ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
09 Dec 2025 04:10 PM IST
| ICICIBANK 30-DEC-2025 1290 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 | 110 | 18.9 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1389.60 | 110 | 18.9 | - | 0 | 0 | 14 | |||||||||
| 5 Dec | 1392.50 | 110 | 18.9 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1386.70 | 110 | 18.9 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1391.50 | 110 | 18.9 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1373.00 | 110 | 18.9 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1390.10 | 110 | 18.9 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1388.80 | 110 | 18.9 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1392.20 | 110 | 18.9 | - | 5 | 0 | 14 | |||||||||
| 26 Nov | 1375.00 | 91.1 | -11.1 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 1357.80 | 91.1 | -11.1 | - | 0 | 0 | 0 | |||||||||
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| 24 Nov | 1368.40 | 91.1 | -11.1 | - | 0 | 13 | 0 | |||||||||
| 21 Nov | 1369.50 | 91.1 | -11.1 | - | 13 | 11 | 12 | |||||||||
| 20 Nov | 1383.00 | 102.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1383.10 | 102.2 | 0 | - | 0 | 1 | 0 | |||||||||
| 18 Nov | 1373.40 | 102.2 | 0 | 20.71 | 1 | 0 | 0 | |||||||||
| 17 Nov | 1379.00 | 102.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 1373.00 | 102.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 1385.90 | 102.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 1358.90 | 102.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 1358.30 | 102.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 1348.00 | 102.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 1343.00 | 102.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 1320.40 | 102.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 1336.90 | 102.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1290 expiring on 30DEC2025
Delta for 1290 CE is -
Historical price for 1290 CE is as follows
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 110, which was 18.9 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 110, which was 18.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 110, which was 18.9 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 110, which was 18.9 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 110, which was 18.9 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 110, which was 18.9 higher 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 110, which was 18.9 higher 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 110, which was 18.9 higher 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 110, which was 18.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 91.1, which was -11.1 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 91.1, which was -11.1 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 91.1, which was -11.1 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0
On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 91.1, which was -11.1 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 12
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 102.2, 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 102.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 102.2, which was 0 lower than the previous day. The implied volatity was 20.71, 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 102.2, 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 102.2, 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 102.2, 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 102.2, 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 102.2, 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 102.2, 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 102.2, 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 102.2, 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 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 102.2, 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 1290 PE | |||||||
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Delta: -0.05
Vega: 0.34
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 1375.20 | 1.25 | 0 | 17.86 | 180 | -48 | 221 |
| 8 Dec | 1389.60 | 1.25 | 0.2 | 19.28 | 266 | 2 | 268 |
| 5 Dec | 1392.50 | 1.1 | -0.05 | 18.42 | 119 | 41 | 265 |
| 4 Dec | 1386.70 | 1.15 | -0.05 | 17.45 | 104 | -9 | 225 |
| 3 Dec | 1391.50 | 1.15 | -0.5 | 17.91 | 217 | 12 | 229 |
| 2 Dec | 1373.00 | 1.7 | 0.2 | 16.72 | 194 | 5 | 220 |
| 1 Dec | 1390.10 | 1.5 | -0.2 | 18.10 | 95 | 22 | 214 |
| 28 Nov | 1388.80 | 1.65 | 0 | 17.50 | 99 | 4 | 191 |
| 27 Nov | 1392.20 | 1.6 | -0.95 | 17.81 | 350 | -28 | 187 |
| 26 Nov | 1375.00 | 2.5 | -1.65 | 17.05 | 405 | 67 | 218 |
| 25 Nov | 1357.80 | 4.35 | 0.7 | 16.98 | 174 | 57 | 152 |
| 24 Nov | 1368.40 | 3.85 | 0 | 17.44 | 87 | 33 | 95 |
| 21 Nov | 1369.50 | 3.9 | 0.85 | 17.35 | 73 | 19 | 61 |
| 20 Nov | 1383.00 | 3 | -0.2 | 17.56 | 57 | -18 | 43 |
| 19 Nov | 1383.10 | 3.2 | -1.15 | 17.81 | 76 | 44 | 61 |
| 18 Nov | 1373.40 | 4.35 | -0.2 | 17.52 | 2 | 0 | 17 |
| 17 Nov | 1379.00 | 4.55 | -1.05 | 18.71 | 12 | 4 | 17 |
| 14 Nov | 1373.00 | 5.6 | 1.65 | 18.64 | 20 | 2 | 13 |
| 13 Nov | 1385.90 | 3.95 | -11.6 | 18.10 | 14 | 10 | 10 |
