[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1375.2 -14.40 (-1.04%)
L: 1373.4 H: 1384.3

Back to Option Chain


Historical option data for ICICIBANK

09 Dec 2025 04:10 PM IST
ICICIBANK 30-DEC-2025 1300 CE
Delta: 0.97
Vega: 0.25
Theta: -0.43
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 83.1 -12.8 14.28 63 8 395
8 Dec 1389.60 96 -3 15.84 81 -8 385
5 Dec 1392.50 99 2.55 - 7 0 391
4 Dec 1386.70 96.45 -3 16.25 30 6 390
3 Dec 1391.50 99.9 15.8 - 95 -23 385
2 Dec 1373.00 84.15 -13.3 11.64 79 11 408
1 Dec 1390.10 98 0.9 - 53 -5 397
28 Nov 1388.80 97.2 -2.85 - 123 -17 403
27 Nov 1392.20 101.5 17.05 - 285 -33 436
26 Nov 1375.00 84.95 14.75 - 208 5 468
25 Nov 1357.80 70.9 -11.05 11.72 291 212 461
24 Nov 1368.40 79.45 -3.15 10.70 121 23 240
21 Nov 1369.50 82.7 -15.75 - 309 74 219
20 Nov 1383.00 98 2.3 14.44 94 35 146
19 Nov 1383.10 95.7 5.7 - 47 14 111
18 Nov 1373.40 90 -5.05 16.97 14 3 97
17 Nov 1379.00 94.6 5.6 9.75 17 3 94
14 Nov 1373.00 89 -15.05 - 48 -2 90
13 Nov 1385.90 104.05 22.4 14.25 12 -2 93
12 Nov 1358.90 81.65 3.75 15.66 8 0 95
11 Nov 1358.30 77.9 3.3 10.63 15 0 95
10 Nov 1348.00 74.9 5.15 17.08 12 2 95
7 Nov 1343.00 69.5 13 14.60 48 4 91
6 Nov 1320.40 56.9 -11.25 16.84 79 46 86
4 Nov 1336.90 68.15 -9.05 15.73 41 3 39
3 Nov 1346.40 77.2 0.15 15.04 3 0 33
31 Oct 1345.30 77 -14.95 - 38 30 32
30 Oct 1362.40 91.95 -3.8 - 0 2 0
29 Oct 1370.40 91.95 -3.8 - 3 1 1
28 Oct 1363.10 95.75 0 - 0 0 0
27 Oct 1377.60 95.75 0 - 0 0 0
24 Oct 1377.70 0 0 - 0 0 0
23 Oct 1363.70 0 0 - 0 0 0
21 Oct 1382.00 0 0 - 0 0 0
20 Oct 1390.30 0 0 - 0 0 0
9 Oct 1376.20 0 0 - 0 0 0
8 Oct 1370.30 0 0 - 0 0 0
7 Oct 1375.90 0 0 - 0 0 0
6 Oct 1363.40 0 0 - 0 0 0
3 Oct 1365.20 0 0 - 0 0 0


For Icici Bank Ltd. - strike price 1300 expiring on 30DEC2025

Delta for 1300 CE is 0.97

Historical price for 1300 CE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 83.1, which was -12.8 lower than the previous day. The implied volatity was 14.28, the open interest changed by 8 which increased total open position to 395


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 96, which was -3 lower than the previous day. The implied volatity was 15.84, the open interest changed by -8 which decreased total open position to 385


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 99, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 391


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 96.45, which was -3 lower than the previous day. The implied volatity was 16.25, the open interest changed by 6 which increased total open position to 390


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 99.9, which was 15.8 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 385


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 84.15, which was -13.3 lower than the previous day. The implied volatity was 11.64, the open interest changed by 11 which increased total open position to 408


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 98, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 397


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 97.2, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 403


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 101.5, which was 17.05 higher than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 436


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 84.95, which was 14.75 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 468


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 70.9, which was -11.05 lower than the previous day. The implied volatity was 11.72, the open interest changed by 212 which increased total open position to 461


