ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
24 Dec 2025 04:10 PM IST
| ICICIBANK 27-JAN-2026 1360 CE | ||||||||||||||||
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Delta: 0.59
Vega: 1.61
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 1359.80 | 29.5 | -4.75 | 14.10 | 1,301 | 430 | 4,657 | |||||||||
| 23 Dec | 1363.00 | 33.95 | -3.4 | 15.25 | 1,139 | 590 | 4,227 | |||||||||
| 22 Dec | 1368.50 | 37.35 | 4.1 | 15.05 | 860 | -103 | 3,636 | |||||||||
| 19 Dec | 1354.10 | 33.4 | -2.45 | 16.37 | 1,102 | 699 | 3,726 | |||||||||
| 18 Dec | 1356.80 | 35.95 | 1.7 | 16.63 | 1,469 | 988 | 2,976 | |||||||||
| 17 Dec | 1352.40 | 34.5 | -4.55 | 16.61 | 2,429 | 1,822 | 1,972 | |||||||||
| 16 Dec | 1366.00 | 38.95 | -0.2 | 14.40 | 113 | 41 | 156 | |||||||||
| 15 Dec | 1365.20 | 39.15 | -0.85 | 14.79 | 78 | 36 | 114 | |||||||||
| 12 Dec | 1366.00 | 40 | 1.8 | 14.04 | 65 | 27 | 77 | |||||||||
| 11 Dec | 1360.00 | 38.5 | -2.65 | 14.65 | 83 | 28 | 50 | |||||||||
| 10 Dec | 1363.60 | 41.2 | -3.95 | 14.66 | 9 | 6 | 20 | |||||||||
| 9 Dec | 1375.20 | 45.15 | -14.55 | 12.69 | 1 | 0 | 13 | |||||||||
| 8 Dec | 1389.60 | 59.7 | -1.3 | 16.10 | 1 | 0 | 13 | |||||||||
| 5 Dec | 1392.50 | 61 | 11.9 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1386.70 | 61 | 11.9 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1391.50 | 61 | 11.9 | 12.85 | 2 | 0 | 13 | |||||||||
| 2 Dec | 1373.00 | 49.1 | -8.95 | - | 16 | 9 | 13 | |||||||||
| 1 Dec | 1390.10 | 58.05 | 6.85 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1388.80 | 58.05 | 6.85 | - | 0 | 1 | 0 | |||||||||
| 27 Nov | 1392.20 | 58.05 | 6.85 | 7.38 | 3 | 1 | 4 | |||||||||
| 26 Nov | 1375.00 | 51.2 | -1.95 | 12.62 | 3 | 1 | 3 | |||||||||
| 25 Nov | 1357.80 | 53.15 | -8.85 | 18.96 | 1 | 0 | 1 | |||||||||
| 24 Nov | 1368.40 | 62 | 7.8 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 1369.50 | 62 | 7.8 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 1383.00 | 62 | 7.8 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1383.10 | 62 | 7.8 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 1373.40 | 62 | 7.8 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 1379.00 | 62 | 7.8 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 1373.00 | 62 | 7.8 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 1385.90 | 62 | 7.8 | 11.30 | 1 | 0 | 1 | |||||||||
| 12 Nov | 1358.90 | 54.2 | -15.75 | - | 0 | 1 | 0 | |||||||||
| 11 Nov | 1358.30 | 54.2 | -15.75 | 15.82 | 1 | 0 | 0 | |||||||||
| 10 Nov | 1348.00 | 69.95 | 0 | - | 0 | 0 | 0 | |||||||||
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| 7 Nov | 1343.00 | 69.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 1320.40 | 69.95 | 0 | 0.46 | 0 | 0 | 0 | |||||||||
| 4 Nov | 1336.90 | 69.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 1346.40 | 69.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1360 expiring on 27JAN2026
Delta for 1360 CE is 0.59
Historical price for 1360 CE is as follows
On 24 Dec ICICIBANK was trading at 1359.80. The strike last trading price was 29.5, which was -4.75 lower than the previous day. The implied volatity was 14.10, the open interest changed by 430 which increased total open position to 4657
On 23 Dec ICICIBANK was trading at 1363.00. The strike last trading price was 33.95, which was -3.4 lower than the previous day. The implied volatity was 15.25, the open interest changed by 590 which increased total open position to 4227
On 22 Dec ICICIBANK was trading at 1368.50. The strike last trading price was 37.35, which was 4.1 higher than the previous day. The implied volatity was 15.05, the open interest changed by -103 which decreased total open position to 3636
On 19 Dec ICICIBANK was trading at 1354.10. The strike last trading price was 33.4, which was -2.45 lower than the previous day. The implied volatity was 16.37, the open interest changed by 699 which increased total open position to 3726
On 18 Dec ICICIBANK was trading at 1356.80. The strike last trading price was 35.95, which was 1.7 higher than the previous day. The implied volatity was 16.63, the open interest changed by 988 which increased total open position to 2976
On 17 Dec ICICIBANK was trading at 1352.40. The strike last trading price was 34.5, which was -4.55 lower than the previous day. The implied volatity was 16.61, the open interest changed by 1822 which increased total open position to 1972
On 16 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 38.95, which was -0.2 lower than the previous day. The implied volatity was 14.40, the open interest changed by 41 which increased total open position to 156
