[--[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 1270 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.03
Vega: 0.23
Theta: -0.09
Gamma: 0.00
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