Options Chain for ICICI BANK LIMITED ADR (IBN) - $34.39 as of 5/27/2025 3:10:18 PM EST
Calls
| Strike | Bid | Ask | Last Price | Change | %Chg | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20.00 | 13.50 | 15.10 | % | 0 | 0 | 1.21 | 1.00 | 0.00 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 21.00 | 12.80 | 14.00 | % | 0 | 0 | 1.07 | 1.00 | 0.00 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 22.00 | 11.60 | 13.10 | % | 0 | 0 | 1.04 | 1.00 | 0.00 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 23.00 | 11.10 | 12.10 | % | 0 | 0 | 0.96 | 1.00 | 0.00 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 24.00 | 9.60 | 11.10 | % | 0 | 0 | 0.88 | 1.00 | 0.00 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 25.00 | 8.70 | 9.80 | % | 0 | 0 | 0.66 | 1.00 | 0.00 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 26.00 | 8.20 | 9.20 | % | 0 | 0 | 0.76 | 1.00 | 0.00 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 27.00 | 6.60 | 8.20 | % | 0 | 0 | 0.69 | 0.99 | 0.01 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 28.00 | 5.70 | 7.10 | % | 0 | 0 | 0.58 | 0.99 | 0.01 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 29.00 | 4.70 | 6.20 | % | 0 | 0 | 0.54 | 0.97 | 0.02 | -0.01 | 5/27/2025 2:59:02 PM EST | |||
| 30.00 | 4.30 | 4.90 | 3.14 | 0.00 | 0.00% | 0 | 12 | 0.35 | 0.93 | 0.04 | -0.01 | 5/9/2025 | 5/27/2025 2:59:02 PM EST |
| 31.00 | 2.95 | 4.00 | 2.30 | 0.00 | 0.00% | 0 | 1 | 0.35 | 0.88 | 0.06 | -0.01 | 5/8/2025 | 5/27/2025 2:59:02 PM EST |
| 32.00 | 2.55 | 2.90 | 2.70 | 0.00 | 0.00% | 0 | 150 | 0.23 | 0.82 | 0.09 | -0.01 | 5/23/2025 | 5/27/2025 2:59:02 PM EST |
| 33.00 | 1.70 | 2.10 | 2.05 | 0.00 | 0.00% | 0 | 924 | 0.20 | 0.74 | 0.13 | -0.01 | 5/23/2025 | 5/27/2025 2:59:02 PM EST |
| 34.00 | 1.15 | 1.35 | 1.49 | 0.00 | 0.00% | 0 | 850 | 0.10 | 0.60 | 0.17 | -0.01 | 5/23/2025 | 5/27/2025 2:59:02 PM EST |
| 35.00 | 0.65 | 0.75 | 0.70 | -0.10 | -12.50% | 228 | 934 | 0.18 | 0.43 | 0.18 | -0.01 | 5/27/2025 | 5/27/2025 2:59:02 PM EST |
| 36.00 | 0.35 | 0.40 | 0.39 | -0.01 | -2.50% | 960 | 117 | 0.18 | 0.27 | 0.15 | -0.01 | 5/27/2025 | 5/27/2025 2:59:02 PM EST |
| 37.00 | 0.10 | 0.25 | 0.20 | 0.00 | 0.00% | 0 | 407 | 0.17 | 0.17 | 0.11 | -0.01 | 5/19/2025 | 5/27/2025 2:59:02 PM EST |
| 38.00 | 0.05 | 0.20 | 0.19 | 0.00 | 0.00% | 0 | 4 | 0.19 | 0.10 | 0.07 | 0.00 | 5/22/2025 | 5/27/2025 2:59:02 PM EST |
| 39.00 | 0.00 | 0.25 | % | 0 | 0 | 0.28 | 0.04 | 0.04 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 40.00 | 0.00 | 0.20 | % | 0 | 0 | 0.30 | 0.02 | 0.02 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 41.00 | 0.00 | 0.20 | % | 0 | 0 | 0.34 | 0.01 | 0.01 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 42.00 | 0.00 | 0.20 | % | 0 | 0 | 0.37 | 0.00 | 0.00 | 0.00 | 5/27/2025 2:59:02 PM EST |
