ICICI Bank Limited (IBN)
NYSE: IBN
· Real-Time Price · USD
30.63
-0.06 (-0.20%)
At close: Sep 26, 2025, 3:59 PM
30.90
0.90%
After-hours: Sep 26, 2025, 06:11 PM EDT
ICICI Bank Greeks
Delta, Gamma, Theta, and Vega Greek Charts for IBN options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 24.00 | 0.8819 | 0.0202 | -0.0367 | 0.0179 |
| 25.00 | 0.8756 | 0.0238 | -0.0338 | 0.0186 |
| 26.00 | 0.8656 | 0.0284 | -0.0317 | 0.0196 |
| 27.00 | 0.8636 | 0.0347 | -0.027 | 0.0198 |
| 28.00 | 0.8221 | 0.0422 | -0.031 | 0.0236 |
| 29.00 | 0.9245 | 0.0499 | -0.0101 | 0.0129 |
| 30.00 | 0.8933 | 0.0776 | -0.0106 | 0.0166 |
| 31.00 | 0.7857 | 0.1229 | -0.0149 | 0.0264 |
| 32.00 | 0.6778 | 0.2065 | -0.0134 | 0.0324 |
| 33.00 | -0.1345 | 0.6093 | -0.0237 | 0.0707 |
| 34.00 | -0.4768 | 0.3228 | -0.0241 | 0.0560 |
| 35.00 | -0.4214 | 0.1911 | -0.0423 | 0.0617 |
| 36.00 | -0.5446 | 0.1572 | -0.0391 | 0.0546 |
| 37.00 | -0.5362 | 0.1231 | -0.0517 | 0.0551 |
| 38.00 | -0.5773 | 0.1047 | -0.0543 | 0.0521 |
| 39.00 | -0.6565 | 0.0912 | -0.0476 | 0.0458 |
| 40.00 | -0.7309 | 0.0788 | -0.0391 | 0.0392 |
| 41.00 | -0.7462 | 0.0697 | -0.0408 | 0.0377 |