ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
ICICIBANK 30SEP2025 1620 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 | 19.9 | 0 | 24.23 | 0 | 0 | 0 | |||||||||
18 Sept | 1421.70 | 19.9 | 0 | 18.49 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1620 expiring on 30SEP2025
Delta for 1620 CE is 0.00
Historical price for 1620 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 19.9, which was 0 lower than the previous day. The implied volatity was 24.23, 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 19.9, which was 0 lower than the previous day. The implied volatity was 18.49, the open interest changed by 0 which decreased total open position to 0
ICICIBANK 30SEP2025 1620 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 | 174.85 | 0 | - | 0 | 0 | 0 |
18 Sept | 1421.70 | 174.85 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1620 expiring on 30SEP2025
Delta for 1620 PE is -
Historical price for 1620 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 174.85, 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 174.85, 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