ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
09 Dec 2025 04:10 PM IST
| ICICIBANK 30-DEC-2025 1270 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 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1389.60 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 1392.50 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1386.70 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1391.50 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1373.00 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1390.10 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1388.80 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
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| 27 Nov | 1392.20 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1375.00 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 1357.80 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 1368.40 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 1369.50 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 1383.00 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1383.10 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 1373.40 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 1379.00 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 1373.00 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 1385.90 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 1358.90 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 1358.30 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 1348.00 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 1343.00 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 1320.40 | 117.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1270 expiring on 30DEC2025
Delta for 1270 CE is -
Historical price for 1270 CE is as follows
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 117.7, 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 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 117.7, 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 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 117.7, 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 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 117.7, 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 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 117.7, 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 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 117.7, 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 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 117.7, 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 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 117.7, 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 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 117.7, 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 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 117.7, 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 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 117.7, 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 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 117.7, 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 117.7, 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 117.7, 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 117.7, 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 117.7, 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 117.7, 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 117.7, 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 117.7, 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 117.7, 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 117.7, 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 117.7, 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 117.7, 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 117.7, 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 1270 PE | |||||||
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Delta: -0.03
Vega: 0.23
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 1375.20 | 0.75 | -0.1 | 19.14 | 77 | -39 | 131 |
| 8 Dec | 1389.60 | 0.85 | 0.15 | 20.81 | 31 | -3 | 170 |
| 5 Dec | 1392.50 | 0.7 | -0.1 | 19.61 | 77 | 20 | 175 |
| 4 Dec | 1386.70 | 0.75 | 0 | 18.74 | 30 | -2 | 155 |
| 3 Dec | 1391.50 | 0.75 | -0.25 | 19.12 | 44 | 0 | 159 |
| 2 Dec | 1373.00 | 1 | 0.1 | 17.64 | 52 | -4 | 158 |
| 1 Dec | 1390.10 | 0.9 | -0.1 | 18.92 | 34 | -9 | 163 |
| 28 Nov | 1388.80 | 1 | -0.05 | 18.28 | 41 | 15 | 172 |
| 27 Nov | 1392.20 | 1.05 | -0.65 | 18.80 | 201 | 32 | 158 |
| 26 Nov | 1375.00 | 1.65 | -1.2 | 18.07 | 280 | 49 | 125 |
| 25 Nov | 1357.80 | 2.9 | 0.45 | 17.97 | 81 | 19 | 76 |
| 24 Nov | 1368.40 | 2.55 | 0.05 | 18.34 | 31 | 16 | 56 |
| 21 Nov | 1369.50 | 2.5 | 0.45 | 18.02 | 26 | 8 | 41 |
| 20 Nov | 1383.00 | 2.05 | -0.15 | 18.47 | 61 | -15 | 34 |
| 19 Nov | 1383.10 | 2.2 | -0.65 | 18.69 | 118 | 30 | 57 |
| 18 Nov | 1373.40 | 2.95 | 0.1 | 18.31 | 13 | -1 | 27 |
| 17 Nov | 1379.00 | 2.8 | -1.7 | 18.92 | 37 | 16 | 17 |
| 14 Nov | 1373.00 | 4.5 | -6.8 | 20.10 | 1 | 0 | 0 |
| 13 Nov | 1385.90 | 11.3 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 1358.90 | 11.3 | 0 | 5.97 | 0 | 0 | 0 |
| 11 Nov | 1358.30 | 11.3 | 0 | 6.02 | 0 | 0 | 0 |
| 10 Nov | 1348.00 | 11.3 | 0 | 5.40 | 0 | 0 | 0 |
| 7 Nov | 1343.00 | 11.3 | 0 | 5.06 | 0 | 0 | 0 |
| 6 Nov | 1320.40 | 11.3 | 0 | 3.89 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1270 expiring on 30DEC2025
Delta for 1270 PE is -0.03
Historical price for 1270 PE is as follows
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 19.14, the open interest changed by -39 which decreased total open position to 131
On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 0.85, which was 0.15 higher than the previous day. The implied volatity was 20.81, the open interest changed by -3 which decreased total open position to 170
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 19.61, the open interest changed by 20 which increased total open position to 175
On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 18.74, the open interest changed by -2 which decreased total open position to 155
On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 19.12, the open interest changed by 0 which decreased total open position to 159
On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 1, which was 0.1 higher than the previous day. The implied volatity was 17.64, the open interest changed by -4 which decreased total open position to 158
On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 18.92, the open interest changed by -9 which decreased total open position to 163
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 18.28, the open interest changed by 15 which increased total open position to 172
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 1.05, which was -0.65 lower than the previous day. The implied volatity was 18.80, the open interest changed by 32 which increased total open position to 158
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 1.65, which was -1.2 lower than the previous day. The implied volatity was 18.07, the open interest changed by 49 which increased total open position to 125
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 2.9, which was 0.45 higher than the previous day. The implied volatity was 17.97, the open interest changed by 19 which increased total open position to 76
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 2.55, which was 0.05 higher than the previous day. The implied volatity was 18.34, the open interest changed by 16 which increased total open position to 56
On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 2.5, which was 0.45 higher than the previous day. The implied volatity was 18.02, the open interest changed by 8 which increased total open position to 41
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 2.05, which was -0.15 lower than the previous day. The implied volatity was 18.47, the open interest changed by -15 which decreased total open position to 34
On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 2.2, which was -0.65 lower than the previous day. The implied volatity was 18.69, the open interest changed by 30 which increased total open position to 57
On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 2.95, which was 0.1 higher than the previous day. The implied volatity was 18.31, the open interest changed by -1 which decreased total open position to 27
On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 2.8, which was -1.7 lower than the previous day. The implied volatity was 18.92, the open interest changed by 16 which increased total open position to 17
On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 4.5, which was -6.8 lower than the previous day. The implied volatity was 20.10, 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 11.3, 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 11.3, which was 0 lower than the previous day. The implied volatity was 5.97, 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 11.3, which was 0 lower than the previous day. The implied volatity was 6.02, 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 11.3, which was 0 lower than the previous day. The implied volatity was 5.40, 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 11.3, which was 0 lower than the previous day. The implied volatity was 5.06, 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 11.3, which was 0 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0































































































































































































































