ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
09 Dec 2025 04:10 PM IST
| ICICIBANK 30-DEC-2025 1250 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 | 126.6 | -7.55 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1389.60 | 126.6 | -7.55 | - | 0 | 0 | 4 | |||||||||
| 5 Dec | 1392.50 | 126.6 | -7.55 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1386.70 | 126.6 | -7.55 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1391.50 | 126.6 | -7.55 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1373.00 | 126.6 | -7.55 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1390.10 | 126.6 | -7.55 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1388.80 | 126.6 | -7.55 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1392.20 | 126.6 | -7.55 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1375.00 | 126.6 | -7.55 | - | 0 | 4 | 0 | |||||||||
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| 25 Nov | 1357.80 | 126.6 | -7.55 | 27.32 | 4 | 2 | 2 | |||||||||
| 24 Nov | 1368.40 | 134.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 1369.50 | 134.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 1383.00 | 134.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1383.10 | 134.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 1373.40 | 134.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 1379.00 | 134.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 1373.00 | 134.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 1385.90 | 134.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 1358.90 | 134.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 1358.30 | 134.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 1348.00 | 134.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 1343.00 | 134.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 1320.40 | 134.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1250 expiring on 30DEC2025
Delta for 1250 CE is -
Historical price for 1250 CE is as follows
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 126.6, which was -7.55 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 126.6, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 126.6, which was -7.55 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 126.6, which was -7.55 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 126.6, which was -7.55 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 126.6, which was -7.55 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 126.6, which was -7.55 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 126.6, which was -7.55 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 126.6, which was -7.55 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 126.6, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 126.6, which was -7.55 lower than the previous day. The implied volatity was 27.32, the open interest changed by 2 which increased total open position to 2
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 134.15, 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 134.15, 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 134.15, 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 134.15, 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 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 134.15, 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 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 134.15, 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 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 134.15, 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 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 134.15, 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 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 134.15, 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 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 134.15, 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 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 134.15, 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 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 134.15, 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 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 134.15, 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 1250 PE | |||||||
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Delta: -0.02
Vega: 0.15
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 1375.20 | 0.45 | -0.1 | 20.37 | 16 | 0 | 1,017 |
| 8 Dec | 1389.60 | 0.55 | 0.1 | 22.09 | 151 | 1 | 1,017 |
| 5 Dec | 1392.50 | 0.45 | 0.05 | 20.79 | 101 | 5 | 1,020 |
| 4 Dec | 1386.70 | 0.4 | -0.05 | 19.39 | 48 | -1 | 1,015 |
| 3 Dec | 1391.50 | 0.45 | -0.15 | 20.04 | 128 | 4 | 1,017 |
| 2 Dec | 1373.00 | 0.6 | 0 | 18.61 | 330 | 2 | 1,013 |
| 1 Dec | 1390.10 | 0.55 | -0.1 | 19.79 | 84 | -4 | 1,012 |
| 28 Nov | 1388.80 | 0.65 | -0.05 | 19.29 | 84 | -4 | 1,016 |
| 27 Nov | 1392.20 | 0.65 | -0.45 | 19.58 | 131 | -5 | 1,021 |
| 26 Nov | 1375.00 | 1.1 | -0.95 | 19.10 | 1,300 | 638 | 1,025 |
| 25 Nov | 1357.80 | 2.15 | 0.35 | 19.40 | 207 | 49 | 386 |
| 24 Nov | 1368.40 | 2 | 0.15 | 19.92 | 213 | 108 | 336 |
| 21 Nov | 1369.50 | 1.8 | 0.35 | 19.17 | 184 | 115 | 227 |
| 20 Nov | 1383.00 | 1.45 | -0.15 | 19.50 | 18 | -7 | 112 |
| 19 Nov | 1383.10 | 1.6 | -0.3 | 19.78 | 122 | 17 | 119 |
| 18 Nov | 1373.40 | 1.9 | -0.1 | 18.91 | 23 | 11 | 102 |
| 17 Nov | 1379.00 | 1.95 | -0.7 | 19.76 | 65 | 21 | 92 |
| 14 Nov | 1373.00 | 2.6 | 0.55 | 19.83 | 42 | 23 | 71 |
| 13 Nov | 1385.90 | 2.05 | -1.1 | 19.90 | 22 | -14 | 48 |
| 12 Nov | 1358.90 | 3.15 | -0.2 | 18.82 | 48 | 17 | 62 |
| 11 Nov | 1358.30 | 3.25 | -1.1 | 18.86 | 6 | 1 | 44 |
| 10 Nov | 1348.00 | 4.35 | -0.75 | 18.87 | 11 | -5 | 43 |
| 7 Nov | 1343.00 | 5.1 | -2.55 | 18.73 | 43 | 7 | 49 |
| 6 Nov | 1320.40 | 7.6 | 1.6 | 18.25 | 69 | 41 | 42 |
For Icici Bank Ltd. - strike price 1250 expiring on 30DEC2025
Delta for 1250 PE is -0.02
Historical price for 1250 PE is as follows
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 20.37, the open interest changed by 0 which decreased total open position to 1017
On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 0.55, which was 0.1 higher than the previous day. The implied volatity was 22.09, the open interest changed by 1 which increased total open position to 1017
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 20.79, the open interest changed by 5 which increased total open position to 1020
On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 19.39, the open interest changed by -1 which decreased total open position to 1015
On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 20.04, the open interest changed by 4 which increased total open position to 1017
On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 18.61, the open interest changed by 2 which increased total open position to 1013
On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 19.79, the open interest changed by -4 which decreased total open position to 1012
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 19.29, the open interest changed by -4 which decreased total open position to 1016
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 19.58, the open interest changed by -5 which decreased total open position to 1021
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 1.1, which was -0.95 lower than the previous day. The implied volatity was 19.10, the open interest changed by 638 which increased total open position to 1025
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 2.15, which was 0.35 higher than the previous day. The implied volatity was 19.40, the open interest changed by 49 which increased total open position to 386
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 2, which was 0.15 higher than the previous day. The implied volatity was 19.92, the open interest changed by 108 which increased total open position to 336
On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 1.8, which was 0.35 higher than the previous day. The implied volatity was 19.17, the open interest changed by 115 which increased total open position to 227
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 19.50, the open interest changed by -7 which decreased total open position to 112
On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 1.6, which was -0.3 lower than the previous day. The implied volatity was 19.78, the open interest changed by 17 which increased total open position to 119
On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 1.9, which was -0.1 lower than the previous day. The implied volatity was 18.91, the open interest changed by 11 which increased total open position to 102
On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 1.95, which was -0.7 lower than the previous day. The implied volatity was 19.76, the open interest changed by 21 which increased total open position to 92
On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 2.6, which was 0.55 higher than the previous day. The implied volatity was 19.83, the open interest changed by 23 which increased total open position to 71
On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 2.05, which was -1.1 lower than the previous day. The implied volatity was 19.90, the open interest changed by -14 which decreased total open position to 48
On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 3.15, which was -0.2 lower than the previous day. The implied volatity was 18.82, the open interest changed by 17 which increased total open position to 62
On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 3.25, which was -1.1 lower than the previous day. The implied volatity was 18.86, the open interest changed by 1 which increased total open position to 44
On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 4.35, which was -0.75 lower than the previous day. The implied volatity was 18.87, the open interest changed by -5 which decreased total open position to 43
On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 5.1, which was -2.55 lower than the previous day. The implied volatity was 18.73, the open interest changed by 7 which increased total open position to 49
On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 7.6, which was 1.6 higher than the previous day. The implied volatity was 18.25, the open interest changed by 41 which increased total open position to 42































































































































































































































