ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1500 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.15
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1401.50 | 0.6 | -0.15 | 23.54 | 618 | -102 | 1,928 | |||||||||
| 21 Sept | 1402.20 | 0.75 | -0.15 | 20.61 | 1,196 | -229 | 2,032 | |||||||||
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| 18 Sept | 1421.70 | 0.85 | -0.15 | 16.32 | 1,396 | -136 | 2,244 | |||||||||
| 14 Sept | 1417.70 | 1.15 | 0.35 | 14.70 | 920 | 12 | 2,218 | |||||||||
| 17 Aug | 1427.30 | 8.95 | 0.6 | 13.37 | 119 | 14 | 219 | |||||||||
For Icici Bank Ltd. - strike price 1500 expiring on 30SEP2025
Delta for 1500 CE is 0.03
Historical price for 1500 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 23.54, the open interest changed by -102 which decreased total open position to 1928
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 20.61, the open interest changed by -229 which decreased total open position to 2032
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 16.32, the open interest changed by -136 which decreased total open position to 2244
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 1.15, which was 0.35 higher than the previous day. The implied volatity was 14.70, the open interest changed by 12 which increased total open position to 2218
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 8.95, which was 0.6 higher than the previous day. The implied volatity was 13.37, the open interest changed by 14 which increased total open position to 219
| ICICIBANK 30SEP2025 1500 PE | |||||||
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Delta: -0.96
Vega: 0.17
Theta: 0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 95.25 | 2.6 | 24.39 | 26 | -17 | 303 |
| 21 Sept | 1402.20 | 92.25 | 16.05 | - | 19 | -7 | 320 |
| 18 Sept | 1421.70 | 76.2 | -0.95 | 24.12 | 59 | -13 | 327 |
| 14 Sept | 1417.70 | 80.5 | -12.5 | 22.10 | 31 | -6 | 341 |
| 17 Aug | 1427.30 | 72 | -17.65 | 19.16 | 2 | 2 | 1 |
For Icici Bank Ltd. - strike price 1500 expiring on 30SEP2025
Delta for 1500 PE is -0.96
Historical price for 1500 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 95.25, which was 2.6 higher than the previous day. The implied volatity was 24.39, the open interest changed by -17 which decreased total open position to 303
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 92.25, which was 16.05 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 320
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 76.2, which was -0.95 lower than the previous day. The implied volatity was 24.12, the open interest changed by -13 which decreased total open position to 327
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 80.5, which was -12.5 lower than the previous day. The implied volatity was 22.10, the open interest changed by -6 which decreased total open position to 341
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 72, which was -17.65 lower than the previous day. The implied volatity was 19.16, the open interest changed by 2 which increased total open position to 1
