[--[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 1320 CE
Delta: 0.88
Vega: 0.64
Theta: -0.57
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 65.7 -11.3 16.50 7 3 150
8 Dec 1389.60 77 -2.05 15.40 8 2 148
5 Dec 1392.50 79.5 4.55 - 7 0 147
4 Dec 1386.70 74.95 -5.1 - 5 0 148
3 Dec 1391.50 80.3 13.2 - 26 2 148
2 Dec 1373.00 66.4 -13.35 13.65 24 -2 145
1 Dec 1390.10 79.75 0.85 - 10 1 146
28 Nov 1388.80 78.9 -3.25 - 181 -92 145
27 Nov 1392.20 82.6 15.95 - 253 150 240
26 Nov 1375.00 66.65 13.2 - 15 4 89
25 Nov 1357.80 53.6 -7.9 11.98 83 28 85
24 Nov 1368.40 60.65 -4.85 10.27 15 3 56
21 Nov 1369.50 65.5 -17.15 11.44 22 6 51
20 Nov 1383.00 82.65 6.75 17.08 23 7 43
19 Nov 1383.10 75.9 1.8 - 2 0 36
18 Nov 1373.40 74.1 -3.4 17.34 18 4 37
17 Nov 1379.00 77.5 17.45 12.86 4 -1 33
14 Nov 1373.00 60.05 2.3 - 0 0 0
13 Nov 1385.90 60.05 2.3 - 0 0 0
12 Nov 1358.90 60.05 2.3 - 0 0 0
11 Nov 1358.30 60.05 2.3 10.48 1 0 34
10 Nov 1348.00 57.75 4.25 15.47 4 0 37
7 Nov 1343.00 53.5 9.15 13.88 12 -1 37
6 Nov 1320.40 43.7 -10.55 16.38 45 20 39
4 Nov 1336.90 54.25 -6.25 15.76 21 17 20
3 Nov 1346.40 60.5 -22.65 14.08 3 0 0
31 Oct 1345.30 83.15 0 - 0 0 0
30 Oct 1362.40 83.15 0 - 0 0 0
29 Oct 1370.40 83.15 0 - 0 0 0
28 Oct 1363.10 83.15 0 - 0 0 0
27 Oct 1377.60 83.15 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
17 Oct 1436.60 0 0 - 0 0 0
16 Oct 1417.30 0 0 - 0 0 0
14 Oct 1384.10 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 1320 expiring on 30DEC2025

Delta for 1320 CE is 0.88

Historical price for 1320 CE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 65.7, which was -11.3 lower than the previous day. The implied volatity was 16.50, the open interest changed by 3 which increased total open position to 150


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 77, which was -2.05 lower than the previous day. The implied volatity was 15.40, the open interest changed by 2 which increased total open position to 148


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 79.5, which was 4.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 147


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 74.95, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 148


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 80.3, which was 13.2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 148


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 66.4, which was -13.35 lower than the previous day. The implied volatity was 13.65, the open interest changed by -2 which decreased total open position to 145


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 79.75, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 146


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 78.9, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by -92 which decreased total open position to 145


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 82.6, which was 15.95 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 240


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 66.65, which was 13.2 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 89


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 53.6, which was -7.9 lower than the previous day. The implied volatity was 11.98, the open interest changed by 28 which increased total open position to 85


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 60.65, which was -4.85 lower than the previous day. The implied volatity was 10.27, the open interest changed by 3 which increased total open position to 56


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 65.5, which was -17.15 lower than the previous day. The implied volatity was 11.44, the open interest changed by 6 which increased total open position to 51


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 82.65, which was 6.75 higher than the previous day. The implied volatity was 17.08, the open interest changed by 7 which increased total open position to 43


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 75.9, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 74.1, which was -3.4 lower than the previous day. The implied volatity was 17.34, the open interest changed by 4 which increased total open position to 37


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 77.5, which was 17.45 higher than the previous day. The implied volatity was 12.86, the open interest changed by -1 which decreased total open position to 33


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 60.05, which was 2.3 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 60.05, which was 2.3 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 60.05, which was 2.3 higher 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 60.05, which was 2.3 higher than the previous day. The implied volatity was 10.48, the open interest changed by 0 which decreased total open position to 34


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 57.75, which was 4.25 higher than the previous day. The implied volatity was 15.47, the open interest changed by 0 which decreased total open position to 37


On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 53.5, which was 9.15 higher than the previous day. The implied volatity was 13.88, the open interest changed by -1 which decreased total open position to 37


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 43.7, which was -10.55 lower than the previous day. The implied volatity was 16.38, the open interest changed by 20 which increased total open position to 39


On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 54.25, which was -6.25 lower than the previous day. The implied volatity was 15.76, the open interest changed by 17 which increased total open position to 20


