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

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 1350 CE
Delta: 0.76 Vega: 1.02 Theta: -0.63 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1375.20	39.55 ₹ 27,685	-11.05 -7735.00	14.47	379 2,65,300	-30 -21,000	498 3,48,600
8 Dec	1389.60	49.55 ₹ 34,685	-2.7 -1890.00	13.78	339 2,37,300	-15 -10,500	534 3,73,800
5 Dec	1392.50	52 ₹ 36,400	1.35 945.00	7.54	283 1,98,100	16 11,200	549 3,84,300
4 Dec	1386.70	50.4 ₹ 35,280	-2.7 -1890.00	13.64	287 2,00,900	-71 -49,700	537 3,75,900
3 Dec	1391.50	53.8 ₹ 37,660	12.35 8645.00	10.81	615 4,30,500	75 52,500	615 4,30,500
2 Dec	1373.00	41.3 ₹ 28,910	-11.4 -7980.00	13.16	555 3,88,500	62 43,400	540 3,78,000
1 Dec	1390.10	52.85 ₹ 36,995	0.1 70.00	10.45	393 2,75,100	-7 -4,900	478 3,34,600
28 Nov	1388.80	52.95 ₹ 37,065	-2.45 -1715.00	10.88	343 2,40,100	-26 -18,200	487 3,40,900
27 Nov	1392.20	56.2 ₹ 39,340	14.1 9870.00	6.37	1,453 10,17,100	-51 -35,700	514 3,59,800

26 Nov	1375.00	42.45 ₹ 29,715	10.4 7280.00	10.73	914 6,39,800	39 27,300	566 3,96,200
25 Nov	1357.80	32 ₹ 22,400	-7.6 -5320.00	12.39	1,247 8,72,900	171 1,19,700	504 3,52,800
24 Nov	1368.40	39.4 ₹ 27,580	-3.55 -2485.00	12.83	271 1,89,700	91 63,700	339 2,37,300
21 Nov	1369.50	42.7 ₹ 29,890	-13.25 -9275.00	12.56	304 2,12,800	116 81,200	248 1,73,600
20 Nov	1383.00	55.55 ₹ 38,885	1.5 1050.00	14.34	211 1,47,700	-11 -7,700	132 92,400
19 Nov	1383.10	54 ₹ 37,800	3.35 2345.00	12.12	88 61,600	27 18,900	144 1,00,800
18 Nov	1373.40	49.7 ₹ 34,790	-5.05 -3535.00	15.60	28 19,600	18 12,600	116 81,200
17 Nov	1379.00	54.75 ₹ 38,325	2.45 1715.00	14.24	37 25,900	14 9,800	98 68,600
14 Nov	1373.00	53.75 ₹ 37,625	-7.55 -5285.00	15.37	82 57,400	7 4,900	83 58,100
13 Nov	1385.90	61.3 ₹ 42,910	16.95 11865.00	14.00	93 65,100	-15 -10,500	76 53,200
12 Nov	1358.90	44.35 ₹ 31,045	-0.05 -35.00	15.14	53 37,100	-18 -12,600	89 62,300
11 Nov	1358.30	44.95 ₹ 31,465	4.7 3290.00	15.00	59 41,300	22 15,400	107 74,900
10 Nov	1348.00	40 ₹ 28,000	2.55 1785.00	15.89	135 94,500	50 35,000	85 59,500
7 Nov	1343.00	38.25 ₹ 26,775	8.75 6125.00	15.68	43 30,100	7 4,900	34 23,800
6 Nov	1320.40	29.5 ₹ 20,650	-11.2 -7840.00	16.83	40 28,000	26 18,200	27 18,900
4 Nov	1336.90	40.7 ₹ 28,490	-21.8 -15260.00	18.09	1 700	0 0	0 0
3 Nov	1346.40	62.5 ₹ 43,750	0 0.00	-	0 0	0 0	0 0
31 Oct	1345.30	62.5 ₹ 43,750	0 0.00	-	0 0	0 0	0 0
30 Oct	1362.40	62.5 ₹ 43,750	0 0.00	-	0 0	0 0	0 0
29 Oct	1370.40	62.5 ₹ 43,750	0 0.00	-	0 0	0 0	0 0

