[--[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 1360 CE
Delta: 0.69
Vega: 1.16
Theta: -0.65
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 32.3 -9.05 14.36 889 240 3,944
8 Dec 1389.60 41.1 -3.2 13.33 1,668 544 3,602
5 Dec 1392.50 44.1 1.15 10.20 2,353 -418 3,096
4 Dec 1386.70 42.9 -2.55 13.92 1,121 506 3,525
3 Dec 1391.50 45.85 11.4 13.25 1,575 -540 3,018
2 Dec 1373.00 34.6 -10.2 13.46 1,386 266 3,563
1 Dec 1390.10 44.2 -0.8 10.42 2,640 533 3,297
28 Nov 1388.80 45.65 -1.8 11.85 759 316 2,770
27 Nov 1392.20 48.25 13.15 9.27 2,279 -477 2,455
26 Nov 1375.00 35.4 9.15 11.10 3,098 -492 2,938
25 Nov 1357.80 26.15 -7.1 12.48 2,762 649 3,401
24 Nov 1368.40 32.65 -3.95 12.72 671 78 2,761
21 Nov 1369.50 36.5 -12.5 12.93 1,692 546 2,690
20 Nov 1383.00 48.5 1.45 14.47 1,036 474 2,144
19 Nov 1383.10 47.15 2.1 12.69 180 83 1,667
18 Nov 1373.40 45.05 -3.5 16.66 79 39 1,582
17 Nov 1379.00 48.95 1.8 15.03 676 59 1,516
14 Nov 1373.00 47.6 -5.85 15.65 1,521 1,119 1,456
13 Nov 1385.90 53.3 14.5 13.63 240 -100 337
12 Nov 1358.90 39.2 1.15 15.55 150 9 436
11 Nov 1358.30 38 2.85 14.50 169 2 427
10 Nov 1348.00 35.4 2.6 16.47 113 72 425
7 Nov 1343.00 33.3 7.9 15.78 94 6 356
6 Nov 1320.40 25.5 -5.9 16.89 144 34 348
4 Nov 1336.90 31.15 -6.6 15.47 62 22 314
3 Nov 1346.40 38.7 1 15.78 172 75 294
31 Oct 1345.30 37.6 -9.7 - 242 197 215
30 Oct 1362.40 47.3 -5.2 15.15 12 6 18
29 Oct 1370.40 52.5 2.3 14.54 18 9 13
28 Oct 1363.10 50.2 -10.95 15.01 4 3 3
27 Oct 1377.60 61.15 0 - 0 0 0
24 Oct 1377.70 61.15 0 - 0 0 0
23 Oct 1363.70 61.15 0 - 0 0 0
21 Oct 1382.00 61.15 0 - 0 0 0
20 Oct 1390.30 61.15 0 - 0 0 0
16 Oct 1417.30 61.15 0 - 0 0 0
14 Oct 1384.10 61.15 0 - 0 0 0
9 Oct 1376.20 61.15 0 - 0 0 0
8 Oct 1370.30 61.15 0 - 0 0 0
7 Oct 1375.90 61.15 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 1360 expiring on 30DEC2025

Delta for 1360 CE is 0.69

Historical price for 1360 CE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 32.3, which was -9.05 lower than the previous day. The implied volatity was 14.36, the open interest changed by 240 which increased total open position to 3944


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 41.1, which was -3.2 lower than the previous day. The implied volatity was 13.33, the open interest changed by 544 which increased total open position to 3602


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 44.1, which was 1.15 higher than the previous day. The implied volatity was 10.20, the open interest changed by -418 which decreased total open position to 3096


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 42.9, which was -2.55 lower than the previous day. The implied volatity was 13.92, the open interest changed by 506 which increased total open position to 3525


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 45.85, which was 11.4 higher than the previous day. The implied volatity was 13.25, the open interest changed by -540 which decreased total open position to 3018


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 34.6, which was -10.2 lower than the previous day. The implied volatity was 13.46, the open interest changed by 266 which increased total open position to 3563


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 44.2, which was -0.8 lower than the previous day. The implied volatity was 10.42, the open interest changed by 533 which increased total open position to 3297