On 15 Dec ICICIBANK was trading at 1365.20. The strike last trading price was 39.15, which was -0.85 lower than the previous day. The implied volatity was 14.79, the open interest changed by 36 which increased total open position to 114
On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 40, which was 1.8 higher than the previous day. The implied volatity was 14.04, the open interest changed by 27 which increased total open position to 77
On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 38.5, which was -2.65 lower than the previous day. The implied volatity was 14.65, the open interest changed by 28 which increased total open position to 50
On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 41.2, which was -3.95 lower than the previous day. The implied volatity was 14.66, the open interest changed by 6 which increased total open position to 20
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 45.15, which was -14.55 lower than the previous day. The implied volatity was 12.69, the open interest changed by 0 which decreased total open position to 13
On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 59.7, which was -1.3 lower than the previous day. The implied volatity was 16.10, the open interest changed by 0 which decreased total open position to 13
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 61, which was 11.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 61, which was 11.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 61, which was 11.9 higher than the previous day. The implied volatity was 12.85, the open interest changed by 0 which decreased total open position to 13
On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 49.1, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 13
On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 58.05, which was 6.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 58.05, which was 6.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 58.05, which was 6.85 higher than the previous day. The implied volatity was 7.38, the open interest changed by 1 which increased total open position to 4
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 51.2, which was -1.95 lower than the previous day. The implied volatity was 12.62, the open interest changed by 1 which increased total open position to 3
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 53.15, which was -8.85 lower than the previous day. The implied volatity was 18.96, the open interest changed by 0 which decreased total open position to 1
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 62, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 62, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 62, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 62, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 62, which was 7.8 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 62, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 62, which was 7.8 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 62, which was 7.8 higher than the previous day. The implied volatity was 11.30, the open interest changed by 0 which decreased total open position to 1
On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 54.2, which was -15.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 54.2, which was -15.75 lower than the previous day. The implied volatity was 15.82, the open interest changed by 0 which decreased total open position to 0
On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 69.95, 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 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 69.95, 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 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 69.95, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 69.95, 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 69.95, 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 27JAN2026 1360 PE | |||||||
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Delta: -0.42
Vega: 1.62
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 1359.80 | 20.3 | 0.2 | 15.59 | 973 | 412 | 2,026 |
| 23 Dec | 1363.00 | 20 | 0.65 | 16.13 | 705 | 362 | 1,614 |
| 22 Dec | 1368.50 | 19.5 | -6.8 | 16.90 | 494 | 162 | 1,248 |
| 19 Dec | 1354.10 | 25.95 | -0.6 | 17.12 | 429 | 242 | 1,086 |
| 18 Dec | 1356.80 | 26.85 | -1.85 | 18.17 | 476 | 270 | 823 |
| 17 Dec | 1352.40 | 28.6 | 8.9 | 18.16 | 622 | 373 | 551 |
| 16 Dec | 1366.00 | 19.75 | 0.1 | 16.09 | 73 | 13 | 179 |
| 15 Dec | 1365.20 | 19.65 | -0.2 | 15.59 | 80 | 48 | 164 |
| 12 Dec | 1366.00 | 19.7 | -2.4 | 15.54 | 27 | 14 | 115 |
| 11 Dec | 1360.00 | 22.1 | -0.3 | 15.72 | 21 | 8 | 101 |
| 10 Dec | 1363.60 | 22.4 | 5.55 | 16.51 | 26 | 8 | 93 |