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 79.45, which was -3.15 lower than the previous day. The implied volatity was 10.70, the open interest changed by 23 which increased total open position to 240


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 82.7, which was -15.75 lower than the previous day. The implied volatity was -, the open interest changed by 74 which increased total open position to 219


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 98, which was 2.3 higher than the previous day. The implied volatity was 14.44, the open interest changed by 35 which increased total open position to 146


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 95.7, which was 5.7 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 111


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 90, which was -5.05 lower than the previous day. The implied volatity was 16.97, the open interest changed by 3 which increased total open position to 97


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 94.6, which was 5.6 higher than the previous day. The implied volatity was 9.75, the open interest changed by 3 which increased total open position to 94


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 89, which was -15.05 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 90


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 104.05, which was 22.4 higher than the previous day. The implied volatity was 14.25, the open interest changed by -2 which decreased total open position to 93


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 81.65, which was 3.75 higher than the previous day. The implied volatity was 15.66, the open interest changed by 0 which decreased total open position to 95


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 77.9, which was 3.3 higher than the previous day. The implied volatity was 10.63, the open interest changed by 0 which decreased total open position to 95


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 74.9, which was 5.15 higher than the previous day. The implied volatity was 17.08, the open interest changed by 2 which increased total open position to 95


On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 69.5, which was 13 higher than the previous day. The implied volatity was 14.60, the open interest changed by 4 which increased total open position to 91


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 56.9, which was -11.25 lower than the previous day. The implied volatity was 16.84, the open interest changed by 46 which increased total open position to 86


On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 68.15, which was -9.05 lower than the previous day. The implied volatity was 15.73, the open interest changed by 3 which increased total open position to 39


On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 77.2, which was 0.15 higher than the previous day. The implied volatity was 15.04, the open interest changed by 0 which decreased total open position to 33


On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 77, which was -14.95 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 32


On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 91.95, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 91.95, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 28 Oct ICICIBANK was trading at 1363.10. The strike last trading price was 95.75, 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 Oct ICICIBANK was trading at 1377.60. The strike last trading price was 95.75, 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 Oct ICICIBANK was trading at 1377.70. The strike last trading price was 0, 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 23 Oct ICICIBANK was trading at 1363.70. The strike last trading price was 0, 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 Oct ICICIBANK was trading at 1382.00. The strike last trading price was 0, 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 Oct ICICIBANK was trading at 1390.30. The strike last trading price was 0, 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 9 Oct ICICIBANK was trading at 1376.20. The strike last trading price was 0, 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 Oct ICICIBANK was trading at 1370.30. The strike last trading price was 0, 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 Oct ICICIBANK was trading at 1375.90. The strike last trading price was 0, 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 Oct ICICIBANK was trading at 1363.40. The strike last trading price was 0, 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 Oct ICICIBANK was trading at 1365.20. The strike last trading price was 0, 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 1300 PE
Delta: -0.07
Vega: 0.42
Theta: -0.15
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 1.65 0.1 17.28 1,083 -356 1,775
8 Dec 1389.60 1.6 0.25 18.69 672 84 2,139
5 Dec 1392.50 1.35 -0.2 17.73 569 -58 2,054
4 Dec 1386.70 1.5 -0.05 16.96 587 -93 2,113
3 Dec 1391.50 1.5 -0.75 17.47 1,135 485 2,215
2 Dec 1373.00 2.3 0.4 16.41 1,303 -123 1,735
1 Dec 1390.10 2 -0.15 17.82 681 80 1,867
28 Nov 1388.80 2.15 0.1 17.17 1,213 151 1,787
27 Nov 1392.20 2.1 -1.25 17.54 1,374 169 1,635
26 Nov 1375.00 3.25 -2.05 16.77 2,430 501 1,471
25 Nov 1357.80 5.35 0.65 16.50 956 152 980
24 Nov 1368.40 4.8 -0.05 17.07 452 89 829
21 Nov 1369.50 4.85 1.1 17.02 588 122 733
20 Nov 1383.00 3.75 -0.1 17.26 275 59 610
19 Nov 1383.10 3.8 -1.75 17.29 468 -125 538
18 Nov 1373.40 5.6 0 17.45 186 -21 665
17 Nov 1379.00 5.5 -1.1 18.38 207 1 685
14 Nov 1373.00 6.55 1.65 18.17 567 -84 705
13 Nov 1385.90 4.95 -3.5 17.96 570 15 776
12 Nov 1358.90 8.6 -0.35 17.66 237 -31 777
11 Nov 1358.30 8.9 -2.65 17.83 264 57 808
10 Nov 1348.00 11.6 -1.35 17.90 105 17 742
7 Nov 1343.00 12.8 -6.5 17.71 132 15 724
6 Nov 1320.40 18.75 3.95 17.53 624 384 708
4 Nov 1336.90 15 3.4 17.89 173 74 334
3 Nov 1346.40 11.5 -0.85 17.37 134 78 259
31 Oct 1345.30 12.65 3.3 - 127 73 181
30 Oct 1362.40 9.35 0.55 17.28 42 26 108
29 Oct 1370.40 8.65 -1.85 17.77 21 2 82
28 Oct 1363.10 10.5 2 18.30 32 20 78
27 Oct 1377.60 8.5 -1.5 18.37 3 1 58
24 Oct 1377.70 10 -2.5 18.97 2 -1 56
23 Oct 1363.70 12.25 3.25 18.76 27 25 56
21 Oct 1382.00 9.35 1.75 18.60 13 10 29
20 Oct 1390.30 7.2 -20.9 18.13 21 18 18
9 Oct 1376.20 28.1 0 - 0 0 0
8 Oct 1370.30 28.1 0 4.11 0 0 0
7 Oct 1375.90 28.1 0 - 0 0 0
6 Oct 1363.40 28.1 0 3.83 0 0 0
3 Oct 1365.20 28.1 0 4.01 0 0 0


