[--[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 1340 CE
Delta: 0.82
Vega: 0.86
Theta: -0.59
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 47.3 -10.6 14.43 38 10 277
8 Dec 1389.60 57.35 -3.6 12.54 50 -31 268
5 Dec 1392.50 61.3 2.25 - 48 8 300
4 Dec 1386.70 59.05 -2.85 14.02 29 -1 292
3 Dec 1391.50 62.5 12.75 9.71 67 14 292
2 Dec 1373.00 49.6 -10.75 13.71 98 11 277
1 Dec 1390.10 60.35 -1.3 - 37 -6 266
28 Nov 1388.80 61.7 -1.75 10.72 348 -178 259
27 Nov 1392.20 64.6 14.75 - 464 175 438
26 Nov 1375.00 49.95 11.2 9.96 331 97 253
25 Nov 1357.80 39.05 -7.4 12.63 204 50 153
24 Nov 1368.40 45.75 -3.7 12.15 42 14 102
21 Nov 1369.50 49.45 -14.75 12.05 93 -17 88
20 Nov 1383.00 64.2 2.3 15.08 4 1 105
19 Nov 1383.10 61.9 3.4 11.84 50 4 98
18 Nov 1373.40 58.5 -4.15 16.81 5 0 94
17 Nov 1379.00 62.65 4.65 14.48 19 9 93
14 Nov 1373.00 58 -12 13.42 28 3 84
13 Nov 1385.90 70 19.5 14.67 24 -13 81
12 Nov 1358.90 50.5 0.35 14.96 14 0 94
11 Nov 1358.30 50.2 4.35 14.29 16 0 94
10 Nov 1348.00 46 3 16.21 29 3 94
7 Nov 1343.00 43 9.3 15.22 55 12 91
6 Nov 1320.40 33.5 -8.4 16.54 87 40 79
4 Nov 1336.90 41.5 -8.65 15.47 74 34 38
3 Nov 1346.40 50.15 -21.45 15.77 7 2 2
31 Oct 1345.30 71.6 0 - 0 0 0
30 Oct 1362.40 71.6 0 - 0 0 0
29 Oct 1370.40 71.6 0 - 0 0 0
28 Oct 1363.10 0 0 - 0 0 0
27 Oct 1377.60 0 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
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 1340 expiring on 30DEC2025

Delta for 1340 CE is 0.82

Historical price for 1340 CE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 47.3, which was -10.6 lower than the previous day. The implied volatity was 14.43, the open interest changed by 10 which increased total open position to 277


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 57.35, which was -3.6 lower than the previous day. The implied volatity was 12.54, the open interest changed by -31 which decreased total open position to 268


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 61.3, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 300


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 59.05, which was -2.85 lower than the previous day. The implied volatity was 14.02, the open interest changed by -1 which decreased total open position to 292


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 62.5, which was 12.75 higher than the previous day. The implied volatity was 9.71, the open interest changed by 14 which increased total open position to 292


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 49.6, which was -10.75 lower than the previous day. The implied volatity was 13.71, the open interest changed by 11 which increased total open position to 277


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 60.35, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 266


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 61.7, which was -1.75 lower than the previous day. The implied volatity was 10.72, the open interest changed by -178 which decreased total open position to 259


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 64.6, which was 14.75 higher than the previous day. The implied volatity was -, the open interest changed by 175 which increased total open position to 438


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 49.95, which was 11.2 higher than the previous day. The implied volatity was 9.96, the open interest changed by 97 which increased total open position to 253


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 39.05, which was -7.4 lower than the previous day. The implied volatity was 12.63, the open interest changed by 50 which increased total open position to 153


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 45.75, which was -3.7 lower than the previous day. The implied volatity was 12.15, the open interest changed by 14 which increased total open position to 102


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 49.45, which was -14.75 lower than the previous day. The implied volatity was 12.05, the open interest changed by -17 which decreased total open position to 88


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 64.2, which was 2.3 higher than the previous day. The implied volatity was 15.08, the open interest changed by 1 which increased total open position to 105


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 61.9, which was 3.4 higher than the previous day. The implied volatity was 11.84, the open interest changed by 4 which increased total open position to 98


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 58.5, which was -4.15 lower than the previous day. The implied volatity was 16.81, the open interest changed by 0 which decreased total open position to 94


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 62.65, which was 4.65 higher than the previous day. The implied volatity was 14.48, the open interest changed by 9 which increased total open position to 93


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 58, which was -12 lower than the previous day. The implied volatity was 13.42, the open interest changed by 3 which increased total open position to 84


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 70, which was 19.5 higher than the previous day. The implied volatity was 14.67, the open interest changed by -13 which decreased total open position to 81


