[--[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 1240 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 140 22 - 0 0 0
8 Dec 1389.60 140 22 - 0 0 5
5 Dec 1392.50 140 22 - 0 0 0
4 Dec 1386.70 140 22 - 0 0 0
3 Dec 1391.50 140 22 - 0 0 0
2 Dec 1373.00 140 22 - 0 0 0
1 Dec 1390.10 140 22 - 0 0 0
28 Nov 1388.80 140 22 - 0 0 0
27 Nov 1392.20 140 22 - 0 0 0
26 Nov 1375.00 140 22 - 0 0 0
25 Nov 1357.80 140 22 - 0 4 0
24 Nov 1368.40 140 22 20.82 4 0 1
21 Nov 1369.50 118 -21.65 - 0 0 0
20 Nov 1383.00 118 -21.65 - 0 0 0
19 Nov 1383.10 118 -21.65 - 0 0 0
18 Nov 1373.40 118 -21.65 - 0 0 0
17 Nov 1379.00 118 -21.65 - 0 0 0
14 Nov 1373.00 118 -21.65 - 0 0 0
13 Nov 1385.90 118 -21.65 - 0 0 0
12 Nov 1358.90 118 -21.65 - 0 0 0
11 Nov 1358.30 118 -21.65 - 0 0 0
10 Nov 1348.00 118 -21.65 - 0 1 0
7 Nov 1343.00 118 -21.65 - 1 0 0
6 Nov 1320.40 139.65 0 - 0 0 0


For Icici Bank Ltd. - strike price 1240 expiring on 30DEC2025

Delta for 1240 CE is -

Historical price for 1240 CE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 140, which was 22 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 140, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 140, which was 22 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 140, which was 22 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 140, which was 22 higher 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 140, which was 22 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 140, which was 22 higher 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 140, which was 22 higher 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 140, which was 22 higher 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 140, which was 22 higher 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 140, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 140, which was 22 higher than the previous day. The implied volatity was 20.82, the open interest changed by 0 which decreased total open position to 1


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 118, which was -21.65 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 118, which was -21.65 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 118, which was -21.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 118, which was -21.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 118, which was -21.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 118, which was -21.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 118, which was -21.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 118, which was -21.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 118, which was -21.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 118, which was -21.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 118, which was -21.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 139.65, 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 1240 PE
Delta: -0.02
Vega: 0.13
Theta: -0.06
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 0.4 -0.1 21.38 4 2 146
8 Dec 1389.60 0.5 0.15 23.13 21 -18 143
5 Dec 1392.50 0.35 -0.1 21.28 24 -7 161
4 Dec 1386.70 0.45 0.05 20.96 16 -3 168
3 Dec 1391.50 0.4 -0.15 20.88 22 -6 176
2 Dec 1373.00 0.55 0 19.58 61 -9 182
1 Dec 1390.10 0.5 -0.1 20.69 32 10 193
28 Nov 1388.80 0.55 -0.05 19.93 352 7 186
27 Nov 1392.20 0.6 -0.3 20.46 59 -4 179
26 Nov 1375.00 0.9 -0.85 19.61 188 75 183
25 Nov 1357.80 1.65 0.1 19.61 69 9 108
24 Nov 1368.40 1.6 0 20.27 68 30 98
21 Nov 1369.50 1.5 0.1 19.66 39 8 68
20 Nov 1383.00 1.3 0.05 20.23 37 12 61
19 Nov 1383.10 1.2 -0.3 19.84 47 19 50
18 Nov 1373.40 1.5 -0.15 19.16 11 6 30
17 Nov 1379.00 1.65 -0.75 20.24 5 2 24
14 Nov 1373.00 2.4 0.4 20.71 8 2 21
13 Nov 1385.90 2 -0.6 20.98 1 0 20
12 Nov 1358.90 2.6 -0.05 19.15 7 -1 20
11 Nov 1358.30 2.65 -0.9 19.12 19 9 21
10 Nov 1348.00 3.55 -0.6 19.02 4 2 11
7 Nov 1343.00 4.15 -2.15 18.90 4 1 8
6 Nov 1320.40 6.3 -6.55 18.48 9 5 5


For Icici Bank Ltd. - strike price 1240 expiring on 30DEC2025

Delta for 1240 PE is -0.02

Historical price for 1240 PE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 21.38, the open interest changed by 2 which increased total open position to 146


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 23.13, the open interest changed by -18 which decreased total open position to 143


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 21.28, the open interest changed by -7 which decreased total open position to 161


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 20.96, the open interest changed by -3 which decreased total open position to 168


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 20.88, the open interest changed by -6 which decreased total open position to 176


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 19.58, the open interest changed by -9 which decreased total open position to 182


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 20.69, the open interest changed by 10 which increased total open position to 193


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 19.93, the open interest changed by 7 which increased total open position to 186


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 20.46, the open interest changed by -4 which decreased total open position to 179


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 0.9, which was -0.85 lower than the previous day. The implied volatity was 19.61, the open interest changed by 75 which increased total open position to 183


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 1.65, which was 0.1 higher than the previous day. The implied volatity was 19.61, the open interest changed by 9 which increased total open position to 108


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was 20.27, the open interest changed by 30 which increased total open position to 98


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 1.5, which was 0.1 higher than the previous day. The implied volatity was 19.66, the open interest changed by 8 which increased total open position to 68


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 20.23, the open interest changed by 12 which increased total open position to 61


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 1.2, which was -0.3 lower than the previous day. The implied volatity was 19.84, the open interest changed by 19 which increased total open position to 50


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 19.16, the open interest changed by 6 which increased total open position to 30


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 1.65, which was -0.75 lower than the previous day. The implied volatity was 20.24, the open interest changed by 2 which increased total open position to 24


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 2.4, which was 0.4 higher than the previous day. The implied volatity was 20.71, the open interest changed by 2 which increased total open position to 21


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 2, which was -0.6 lower than the previous day. The implied volatity was 20.98, the open interest changed by 0 which decreased total open position to 20


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 2.6, which was -0.05 lower than the previous day. The implied volatity was 19.15, the open interest changed by -1 which decreased total open position to 20


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 2.65, which was -0.9 lower than the previous day. The implied volatity was 19.12, the open interest changed by 9 which increased total open position to 21


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 3.55, which was -0.6 lower than the previous day. The implied volatity was 19.02, the open interest changed by 2 which increased total open position to 11


On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 4.15, which was -2.15 lower than the previous day. The implied volatity was 18.90, the open interest changed by 1 which increased total open position to 8


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 6.3, which was -6.55 lower than the previous day. The implied volatity was 18.48, the open interest changed by 5 which increased total open position to 5