For Icici Bank Ltd. - strike price 1350 expiring on 30DEC2025

Delta for 1350 CE is 0.76

Historical price for 1350 CE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 39.55, which was -11.05 lower than the previous day. The implied volatity was 14.47, the open interest changed by -30 which decreased total open position to 498

On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 49.55, which was -2.7 lower than the previous day. The implied volatity was 13.78, the open interest changed by -15 which decreased total open position to 534

On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 52, which was 1.35 higher than the previous day. The implied volatity was 7.54, the open interest changed by 16 which increased total open position to 549

On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 50.4, which was -2.7 lower than the previous day. The implied volatity was 13.64, the open interest changed by -71 which decreased total open position to 537

On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 53.8, which was 12.35 higher than the previous day. The implied volatity was 10.81, the open interest changed by 75 which increased total open position to 615

On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 41.3, which was -11.4 lower than the previous day. The implied volatity was 13.16, the open interest changed by 62 which increased total open position to 540

On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 52.85, which was 0.1 higher than the previous day. The implied volatity was 10.45, the open interest changed by -7 which decreased total open position to 478

On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 52.95, which was -2.45 lower than the previous day. The implied volatity was 10.88, the open interest changed by -26 which decreased total open position to 487

On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 56.2, which was 14.1 higher than the previous day. The implied volatity was 6.37, the open interest changed by -51 which decreased total open position to 514

On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 42.45, which was 10.4 higher than the previous day. The implied volatity was 10.73, the open interest changed by 39 which increased total open position to 566

On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 32, which was -7.6 lower than the previous day. The implied volatity was 12.39, the open interest changed by 171 which increased total open position to 504

On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 39.4, which was -3.55 lower than the previous day. The implied volatity was 12.83, the open interest changed by 91 which increased total open position to 339

On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 42.7, which was -13.25 lower than the previous day. The implied volatity was 12.56, the open interest changed by 116 which increased total open position to 248

On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 55.55, which was 1.5 higher than the previous day. The implied volatity was 14.34, the open interest changed by -11 which decreased total open position to 132

On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 54, which was 3.35 higher than the previous day. The implied volatity was 12.12, the open interest changed by 27 which increased total open position to 144

On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 49.7, which was -5.05 lower than the previous day. The implied volatity was 15.60, the open interest changed by 18 which increased total open position to 116

On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 54.75, which was 2.45 higher than the previous day. The implied volatity was 14.24, the open interest changed by 14 which increased total open position to 98

On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 53.75, which was -7.55 lower than the previous day. The implied volatity was 15.37, the open interest changed by 7 which increased total open position to 83

On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 61.3, which was 16.95 higher than the previous day. The implied volatity was 14.00, the open interest changed by -15 which decreased total open position to 76

On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 44.35, which was -0.05 lower than the previous day. The implied volatity was 15.14, the open interest changed by -18 which decreased total open position to 89

On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 44.95, which was 4.7 higher than the previous day. The implied volatity was 15.00, the open interest changed by 22 which increased total open position to 107

On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 40, which was 2.55 higher than the previous day. The implied volatity was 15.89, the open interest changed by 50 which increased total open position to 85

On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 38.25, which was 8.75 higher than the previous day. The implied volatity was 15.68, the open interest changed by 7 which increased total open position to 34

On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 29.5, which was -11.2 lower than the previous day. The implied volatity was 16.83, the open interest changed by 26 which increased total open position to 27