On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 60.5, which was -22.65 lower than the previous day. The implied volatity was 14.08, 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 83.15, 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 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 83.15, 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 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 83.15, 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 Oct ICICIBANK was trading at 1363.10. The strike last trading price was 83.15, 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 83.15, 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 17 Oct ICICIBANK was trading at 1436.60. 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 16 Oct ICICIBANK was trading at 1417.30. 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 14 Oct ICICIBANK was trading at 1384.10. 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 1320 PE
Delta: -0.11
Vega: 0.62
Theta: -0.19
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 2.85 0.4 16.06 295 60 1,414
8 Dec 1389.60 2.5 0.3 17.26 368 2 1,355
5 Dec 1392.50 2.1 -0.5 16.40 664 2 1,352
4 Dec 1386.70 2.65 0.05 16.13 127 0 1,352
3 Dec 1391.50 2.5 -1.4 16.52 619 -102 1,351
2 Dec 1373.00 4.1 0.95 15.77 688 54 1,451
1 Dec 1390.10 3.2 -0.25 16.87 537 -31 1,378
28 Nov 1388.80 3.5 0.1 16.38 307 33 1,408
27 Nov 1392.20 3.3 -1.9 16.67 788 -53 1,375
26 Nov 1375.00 5 -3.25 15.81 1,281 78 1,428
25 Nov 1357.80 8.6 1.25 15.96 1,038 96 1,339
24 Nov 1368.40 7.4 0 16.33 1,448 809 1,241
21 Nov 1369.50 7.4 1.7 16.34 305 136 434
20 Nov 1383.00 5.75 -0.2 16.60 192 35 296
19 Nov 1383.10 5.95 -2.6 16.79 110 13 261
18 Nov 1373.40 8.8 0.3 17.18 126 -2 249
17 Nov 1379.00 8.5 -1.45 18.14 145 39 250
14 Nov 1373.00 9.8 2.8 17.86 168 54 211
13 Nov 1385.90 6.9 -5.4 17.10 182 16 158
12 Nov 1358.90 12.3 -0.9 17.12 94 28 137
11 Nov 1358.30 13.1 -4.15 17.59 49 15 108
10 Nov 1348.00 17.25 -1.35 18.00 2 1 94
7 Nov 1343.00 18.85 -8.45 17.87 14 8 94
6 Nov 1320.40 27.3 6.45 18.05 29 15 86
4 Nov 1336.90 20.55 0.35 17.51 13 5 71
3 Nov 1346.40 20.2 2.35 19.25 1 0 65
31 Oct 1345.30 18 5.3 - 22 7 64
30 Oct 1362.40 12.7 0 16.64 1 0 56
29 Oct 1370.40 12.7 -2.7 17.78 3 1 56
28 Oct 1363.10 15.4 4.2 18.55 3 2 54
27 Oct 1377.60 11.2 -3 17.67 3 1 51
24 Oct 1377.70 14.2 -3.8 19.02 26 20 50
23 Oct 1363.70 18 5.75 19.23 11 10 29
21 Oct 1382.00 12.25 1.95 18.00 2 1 18
20 Oct 1390.30 10.3 3.95 18.03 15 13 16
17 Oct 1436.60 6.35 -2.75 19.33 1 0 2
16 Oct 1417.30 9.1 -4.5 19.43 1 0 3
14 Oct 1384.10 13.6 0.2 18.63 1 0 2
9 Oct 1376.20 35.15 0 3.51 0 0 0
8 Oct 1370.30 35.15 0 3.52 0 0 0
7 Oct 1375.90 35.15 0 - 0 0 0
6 Oct 1363.40 35.15 0 - 0 0 0
3 Oct 1365.20 35.15 0 3.27 0 0 0


For Icici Bank Ltd. - strike price 1320 expiring on 30DEC2025

Delta for 1320 PE is -0.11

Historical price for 1320 PE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 2.85, which was 0.4 higher than the previous day. The implied volatity was 16.06, the open interest changed by 60 which increased total open position to 1414


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 2.5, which was 0.3 higher than the previous day. The implied volatity was 17.26, the open interest changed by 2 which increased total open position to 1355


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 2.1, which was -0.5 lower than the previous day. The implied volatity was 16.40, the open interest changed by 2 which increased total open position to 1352


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 2.65, which was 0.05 higher than the previous day. The implied volatity was 16.13, the open interest changed by 0 which decreased total open position to 1352


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 2.5, which was -1.4 lower than the previous day. The implied volatity was 16.52, the open interest changed by -102 which decreased total open position to 1351


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 4.1, which was 0.95 higher than the previous day. The implied volatity was 15.77, the open interest changed by 54 which increased total open position to 1451


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 3.2, which was -0.25 lower than the previous day. The implied volatity was 16.87, the open interest changed by -31 which decreased total open position to 1378


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 3.5, which was 0.1 higher than the previous day. The implied volatity was 16.38, the open interest changed by 33 which increased total open position to 1408


