ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1640 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: -0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1401.50 | 16.6 | 0 | 26.29 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 1421.70 | 16.6 | 0 | 19.48 | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1640 expiring on 30SEP2025
Delta for 1640 CE is 0.00
Historical price for 1640 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 16.6, which was 0 lower than the previous day. The implied volatity was 26.29, 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 16.6, which was 0 lower than the previous day. The implied volatity was 19.48, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 30SEP2025 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1401.50 | 191.2 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 1421.70 | 191.2 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1640 expiring on 30SEP2025
Delta for 1640 PE is -
Historical price for 1640 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 191.2, 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 191.2, 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