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 50.5, which was 0.35 higher than the previous day. The implied volatity was 14.96, the open interest changed by 0 which decreased total open position to 94


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 50.2, which was 4.35 higher than the previous day. The implied volatity was 14.29, the open interest changed by 0 which decreased total open position to 94


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 46, which was 3 higher than the previous day. The implied volatity was 16.21, the open interest changed by 3 which increased total open position to 94


On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 43, which was 9.3 higher than the previous day. The implied volatity was 15.22, the open interest changed by 12 which increased total open position to 91


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 33.5, which was -8.4 lower than the previous day. The implied volatity was 16.54, the open interest changed by 40 which increased total open position to 79


On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 41.5, which was -8.65 lower than the previous day. The implied volatity was 15.47, the open interest changed by 34 which increased total open position to 38


On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 50.15, which was -21.45 lower than the previous day. The implied volatity was 15.77, the open interest changed by 2 which increased total open position to 2


On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 71.6, 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 71.6, 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 71.6, 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 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 27 Oct ICICIBANK was trading at 1377.60. 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 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 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 1340 PE
Delta: -0.19
Vega: 0.88
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 5.1 1.05 15.00 1,052 -5 778
8 Dec 1389.60 4.2 0.45 16.11 969 60 782
5 Dec 1392.50 3.55 -0.9 15.34 940 16 722
4 Dec 1386.70 4.5 0.2 15.17 672 5 708
3 Dec 1391.50 4.25 -2.55 15.67 1,111 -6 704
2 Dec 1373.00 7.05 1.7 15.10 1,448 69 717
1 Dec 1390.10 5.35 -0.4 16.17 1,070 28 661
28 Nov 1388.80 5.75 0.25 15.69 460 -25 633
27 Nov 1392.20 5.35 -3 15.98 1,193 -94 660
26 Nov 1375.00 8.05 -5.1 15.14 1,324 120 758
25 Nov 1357.80 13.3 1.85 15.34 1,417 174 635
24 Nov 1368.40 11.55 -0.05 15.82 507 29 465
21 Nov 1369.50 11.6 2.65 15.99 469 91 435
20 Nov 1383.00 9.1 -0.15 16.25 187 -6 346
19 Nov 1383.10 9.25 -3.85 16.39 228 66 354
18 Nov 1373.40 13.25 0.35 16.87 115 60 288
17 Nov 1379.00 12.8 -2.4 17.98 88 51 230
14 Nov 1373.00 14.6 4.1 17.75 124 7 179
13 Nov 1385.90 10.4 -7.9 16.80 198 19 171
12 Nov 1358.90 18.35 -0.7 17.18 87 32 142
11 Nov 1358.30 19 -4.6 17.52 51 -2 112
10 Nov 1348.00 23.6 -2.9 17.61 37 2 113
7 Nov 1343.00 26.5 -9.55 17.99 38 15 111
6 Nov 1320.40 35.5 7.3 17.52 47 8 97
4 Nov 1336.90 29.4 4.85 18.03 27 8 89
3 Nov 1346.40 24.55 -0.1 17.87 42 5 84
31 Oct 1345.30 24.75 5.75 - 24 19 78
30 Oct 1362.40 19 1.4 16.99 15 7 58
29 Oct 1370.40 17.6 -4.85 17.57 20 17 50
28 Oct 1363.10 20.9 5.5 18.38 34 17 33
27 Oct 1377.60 15.4 -3.25 17.35 2 0 16
24 Oct 1377.70 18.65 -24.65 18.60 17 16 16
23 Oct 1363.70 43.3 0 - 0 0 0
21 Oct 1382.00 43.3 0 3.18 0 0 0
20 Oct 1390.30 43.3 0 3.67 0 0 0
16 Oct 1417.30 43.3 0 - 0 0 0
14 Oct 1384.10 43.3 0 3.23 0 0 0
9 Oct 1376.20 43.3 0 2.90 0 0 0
8 Oct 1370.30 43.3 0 2.66 0 0 0
7 Oct 1375.90 43.3 0 - 0 0 0
6 Oct 1363.40 43.3 0 - 0 0 0
3 Oct 1365.20 43.3 0 2.51 0 0 0


For Icici Bank Ltd. - strike price 1340 expiring on 30DEC2025

Delta for 1340 PE is -0.19

Historical price for 1340 PE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 5.1, which was 1.05 higher than the previous day. The implied volatity was 15.00, the open interest changed by -5 which decreased total open position to 778


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 4.2, which was 0.45 higher than the previous day. The implied volatity was 16.11, the open interest changed by 60 which increased total open position to 782