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 3.3, which was -1.9 lower than the previous day. The implied volatity was 16.67, the open interest changed by -53 which decreased total open position to 1375


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 5, which was -3.25 lower than the previous day. The implied volatity was 15.81, the open interest changed by 78 which increased total open position to 1428


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 8.6, which was 1.25 higher than the previous day. The implied volatity was 15.96, the open interest changed by 96 which increased total open position to 1339


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 7.4, which was 0 lower than the previous day. The implied volatity was 16.33, the open interest changed by 809 which increased total open position to 1241


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 7.4, which was 1.7 higher than the previous day. The implied volatity was 16.34, the open interest changed by 136 which increased total open position to 434


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 5.75, which was -0.2 lower than the previous day. The implied volatity was 16.60, the open interest changed by 35 which increased total open position to 296


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 5.95, which was -2.6 lower than the previous day. The implied volatity was 16.79, the open interest changed by 13 which increased total open position to 261


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 8.8, which was 0.3 higher than the previous day. The implied volatity was 17.18, the open interest changed by -2 which decreased total open position to 249


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 8.5, which was -1.45 lower than the previous day. The implied volatity was 18.14, the open interest changed by 39 which increased total open position to 250


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 9.8, which was 2.8 higher than the previous day. The implied volatity was 17.86, the open interest changed by 54 which increased total open position to 211


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 6.9, which was -5.4 lower than the previous day. The implied volatity was 17.10, the open interest changed by 16 which increased total open position to 158


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 12.3, which was -0.9 lower than the previous day. The implied volatity was 17.12, the open interest changed by 28 which increased total open position to 137


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 13.1, which was -4.15 lower than the previous day. The implied volatity was 17.59, the open interest changed by 15 which increased total open position to 108


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 17.25, which was -1.35 lower than the previous day. The implied volatity was 18.00, the open interest changed by 1 which increased total open position to 94


On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 18.85, which was -8.45 lower than the previous day. The implied volatity was 17.87, the open interest changed by 8 which increased total open position to 94


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 27.3, which was 6.45 higher than the previous day. The implied volatity was 18.05, the open interest changed by 15 which increased total open position to 86


On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 20.55, which was 0.35 higher than the previous day. The implied volatity was 17.51, the open interest changed by 5 which increased total open position to 71


On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 20.2, which was 2.35 higher than the previous day. The implied volatity was 19.25, the open interest changed by 0 which decreased total open position to 65


On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 18, which was 5.3 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 64


On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 12.7, which was 0 lower than the previous day. The implied volatity was 16.64, the open interest changed by 0 which decreased total open position to 56


On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 12.7, which was -2.7 lower than the previous day. The implied volatity was 17.78, the open interest changed by 1 which increased total open position to 56


On 28 Oct ICICIBANK was trading at 1363.10. The strike last trading price was 15.4, which was 4.2 higher than the previous day. The implied volatity was 18.55, the open interest changed by 2 which increased total open position to 54


On 27 Oct ICICIBANK was trading at 1377.60. The strike last trading price was 11.2, which was -3 lower than the previous day. The implied volatity was 17.67, the open interest changed by 1 which increased total open position to 51


On 24 Oct ICICIBANK was trading at 1377.70. The strike last trading price was 14.2, which was -3.8 lower than the previous day. The implied volatity was 19.02, the open interest changed by 20 which increased total open position to 50


On 23 Oct ICICIBANK was trading at 1363.70. The strike last trading price was 18, which was 5.75 higher than the previous day. The implied volatity was 19.23, the open interest changed by 10 which increased total open position to 29


On 21 Oct ICICIBANK was trading at 1382.00. The strike last trading price was 12.25, which was 1.95 higher than the previous day. The implied volatity was 18.00, the open interest changed by 1 which increased total open position to 18


On 20 Oct ICICIBANK was trading at 1390.30. The strike last trading price was 10.3, which was 3.95 higher than the previous day. The implied volatity was 18.03, the open interest changed by 13 which increased total open position to 16


On 17 Oct ICICIBANK was trading at 1436.60. The strike last trading price was 6.35, which was -2.75 lower than the previous day. The implied volatity was 19.33, the open interest changed by 0 which decreased total open position to 2


On 16 Oct ICICIBANK was trading at 1417.30. The strike last trading price was 9.1, which was -4.5 lower than the previous day. The implied volatity was 19.43, the open interest changed by 0 which decreased total open position to 3


On 14 Oct ICICIBANK was trading at 1384.10. The strike last trading price was 13.6, which was 0.2 higher than the previous day. The implied volatity was 18.63, the open interest changed by 0 which decreased total open position to 2


On 9 Oct ICICIBANK was trading at 1376.20. The strike last trading price was 35.15, which was 0 lower than the previous day. The implied volatity was 3.51, 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 35.15, which was 0 lower than the previous day. The implied volatity was 3.52, 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 35.15, 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 35.15, 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 35.15, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0