[--[65.84.65.76]--]

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
ICICIBANK 30-DEC-2025 1120 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 246.45 0 - 0 0 0
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: -
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