ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
09 Dec 2025 04:10 PM IST
| ICICIBANK 30-DEC-2025 1140 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 | 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 | |||||||||
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| 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: -
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| 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































































































































































































































