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

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 1370 CE
Delta: 0.62 Vega: 1.26 Theta: -0.65 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1375.20	25.55 ₹ 17,885	-8.8 -6160.00	14.06	1,626 11,38,200	176 1,23,200	2,396 16,77,200
8 Dec	1389.60	33.05 ₹ 23,135	-3.25 -2275.00	12.78	1,083 7,58,100	-263 -1,84,100	2,218 15,52,600
5 Dec	1392.50	36.35 ₹ 25,445	0.95 665.00	10.77	996 6,97,200	-176 -1,23,200	2,484 17,38,800
4 Dec	1386.70	35.25 ₹ 24,675	-2.2 -1540.00	13.53	748 5,23,600	45 31,500	2,659 18,61,300
3 Dec	1391.50	38 ₹ 26,600	9.8 6860.00	12.96	2,926 20,48,200	-197 -1,37,900	2,613 18,29,100
2 Dec	1373.00	28.1 ₹ 19,670	-9.4 -6580.00	13.36	3,087 21,60,900	408 2,85,600	2,812 19,68,400
1 Dec	1390.10	36.9 ₹ 25,830	-0.9 -630.00	11.05	711 4,97,700	-11 -7,700	2,411 16,87,700
28 Nov	1388.80	38.1 ₹ 26,670	-2 -1400.00	11.85	557 3,89,900	40 28,000	2,425 16,97,500
27 Nov	1392.20	40.7 ₹ 28,490	12.1 8470.00	10.11	2,567 17,96,900	-550 -3,85,000	2,397 16,77,900
26 Nov	1375.00	28.65 ₹ 20,055	7.55 5285.00	11.10	4,195 29,36,500	36 25,200	2,947 20,62,900
25 Nov	1357.80	21.1 ₹ 14,770	-6.7 -4690.00	12.60	3,545 24,81,500	573 4,01,100	2,929 20,50,300
24 Nov	1368.40	26.8 ₹ 18,760	-3.8 -2660.00	12.75	1,474 10,31,800	234 1,63,800	2,354 16,47,800
21 Nov	1369.50	30.35 ₹ 21,245	-11.55 -8085.00	12.91	1,256 8,79,200	380 2,66,000	2,120 14,84,000
20 Nov	1383.00	41.7 ₹ 29,190	1.45 1015.00	14.42	496 3,47,200	160 1,12,000	1,740 12,18,000
19 Nov	1383.10	40.4 ₹ 28,280	2.8 1960.00	12.85	249 1,74,300	-9 -6,300	1,578 11,04,600
18 Nov	1373.40	37.25 ₹ 26,075	-4.95 -3465.00	15.59	179 1,25,300	77 53,900	1,587 11,10,900
17 Nov	1379.00	42.25 ₹ 29,575	1.55 1085.00	14.91	222 1,55,400	23 16,100	1,512 10,58,400
14 Nov	1373.00	41.15 ₹ 28,805	-4.85 -3395.00	15.48	667 4,66,900	422 2,95,400	1,490 10,43,000
13 Nov	1385.90	46.3 ₹ 32,410	12.65 8855.00	13.61	684 4,78,800	-446 -3,12,200	1,068 7,47,600
12 Nov	1358.90	33.5 ₹ 23,450	-0.1 -70.00	15.40	72 50,400	8 5,600	1,516 10,61,200
11 Nov	1358.30	33.6 ₹ 23,520	3.35 2345.00	15.06	133 93,100	16 11,200	1,508 10,55,600
10 Nov	1348.00	30.45 ₹ 21,315	2.05 1435.00	16.24	118 82,600	3 2,100	1,490 10,43,000
7 Nov	1343.00	29.05 ₹ 20,335	7.05 4935.00	15.99	165 1,15,500	28 19,600	1,492 10,44,400
6 Nov	1320.40	22.05 ₹ 15,435	-5.9 -4130.00	17.02	1,688 11,81,600	1,433 10,03,100	1,463 10,24,100
4 Nov	1336.90	27.95 ₹ 19,565	-5.25 -3675.00	16.07	2 1,400	1 700	29 20,300
3 Nov	1346.40	33.2 ₹ 23,240	0.2 140.00	15.68	2 1,400	1 700	28 19,600
31 Oct	1345.30	32.6 ₹ 22,820	-9 -6300.00	-	29 20,300	26 18,200	27 18,900

30 Oct	1362.40	41.6 ₹ 29,120	-10.25 -7175.00	15.17	1 700	0 0	0 0
29 Oct	1370.40	51.85 ₹ 36,295	0 0.00	-	0 0	0 0	0 0

For Icici Bank Ltd. - strike price 1370 expiring on 30DEC2025

Delta for 1370 CE is 0.62

Historical price for 1370 CE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 25.55, which was -8.8 lower than the previous day. The implied volatity was 14.06, the open interest changed by 176 which increased total open position to 2396

