ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1490 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.16
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1401.50 | 0.6 | -0.25 | 21.54 | 256 | -92 | 570 | |||||||||
| 21 Sept | 1402.20 | 0.8 | -0.25 | 19.08 | 296 | -31 | 663 | |||||||||
| 18 Sept | 1421.70 | 1.05 | -0.2 | 15.21 | 645 | 9 | 678 | |||||||||
| 14 Sept | 1417.70 | 1.35 | 0.35 | 13.68 | 219 | 22 | 653 | |||||||||
| 17 Aug | 1427.30 | 57.9 | 0 | 2.36 | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1490 expiring on 30SEP2025
Delta for 1490 CE is 0.03
Historical price for 1490 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 21.54, the open interest changed by -92 which decreased total open position to 570
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 19.08, the open interest changed by -31 which decreased total open position to 663
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 1.05, which was -0.2 lower than the previous day. The implied volatity was 15.21, the open interest changed by 9 which increased total open position to 678
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 13.68, the open interest changed by 22 which increased total open position to 653
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 57.9, which was 0 lower than the previous day. The implied volatity was 2.36, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 30SEP2025 1490 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 83.7 | 0.3 | 0.00 | 0 | 63 | 0 |
| 21 Sept | 1402.20 | 83.7 | 14.9 | 18.53 | 141 | 63 | 114 |
| 18 Sept | 1421.70 | 68.8 | 2.8 | 25.84 | 2 | 0 | 53 |
| 14 Sept | 1417.70 | 87.3 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1427.30 | 51.35 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1490 expiring on 30SEP2025
Delta for 1490 PE is 0.00
Historical price for 1490 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 83.7, which was 0.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 63 which increased total open position to 0
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 83.7, which was 14.9 higher than the previous day. The implied volatity was 18.53, the open interest changed by 63 which increased total open position to 114
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 68.8, which was 2.8 higher than the previous day. The implied volatity was 25.84, the open interest changed by 0 which decreased total open position to 53
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 87.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 51.35, 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
