ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1550 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.07
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1401.50 | 0.25 | -0.1 | 29.11 | 18 | -1 | 221 | |||||||||
| 21 Sept | 1402.20 | 0.35 | 0 | 25.75 | 10 | 2 | 223 | |||||||||
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| 18 Sept | 1421.70 | 0.35 | -0.05 | 21.53 | 8 | 0 | 221 | |||||||||
| 14 Sept | 1417.70 | 0.3 | 0 | 17.48 | 27 | -1 | 198 | |||||||||
| 17 Aug | 1427.30 | 33.15 | 0 | 5.30 | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1550 expiring on 30SEP2025
Delta for 1550 CE is 0.01
Historical price for 1550 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 29.11, the open interest changed by -1 which decreased total open position to 221
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 25.75, the open interest changed by 2 which increased total open position to 223
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 21.53, the open interest changed by 0 which decreased total open position to 221
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 17.48, the open interest changed by -1 which decreased total open position to 198
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 33.15, which was 0 lower than the previous day. The implied volatity was 5.30, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 30SEP2025 1550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 126 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1402.20 | 126 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1421.70 | 126 | 0 | 0.00 | 0 | 2 | 0 |
| 14 Sept | 1417.70 | 132 | 0 | 33.63 | 3 | -3 | 38 |
| 17 Aug | 1427.30 | 86.05 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1550 expiring on 30SEP2025
Delta for 1550 PE is 0.00
Historical price for 1550 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 126, 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 126, 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 126, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 132, which was 0 lower than the previous day. The implied volatity was 33.63, the open interest changed by -3 which decreased total open position to 38
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 86.05, 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
