ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1580 CE | ||||||||||||||||
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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 | |||||||||
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| 22 Sept | 1401.50 | 28.15 | 0 | 21.07 | 0 | 0 | 0 | |||||||||
| 21 Sept | 1402.20 | 28.15 | 0 | 16.90 | 0 | 0 | 0 | |||||||||
| 18 Sept | 1421.70 | 28.15 | 0 | 15.03 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1417.70 | 28.15 | 0 | 12.31 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1427.30 | 28.15 | 0 | 6.65 | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1580 expiring on 30SEP2025
Delta for 1580 CE is 0.00
Historical price for 1580 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 28.15, which was 0 lower than the previous day. The implied volatity was 21.07, 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 28.15, which was 0 lower than the previous day. The implied volatity was 16.90, 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 28.15, which was 0 lower than the previous day. The implied volatity was 15.03, 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 28.15, which was 0 lower than the previous day. The implied volatity was 12.31, 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 28.15, which was 0 lower than the previous day. The implied volatity was 6.65, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 30SEP2025 1580 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 | 143.75 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 1402.20 | 143.75 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 1421.70 | 143.75 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1417.70 | 143.75 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 1427.30 | 143.75 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1580 expiring on 30SEP2025
Delta for 1580 PE is -
Historical price for 1580 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 143.75, 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 143.75, 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 143.75, 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 143.75, 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 143.75, 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
