ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
09 Dec 2025 04:10 PM IST
| ICICIBANK 30-DEC-2025 1310 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 | 75.4 | 13.4 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1389.60 | 75.4 | 13.4 | - | 0 | 0 | 5 | |||||||||
| 5 Dec | 1392.50 | 75.4 | 13.4 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1386.70 | 75.4 | 13.4 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1391.50 | 75.4 | 13.4 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1373.00 | 75.4 | 13.4 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1390.10 | 75.4 | 13.4 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1388.80 | 75.4 | 13.4 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1392.20 | 75.4 | 13.4 | - | 0 | 1 | 0 | |||||||||
| 26 Nov | 1375.00 | 75.4 | 13.4 | - | 3 | 1 | 5 | |||||||||
| 25 Nov | 1357.80 | 62 | -8.5 | 11.82 | 1 | 0 | 4 | |||||||||
| 24 Nov | 1368.40 | 70.5 | 21.6 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 1369.50 | 70.5 | 21.6 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 1383.00 | 70.5 | 21.6 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1383.10 | 70.5 | 21.6 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 1373.40 | 70.5 | 21.6 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 1379.00 | 70.5 | 21.6 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 1373.00 | 70.5 | 21.6 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 1385.90 | 70.5 | 21.6 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 1358.90 | 70.5 | 21.6 | - | 0 | -2 | 0 | |||||||||
| 11 Nov | 1358.30 | 70.5 | 21.6 | 12.33 | 2 | 0 | 6 | |||||||||
| 10 Nov | 1348.00 | 48.9 | -36.6 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 1343.00 | 48.9 | -36.6 | - | 0 | 4 | 0 | |||||||||
| 6 Nov | 1320.40 | 48.9 | -36.6 | 15.97 | 4 | 3 | 5 | |||||||||
| 4 Nov | 1336.90 | 85.5 | -2.25 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 1346.40 | 85.5 | -2.25 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 1345.30 | 85.5 | -2.25 | - | 0 | 0 | 0 | |||||||||
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| 30 Oct | 1362.40 | 85.5 | -2.25 | - | 0 | 2 | 0 | |||||||||
| 29 Oct | 1370.40 | 85.5 | -2.25 | 10.46 | 2 | 1 | 1 | |||||||||
For Icici Bank Ltd. - strike price 1310 expiring on 30DEC2025
Delta for 1310 CE is -
Historical price for 1310 CE is as follows
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 75.4, which was 13.4 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 75.4, which was 13.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 75.4, which was 13.4 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 75.4, which was 13.4 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 75.4, which was 13.4 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 75.4, which was 13.4 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 75.4, which was 13.4 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 75.4, which was 13.4 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 75.4, which was 13.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 75.4, which was 13.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 62, which was -8.5 lower than the previous day. The implied volatity was 11.82, the open interest changed by 0 which decreased total open position to 4
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 70.5, which was 21.6 higher 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 70.5, which was 21.6 higher 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 70.5, which was 21.6 higher 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 70.5, which was 21.6 higher 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 70.5, which was 21.6 higher 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 70.5, which was 21.6 higher 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 70.5, which was 21.6 higher 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 70.5, which was 21.6 higher 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 70.5, which was 21.6 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 70.5, which was 21.6 higher than the previous day. The implied volatity was 12.33, the open interest changed by 0 which decreased total open position to 6
On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 48.9, which was -36.6 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 48.9, which was -36.6 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 48.9, which was -36.6 lower than the previous day. The implied volatity was 15.97, the open interest changed by 3 which increased total open position to 5
On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 85.5, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 85.5, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 85.5, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 85.5, which was -2.25 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 85.5, which was -2.25 lower than the previous day. The implied volatity was 10.46, the open interest changed by 1 which increased total open position to 1
| ICICIBANK 30DEC2025 1310 PE | |||||||
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Delta: -0.08
Vega: 0.50
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 1375.20 | 2.1 | 0.2 | 16.54 | 190 | -35 | 479 |
| 8 Dec | 1389.60 | 1.95 | 0.25 | 17.88 | 190 | 41 | 514 |
| 5 Dec | 1392.50 | 1.65 | -0.3 | 17.00 | 151 | 58 | 471 |
| 4 Dec | 1386.70 | 2 | 0.05 | 16.55 | 89 | -6 | 413 |
| 3 Dec | 1391.50 | 1.9 | -1 | 16.92 | 232 | 15 | 416 |
| 2 Dec | 1373.00 | 3.05 | 0.65 | 16.05 | 252 | 65 | 400 |
| 1 Dec | 1390.10 | 2.45 | -0.3 | 17.21 | 356 | 40 | 336 |
| 28 Nov | 1388.80 | 2.7 | 0.05 | 16.70 | 195 | 11 | 296 |
| 27 Nov | 1392.20 | 2.6 | -1.55 | 17.05 | 488 | -101 | 284 |
| 26 Nov | 1375.00 | 4 | -2.7 | 16.25 | 587 | 93 | 385 |
| 25 Nov | 1357.80 | 6.5 | 0.75 | 15.95 | 348 | 87 | 291 |
| 24 Nov | 1368.40 | 6.05 | 0.05 | 16.78 | 181 | 78 | 204 |
| 21 Nov | 1369.50 | 6 | 1.4 | 16.68 | 129 | 32 | 125 |
| 20 Nov | 1383.00 | 4.6 | -0.15 | 16.87 | 49 | -4 | 93 |
| 19 Nov | 1383.10 | 4.7 | -2.3 | 16.96 | 72 | 12 | 95 |
| 18 Nov | 1373.40 | 7 | 0.15 | 17.27 | 85 | 1 | 84 |
| 17 Nov | 1379.00 | 6.8 | -2.35 | 18.20 | 63 | 26 | 73 |
| 14 Nov | 1373.00 | 9.15 | 3.3 | 18.91 | 69 | 7 | 48 |
| 13 Nov | 1385.90 | 5.85 | -3.95 | 17.58 | 32 | 23 | 41 |
| 12 Nov | 1358.90 | 9.8 | -1.3 | 17.02 | 19 | 12 | 18 |
| 11 Nov | 1358.30 | 11.1 | -4 | 17.89 | 16 | -6 | 7 |
| 10 Nov | 1348.00 | 15.1 | -9.1 | 18.60 | 1 | 0 | 13 |