On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 40.7, which was -21.8 lower than the previous day. The implied volatity was 18.09, 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 62.5, 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 62.5, 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 62.5, 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 62.5, 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 1350 PE
Delta: -0.24 Vega: 1.02 Theta: -0.26 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1375.20	6.9 ₹ 4,830	1.65 1155.00	14.57	1,625 11,37,500	69 48,300	1,940 13,58,000
8 Dec	1389.60	5.55 ₹ 3,885	0.6 420.00	15.64	1,250 8,75,000	-119 -83,300	1,865 13,05,500
5 Dec	1392.50	4.8 ₹ 3,360	-1.1 -770.00	15.02	1,479 10,35,300	-68 -47,600	1,998 13,98,600
4 Dec	1386.70	6.05 ₹ 4,235	0.4 280.00	14.89	1,197 8,37,900	-57 -39,900	2,067 14,46,900
3 Dec	1391.50	5.6 ₹ 3,920	-3.35 -2345.00	15.34	2,427 16,98,900	57 39,900	2,131 14,91,700
2 Dec	1373.00	9.4 ₹ 6,580	2.55 1785.00	14.98	3,180 22,26,000	147 1,02,900	2,070 14,49,000
1 Dec	1390.10	7 ₹ 4,900	-0.4 -280.00	15.95	3,487 24,40,900	-139 -97,300	1,933 13,53,100
28 Nov	1388.80	7.2 ₹ 5,040	0.2 140.00	15.25	2,117 14,81,900	155 1,08,500	2,072 14,50,400
27 Nov	1392.20	6.8 ₹ 4,760	-3.75 -2625.00	15.66	3,274 22,91,800	-263 -1,84,100	1,920 13,44,000
26 Nov	1375.00	10.4 ₹ 7,280	-5.85 -4095.00	15.00	2,648 18,53,600	205 1,43,500	2,183 15,28,100
25 Nov	1357.80	16.55 ₹ 11,585	2.65 1855.00	15.16	3,621 25,34,700	504 3,52,800	1,976 13,83,200
24 Nov	1368.40	14.35 ₹ 10,045	-0.1 -70.00	15.62	1,207 8,44,900	328 2,29,600	1,472 10,30,400
21 Nov	1369.50	14.25 ₹ 9,975	3.3 2310.00	15.77	956 6,69,200	353 2,47,100	1,140 7,98,000
20 Nov	1383.00	11.2 ₹ 7,840	-0.3 -210.00	16.01	712 4,98,400	237 1,65,900	786 5,50,200
19 Nov	1383.10	11.6 ₹ 8,120	-3.85 -2695.00	16.33	502 3,51,400	100 70,000	597 4,17,900
18 Nov	1373.40	15.9 ₹ 11,130	0.4 280.00	16.61	291 2,03,700	119 83,300	497 3,47,900
17 Nov	1379.00	15.6 ₹ 10,920	-2.65 -1855.00	17.96	177 1,23,900	110 77,000	377 2,63,900
14 Nov	1373.00	17.6 ₹ 12,320	4.8 3360.00	17.72	256 1,79,200	88 61,600	268 1,87,600
13 Nov	1385.90	12.7 ₹ 8,890	-9.45 -6615.00	16.69	303 2,12,100	126 88,200	181 1,26,700
12 Nov	1358.90	22.15 ₹ 15,505	-1.15 -805.00	17.27	43 30,100	1 700	55 38,500
11 Nov	1358.30	23.3 ₹ 16,310	-4 -2800.00	17.88	25 17,500	8 5,600	53 37,100
10 Nov	1348.00	27.3 ₹ 19,110	-2.9 -2030.00	17.53	6 4,200	0 0	44 30,800
7 Nov	1343.00	30.2 ₹ 21,140	-10.65 -7455.00	17.68	19 13,300	8 5,600	42 29,400
6 Nov	1320.40	41 ₹ 28,700	7 4900.00	17.63	24 16,800	10 7,000	33 23,100
4 Nov	1336.90	34 ₹ 23,800	6 4200.00	18.06	11 7,700	1 700	22 15,400
3 Nov	1346.40	28 ₹ 19,600	-1.2 -840.00	17.58	10 7,000	2 1,400	21 14,700
31 Oct	1345.30	29.6 ₹ 20,720	7.15 5005.00	-	23 16,100	1 700	18 12,600
30 Oct	1362.40	22.45 ₹ 15,715	-1.2 -840.00	17.00	15 10,500	12 8,400	16 11,200
29 Oct	1370.40	23.65 ₹ 16,555	-11.6 -8120.00	19.01	8 5,600	4 2,800	4 2,800

