ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1510 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.12
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1401.50 | 0.45 | -0.1 | 24.33 | 24 | 0 | 515 | |||||||||
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| 21 Sept | 1402.20 | 0.6 | -0.05 | 21.48 | 69 | -9 | 517 | |||||||||
| 18 Sept | 1421.70 | 0.65 | -0.1 | 17.17 | 72 | -17 | 524 | |||||||||
| 14 Sept | 1417.70 | 0.8 | 0.15 | 15.05 | 69 | -4 | 551 | |||||||||
| 17 Aug | 1427.30 | 48.55 | 0 | 3.38 | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1510 expiring on 30SEP2025
Delta for 1510 CE is 0.02
Historical price for 1510 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 24.33, the open interest changed by 0 which decreased total open position to 515
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 21.48, the open interest changed by -9 which decreased total open position to 517
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 17.17, the open interest changed by -17 which decreased total open position to 524
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 15.05, the open interest changed by -4 which decreased total open position to 551
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 48.55, which was 0 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 30SEP2025 1510 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 | 98.8 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1402.20 | 98.8 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1421.70 | 98.8 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1417.70 | 98.8 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1427.30 | 61.8 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1510 expiring on 30SEP2025
Delta for 1510 PE is 0.00
Historical price for 1510 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 98.8, 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 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 98.8, 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 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 98.8, 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 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 98.8, 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 61.8, 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