On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 33.05, which was -3.25 lower than the previous day. The implied volatity was 12.78, the open interest changed by -263 which decreased total open position to 2218

On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 36.35, which was 0.95 higher than the previous day. The implied volatity was 10.77, the open interest changed by -176 which decreased total open position to 2484

On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 35.25, which was -2.2 lower than the previous day. The implied volatity was 13.53, the open interest changed by 45 which increased total open position to 2659

On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 38, which was 9.8 higher than the previous day. The implied volatity was 12.96, the open interest changed by -197 which decreased total open position to 2613

On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 28.1, which was -9.4 lower than the previous day. The implied volatity was 13.36, the open interest changed by 408 which increased total open position to 2812

On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 36.9, which was -0.9 lower than the previous day. The implied volatity was 11.05, the open interest changed by -11 which decreased total open position to 2411

On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 38.1, which was -2 lower than the previous day. The implied volatity was 11.85, the open interest changed by 40 which increased total open position to 2425

On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 40.7, which was 12.1 higher than the previous day. The implied volatity was 10.11, the open interest changed by -550 which decreased total open position to 2397

On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 28.65, which was 7.55 higher than the previous day. The implied volatity was 11.10, the open interest changed by 36 which increased total open position to 2947

On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 21.1, which was -6.7 lower than the previous day. The implied volatity was 12.60, the open interest changed by 573 which increased total open position to 2929

On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 26.8, which was -3.8 lower than the previous day. The implied volatity was 12.75, the open interest changed by 234 which increased total open position to 2354

On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 30.35, which was -11.55 lower than the previous day. The implied volatity was 12.91, the open interest changed by 380 which increased total open position to 2120

On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 41.7, which was 1.45 higher than the previous day. The implied volatity was 14.42, the open interest changed by 160 which increased total open position to 1740

On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 40.4, which was 2.8 higher than the previous day. The implied volatity was 12.85, the open interest changed by -9 which decreased total open position to 1578

On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 37.25, which was -4.95 lower than the previous day. The implied volatity was 15.59, the open interest changed by 77 which increased total open position to 1587

On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 42.25, which was 1.55 higher than the previous day. The implied volatity was 14.91, the open interest changed by 23 which increased total open position to 1512

On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 41.15, which was -4.85 lower than the previous day. The implied volatity was 15.48, the open interest changed by 422 which increased total open position to 1490

On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 46.3, which was 12.65 higher than the previous day. The implied volatity was 13.61, the open interest changed by -446 which decreased total open position to 1068

On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 33.5, which was -0.1 lower than the previous day. The implied volatity was 15.40, the open interest changed by 8 which increased total open position to 1516

On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 33.6, which was 3.35 higher than the previous day. The implied volatity was 15.06, the open interest changed by 16 which increased total open position to 1508

On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 30.45, which was 2.05 higher than the previous day. The implied volatity was 16.24, the open interest changed by 3 which increased total open position to 1490

On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 29.05, which was 7.05 higher than the previous day. The implied volatity was 15.99, the open interest changed by 28 which increased total open position to 1492

On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 22.05, which was -5.9 lower than the previous day. The implied volatity was 17.02, the open interest changed by 1433 which increased total open position to 1463

On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 27.95, which was -5.25 lower than the previous day. The implied volatity was 16.07, the open interest changed by 1 which increased total open position to 29

On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 33.2, which was 0.2 higher than the previous day. The implied volatity was 15.68, the open interest changed by 1 which increased total open position to 28

On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 32.6, which was -9 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 27