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 45.65, which was -1.8 lower than the previous day. The implied volatity was 11.85, the open interest changed by 316 which increased total open position to 2770


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 48.25, which was 13.15 higher than the previous day. The implied volatity was 9.27, the open interest changed by -477 which decreased total open position to 2455


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 35.4, which was 9.15 higher than the previous day. The implied volatity was 11.10, the open interest changed by -492 which decreased total open position to 2938


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 26.15, which was -7.1 lower than the previous day. The implied volatity was 12.48, the open interest changed by 649 which increased total open position to 3401


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 32.65, which was -3.95 lower than the previous day. The implied volatity was 12.72, the open interest changed by 78 which increased total open position to 2761


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 36.5, which was -12.5 lower than the previous day. The implied volatity was 12.93, the open interest changed by 546 which increased total open position to 2690


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 48.5, which was 1.45 higher than the previous day. The implied volatity was 14.47, the open interest changed by 474 which increased total open position to 2144


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 47.15, which was 2.1 higher than the previous day. The implied volatity was 12.69, the open interest changed by 83 which increased total open position to 1667


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 45.05, which was -3.5 lower than the previous day. The implied volatity was 16.66, the open interest changed by 39 which increased total open position to 1582


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 48.95, which was 1.8 higher than the previous day. The implied volatity was 15.03, the open interest changed by 59 which increased total open position to 1516


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 47.6, which was -5.85 lower than the previous day. The implied volatity was 15.65, the open interest changed by 1119 which increased total open position to 1456


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 53.3, which was 14.5 higher than the previous day. The implied volatity was 13.63, the open interest changed by -100 which decreased total open position to 337


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 39.2, which was 1.15 higher than the previous day. The implied volatity was 15.55, the open interest changed by 9 which increased total open position to 436


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 38, which was 2.85 higher than the previous day. The implied volatity was 14.50, the open interest changed by 2 which increased total open position to 427


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 35.4, which was 2.6 higher than the previous day. The implied volatity was 16.47, the open interest changed by 72 which increased total open position to 425


On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 33.3, which was 7.9 higher than the previous day. The implied volatity was 15.78, the open interest changed by 6 which increased total open position to 356


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 25.5, which was -5.9 lower than the previous day. The implied volatity was 16.89, the open interest changed by 34 which increased total open position to 348


On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 31.15, which was -6.6 lower than the previous day. The implied volatity was 15.47, the open interest changed by 22 which increased total open position to 314


On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 38.7, which was 1 higher than the previous day. The implied volatity was 15.78, the open interest changed by 75 which increased total open position to 294


On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 37.6, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 197 which increased total open position to 215


On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 47.3, which was -5.2 lower than the previous day. The implied volatity was 15.15, the open interest changed by 6 which increased total open position to 18


On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 52.5, which was 2.3 higher than the previous day. The implied volatity was 14.54, the open interest changed by 9 which increased total open position to 13


On 28 Oct ICICIBANK was trading at 1363.10. The strike last trading price was 50.2, which was -10.95 lower than the previous day. The implied volatity was 15.01, the open interest changed by 3 which increased total open position to 3


