44
| ICICIBANK 30SEP2025 1480 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 | 67.45 | -5.75 | - | 9 | -1 | 107 |
| 21 Sept | 1402.20 | 72.5 | 16.7 | - | 132 | 13 | 108 |
| 18 Sept | 1421.70 | 55.7 | -2 | 18.57 | 113 | -31 | 96 |
| 14 Sept | 1417.70 | 61.55 | -12.95 | 19.32 | 99 | 56 | 190 |
| 17 Aug | 1427.30 | 78.15 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1480 expiring on 30SEP2025
Delta for 1480 PE is -
Historical price for 1480 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 67.45, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 107
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 72.5, which was 16.7 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 108
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 55.7, which was -2 lower than the previous day. The implied volatity was 18.57, the open interest changed by -31 which decreased total open position to 96
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 61.55, which was -12.95 lower than the previous day. The implied volatity was 19.32, the open interest changed by 56 which increased total open position to 190
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 78.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
