ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
09 Dec 2025 04:10 PM IST
| ICICIBANK 30-DEC-2025 1240 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 | 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 | |||||||||
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| 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 | |||||||
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Delta: -0.02
Vega: 0.13
Theta: -0.06
Gamma: 0.00
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| 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































































































































































































































