ICICIBANK

Icici Bank Ltd.

1375.2 -14.40 (-1.04%)

L: 1373.4 H: 1384.3

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Historical option data for ICICIBANK
09 Dec 2025 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

ICICIBANK 30-DEC-2025 1100 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1375.20	265.6 ₹ 1,85,920	0 0.00	-	0 0	0 0	0 0
8 Dec	1389.60	265.6 ₹ 1,85,920	0 0.00	-	0 0	0 0	0 0
4 Dec	1386.70	265.6 ₹ 1,85,920	0 0.00	-	0 0	0 0	0 0
3 Dec	1391.50	265.6 ₹ 1,85,920	0 0.00	-	0 0	0 0	0 0

28 Nov	1388.80	265.6 ₹ 1,85,920	0 0.00	-	0 0	0 0	0 0
27 Nov	1392.20	265.6 ₹ 1,85,920	0 0.00	-	0 0	0 0	0 0
26 Nov	1375.00	265.6 ₹ 1,85,920	0 0.00	-	0 0	0 0	0 0
24 Nov	1368.40	265.6 ₹ 1,85,920	0 0.00	-	0 0	0 0	0 0
19 Nov	1383.10	265.6 ₹ 1,85,920	0 0.00	-	0 0	0 0	0 0

For Icici Bank Ltd. - strike price 1100 expiring on 30DEC2025

Delta for 1100 CE is -

Historical price for 1100 CE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 265.6, 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 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 265.6, 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 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 265.6, 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 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 265.6, 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 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 265.6, 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 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 265.6, 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 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 265.6, 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 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 265.6, 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 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 265.6, 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

ICICIBANK 30DEC2025 1100 PE
Delta: -0.00 Vega: 0.02 Theta: -0.01 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1375.20	0.05 ₹ 35	-0.15 -105.00	32.74	1 700	0 0	34 23,800
8 Dec	1389.60	0.2 ₹ 140	-0.15 -105.00	-	0 0	0 0	34 23,800
4 Dec	1386.70	0.2 ₹ 140	-0.15 -105.00	35.07	3 2,100	1 700	33 23,100
3 Dec	1391.50	0.35 ₹ 245	0.15 105.00	37.33	12 8,400	2 1,400	31 21,700
28 Nov	1388.80	0.2 ₹ 140	0 0.00	32.04	1 700	0 0	29 20,300
27 Nov	1392.20	0.2 ₹ 140	-0.15 -105.00	32.00	41 28,700	7 4,900	30 21,000
26 Nov	1375.00	0.35 ₹ 245	0.2 140.00	32.09	20 14,000	16 11,200	22 15,400
24 Nov	1368.40	0.15 ₹ 105	-0.65 -455.00	27.63	4 2,800	1 700	6 4,200
19 Nov	1383.10	0.8 ₹ 560	-0.15 -105.00	33.52	5 3,500	2 1,400	2 1,400

For Icici Bank Ltd. - strike price 1100 expiring on 30DEC2025

Delta for 1100 PE is -0.00

Historical price for 1100 PE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 0.05, which was -0.15 lower than the previous day. The implied volatity was 32.74, the open interest changed by 0 which decreased total open position to 34

On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34

On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 35.07, the open interest changed by 1 which increased total open position to 33

On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 0.35, which was 0.15 higher than the previous day. The implied volatity was 37.33, the open interest changed by 2 which increased total open position to 31

On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 32.04, the open interest changed by 0 which decreased total open position to 29

On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 32.00, the open interest changed by 7 which increased total open position to 30

On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 0.35, which was 0.2 higher than the previous day. The implied volatity was 32.09, the open interest changed by 16 which increased total open position to 22

On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 0.15, which was -0.65 lower than the previous day. The implied volatity was 27.63, the open interest changed by 1 which increased total open position to 6

On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 33.52, the open interest changed by 2 which increased total open position to 2

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