| 9 Dec | 1375.20 | 17 | 3.8 | 15.50 | 20 | -2 | 84 |
| 8 Dec | 1389.60 | 13.2 | -0.6 | 15.34 | 70 | 16 | 77 |
| 5 Dec | 1392.50 | 13.8 | -1 | 16.19 | 42 | -22 | 61 |
| 4 Dec | 1386.70 | 14.8 | 0.6 | 15.68 | 100 | -49 | 83 |
| 3 Dec | 1391.50 | 13.9 | -5.2 | 15.99 | 62 | -4 | 133 |
| 2 Dec | 1373.00 | 19.1 | 3.25 | 15.84 | 89 | 53 | 136 |
| 1 Dec | 1390.10 | 15.65 | -0.75 | 16.53 | 30 | 0 | 82 |
| 28 Nov | 1388.80 | 16.4 | 0.8 | 16.43 | 45 | 28 | 82 |
| 27 Nov | 1392.20 | 15.55 | -6.1 | 16.68 | 46 | 7 | 55 |
| 26 Nov | 1375.00 | 21.65 | -6.35 | 16.87 | 25 | 5 | 47 |
| 25 Nov | 1357.80 | 27.6 | 4.55 | 16.49 | 22 | 14 | 41 |
| 24 Nov | 1368.40 | 23.05 | -2.5 | 15.93 | 5 | -1 | 25 |
| 21 Nov | 1369.50 | 25.55 | 7.15 | 17.49 | 19 | -2 | 27 |
| 20 Nov | 1383.00 | 18.4 | -3.9 | 15.99 | 5 | 0 | 28 |
| 19 Nov | 1383.10 | 22.3 | -2.7 | 17.92 | 4 | -2 | 29 |
| 18 Nov | 1373.40 | 25 | -0.15 | 17.11 | 4 | -1 | 31 |
| 17 Nov | 1379.00 | 25.15 | -2.25 | 18.51 | 2 | 1 | 32 |
| 14 Nov | 1373.00 | 27.15 | 4.75 | 18.32 | 33 | 23 | 30 |
| 13 Nov | 1385.90 | 22.4 | -9.6 | 17.88 | 6 | 1 | 6 |
| 12 Nov | 1358.90 | 32 | -4 | 17.97 | 2 | 0 | 3 |
| 11 Nov | 1358.30 | 36 | -7.8 | 19.60 | 2 | -1 | 2 |
| 10 Nov | 1348.00 | 43.8 | -1.2 | - | 0 | 1 | 0 |
| 7 Nov | 1343.00 | 43.8 | -1.2 | 19.83 | 1 | 0 | 2 |
| 6 Nov | 1320.40 | 45 | -1.25 | 16.06 | 2 | 0 | 0 |
| 4 Nov | 1336.90 | 46.25 | 0 | 0.38 | 0 | 0 | 0 |
| 3 Nov | 1346.40 | 46.25 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1360 expiring on 27JAN2026
Delta for 1360 PE is -0.42
Historical price for 1360 PE is as follows
On 24 Dec ICICIBANK was trading at 1359.80. The strike last trading price was 20.3, which was 0.2 higher than the previous day. The implied volatity was 15.59, the open interest changed by 412 which increased total open position to 2026
On 23 Dec ICICIBANK was trading at 1363.00. The strike last trading price was 20, which was 0.65 higher than the previous day. The implied volatity was 16.13, the open interest changed by 362 which increased total open position to 1614
On 22 Dec ICICIBANK was trading at 1368.50. The strike last trading price was 19.5, which was -6.8 lower than the previous day. The implied volatity was 16.90, the open interest changed by 162 which increased total open position to 1248
On 19 Dec ICICIBANK was trading at 1354.10. The strike last trading price was 25.95, which was -0.6 lower than the previous day. The implied volatity was 17.12, the open interest changed by 242 which increased total open position to 1086
On 18 Dec ICICIBANK was trading at 1356.80. The strike last trading price was 26.85, which was -1.85 lower than the previous day. The implied volatity was 18.17, the open interest changed by 270 which increased total open position to 823
On 17 Dec ICICIBANK was trading at 1352.40. The strike last trading price was 28.6, which was 8.9 higher than the previous day. The implied volatity was 18.16, the open interest changed by 373 which increased total open position to 551
On 16 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 19.75, which was 0.1 higher than the previous day. The implied volatity was 16.09, the open interest changed by 13 which increased total open position to 179
On 15 Dec ICICIBANK was trading at 1365.20. The strike last trading price was 19.65, which was -0.2 lower than the previous day. The implied volatity was 15.59, the open interest changed by 48 which increased total open position to 164
On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 19.7, which was -2.4 lower than the previous day. The implied volatity was 15.54, the open interest changed by 14 which increased total open position to 115
On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 22.1, which was -0.3 lower than the previous day. The implied volatity was 15.72, the open interest changed by 8 which increased total open position to 101
On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 22.4, which was 5.55 higher than the previous day. The implied volatity was 16.51, the open interest changed by 8 which increased total open position to 93
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 17, which was 3.8 higher than the previous day. The implied volatity was 15.50, the open interest changed by -2 which decreased total open position to 84
On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 13.2, which was -0.6 lower than the previous day. The implied volatity was 15.34, the open interest changed by 16 which increased total open position to 77
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 13.8, which was -1 lower than the previous day. The implied volatity was 16.19, the open interest changed by -22 which decreased total open position to 61
