ICICIBANK

Icici Bank Ltd.

1366 +6.00 (0.44%)

L: 1363.3 H: 1370.7

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Historical option data for ICICIBANK
12 Dec 2025 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

ICICIBANK 30-DEC-2025 1330 CE
Delta: 0.86 Vega: 0.67 Theta: -0.56 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	1366.00	45.45 ₹ 31,815	2.9 2030.00	13.34	31 21,700	-7 -4,900	202 1,41,400
11 Dec	1360.00	42.9 ₹ 30,030	-2.75 -1925.00	14.67	81 56,700	13 9,100	207 1,44,900
10 Dec	1363.60	45.75 ₹ 32,025	-8.75 -6125.00	13.93	8 5,600	1 700	194 1,35,800
9 Dec	1375.20	55.45 ₹ 38,815	-11.3 -7910.00	14.12	26 18,200	0 0	196 1,37,200
8 Dec	1389.60	66.75 ₹ 46,725	1.9 1330.00	13.08	22 15,400	4 2,800	195 1,36,500
5 Dec	1392.50	64.85 ₹ 45,395	-6.9 -4830.00	-	0 0	-4 -2,800	0 0
4 Dec	1386.70	64.85 ₹ 45,395	-6.9 -4830.00	-	8 5,600	-3 -2,100	192 1,34,400

3 Dec	1391.50	71.75 ₹ 50,225	14.55 10185.00	-	34 23,800	4 2,800	194 1,35,800
2 Dec	1373.00	57.2 ₹ 40,040	-14.35 -10045.00	12.99	25 17,500	-2 -1,400	190 1,33,000
1 Dec	1390.10	71.55 ₹ 50,085	1.15 805.00	11.07	33 23,100	9 6,300	191 1,33,700
28 Nov	1388.80	70.75 ₹ 49,525	-0.45 -315.00	10.25	21 14,700	0 0	181 1,26,700
27 Nov	1392.20	71.2 ₹ 49,840	13.1 9170.00	-	49 34,300	13 9,100	181 1,26,700
26 Nov	1375.00	58.25 ₹ 40,775	12.25 8575.00	8.91	61 42,700	22 15,400	167 1,16,900
25 Nov	1357.80	46.25 ₹ 32,375	-7.05 -4935.00	12.54	71 49,700	19 13,300	144 1,00,800
24 Nov	1368.40	52.75 ₹ 36,925	-4.95 -3465.00	11.26	115 80,500	49 34,300	108 75,600
21 Nov	1369.50	57.9 ₹ 40,530	-15.75 -11025.00	12.43	34 23,800	14 9,800	58 40,600
20 Nov	1383.00	73.65 ₹ 51,555	4 2800.00	16.33	24 16,800	7 4,900	44 30,800
19 Nov	1383.10	69.65 ₹ 48,755	-0.5 -350.00	10.61	9 6,300	3 2,100	37 25,900
18 Nov	1373.40	70.15 ₹ 49,105	2.2 1540.00	-	0 0	0 0	0 0
17 Nov	1379.00	70.15 ₹ 49,105	2.2 1540.00	14.07	2 1,400	0 0	34 23,800
14 Nov	1373.00	67.95 ₹ 47,565	-7.5 -5250.00	15.03	118 82,600	-32 -22,400	35 24,500
13 Nov	1385.90	75.45 ₹ 52,815	19.3 13510.00	11.78	44 30,800	25 17,500	67 46,900
12 Nov	1358.90	56.15 ₹ 39,305	4.4 3080.00	14.13	11 7,700	4 2,800	42 29,400
11 Nov	1358.30	51.75 ₹ 36,225	0.9 630.00	10.46	5 3,500	1 700	38 26,600
10 Nov	1348.00	50.85 ₹ 35,595	0.9 630.00	15.14	3 2,100	1 700	36 25,200
7 Nov	1343.00	49.95 ₹ 34,965	10.95 7665.00	15.65	30 21,000	19 13,300	35 24,500
6 Nov	1320.40	39 ₹ 27,300	-35.5 -24850.00	16.78	21 14,700	16 11,200	16 11,200
4 Nov	1336.90	74.5 ₹ 52,150	0 0.00	-	0 0	0 0	0 0
3 Nov	1346.40	74.5 ₹ 52,150	0 0.00	-	0 0	0 0	0 0
31 Oct	1345.30	74.5 ₹ 52,150	0 0.00	-	0 0	0 0	0 0
30 Oct	1362.40	74.5 ₹ 52,150	0 0.00	-	0 0	0 0	0 0
29 Oct	1370.40	74.5 ₹ 52,150	0 0.00	-	0 0	0 0	0 0

