[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1354.1 -2.70 (-0.20%)
L: 1350.8 H: 1360.4

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Historical option data for ICICIBANK

19 Dec 2025 04:10 PM IST
ICICIBANK 30-DEC-2025 1100 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 1354.10 265.6 0 - 0 0 0
18 Dec 1356.80 265.6 0 - 0 0 0
17 Dec 1352.40 265.6 0 - 0 0 0
16 Dec 1366.00 265.6 0 - 0 0 0
12 Dec 1366.00 265.6 0 - 0 0 0
11 Dec 1360.00 265.6 0 - 0 0 0
10 Dec 1363.60 265.6 0 - 0 0 0
9 Dec 1375.20 265.6 0 - 0 0 0
8 Dec 1389.60 265.6 0 - 0 0 0
4 Dec 1386.70 265.6 0 - 0 0 0
3 Dec 1391.50 265.6 0 - 0 0 0
28 Nov 1388.80 265.6 0 - 0 0 0
27 Nov 1392.20 265.6 0 - 0 0 0
26 Nov 1375.00 265.6 0 - 0 0 0
24 Nov 1368.40 265.6 0 - 0 0 0
19 Nov 1383.10 265.6 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 19 Dec ICICIBANK was trading at 1354.10. 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


On 18 Dec ICICIBANK was trading at 1356.80. 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 17 Dec ICICIBANK was trading at 1352.40. 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 16 Dec ICICIBANK was trading at 1366.00. 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 12 Dec ICICIBANK was trading at 1366.00. 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 11 Dec ICICIBANK was trading at 1360.00. 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 10 Dec ICICIBANK was trading at 1363.60. 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 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: -0.04
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 1354.10 0.1 0 44.97 6 -1 31
18 Dec 1356.80 0.1 -0.1 - 0 0 32
17 Dec 1352.40 0.1 -0.1 41.40 30 2 34
16 Dec 1366.00 0.2 0.1 44.57 182 -1 32
12 Dec 1366.00 0.1 0.05 - 0 0 33
11 Dec 1360.00 0.1 0.05 - 0 0 33
10 Dec 1363.60 0.1 0.05 34.76 4 0 34
9 Dec 1375.20 0.05 -0.15 32.74 1 0 34
8 Dec 1389.60 0.2 -0.15 - 0 0 34
4 Dec 1386.70 0.2 -0.15 35.07 3 1 33
3 Dec 1391.50 0.35 0.15 37.33 12 2 31
28 Nov 1388.80 0.2 0 32.04 1 0 29
27 Nov 1392.20 0.2 -0.15 32.00 41 7 30
26 Nov 1375.00 0.35 0.2 32.09 20 16 22
24 Nov 1368.40 0.15 -0.65 27.63 4 1 6
19 Nov 1383.10 0.8 -0.15 33.52 5 2 2


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 19 Dec ICICIBANK was trading at 1354.10. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 44.97, the open interest changed by -1 which decreased total open position to 31


On 18 Dec ICICIBANK was trading at 1356.80. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 17 Dec ICICIBANK was trading at 1352.40. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 41.40, the open interest changed by 2 which increased total open position to 34


On 16 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 0.2, which was 0.1 higher than the previous day. The implied volatity was 44.57, the open interest changed by -1 which decreased total open position to 32


On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 34.76, the open interest changed by 0 which decreased total open position to 34


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