Puts
| Strike | Bid | Ask | Last Price | Change | %Chg | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20.00 | 0.00 | 0.20 | % | 0 | 0 | 0.90 | 0.00 | 0.00 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 21.00 | 0.00 | 0.20 | % | 0 | 0 | 0.83 | 0.00 | 0.00 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 22.00 | 0.00 | 0.20 | % | 0 | 0 | 0.76 | 0.00 | 0.00 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 23.00 | 0.00 | 0.20 | % | 0 | 0 | 0.70 | 0.00 | 0.00 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 24.00 | 0.00 | 0.20 | % | 0 | 0 | 0.64 | 0.00 | 0.00 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 25.00 | 0.00 | 0.20 | % | 0 | 0 | 0.58 | 0.00 | 0.00 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 26.00 | 0.00 | 0.20 | % | 0 | 0 | 0.52 | 0.00 | 0.00 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 27.00 | 0.00 | 0.25 | % | 0 | 0 | 0.50 | -0.01 | 0.01 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 28.00 | 0.00 | 0.25 | 0.10 | 0.00 | 0.00% | 0 | 40 | 0.44 | -0.01 | 0.01 | 0.00 | 5/23/2025 | 5/27/2025 2:59:02 PM EST |
| 29.00 | 0.00 | 0.30 | % | 0 | 0 | 0.40 | -0.03 | 0.02 | -0.01 | 5/27/2025 2:59:02 PM EST | |||
| 30.00 | 0.05 | 0.40 | 0.35 | 0.00 | 0.00% | 0 | 21 | 0.30 | -0.07 | 0.04 | -0.01 | 5/15/2025 | 5/27/2025 2:59:02 PM EST |
| 31.00 | 0.15 | 0.50 | 0.35 | 0.00 | 0.00% | 0 | 2 | 0.25 | -0.12 | 0.06 | -0.01 | 5/13/2025 | 5/27/2025 2:59:02 PM EST |
| 32.00 | 0.20 | 0.40 | 0.40 | 0.00 | 0.00% | 0 | 115 | 0.23 | -0.18 | 0.09 | -0.01 | 5/21/2025 | 5/27/2025 2:59:02 PM EST |
| 33.00 | 0.35 | 0.45 | 0.45 | -0.10 | -18.19% | 3 | 530 | 0.20 | -0.26 | 0.13 | -0.01 | 5/27/2025 | 5/27/2025 2:59:02 PM EST |
| 34.00 | 0.65 | 0.75 | 0.70 | -0.05 | -6.67% | 122 | 102 | 0.18 | -0.40 | 0.17 | -0.01 | 5/27/2025 | 5/27/2025 2:59:02 PM EST |
| 35.00 | 1.10 | 1.25 | 1.25 | -0.65 | -34.22% | 2 | 6 | 0.18 | -0.57 | 0.18 | -0.01 | 5/27/2025 | 5/27/2025 2:59:02 PM EST |
| 36.00 | 1.80 | 2.15 | % | 0 | 0 | 0.12 | -0.73 | 0.15 | -0.01 | 5/27/2025 2:59:02 PM EST | |||
| 37.00 | 2.40 | 3.50 | 3.10 | 0.00 | 0.00% | 0 | 1 | 0.37 | -0.83 | 0.11 | -0.01 | 5/6/2025 | 5/27/2025 2:59:02 PM EST |
| 38.00 | 3.30 | 4.40 | % | 0 | 0 | 0.41 | -0.90 | 0.07 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 39.00 | 4.00 | 5.20 | % | 0 | 0 | 0.41 | -0.96 | 0.04 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 40.00 | 5.00 | 5.90 | % | 0 | 0 | 0.36 | -0.98 | 0.02 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 41.00 | 6.00 | 6.80 | % | 0 | 0 | 0.36 | -0.99 | 0.01 | 0.00 | 5/27/2025 2:59:02 PM EST | |||
| 42.00 | 7.00 | 8.20 | % | 0 | 0 | 0.54 | -1.00 | 0.00 | 0.00 | 5/27/2025 2:59:02 PM EST |