ICICI Bank Limited (IBN)
NYSE: IBN
· Real-Time Price · USD
30.77
0.14 (0.46%)
At close: Oct 03, 2025, 3:59 PM
30.77
0.02%
After-hours: Oct 03, 2025, 05:52 PM EDT
ICICI Bank Greeks
Delta, Gamma, Theta, and Vega Greek Charts for IBN options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 23.00 | 0.8628 | 0.0171 | -0.1025 | 0.0140 |
| 24.00 | 0.8510 | 0.0198 | -0.0993 | 0.0149 |
| 25.00 | 0.8375 | 0.0230 | -0.0958 | 0.0157 |
| 26.00 | 0.8221 | 0.0269 | -0.0919 | 0.0167 |
| 27.00 | 0.8040 | 0.0319 | -0.0876 | 0.0177 |
| 28.00 | 0.7805 | 0.0382 | -0.0839 | 0.0189 |
| 29.00 | 0.9240 | 0.0505 | -0.0173 | 0.0092 |
| 30.00 | 0.8701 | 0.0814 | -0.0224 | 0.0135 |
| 31.00 | 0.7280 | 0.1058 | -0.0395 | 0.0212 |
| 32.00 | 0.5941 | 0.0953 | -0.0582 | 0.0248 |
| 33.00 | -0.1985 | 0.7310 | -0.0725 | 0.0477 |
| 34.00 | -0.3985 | 0.2655 | -0.0878 | 0.0407 |
| 35.00 | -0.3285 | 0.1595 | -0.1275 | 0.0458 |
| 36.00 | -0.3912 | 0.1288 | -0.1411 | 0.0438 |
| 37.00 | -0.4408 | 0.1093 | -0.1504 | 0.0420 |
| 38.00 | -0.4775 | 0.0944 | -0.1607 | 0.0405 |
| 39.00 | -0.394 | 0.0785 | -0.2216 | 0.0444 |
| 40.00 | -0.5807 | 0.0721 | -0.1579 | 0.0346 |
| 41.00 | -0.5336 | 0.0675 | -0.1947 | 0.0378 |