[--[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 1140 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 227.5 0 - 0 0 0
8 Dec 1389.60 227.5 0 - 0 0 0
5 Dec 1392.50 227.5 0 - 0 0 0
4 Dec 1386.70 227.5 0 - 0 0 0
3 Dec 1391.50 227.5 0 - 0 0 0
2 Dec 1373.00 227.5 0 - 0 0 0
28 Nov 1388.80 227.5 0 - 0 0 0
27 Nov 1392.20 227.5 0 - 0 0 0
26 Nov 1375.00 227.5 0 - 0 0 0
24 Nov 1368.40 227.5 0 - 0 0 0
19 Nov 1383.10 227.5 0 - 0 0 0


For Icici Bank Ltd. - strike price 1140 expiring on 30DEC2025

Delta for 1140 CE is -

Historical price for 1140 CE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 227.5, 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 227.5, 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 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 227.5, 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 227.5, 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 227.5, 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 227.5, 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 227.5, 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 227.5, 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 227.5, 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 227.5, 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 227.5, 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 1140 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 0.1 -0.1 - 0 0 0
8 Dec 1389.60 0.1 -0.1 - 0 0 17
5 Dec 1392.50 0.1 -0.1 29.29 5 0 17
4 Dec 1386.70 0.2 -0.25 30.31 10 2 13
3 Dec 1391.50 0.45 0.2 - 0 4 0
2 Dec 1373.00 0.45 0.2 31.08 52 4 11
28 Nov 1388.80 0.25 -0.2 - 0 0 0
27 Nov 1392.20 0.25 -0.2 - 0 5 0
26 Nov 1375.00 0.25 -0.2 26.56 5 1 3
24 Nov 1368.40 0.45 -1.8 - 0 0 0
19 Nov 1383.10 0.45 -1.8 26.90 2 0 0


For Icici Bank Ltd. - strike price 1140 expiring on 30DEC2025

Delta for 1140 PE is -

Historical price for 1140 PE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. 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 0


On 8 Dec ICICIBANK was trading at 1389.60. 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 17


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 29.29, the open interest changed by 0 which decreased total open position to 17


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 30.31, the open interest changed by 2 which increased total open position to 13


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 0.45, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 0.45, which was 0.2 higher than the previous day. The implied volatity was 31.08, the open interest changed by 4 which increased total open position to 11


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 0.25, which was -0.2 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 0.25, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 26.56, the open interest changed by 1 which increased total open position to 3


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 0.45, which was -1.8 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 0.45, which was -1.8 lower than the previous day. The implied volatity was 26.90, the open interest changed by 0 which decreased total open position to 0