ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
19 Dec 2025 04:10 PM IST
| ICICIBANK 30-DEC-2025 1230 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 1354.10 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 1356.80 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 1352.40 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 1366.00 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 1365.20 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 1366.00 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 1360.00 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 1363.60 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 1375.20 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1389.60 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 1392.50 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1386.70 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1391.50 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1373.00 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1390.10 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1388.80 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1392.20 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1375.00 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 1357.80 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 1368.40 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 1369.50 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 1383.00 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
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| 19 Nov | 1383.10 | 151.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1230 expiring on 30DEC2025
Delta for 1230 CE is -
Historical price for 1230 CE is as follows
On 19 Dec ICICIBANK was trading at 1354.10. The strike last trading price was 151.45, 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 18 Dec ICICIBANK was trading at 1356.80. The strike last trading price was 151.45, 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 17 Dec ICICIBANK was trading at 1352.40. The strike last trading price was 151.45, 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 16 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 151.45, 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 15 Dec ICICIBANK was trading at 1365.20. The strike last trading price was 151.45, 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 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 151.45, 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 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 151.45, 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 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 151.45, 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 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 151.45, 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 151.45, 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 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 151.45, 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 151.45, 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 151.45, 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 151.45, 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 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 151.45, 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 151.45, 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 151.45, 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 151.45, 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 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 151.45, 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 151.45, 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 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 151.45, 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 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 151.45, 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 151.45, 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 1230 PE | |||||||
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Delta: -0.01
Vega: 0.05
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 1354.10 | 0.15 | -0.05 | 23.94 | 8 | -7 | 18 |
| 18 Dec | 1356.80 | 0.2 | -0.25 | 24.23 | 55 | 14 | 31 |
| 17 Dec | 1352.40 | 0.45 | 0 | 25.55 | 6 | 3 | 17 |
| 16 Dec | 1366.00 | 0.45 | 0 | - | 0 | 0 | 14 |
| 15 Dec | 1365.20 | 0.45 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 1366.00 | 0.45 | 0 | - | 0 | 0 | 14 |
| 11 Dec | 1360.00 | 0.45 | 0 | - | 0 | 0 | 14 |
| 10 Dec | 1363.60 | 0.45 | 0 | - | 0 | 0 | 14 |
| 9 Dec | 1375.20 | 0.45 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 1389.60 | 0.45 | 0 | - | 0 | 0 | 14 |
| 5 Dec | 1392.50 | 0.45 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 1386.70 | 0.45 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 1391.50 | 0.45 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 1373.00 | 0.45 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 1390.10 | 0.45 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 1388.80 | 0.45 | 0 | 20.51 | 12 | 1 | 15 |
| 27 Nov | 1392.20 | 0.45 | -0.45 | 20.70 | 17 | -2 | 14 |
| 26 Nov | 1375.00 | 0.9 | -0.5 | 20.79 | 22 | 14 | 16 |
| 25 Nov | 1357.80 | 1.4 | -4.05 | 20.23 | 2 | 1 | 1 |
| 24 Nov | 1368.40 | 5.45 | 0 | 9.44 | 0 | 0 | 0 |
| 21 Nov | 1369.50 | 5.45 | 0 | 9.24 | 0 | 0 | 0 |
| 20 Nov | 1383.00 | 5.45 | 0 | 9.87 | 0 | 0 | 0 |
| 19 Nov | 1383.10 | 5.45 | 0 | 9.83 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1230 expiring on 30DEC2025
Delta for 1230 PE is -0.01
Historical price for 1230 PE is as follows
On 19 Dec ICICIBANK was trading at 1354.10. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 23.94, the open interest changed by -7 which decreased total open position to 18
On 18 Dec ICICIBANK was trading at 1356.80. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 24.23, the open interest changed by 14 which increased total open position to 31
On 17 Dec ICICIBANK was trading at 1352.40. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 25.55, the open interest changed by 3 which increased total open position to 17
On 16 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 15 Dec ICICIBANK was trading at 1365.20. The strike last trading price was 0.45, 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 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 0.45, 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 0.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 0.45, 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 0.45, 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 0.45, 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 0.45, 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 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 0.45, 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 0.45, which was 0 lower than the previous day. The implied volatity was 20.51, the open interest changed by 1 which increased total open position to 15
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 0.45, which was -0.45 lower than the previous day. The implied volatity was 20.70, the open interest changed by -2 which decreased total open position to 14
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 0.9, which was -0.5 lower than the previous day. The implied volatity was 20.79, the open interest changed by 14 which increased total open position to 16
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 1.4, which was -4.05 lower than the previous day. The implied volatity was 20.23, the open interest changed by 1 which increased total open position to 1
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 5.45, which was 0 lower than the previous day. The implied volatity was 9.44, 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 5.45, which was 0 lower than the previous day. The implied volatity was 9.24, 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 5.45, which was 0 lower than the previous day. The implied volatity was 9.87, 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 5.45, which was 0 lower than the previous day. The implied volatity was 9.83, the open interest changed by 0 which decreased total open position to 0































































































































































































