On 27 Oct ICICIBANK was trading at 1377.60. The strike last trading price was 61.15, 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 61.15, 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 23 Oct ICICIBANK was trading at 1363.70. The strike last trading price was 61.15, 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 21 Oct ICICIBANK was trading at 1382.00. The strike last trading price was 61.15, 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 20 Oct ICICIBANK was trading at 1390.30. The strike last trading price was 61.15, 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 16 Oct ICICIBANK was trading at 1417.30. The strike last trading price was 61.15, 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 14 Oct ICICIBANK was trading at 1384.10. The strike last trading price was 61.15, 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 9 Oct ICICIBANK was trading at 1376.20. The strike last trading price was 61.15, 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 8 Oct ICICIBANK was trading at 1370.30. The strike last trading price was 61.15, 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 7 Oct ICICIBANK was trading at 1375.90. The strike last trading price was 61.15, 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 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 1360 PE
Delta: -0.31
Vega: 1.16
Theta: -0.28
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 9.45 2.4 14.32 2,996 -51 2,293
8 Dec 1389.60 7.35 0.65 15.22 1,907 62 2,344
5 Dec 1392.50 6.55 -1.35 14.81 2,719 -223 2,281
4 Dec 1386.70 8.15 0.5 14.71 1,643 -59 2,506
3 Dec 1391.50 7.5 -4.3 15.16 3,387 123 2,565
2 Dec 1373.00 12.25 3.35 14.82 3,295 251 2,421
1 Dec 1390.10 9.05 -0.55 15.73 2,516 28 2,158
28 Nov 1388.80 9.35 0.35 15.08 1,244 20 2,136
27 Nov 1392.20 8.7 -4.8 15.40 3,733 18 2,131
26 Nov 1375.00 13.25 -7 14.86 3,066 33 2,120
25 Nov 1357.80 20.5 3.2 15.05 2,710 521 2,028
24 Nov 1368.40 17.55 -0.45 15.36 577 51 1,503
21 Nov 1369.50 17.75 4.05 15.78 876 219 1,450
20 Nov 1383.00 13.75 -0.3 15.80 692 191 1,231
19 Nov 1383.10 14.1 -4.85 16.10 440 115 1,026
18 Nov 1373.40 19.5 0.5 16.66 225 46 910
17 Nov 1379.00 18.8 -2.6 17.94 316 62 865
14 Nov 1373.00 21.3 5.6 17.85 916 679 803
13 Nov 1385.90 15.9 -10.5 16.89 168 0 123
12 Nov 1358.90 26.4 -0.1 17.36 37 10 120
11 Nov 1358.30 26.65 -5.85 17.50 44 10 110
10 Nov 1348.00 32.5 -4 17.68 24 17 99
7 Nov 1343.00 36.5 -11.65 18.44 4 0 81
6 Nov 1320.40 48.15 11.8 18.36 36 22 80
4 Nov 1336.90 36.35 3.7 16.81 1 0 57
3 Nov 1346.40 32.6 -0.55 17.67 29 14 58
31 Oct 1345.30 33.3 6.8 - 28 -2 44
30 Oct 1362.40 26.5 2.35 17.11 32 17 46
29 Oct 1370.40 24.15 -6.75 17.52 31 13 29
28 Oct 1363.10 30.9 9.3 19.68 12 7 15
27 Oct 1377.60 21.6 -3.6 17.42 3 1 8
24 Oct 1377.70 25.2 -1.65 18.66 7 6 7
23 Oct 1363.70 26.85 -25.7 17.15 1 0 0
21 Oct 1382.00 52.55 0 2.25 0 0 0
20 Oct 1390.30 52.55 0 2.78 0 0 0
16 Oct 1417.30 52.55 0 - 0 0 0
14 Oct 1384.10 52.55 0 2.35 0 0 0
9 Oct 1376.20 52.55 0 2.03 0 0 0
8 Oct 1370.30 52.55 0 1.70 0 0 0
7 Oct 1375.90 52.55 0 - 0 0 0
6 Oct 1363.40 0 0 - 0 0 0
3 Oct 1365.20 0 0 1.66 0 0 0


For Icici Bank Ltd. - strike price 1360 expiring on 30DEC2025

Delta for 1360 PE is -0.31

Historical price for 1360 PE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 9.45, which was 2.4 higher than the previous day. The implied volatity was 14.32, the open interest changed by -51 which decreased total open position to 2293


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 7.35, which was 0.65 higher than the previous day. The implied volatity was 15.22, the open interest changed by 62 which increased total open position to 2344


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 6.55, which was -1.35 lower than the previous day. The implied volatity was 14.81, the open interest changed by -223 which decreased total open position to 2281


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 8.15, which was 0.5 higher than the previous day. The implied volatity was 14.71, the open interest changed by -59 which decreased total open position to 2506


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 7.5, which was -4.3 lower than the previous day. The implied volatity was 15.16, the open interest changed by 123 which increased total open position to 2565


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 12.25, which was 3.35 higher than the previous day. The implied volatity was 14.82, the open interest changed by 251 which increased total open position to 2421


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 9.05, which was -0.55 lower than the previous day. The implied volatity was 15.73, the open interest changed by 28 which increased total open position to 2158


