ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
09 Dec 2025 04:10 PM IST
| ICICIBANK 30-DEC-2025 1200 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 | 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 | |||||||||
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| 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 | |||||||
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Delta: -0.01
Vega: 0.12
Theta: -0.07
Gamma: 0.00
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| 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































































































































































































