| 7 Nov | 1343.00 | 24.2 | 8.2 | - | 0 | 10 | 0 |
| 6 Nov | 1320.40 | 24.2 | 8.2 | 18.53 | 16 | 10 | 13 |
| 4 Nov | 1336.90 | 16 | 1.3 | 16.80 | 1 | 0 | 2 |
| 3 Nov | 1346.40 | 14.7 | 0.45 | 17.74 | 1 | 0 | 1 |
| 31 Oct | 1345.30 | 14.25 | -6.65 | - | 1 | 0 | 0 |
| 30 Oct | 1362.40 | 20.9 | 0 | 3.82 | 0 | 0 | 0 |
| 29 Oct | 1370.40 | 20.9 | 0 | 4.24 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1310 expiring on 30DEC2025
Delta for 1310 PE is -0.08
Historical price for 1310 PE is as follows
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 2.1, which was 0.2 higher than the previous day. The implied volatity was 16.54, the open interest changed by -35 which decreased total open position to 479
On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 1.95, which was 0.25 higher than the previous day. The implied volatity was 17.88, the open interest changed by 41 which increased total open position to 514
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 1.65, which was -0.3 lower than the previous day. The implied volatity was 17.00, the open interest changed by 58 which increased total open position to 471
On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 2, which was 0.05 higher than the previous day. The implied volatity was 16.55, the open interest changed by -6 which decreased total open position to 413
On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 1.9, which was -1 lower than the previous day. The implied volatity was 16.92, the open interest changed by 15 which increased total open position to 416
On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 3.05, which was 0.65 higher than the previous day. The implied volatity was 16.05, the open interest changed by 65 which increased total open position to 400
On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 2.45, which was -0.3 lower than the previous day. The implied volatity was 17.21, the open interest changed by 40 which increased total open position to 336
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 2.7, which was 0.05 higher than the previous day. The implied volatity was 16.70, the open interest changed by 11 which increased total open position to 296
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 2.6, which was -1.55 lower than the previous day. The implied volatity was 17.05, the open interest changed by -101 which decreased total open position to 284
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 4, which was -2.7 lower than the previous day. The implied volatity was 16.25, the open interest changed by 93 which increased total open position to 385
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 6.5, which was 0.75 higher than the previous day. The implied volatity was 15.95, the open interest changed by 87 which increased total open position to 291
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 6.05, which was 0.05 higher than the previous day. The implied volatity was 16.78, the open interest changed by 78 which increased total open position to 204
On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 6, which was 1.4 higher than the previous day. The implied volatity was 16.68, the open interest changed by 32 which increased total open position to 125
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 4.6, which was -0.15 lower than the previous day. The implied volatity was 16.87, the open interest changed by -4 which decreased total open position to 93
On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 4.7, which was -2.3 lower than the previous day. The implied volatity was 16.96, the open interest changed by 12 which increased total open position to 95
On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 7, which was 0.15 higher than the previous day. The implied volatity was 17.27, the open interest changed by 1 which increased total open position to 84
On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 6.8, which was -2.35 lower than the previous day. The implied volatity was 18.20, the open interest changed by 26 which increased total open position to 73
On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 9.15, which was 3.3 higher than the previous day. The implied volatity was 18.91, the open interest changed by 7 which increased total open position to 48
On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 5.85, which was -3.95 lower than the previous day. The implied volatity was 17.58, the open interest changed by 23 which increased total open position to 41
On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 9.8, which was -1.3 lower than the previous day. The implied volatity was 17.02, the open interest changed by 12 which increased total open position to 18
On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 11.1, which was -4 lower than the previous day. The implied volatity was 17.89, the open interest changed by -6 which decreased total open position to 7
On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 15.1, which was -9.1 lower than the previous day. The implied volatity was 18.60, the open interest changed by 0 which decreased total open position to 13
On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 24.2, which was 8.2 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0
On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 24.2, which was 8.2 higher than the previous day. The implied volatity was 18.53, the open interest changed by 10 which increased total open position to 13
On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 16, which was 1.3 higher than the previous day. The implied volatity was 16.80, the open interest changed by 0 which decreased total open position to 2
On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 14.7, which was 0.45 higher than the previous day. The implied volatity was 17.74, the open interest changed by 0 which decreased total open position to 1
On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 14.25, which was -6.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 20.9, which was 0 lower than the previous day. The implied volatity was 3.82, the open interest changed by 0 which decreased total open position to 0
On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 20.9, which was 0 lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 0































































































































































































