For Icici Bank Ltd. - strike price 1350 expiring on 30DEC2025

Delta for 1350 PE is -0.24

Historical price for 1350 PE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 6.9, which was 1.65 higher than the previous day. The implied volatity was 14.57, the open interest changed by 69 which increased total open position to 1940

On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 5.55, which was 0.6 higher than the previous day. The implied volatity was 15.64, the open interest changed by -119 which decreased total open position to 1865

On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 4.8, which was -1.1 lower than the previous day. The implied volatity was 15.02, the open interest changed by -68 which decreased total open position to 1998

On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 6.05, which was 0.4 higher than the previous day. The implied volatity was 14.89, the open interest changed by -57 which decreased total open position to 2067

On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 5.6, which was -3.35 lower than the previous day. The implied volatity was 15.34, the open interest changed by 57 which increased total open position to 2131

On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 9.4, which was 2.55 higher than the previous day. The implied volatity was 14.98, the open interest changed by 147 which increased total open position to 2070

On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 7, which was -0.4 lower than the previous day. The implied volatity was 15.95, the open interest changed by -139 which decreased total open position to 1933

On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 7.2, which was 0.2 higher than the previous day. The implied volatity was 15.25, the open interest changed by 155 which increased total open position to 2072

On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 6.8, which was -3.75 lower than the previous day. The implied volatity was 15.66, the open interest changed by -263 which decreased total open position to 1920

On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 10.4, which was -5.85 lower than the previous day. The implied volatity was 15.00, the open interest changed by 205 which increased total open position to 2183

On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 16.55, which was 2.65 higher than the previous day. The implied volatity was 15.16, the open interest changed by 504 which increased total open position to 1976

On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 14.35, which was -0.1 lower than the previous day. The implied volatity was 15.62, the open interest changed by 328 which increased total open position to 1472

On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 14.25, which was 3.3 higher than the previous day. The implied volatity was 15.77, the open interest changed by 353 which increased total open position to 1140

On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 11.2, which was -0.3 lower than the previous day. The implied volatity was 16.01, the open interest changed by 237 which increased total open position to 786

On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 11.6, which was -3.85 lower than the previous day. The implied volatity was 16.33, the open interest changed by 100 which increased total open position to 597

On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 15.9, which was 0.4 higher than the previous day. The implied volatity was 16.61, the open interest changed by 119 which increased total open position to 497

On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 15.6, which was -2.65 lower than the previous day. The implied volatity was 17.96, the open interest changed by 110 which increased total open position to 377

On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 17.6, which was 4.8 higher than the previous day. The implied volatity was 17.72, the open interest changed by 88 which increased total open position to 268

On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 12.7, which was -9.45 lower than the previous day. The implied volatity was 16.69, the open interest changed by 126 which increased total open position to 181

On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 22.15, which was -1.15 lower than the previous day. The implied volatity was 17.27, the open interest changed by 1 which increased total open position to 55

On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 23.3, which was -4 lower than the previous day. The implied volatity was 17.88, the open interest changed by 8 which increased total open position to 53

On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 27.3, which was -2.9 lower than the previous day. The implied volatity was 17.53, the open interest changed by 0 which decreased total open position to 44

On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 30.2, which was -10.65 lower than the previous day. The implied volatity was 17.68, the open interest changed by 8 which increased total open position to 42

On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 41, which was 7 higher than the previous day. The implied volatity was 17.63, the open interest changed by 10 which increased total open position to 33

On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 34, which was 6 higher than the previous day. The implied volatity was 18.06, the open interest changed by 1 which increased total open position to 22

On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 28, which was -1.2 lower than the previous day. The implied volatity was 17.58, the open interest changed by 2 which increased total open position to 21

On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 29.6, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 18

On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 22.45, which was -1.2 lower than the previous day. The implied volatity was 17.00, the open interest changed by 12 which increased total open position to 16

On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 23.65, which was -11.6 lower than the previous day. The implied volatity was 19.01, the open interest changed by 4 which increased total open position to 4

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