[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1359.8 -3.20 (-0.23%)
L: 1357.6 H: 1368.2

Back to Option Chain


Historical option data for ICICIBANK

24 Dec 2025 04:10 PM IST
ICICIBANK 27-JAN-2026 1360 CE
Delta: 0.59
Vega: 1.61
Theta: -0.55
Gamma: 0.01
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
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
Delta: -0.42
Vega: 1.62
Theta: -0.21
Gamma: 0.01
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