[--[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 1260 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 141 27.05 - 0 0 0
8 Dec 1389.60 141 27.05 - 0 0 33
5 Dec 1392.50 141 27.05 - 0 0 0
4 Dec 1386.70 141 27.05 - 0 0 0
3 Dec 1391.50 141 27.05 - 0 0 0
2 Dec 1373.00 141 27.05 - 0 -2 0
1 Dec 1390.10 141 27.05 19.90 2 0 35
28 Nov 1388.80 113.95 -10.15 - 0 0 0
27 Nov 1392.20 113.95 -10.15 - 0 0 0
26 Nov 1375.00 113.95 -10.15 - 0 35 0
25 Nov 1357.80 113.95 -10.15 22.44 36 34 34
24 Nov 1368.40 124.1 0 - 0 0 0
21 Nov 1369.50 124.1 0 - 0 0 0
20 Nov 1383.00 124.1 0 - 0 0 0
19 Nov 1383.10 124.1 0 - 0 0 0
18 Nov 1373.40 124.1 0 - 0 0 0
17 Nov 1379.00 124.1 0 - 0 0 0
14 Nov 1373.00 124.1 0 - 0 0 0
13 Nov 1385.90 124.1 0 - 0 0 0
12 Nov 1358.90 124.1 0 - 0 0 0
11 Nov 1358.30 124.1 0 - 0 0 0
10 Nov 1348.00 124.1 0 - 0 0 0
7 Nov 1343.00 124.1 0 - 0 0 0
6 Nov 1320.40 124.1 0 - 0 0 0


For Icici Bank Ltd. - strike price 1260 expiring on 30DEC2025

Delta for 1260 CE is -

Historical price for 1260 CE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 141, which was 27.05 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 141, which was 27.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 141, which was 27.05 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 141, which was 27.05 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 141, which was 27.05 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 141, which was 27.05 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 141, which was 27.05 higher than the previous day. The implied volatity was 19.90, the open interest changed by 0 which decreased total open position to 35


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 113.95, which was -10.15 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 113.95, which was -10.15 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 113.95, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 0


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 113.95, which was -10.15 lower than the previous day. The implied volatity was 22.44, the open interest changed by 34 which increased total open position to 34


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 124.1, 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 124.1, 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 124.1, 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 124.1, 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 124.1, 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 124.1, 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 124.1, 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 124.1, 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 124.1, 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 124.1, 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 124.1, 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 124.1, 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 124.1, 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 1260 PE
Delta: -0.03
Vega: 0.20
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 0.7 -0.05 20.38 39 -1 809
8 Dec 1389.60 0.75 0.2 21.79 14 -8 812
5 Dec 1392.50 0.55 -0.05 20.14 52 -5 820
4 Dec 1386.70 0.6 0.05 19.33 13 1 825
3 Dec 1391.50 0.55 -0.15 19.41 41 -8 830
2 Dec 1373.00 0.7 0 17.81 77 6 838
1 Dec 1390.10 0.7 -0.1 19.35 41 -27 832
28 Nov 1388.80 0.8 0 18.77 49 12 859
27 Nov 1392.20 0.8 -0.5 19.09 160 50 848
26 Nov 1375.00 1.25 -1.1 18.32 1,161 633 798
25 Nov 1357.80 2.5 0.35 18.70 196 60 165
24 Nov 1368.40 2.2 0.15 19.03 67 18 105
21 Nov 1369.50 2.05 0.5 18.46 73 4 87
20 Nov 1383.00 1.55 -0.25 18.59 34 -7 83
19 Nov 1383.10 1.8 -0.5 19.08 210 61 90
18 Nov 1373.40 2.3 -0.05 18.48 12 2 29
17 Nov 1379.00 2.35 -1.05 19.37 22 16 26
14 Nov 1373.00 3.4 0.9 19.96 12 -4 9
13 Nov 1385.90 2.5 -1.15 19.69 1 0 14
12 Nov 1358.90 3.65 -0.45 18.28 10 7 13
11 Nov 1358.30 4.1 -1.45 18.76 7 1 7
10 Nov 1348.00 5.55 -0.8 18.81 3 1 5
7 Nov 1343.00 6.35 -3.65 18.68 4 2 3
6 Nov 1320.40 10 -7 18.63 1 0 0


For Icici Bank Ltd. - strike price 1260 expiring on 30DEC2025

Delta for 1260 PE is -0.03

Historical price for 1260 PE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 20.38, the open interest changed by -1 which decreased total open position to 809


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 0.75, which was 0.2 higher than the previous day. The implied volatity was 21.79, the open interest changed by -8 which decreased total open position to 812


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 20.14, the open interest changed by -5 which decreased total open position to 820


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 19.33, the open interest changed by 1 which increased total open position to 825


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 19.41, the open interest changed by -8 which decreased total open position to 830


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 17.81, the open interest changed by 6 which increased total open position to 838


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 19.35, the open interest changed by -27 which decreased total open position to 832


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 18.77, the open interest changed by 12 which increased total open position to 859


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 0.8, which was -0.5 lower than the previous day. The implied volatity was 19.09, the open interest changed by 50 which increased total open position to 848


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 1.25, which was -1.1 lower than the previous day. The implied volatity was 18.32, the open interest changed by 633 which increased total open position to 798


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 2.5, which was 0.35 higher than the previous day. The implied volatity was 18.70, the open interest changed by 60 which increased total open position to 165


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 2.2, which was 0.15 higher than the previous day. The implied volatity was 19.03, the open interest changed by 18 which increased total open position to 105


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 2.05, which was 0.5 higher than the previous day. The implied volatity was 18.46, the open interest changed by 4 which increased total open position to 87


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 18.59, the open interest changed by -7 which decreased total open position to 83


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 1.8, which was -0.5 lower than the previous day. The implied volatity was 19.08, the open interest changed by 61 which increased total open position to 90


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 2.3, which was -0.05 lower than the previous day. The implied volatity was 18.48, the open interest changed by 2 which increased total open position to 29


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 2.35, which was -1.05 lower than the previous day. The implied volatity was 19.37, the open interest changed by 16 which increased total open position to 26


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 3.4, which was 0.9 higher than the previous day. The implied volatity was 19.96, the open interest changed by -4 which decreased total open position to 9


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 2.5, which was -1.15 lower than the previous day. The implied volatity was 19.69, the open interest changed by 0 which decreased total open position to 14


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 3.65, which was -0.45 lower than the previous day. The implied volatity was 18.28, the open interest changed by 7 which increased total open position to 13


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 4.1, which was -1.45 lower than the previous day. The implied volatity was 18.76, the open interest changed by 1 which increased total open position to 7


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 5.55, which was -0.8 lower than the previous day. The implied volatity was 18.81, the open interest changed by 1 which increased total open position to 5


On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 6.35, which was -3.65 lower than the previous day. The implied volatity was 18.68, the open interest changed by 2 which increased total open position to 3


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 10, which was -7 lower than the previous day. The implied volatity was 18.63, the open interest changed by 0 which decreased total open position to 0