For Icici Bank Ltd. - strike price 1330 expiring on 30DEC2025

Delta for 1330 CE is 0.86

Historical price for 1330 CE is as follows

On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 45.45, which was 2.9 higher than the previous day. The implied volatity was 13.34, the open interest changed by -7 which decreased total open position to 202

On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 42.9, which was -2.75 lower than the previous day. The implied volatity was 14.67, the open interest changed by 13 which increased total open position to 207

On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 45.75, which was -8.75 lower than the previous day. The implied volatity was 13.93, the open interest changed by 1 which increased total open position to 194

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 55.45, which was -11.3 lower than the previous day. The implied volatity was 14.12, the open interest changed by 0 which decreased total open position to 196

On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 66.75, which was 1.9 higher than the previous day. The implied volatity was 13.08, the open interest changed by 4 which increased total open position to 195

On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 64.85, which was -6.9 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0

On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 64.85, which was -6.9 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 192

On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 71.75, which was 14.55 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 194

On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 57.2, which was -14.35 lower than the previous day. The implied volatity was 12.99, the open interest changed by -2 which decreased total open position to 190

On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 71.55, which was 1.15 higher than the previous day. The implied volatity was 11.07, the open interest changed by 9 which increased total open position to 191

On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 70.75, which was -0.45 lower than the previous day. The implied volatity was 10.25, the open interest changed by 0 which decreased total open position to 181

On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 71.2, which was 13.1 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 181

On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 58.25, which was 12.25 higher than the previous day. The implied volatity was 8.91, the open interest changed by 22 which increased total open position to 167

On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 46.25, which was -7.05 lower than the previous day. The implied volatity was 12.54, the open interest changed by 19 which increased total open position to 144

On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 52.75, which was -4.95 lower than the previous day. The implied volatity was 11.26, the open interest changed by 49 which increased total open position to 108

On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 57.9, which was -15.75 lower than the previous day. The implied volatity was 12.43, the open interest changed by 14 which increased total open position to 58

On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 73.65, which was 4 higher than the previous day. The implied volatity was 16.33, the open interest changed by 7 which increased total open position to 44

On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 69.65, which was -0.5 lower than the previous day. The implied volatity was 10.61, the open interest changed by 3 which increased total open position to 37

On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 70.15, which was 2.2 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 70.15, which was 2.2 higher than the previous day. The implied volatity was 14.07, the open interest changed by 0 which decreased total open position to 34

On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 67.95, which was -7.5 lower than the previous day. The implied volatity was 15.03, the open interest changed by -32 which decreased total open position to 35

On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 75.45, which was 19.3 higher than the previous day. The implied volatity was 11.78, the open interest changed by 25 which increased total open position to 67

On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 56.15, which was 4.4 higher than the previous day. The implied volatity was 14.13, the open interest changed by 4 which increased total open position to 42

On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 51.75, which was 0.9 higher than the previous day. The implied volatity was 10.46, the open interest changed by 1 which increased total open position to 38

On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 50.85, which was 0.9 higher than the previous day. The implied volatity was 15.14, the open interest changed by 1 which increased total open position to 36

On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 49.95, which was 10.95 higher than the previous day. The implied volatity was 15.65, the open interest changed by 19 which increased total open position to 35

On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 39, which was -35.5 lower than the previous day. The implied volatity was 16.78, the open interest changed by 16 which increased total open position to 16