For Icici Bank Ltd. - strike price 1300 expiring on 30DEC2025

Delta for 1300 PE is -0.07

Historical price for 1300 PE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 1.65, which was 0.1 higher than the previous day. The implied volatity was 17.28, the open interest changed by -356 which decreased total open position to 1775


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 1.6, which was 0.25 higher than the previous day. The implied volatity was 18.69, the open interest changed by 84 which increased total open position to 2139


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 1.35, which was -0.2 lower than the previous day. The implied volatity was 17.73, the open interest changed by -58 which decreased total open position to 2054


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 16.96, the open interest changed by -93 which decreased total open position to 2113


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 1.5, which was -0.75 lower than the previous day. The implied volatity was 17.47, the open interest changed by 485 which increased total open position to 2215


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 2.3, which was 0.4 higher than the previous day. The implied volatity was 16.41, the open interest changed by -123 which decreased total open position to 1735


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 17.82, the open interest changed by 80 which increased total open position to 1867


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 2.15, which was 0.1 higher than the previous day. The implied volatity was 17.17, the open interest changed by 151 which increased total open position to 1787


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 2.1, which was -1.25 lower than the previous day. The implied volatity was 17.54, the open interest changed by 169 which increased total open position to 1635


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 3.25, which was -2.05 lower than the previous day. The implied volatity was 16.77, the open interest changed by 501 which increased total open position to 1471


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 5.35, which was 0.65 higher than the previous day. The implied volatity was 16.50, the open interest changed by 152 which increased total open position to 980


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 4.8, which was -0.05 lower than the previous day. The implied volatity was 17.07, the open interest changed by 89 which increased total open position to 829


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 4.85, which was 1.1 higher than the previous day. The implied volatity was 17.02, the open interest changed by 122 which increased total open position to 733


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 3.75, which was -0.1 lower than the previous day. The implied volatity was 17.26, the open interest changed by 59 which increased total open position to 610