On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 14.8, which was 0.6 higher than the previous day. The implied volatity was 15.68, the open interest changed by -49 which decreased total open position to 83
On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 13.9, which was -5.2 lower than the previous day. The implied volatity was 15.99, the open interest changed by -4 which decreased total open position to 133
On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 19.1, which was 3.25 higher than the previous day. The implied volatity was 15.84, the open interest changed by 53 which increased total open position to 136
On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 15.65, which was -0.75 lower than the previous day. The implied volatity was 16.53, the open interest changed by 0 which decreased total open position to 82
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 16.4, which was 0.8 higher than the previous day. The implied volatity was 16.43, the open interest changed by 28 which increased total open position to 82
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 15.55, which was -6.1 lower than the previous day. The implied volatity was 16.68, the open interest changed by 7 which increased total open position to 55
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 21.65, which was -6.35 lower than the previous day. The implied volatity was 16.87, the open interest changed by 5 which increased total open position to 47
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 27.6, which was 4.55 higher than the previous day. The implied volatity was 16.49, the open interest changed by 14 which increased total open position to 41
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 23.05, which was -2.5 lower than the previous day. The implied volatity was 15.93, the open interest changed by -1 which decreased total open position to 25
On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 25.55, which was 7.15 higher than the previous day. The implied volatity was 17.49, the open interest changed by -2 which decreased total open position to 27
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 18.4, which was -3.9 lower than the previous day. The implied volatity was 15.99, the open interest changed by 0 which decreased total open position to 28
On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 22.3, which was -2.7 lower than the previous day. The implied volatity was 17.92, the open interest changed by -2 which decreased total open position to 29
On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 25, which was -0.15 lower than the previous day. The implied volatity was 17.11, the open interest changed by -1 which decreased total open position to 31
On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 25.15, which was -2.25 lower than the previous day. The implied volatity was 18.51, the open interest changed by 1 which increased total open position to 32
On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 27.15, which was 4.75 higher than the previous day. The implied volatity was 18.32, the open interest changed by 23 which increased total open position to 30
On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 22.4, which was -9.6 lower than the previous day. The implied volatity was 17.88, the open interest changed by 1 which increased total open position to 6
On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 32, which was -4 lower than the previous day. The implied volatity was 17.97, the open interest changed by 0 which decreased total open position to 3
On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 36, which was -7.8 lower than the previous day. The implied volatity was 19.60, the open interest changed by -1 which decreased total open position to 2
On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 43.8, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 43.8, which was -1.2 lower than the previous day. The implied volatity was 19.83, the open interest changed by 0 which decreased total open position to 2
On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 45, which was -1.25 lower than the previous day. The implied volatity was 16.06, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 46.25, which was 0 lower than the previous day. The implied volatity was 0.38, 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 46.25, 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































































































































































































