On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 74.5, 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 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 74.5, 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 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 74.5, 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 74.5, 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 74.5, 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 1330 PE
Delta: -0.16 Vega: 0.75 Theta: -0.25 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	1366.00	4 ₹ 2,800	-1.35 -945.00	14.87	675 4,72,500	6 4,200	700 4,90,000
11 Dec	1360.00	5.3 ₹ 3,710	-0.15 -105.00	15.03	1,565 10,95,500	138 96,600	703 4,92,100
10 Dec	1363.60	5.5 ₹ 3,850	1.8 1260.00	15.54	913 6,39,100	11 7,700	565 3,95,500
9 Dec	1375.20	3.75 ₹ 2,625	0.6 420.00	15.44	897 6,27,900	93 65,100	572 4,00,400
8 Dec	1389.60	3.2 ₹ 2,240	0.35 245.00	16.63	300 2,10,000	12 8,400	474 3,31,800
5 Dec	1392.50	2.75 ₹ 1,925	-0.65 -455.00	15.90	265 1,85,500	-28 -19,600	462 3,23,400
4 Dec	1386.70	3.4 ₹ 2,380	0.1 70.00	15.58	337 2,35,900	30 21,000	489 3,42,300
3 Dec	1391.50	3.2 ₹ 2,240	-1.95 -1365.00	16.01	645 4,51,500	12 8,400	457 3,19,900
2 Dec	1373.00	5.3 ₹ 3,710	1.2 840.00	15.34	1,031 7,21,700	21 14,700	447 3,12,900
1 Dec	1390.10	4.1 ₹ 2,870	-0.3 -210.00	16.46	594 4,15,800	16 11,200	429 3,00,300
28 Nov	1388.80	4.4 ₹ 3,080	0.1 70.00	15.93	422 2,95,400	-21 -14,700	413 2,89,100
27 Nov	1392.20	4.15 ₹ 2,905	-2.45 -1715.00	16.25	1,051 7,35,700	8 5,600	433 3,03,100
26 Nov	1375.00	6.35 ₹ 4,445	-4.05 -2835.00	15.46	891 6,23,700	-35 -24,500	419 2,93,300
25 Nov	1357.80	10.6 ₹ 7,420	1.6 1120.00	15.55	751 5,25,700	121 84,700	450 3,15,000
24 Nov	1368.40	9.25 ₹ 6,475	-0.05 -35.00	16.05	263 1,84,100	41 28,700	329 2,30,300
21 Nov	1369.50	9.3 ₹ 6,510	2.15 1505.00	16.15	315 2,20,500	138 96,600	286 2,00,200
20 Nov	1383.00	7.1 ₹ 4,970	-0.25 -175.00	16.28	75 52,500	13 9,100	149 1,04,300
19 Nov	1383.10	7.45 ₹ 5,215	-2.8 -1960.00	16.59	57 39,900	24 16,800	137 95,900
18 Nov	1373.40	10.25 ₹ 7,175	-0.35 -245.00	16.60	46 32,200	18 12,600	112 78,400
17 Nov	1379.00	10.6 ₹ 7,420	-1.7 -1190.00	18.15	45 31,500	15 10,500	93 65,100
14 Nov	1373.00	12.3 ₹ 8,610	3.55 2485.00	17.99	101 70,700	-21 -14,700	77 53,900
13 Nov	1385.90	8.75 ₹ 6,125	-6.5 -4550.00	17.14	103 72,100	42 29,400	98 68,600
12 Nov	1358.90	15.25 ₹ 10,675	-0.75 -525.00	17.23	52 36,400	12 8,400	55 38,500
11 Nov	1358.30	16 ₹ 11,200	-3.55 -2485.00	17.65	23 16,100	2 1,400	42 29,400
10 Nov	1348.00	19.55 ₹ 13,685	-3.35 -2345.00	17.56	31 21,700	8 5,600	41 28,700
7 Nov	1343.00	22.9 ₹ 16,030	-8.1 -5670.00	18.16	24 16,800	15 10,500	33 23,100
6 Nov	1320.40	31 ₹ 21,700	3.55 2485.00	17.69	29 20,300	17 11,900	17 11,900
4 Nov	1336.90	27.45 ₹ 19,215	0 0.00	1.50	0 0	0 0	0 0
3 Nov	1346.40	27.45 ₹ 19,215	0 0.00	2.12	0 0	0 0	0 0
31 Oct	1345.30	27.45 ₹ 19,215	0 0.00	-	0 0	0 0	0 0
30 Oct	1362.40	27.45 ₹ 19,215	0 0.00	2.82	0 0	0 0	0 0
29 Oct	1370.40	27.45 ₹ 19,215	0 0.00	3.26	0 0	0 0	0 0