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 3.55, which was -0.9 lower than the previous day. The implied volatity was 15.34, the open interest changed by 16 which increased total open position to 722


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 4.5, which was 0.2 higher than the previous day. The implied volatity was 15.17, the open interest changed by 5 which increased total open position to 708


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 4.25, which was -2.55 lower than the previous day. The implied volatity was 15.67, the open interest changed by -6 which decreased total open position to 704


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 7.05, which was 1.7 higher than the previous day. The implied volatity was 15.10, the open interest changed by 69 which increased total open position to 717


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 5.35, which was -0.4 lower than the previous day. The implied volatity was 16.17, the open interest changed by 28 which increased total open position to 661


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 5.75, which was 0.25 higher than the previous day. The implied volatity was 15.69, the open interest changed by -25 which decreased total open position to 633


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 5.35, which was -3 lower than the previous day. The implied volatity was 15.98, the open interest changed by -94 which decreased total open position to 660


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 8.05, which was -5.1 lower than the previous day. The implied volatity was 15.14, the open interest changed by 120 which increased total open position to 758


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 13.3, which was 1.85 higher than the previous day. The implied volatity was 15.34, the open interest changed by 174 which increased total open position to 635


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 11.55, which was -0.05 lower than the previous day. The implied volatity was 15.82, the open interest changed by 29 which increased total open position to 465


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 11.6, which was 2.65 higher than the previous day. The implied volatity was 15.99, the open interest changed by 91 which increased total open position to 435


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 9.1, which was -0.15 lower than the previous day. The implied volatity was 16.25, the open interest changed by -6 which decreased total open position to 346


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 9.25, which was -3.85 lower than the previous day. The implied volatity was 16.39, the open interest changed by 66 which increased total open position to 354


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 13.25, which was 0.35 higher than the previous day. The implied volatity was 16.87, the open interest changed by 60 which increased total open position to 288


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 12.8, which was -2.4 lower than the previous day. The implied volatity was 17.98, the open interest changed by 51 which increased total open position to 230


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 14.6, which was 4.1 higher than the previous day. The implied volatity was 17.75, the open interest changed by 7 which increased total open position to 179


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 10.4, which was -7.9 lower than the previous day. The implied volatity was 16.80, the open interest changed by 19 which increased total open position to 171


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 18.35, which was -0.7 lower than the previous day. The implied volatity was 17.18, the open interest changed by 32 which increased total open position to 142


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 19, which was -4.6 lower than the previous day. The implied volatity was 17.52, the open interest changed by -2 which decreased total open position to 112


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 23.6, which was -2.9 lower than the previous day. The implied volatity was 17.61, the open interest changed by 2 which increased total open position to 113


On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 26.5, which was -9.55 lower than the previous day. The implied volatity was 17.99, the open interest changed by 15 which increased total open position to 111


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 35.5, which was 7.3 higher than the previous day. The implied volatity was 17.52, the open interest changed by 8 which increased total open position to 97


On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 29.4, which was 4.85 higher than the previous day. The implied volatity was 18.03, the open interest changed by 8 which increased total open position to 89


On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 24.55, which was -0.1 lower than the previous day. The implied volatity was 17.87, the open interest changed by 5 which increased total open position to 84


On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 24.75, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 78


On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 19, which was 1.4 higher than the previous day. The implied volatity was 16.99, the open interest changed by 7 which increased total open position to 58


On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 17.6, which was -4.85 lower than the previous day. The implied volatity was 17.57, the open interest changed by 17 which increased total open position to 50


On 28 Oct ICICIBANK was trading at 1363.10. The strike last trading price was 20.9, which was 5.5 higher than the previous day. The implied volatity was 18.38, the open interest changed by 17 which increased total open position to 33


On 27 Oct ICICIBANK was trading at 1377.60. The strike last trading price was 15.4, which was -3.25 lower than the previous day. The implied volatity was 17.35, the open interest changed by 0 which decreased total open position to 16


On 24 Oct ICICIBANK was trading at 1377.70. The strike last trading price was 18.65, which was -24.65 lower than the previous day. The implied volatity was 18.60, the open interest changed by 16 which increased total open position to 16


On 23 Oct ICICIBANK was trading at 1363.70. The strike last trading price was 43.3, 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 43.3, which was 0 lower than the previous day. The implied volatity was 3.18, 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 43.3, which was 0 lower than the previous day. The implied volatity was 3.67, 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 43.3, 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 43.3, which was 0 lower than the previous day. The implied volatity was 3.23, 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 43.3, which was 0 lower than the previous day. The implied volatity was 2.90, 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 43.3, which was 0 lower than the previous day. The implied volatity was 2.66, 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 43.3, 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 43.3, 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 43.3, which was 0 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0