ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1600 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.05
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1401.50 | 0.25 | 0 | 37.10 | 24 | -12 | 264 | |||||||||
| 21 Sept | 1402.20 | 0.25 | -0.05 | 31.34 | 39 | -34 | 277 | |||||||||
| 18 Sept | 1421.70 | 0.3 | 0 | 0.00 | 0 | -3 | 0 | |||||||||
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| 14 Sept | 1417.70 | 0.35 | 0 | 23.45 | 73 | 8 | 320 | |||||||||
| 17 Aug | 1427.30 | 1.3 | -0.2 | 15.88 | 1 | 0 | 31 | |||||||||
For Icici Bank Ltd. - strike price 1600 expiring on 30SEP2025
Delta for 1600 CE is 0.01
Historical price for 1600 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 37.10, the open interest changed by -12 which decreased total open position to 264
On 21 Sept ICICIBANK was trading at 1402.20. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 31.34, the open interest changed by -34 which decreased total open position to 277
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 14 Sept ICICIBANK was trading at 1417.70. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 23.45, the open interest changed by 8 which increased total open position to 320
On 17 Aug ICICIBANK was trading at 1427.30. The strike last trading price was 1.3, which was -0.2 lower than the previous day. The implied volatity was 15.88, the open interest changed by 0 which decreased total open position to 31
| ICICIBANK 30SEP2025 1600 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 | 171 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 1402.20 | 171 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1421.70 | 171 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1417.70 | 171 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1427.30 | 159 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1600 expiring on 30SEP2025
Delta for 1600 PE is 0.00
Historical price for 1600 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 171, 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 171, 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 171, 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 171, 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 159, 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