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 3.8, which was -1.75 lower than the previous day. The implied volatity was 17.29, the open interest changed by -125 which decreased total open position to 538


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 5.6, which was 0 lower than the previous day. The implied volatity was 17.45, the open interest changed by -21 which decreased total open position to 665


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 5.5, which was -1.1 lower than the previous day. The implied volatity was 18.38, the open interest changed by 1 which increased total open position to 685


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 6.55, which was 1.65 higher than the previous day. The implied volatity was 18.17, the open interest changed by -84 which decreased total open position to 705


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 4.95, which was -3.5 lower than the previous day. The implied volatity was 17.96, the open interest changed by 15 which increased total open position to 776


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 8.6, which was -0.35 lower than the previous day. The implied volatity was 17.66, the open interest changed by -31 which decreased total open position to 777


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 8.9, which was -2.65 lower than the previous day. The implied volatity was 17.83, the open interest changed by 57 which increased total open position to 808


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 11.6, which was -1.35 lower than the previous day. The implied volatity was 17.90, the open interest changed by 17 which increased total open position to 742


On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 12.8, which was -6.5 lower than the previous day. The implied volatity was 17.71, the open interest changed by 15 which increased total open position to 724


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 18.75, which was 3.95 higher than the previous day. The implied volatity was 17.53, the open interest changed by 384 which increased total open position to 708


On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 15, which was 3.4 higher than the previous day. The implied volatity was 17.89, the open interest changed by 74 which increased total open position to 334


On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 11.5, which was -0.85 lower than the previous day. The implied volatity was 17.37, the open interest changed by 78 which increased total open position to 259


On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 12.65, which was 3.3 higher than the previous day. The implied volatity was -, the open interest changed by 73 which increased total open position to 181


On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 9.35, which was 0.55 higher than the previous day. The implied volatity was 17.28, the open interest changed by 26 which increased total open position to 108


On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 8.65, which was -1.85 lower than the previous day. The implied volatity was 17.77, the open interest changed by 2 which increased total open position to 82


On 28 Oct ICICIBANK was trading at 1363.10. The strike last trading price was 10.5, which was 2 higher than the previous day. The implied volatity was 18.30, the open interest changed by 20 which increased total open position to 78


On 27 Oct ICICIBANK was trading at 1377.60. The strike last trading price was 8.5, which was -1.5 lower than the previous day. The implied volatity was 18.37, the open interest changed by 1 which increased total open position to 58


On 24 Oct ICICIBANK was trading at 1377.70. The strike last trading price was 10, which was -2.5 lower than the previous day. The implied volatity was 18.97, the open interest changed by -1 which decreased total open position to 56


On 23 Oct ICICIBANK was trading at 1363.70. The strike last trading price was 12.25, which was 3.25 higher than the previous day. The implied volatity was 18.76, the open interest changed by 25 which increased total open position to 56


On 21 Oct ICICIBANK was trading at 1382.00. The strike last trading price was 9.35, which was 1.75 higher than the previous day. The implied volatity was 18.60, the open interest changed by 10 which increased total open position to 29


On 20 Oct ICICIBANK was trading at 1390.30. The strike last trading price was 7.2, which was -20.9 lower than the previous day. The implied volatity was 18.13, the open interest changed by 18 which increased total open position to 18


On 9 Oct ICICIBANK was trading at 1376.20. The strike last trading price was 28.1, 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 8 Oct ICICIBANK was trading at 1370.30. The strike last trading price was 28.1, which was 0 lower than the previous day. The implied volatity was 4.11, the open interest changed by 0 which decreased total open position to 0


On 7 Oct ICICIBANK was trading at 1375.90. The strike last trading price was 28.1, 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 Oct ICICIBANK was trading at 1363.40. The strike last trading price was 28.1, which was 0 lower than the previous day. The implied volatity was 3.83, the open interest changed by 0 which decreased total open position to 0


On 3 Oct ICICIBANK was trading at 1365.20. The strike last trading price was 28.1, which was 0 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0