ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
09 Dec 2025 04:10 PM IST
| ICICIBANK 30-DEC-2025 1260 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 | 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 | |||||||||
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| 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 | |||||||
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Delta: -0.03
Vega: 0.20
Theta: -0.09
Gamma: 0.00
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| 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































































































































































































































