ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
09 Dec 2025 04:10 PM IST
| ICICIBANK 30-DEC-2025 1120 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 1375.20 | 246.45 | 0 | - | 0 | 0 | 0 | |||||||||
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| 8 Dec | 1389.60 | 246.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1386.70 | 246.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1391.50 | 246.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1373.00 | 246.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1388.80 | 246.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1392.20 | 246.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1375.00 | 246.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 1368.40 | 246.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1383.10 | 246.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1120 expiring on 30DEC2025
Delta for 1120 CE is -
Historical price for 1120 CE is as follows
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 246.45, 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 246.45, 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 246.45, 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 246.45, 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 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 246.45, 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 246.45, 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 246.45, 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 246.45, 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 246.45, 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 246.45, 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 1120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 1375.20 | 0.1 | -0.05 | - | 0 | 0 | 0 |
| 8 Dec | 1389.60 | 0.1 | -0.05 | - | 0 | 0 | 10 |
| 4 Dec | 1386.70 | 0.1 | -0.05 | - | 0 | 0 | 0 |
| 3 Dec | 1391.50 | 0.1 | -0.05 | - | 0 | 5 | 0 |
| 2 Dec | 1373.00 | 0.1 | -0.05 | 28.24 | 23 | 7 | 12 |
| 28 Nov | 1388.80 | 0.15 | 0 | - | 0 | 3 | 0 |
| 27 Nov | 1392.20 | 0.15 | 0 | 28.95 | 4 | 2 | 4 |
| 26 Nov | 1375.00 | 0.15 | -0.1 | 27.10 | 1 | 0 | 1 |
| 24 Nov | 1368.40 | 0.25 | -1.2 | 27.16 | 1 | 0 | 0 |
| 19 Nov | 1383.10 | 1.45 | 0 | 16.85 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1120 expiring on 30DEC2025
Delta for 1120 PE is -
Historical price for 1120 PE is as follows
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 0.1, which was -0.05 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 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 0.1, which was -0.05 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 0.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 28.24, the open interest changed by 7 which increased total open position to 12
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 28.95, the open interest changed by 2 which increased total open position to 4
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 27.10, the open interest changed by 0 which decreased total open position to 1
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 0.25, which was -1.2 lower than the previous day. The implied volatity was 27.16, 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 1.45, which was 0 lower than the previous day. The implied volatity was 16.85, the open interest changed by 0 which decreased total open position to 0































































































































































































