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 9.35, which was 0.35 higher than the previous day. The implied volatity was 15.08, the open interest changed by 20 which increased total open position to 2136


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 8.7, which was -4.8 lower than the previous day. The implied volatity was 15.40, the open interest changed by 18 which increased total open position to 2131


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 13.25, which was -7 lower than the previous day. The implied volatity was 14.86, the open interest changed by 33 which increased total open position to 2120


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 20.5, which was 3.2 higher than the previous day. The implied volatity was 15.05, the open interest changed by 521 which increased total open position to 2028


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 17.55, which was -0.45 lower than the previous day. The implied volatity was 15.36, the open interest changed by 51 which increased total open position to 1503


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 17.75, which was 4.05 higher than the previous day. The implied volatity was 15.78, the open interest changed by 219 which increased total open position to 1450


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 13.75, which was -0.3 lower than the previous day. The implied volatity was 15.80, the open interest changed by 191 which increased total open position to 1231


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 14.1, which was -4.85 lower than the previous day. The implied volatity was 16.10, the open interest changed by 115 which increased total open position to 1026


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 19.5, which was 0.5 higher than the previous day. The implied volatity was 16.66, the open interest changed by 46 which increased total open position to 910


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 18.8, which was -2.6 lower than the previous day. The implied volatity was 17.94, the open interest changed by 62 which increased total open position to 865


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 21.3, which was 5.6 higher than the previous day. The implied volatity was 17.85, the open interest changed by 679 which increased total open position to 803


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 15.9, which was -10.5 lower than the previous day. The implied volatity was 16.89, the open interest changed by 0 which decreased total open position to 123


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 26.4, which was -0.1 lower than the previous day. The implied volatity was 17.36, the open interest changed by 10 which increased total open position to 120


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 26.65, which was -5.85 lower than the previous day. The implied volatity was 17.50, the open interest changed by 10 which increased total open position to 110


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 32.5, which was -4 lower than the previous day. The implied volatity was 17.68, the open interest changed by 17 which increased total open position to 99


On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 36.5, which was -11.65 lower than the previous day. The implied volatity was 18.44, the open interest changed by 0 which decreased total open position to 81


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 48.15, which was 11.8 higher than the previous day. The implied volatity was 18.36, the open interest changed by 22 which increased total open position to 80


On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 36.35, which was 3.7 higher than the previous day. The implied volatity was 16.81, the open interest changed by 0 which decreased total open position to 57


On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 32.6, which was -0.55 lower than the previous day. The implied volatity was 17.67, the open interest changed by 14 which increased total open position to 58


On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 33.3, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 44


On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 26.5, which was 2.35 higher than the previous day. The implied volatity was 17.11, the open interest changed by 17 which increased total open position to 46


On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 24.15, which was -6.75 lower than the previous day. The implied volatity was 17.52, the open interest changed by 13 which increased total open position to 29


On 28 Oct ICICIBANK was trading at 1363.10. The strike last trading price was 30.9, which was 9.3 higher than the previous day. The implied volatity was 19.68, the open interest changed by 7 which increased total open position to 15


On 27 Oct ICICIBANK was trading at 1377.60. The strike last trading price was 21.6, which was -3.6 lower than the previous day. The implied volatity was 17.42, the open interest changed by 1 which increased total open position to 8


On 24 Oct ICICIBANK was trading at 1377.70. The strike last trading price was 25.2, which was -1.65 lower than the previous day. The implied volatity was 18.66, the open interest changed by 6 which increased total open position to 7


On 23 Oct ICICIBANK was trading at 1363.70. The strike last trading price was 26.85, which was -25.7 lower than the previous day. The implied volatity was 17.15, 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 52.55, which was 0 lower than the previous day. The implied volatity was 2.25, 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 52.55, which was 0 lower than the previous day. The implied volatity was 2.78, 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 52.55, 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 52.55, which was 0 lower than the previous day. The implied volatity was 2.35, 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 52.55, which was 0 lower than the previous day. The implied volatity was 2.03, 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 52.55, which was 0 lower than the previous day. The implied volatity was 1.70, 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 52.55, 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 1.66, the open interest changed by 0 which decreased total open position to 0