ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1540 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.08
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1401.50 | 0.3 | -0.15 | 28.13 | 22 | -10 | 146 | |||||||||
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| 21 Sept | 1402.20 | 0.45 | 0 | 25.18 | 13 | 7 | 156 | |||||||||
| 18 Sept | 1421.70 | 0.45 | -0.1 | 20.71 | 32 | -2 | 148 | |||||||||
| 14 Sept | 1417.70 | 0.45 | 0 | 17.34 | 38 | -4 | 154 | |||||||||
| 17 Aug | 1427.30 | 3.65 | 0.3 | 13.92 | 26 | -1 | 136 | |||||||||
For Icici Bank Ltd. - strike price 1540 expiring on 30SEP2025
Delta for 1540 CE is 0.01
Historical price for 1540 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 28.13, the open interest changed by -10 which decreased total open position to 146
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 25.18, the open interest changed by 7 which increased total open position to 156
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 20.71, the open interest changed by -2 which decreased total open position to 148
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 17.34, the open interest changed by -4 which decreased total open position to 154
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 3.65, which was 0.3 higher than the previous day. The implied volatity was 13.92, the open interest changed by -1 which decreased total open position to 136
| ICICIBANK 30SEP2025 1540 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 | 115.15 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 1402.20 | 115.15 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 1421.70 | 115.15 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1417.70 | 115.15 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 1427.30 | 115.15 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1540 expiring on 30SEP2025
Delta for 1540 PE is -
Historical price for 1540 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 115.15, 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
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 115.15, 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
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 115.15, 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
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 115.15, 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
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 115.15, 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
