[--[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 1200 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 180 6.95 - 0 0 0
8 Dec 1389.60 180 6.95 - 0 0 1
5 Dec 1392.50 180 6.95 - 0 0 0
4 Dec 1386.70 180 6.95 - 0 0 0
3 Dec 1391.50 180 6.95 - 0 1 0
2 Dec 1373.00 180 6.95 - 1 0 0
1 Dec 1390.10 173.05 0 - 0 0 0
28 Nov 1388.80 173.05 0 - 0 0 0
27 Nov 1392.20 173.05 0 - 0 0 0
26 Nov 1375.00 173.05 0 - 0 0 0
25 Nov 1357.80 173.05 0 - 0 0 0
24 Nov 1368.40 173.05 0 - 0 0 0
21 Nov 1369.50 173.05 0 - 0 0 0
20 Nov 1383.00 173.05 0 - 0 0 0
19 Nov 1383.10 173.05 0 - 0 0 0


For Icici Bank Ltd. - strike price 1200 expiring on 30DEC2025

Delta for 1200 CE is -

Historical price for 1200 CE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 180, which was 6.95 higher 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 180, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 180, which was 6.95 higher 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 180, which was 6.95 higher 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 180, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 180, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 173.05, 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 173.05, 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 173.05, 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 173.05, 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 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 173.05, 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 173.05, 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 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 173.05, 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 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 173.05, 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 173.05, 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 1200 PE
Delta: -0.01
Vega: 0.12
Theta: -0.07
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 0.45 0.2 27.30 12 -2 152
8 Dec 1389.60 0.25 -0.15 25.97 5 0 154
5 Dec 1392.50 0.4 0.1 26.64 11 3 150
4 Dec 1386.70 0.35 0.1 25.04 72 -4 142
3 Dec 1391.50 0.25 -0.1 24.14 19 -3 144
2 Dec 1373.00 0.35 0.1 22.95 31 -7 137
1 Dec 1390.10 0.25 -0.05 23.21 19 -7 145
28 Nov 1388.80 0.3 -0.05 22.55 14 -3 153
27 Nov 1392.20 0.3 -0.25 22.73 199 -64 158
26 Nov 1375.00 0.55 -0.4 22.58 222 83 211
25 Nov 1357.80 1 0.15 22.60 72 36 129
24 Nov 1368.40 0.85 -0.05 - 17 11 91
21 Nov 1369.50 0.8 0.05 21.96 36 29 80
20 Nov 1383.00 0.75 -6.15 22.64 51 51 51
19 Nov 1383.10 6.9 0 12.09 0 0 0


For Icici Bank Ltd. - strike price 1200 expiring on 30DEC2025

Delta for 1200 PE is -0.01

Historical price for 1200 PE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 0.45, which was 0.2 higher than the previous day. The implied volatity was 27.30, the open interest changed by -2 which decreased total open position to 152


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 25.97, the open interest changed by 0 which decreased total open position to 154


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 26.64, the open interest changed by 3 which increased total open position to 150


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 25.04, the open interest changed by -4 which decreased total open position to 142


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 24.14, the open interest changed by -3 which decreased total open position to 144


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 22.95, the open interest changed by -7 which decreased total open position to 137


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 23.21, the open interest changed by -7 which decreased total open position to 145


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 22.55, the open interest changed by -3 which decreased total open position to 153


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 22.73, the open interest changed by -64 which decreased total open position to 158


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 0.55, which was -0.4 lower than the previous day. The implied volatity was 22.58, the open interest changed by 83 which increased total open position to 211


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 22.60, the open interest changed by 36 which increased total open position to 129


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 91


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 21.96, the open interest changed by 29 which increased total open position to 80


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 0.75, which was -6.15 lower than the previous day. The implied volatity was 22.64, the open interest changed by 51 which increased total open position to 51


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 12.09, the open interest changed by 0 which decreased total open position to 0