| 12 Nov | 1358.90 | 15.55 | 0 | 4.93 | 0 | 0 | 0 |
| 11 Nov | 1358.30 | 15.55 | 0 | 4.93 | 0 | 0 | 0 |
| 10 Nov | 1348.00 | 15.55 | 0 | 4.30 | 0 | 0 | 0 |
| 7 Nov | 1343.00 | 15.55 | 0 | 3.98 | 0 | 0 | 0 |
| 6 Nov | 1320.40 | 15.55 | 0 | 2.79 | 0 | 0 | 0 |
| 4 Nov | 1336.90 | 15.55 | 0 | 3.65 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1290 expiring on 30DEC2025
Delta for 1290 PE is -0.05
Historical price for 1290 PE is as follows
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 17.86, the open interest changed by -48 which decreased total open position to 221
On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 1.25, which was 0.2 higher than the previous day. The implied volatity was 19.28, the open interest changed by 2 which increased total open position to 268
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 18.42, the open interest changed by 41 which increased total open position to 265
On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 17.45, the open interest changed by -9 which decreased total open position to 225
On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 1.15, which was -0.5 lower than the previous day. The implied volatity was 17.91, the open interest changed by 12 which increased total open position to 229
On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 1.7, which was 0.2 higher than the previous day. The implied volatity was 16.72, the open interest changed by 5 which increased total open position to 220
On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 1.5, which was -0.2 lower than the previous day. The implied volatity was 18.10, the open interest changed by 22 which increased total open position to 214
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 17.50, the open interest changed by 4 which increased total open position to 191
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 1.6, which was -0.95 lower than the previous day. The implied volatity was 17.81, the open interest changed by -28 which decreased total open position to 187
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 2.5, which was -1.65 lower than the previous day. The implied volatity was 17.05, the open interest changed by 67 which increased total open position to 218
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 4.35, which was 0.7 higher than the previous day. The implied volatity was 16.98, the open interest changed by 57 which increased total open position to 152
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 3.85, which was 0 lower than the previous day. The implied volatity was 17.44, the open interest changed by 33 which increased total open position to 95
On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 3.9, which was 0.85 higher than the previous day. The implied volatity was 17.35, the open interest changed by 19 which increased total open position to 61
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 3, which was -0.2 lower than the previous day. The implied volatity was 17.56, the open interest changed by -18 which decreased total open position to 43
On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 3.2, which was -1.15 lower than the previous day. The implied volatity was 17.81, the open interest changed by 44 which increased total open position to 61
On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 4.35, which was -0.2 lower than the previous day. The implied volatity was 17.52, the open interest changed by 0 which decreased total open position to 17
On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 4.55, which was -1.05 lower than the previous day. The implied volatity was 18.71, the open interest changed by 4 which increased total open position to 17
On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 5.6, which was 1.65 higher than the previous day. The implied volatity was 18.64, the open interest changed by 2 which increased total open position to 13
On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 3.95, which was -11.6 lower than the previous day. The implied volatity was 18.10, the open interest changed by 10 which increased total open position to 10
On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 15.55, which was 0 lower than the previous day. The implied volatity was 4.93, 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 15.55, which was 0 lower than the previous day. The implied volatity was 4.93, 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 15.55, which was 0 lower than the previous day. The implied volatity was 4.30, 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 15.55, which was 0 lower than the previous day. The implied volatity was 3.98, 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 15.55, which was 0 lower than the previous day. The implied volatity was 2.79, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 15.55, which was 0 lower than the previous day. The implied volatity was 3.65, the open interest changed by 0 which decreased total open position to 0































































































































































































































