ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
22 Sep 2025 08:01 PM IST
| ICICIBANK 30SEP2025 1700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.03
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1401.50 | 0.15 | -0.05 | 48.94 | 2 | 0 | 19 | |||||||||
| 18 Sept | 1421.70 | 0.2 | 0 | 38.18 | 1 | 0 | 19 | |||||||||
For Icici Bank Ltd. - strike price 1700 expiring on 30SEP2025
Delta for 1700 CE is 0.00
Historical price for 1700 CE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 48.94, the open interest changed by 0 which decreased total open position to 19
On 18 Sept ICICIBANK was trading at 1421.70. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 38.18, the open interest changed by 0 which decreased total open position to 19
| ICICIBANK 30SEP2025 1700 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 | 247 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1421.70 | 247 | 0 | 0.00 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1700 expiring on 30SEP2025
Delta for 1700 PE is 0.00
Historical price for 1700 PE is as follows
On 22 Sept ICICIBANK was trading at 1401.50. The strike last trading price was 247, 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 247, 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