For Icici Bank Ltd. - strike price 1330 expiring on 30DEC2025

Delta for 1330 PE is -0.16

Historical price for 1330 PE is as follows

On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 4, which was -1.35 lower than the previous day. The implied volatity was 14.87, the open interest changed by 6 which increased total open position to 700

On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 5.3, which was -0.15 lower than the previous day. The implied volatity was 15.03, the open interest changed by 138 which increased total open position to 703

On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 5.5, which was 1.8 higher than the previous day. The implied volatity was 15.54, the open interest changed by 11 which increased total open position to 565

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 3.75, which was 0.6 higher than the previous day. The implied volatity was 15.44, the open interest changed by 93 which increased total open position to 572

On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 3.2, which was 0.35 higher than the previous day. The implied volatity was 16.63, the open interest changed by 12 which increased total open position to 474

On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 2.75, which was -0.65 lower than the previous day. The implied volatity was 15.90, the open interest changed by -28 which decreased total open position to 462

On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 3.4, which was 0.1 higher than the previous day. The implied volatity was 15.58, the open interest changed by 30 which increased total open position to 489

On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 3.2, which was -1.95 lower than the previous day. The implied volatity was 16.01, the open interest changed by 12 which increased total open position to 457

On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 5.3, which was 1.2 higher than the previous day. The implied volatity was 15.34, the open interest changed by 21 which increased total open position to 447

On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 4.1, which was -0.3 lower than the previous day. The implied volatity was 16.46, the open interest changed by 16 which increased total open position to 429

On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 4.4, which was 0.1 higher than the previous day. The implied volatity was 15.93, the open interest changed by -21 which decreased total open position to 413

On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 4.15, which was -2.45 lower than the previous day. The implied volatity was 16.25, the open interest changed by 8 which increased total open position to 433

On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 6.35, which was -4.05 lower than the previous day. The implied volatity was 15.46, the open interest changed by -35 which decreased total open position to 419

On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 10.6, which was 1.6 higher than the previous day. The implied volatity was 15.55, the open interest changed by 121 which increased total open position to 450

On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 9.25, which was -0.05 lower than the previous day. The implied volatity was 16.05, the open interest changed by 41 which increased total open position to 329

On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 9.3, which was 2.15 higher than the previous day. The implied volatity was 16.15, the open interest changed by 138 which increased total open position to 286

On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 7.1, which was -0.25 lower than the previous day. The implied volatity was 16.28, the open interest changed by 13 which increased total open position to 149

On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 7.45, which was -2.8 lower than the previous day. The implied volatity was 16.59, the open interest changed by 24 which increased total open position to 137

On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 10.25, which was -0.35 lower than the previous day. The implied volatity was 16.60, the open interest changed by 18 which increased total open position to 112

On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 10.6, which was -1.7 lower than the previous day. The implied volatity was 18.15, the open interest changed by 15 which increased total open position to 93

On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 12.3, which was 3.55 higher than the previous day. The implied volatity was 17.99, the open interest changed by -21 which decreased total open position to 77

On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 8.75, which was -6.5 lower than the previous day. The implied volatity was 17.14, the open interest changed by 42 which increased total open position to 98

On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 15.25, which was -0.75 lower than the previous day. The implied volatity was 17.23, the open interest changed by 12 which increased total open position to 55

On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 16, which was -3.55 lower than the previous day. The implied volatity was 17.65, the open interest changed by 2 which increased total open position to 42

On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 19.55, which was -3.35 lower than the previous day. The implied volatity was 17.56, the open interest changed by 8 which increased total open position to 41

On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 22.9, which was -8.1 lower than the previous day. The implied volatity was 18.16, the open interest changed by 15 which increased total open position to 33

On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 31, which was 3.55 higher than the previous day. The implied volatity was 17.69, the open interest changed by 17 which increased total open position to 17

On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 27.45, which was 0 lower than the previous day. The implied volatity was 1.50, 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 27.45, which was 0 lower than the previous day. The implied volatity was 2.12, 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 27.45, 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 27.45, which was 0 lower than the previous day. The implied volatity was 2.82, 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 27.45, which was 0 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0

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