[--[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 1250 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.02
Vega: 0.15
Theta: -0.06
Gamma: 0.00
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