On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 41.6, which was -10.25 lower than the previous day. The implied volatity was 15.17, 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 51.85, 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 1370 PE
Delta: -0.38 Vega: 1.26 Theta: -0.27 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	1375.20	12.65 ₹ 8,855	3.5 2450.00	14.03	3,565 24,95,500	49 34,300	2,391 16,73,700
8 Dec	1389.60	10 ₹ 7,000	1.1 770.00	15.10	2,614 18,29,800	75 52,500	2,349 16,44,300
5 Dec	1392.50	8.6 ₹ 6,020	-1.85 -1295.00	14.44	2,380 16,66,000	12 8,400	2,279 15,95,300
4 Dec	1386.70	10.7 ₹ 7,490	0.65 455.00	14.44	1,667 11,66,900	-175 -1,22,500	2,265 15,85,500
3 Dec	1391.50	9.75 ₹ 6,825	-5.75 -4025.00	14.88	3,029 21,20,300	166 1,16,200	2,443 17,10,100
2 Dec	1373.00	15.85 ₹ 11,095	4.35 3045.00	14.74	3,767 26,36,900	284 1,98,800	2,269 15,88,300
1 Dec	1390.10	11.8 ₹ 8,260	-0.45 -315.00	15.67	2,461 17,22,700	3 2,100	1,991 13,93,700
28 Nov	1388.80	12.15 ₹ 8,505	0.75 525.00	15.03	1,823 12,76,100	-103 -72,100	1,989 13,92,300
27 Nov	1392.20	11.1 ₹ 7,770	-5.95 -4165.00	15.22	3,475 24,32,500	-133 -93,100	2,093 14,65,100
26 Nov	1375.00	16.8 ₹ 11,760	-8.25 -5775.00	14.82	2,879 20,15,300	715 5,00,500	2,226 15,58,200
25 Nov	1357.80	25.1 ₹ 17,570	4 2800.00	14.97	2,708 18,95,600	488 3,41,600	1,514 10,59,800
24 Nov	1368.40	21.8 ₹ 15,260	-0.2 -140.00	15.39	996 6,97,200	248 1,73,600	1,025 7,17,500
21 Nov	1369.50	21.7 ₹ 15,190	4.85 3395.00	15.74	872 6,10,400	248 1,73,600	774 5,41,800
20 Nov	1383.00	16.9 ₹ 11,830	-0.5 -350.00	15.69	376 2,63,200	46 32,200	524 3,66,800
19 Nov	1383.10	17.25 ₹ 12,075	-5.6 -3920.00	16.00	236 1,65,200	123 86,100	478 3,34,600
18 Nov	1373.40	23.35 ₹ 16,345	1.05 735.00	16.57	168 1,17,600	22 15,400	356 2,49,200
17 Nov	1379.00	22.15 ₹ 15,505	-3.1 -2170.00	17.76	133 93,100	35 24,500	334 2,33,800
14 Nov	1373.00	25.9 ₹ 18,130	7.05 4935.00	18.21	271 1,89,700	188 1,31,600	299 2,09,300
13 Nov	1385.90	19.05 ₹ 13,335	-12.2 -8540.00	16.81	155 1,08,500	-8 -5,600	100 70,000
12 Nov	1358.90	31.35 ₹ 21,945	-1.8 -1260.00	17.58	27 18,900	6 4,200	105 73,500
11 Nov	1358.30	33.15 ₹ 23,205	-2.7 -1890.00	18.51	50 35,000	33 23,100	94 65,800
10 Nov	1348.00	34.45 ₹ 24,115	-6.2 -4340.00	16.31	8 5,600	2 1,400	64 44,800
7 Nov	1343.00	40.75 ₹ 28,525	-13.45 -9415.00	17.98	7 4,900	6 4,200	63 44,100
6 Nov	1320.40	54.2 ₹ 37,940	18.2 12740.00	18.34	60 42,000	44 30,800	56 39,200
4 Nov	1336.90	36 ₹ 25,200	6.25 4375.00	-	0 0	2 1,400	0 0
3 Nov	1346.40	36 ₹ 25,200	6.25 4375.00	16.99	2 1,400	0 0	10 7,000
31 Oct	1345.30	29.75 ₹ 20,825	-1.25 -875.00	-	0 0	8 5,600	0 0
30 Oct	1362.40	29.75 ₹ 20,825	-1.25 -875.00	16.66	9 6,300	5 3,500	7 4,900
29 Oct	1370.40	31 ₹ 21,700	-13.35 -9345.00	18.88	2 1,400	1 700	1 700

For Icici Bank Ltd. - strike price 1370 expiring on 30DEC2025

Delta for 1370 PE is -0.38

Historical price for 1370 PE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 12.65, which was 3.5 higher than the previous day. The implied volatity was 14.03, the open interest changed by 49 which increased total open position to 2391

On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 10, which was 1.1 higher than the previous day. The implied volatity was 15.10, the open interest changed by 75 which increased total open position to 2349

On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 8.6, which was -1.85 lower than the previous day. The implied volatity was 14.44, the open interest changed by 12 which increased total open position to 2279

On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 10.7, which was 0.65 higher than the previous day. The implied volatity was 14.44, the open interest changed by -175 which decreased total open position to 2265

On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 9.75, which was -5.75 lower than the previous day. The implied volatity was 14.88, the open interest changed by 166 which increased total open position to 2443

On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 15.85, which was 4.35 higher than the previous day. The implied volatity was 14.74, the open interest changed by 284 which increased total open position to 2269

On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 11.8, which was -0.45 lower than the previous day. The implied volatity was 15.67, the open interest changed by 3 which increased total open position to 1991

On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 12.15, which was 0.75 higher than the previous day. The implied volatity was 15.03, the open interest changed by -103 which decreased total open position to 1989

On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 11.1, which was -5.95 lower than the previous day. The implied volatity was 15.22, the open interest changed by -133 which decreased total open position to 2093

On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 16.8, which was -8.25 lower than the previous day. The implied volatity was 14.82, the open interest changed by 715 which increased total open position to 2226

On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 25.1, which was 4 higher than the previous day. The implied volatity was 14.97, the open interest changed by 488 which increased total open position to 1514

On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 21.8, which was -0.2 lower than the previous day. The implied volatity was 15.39, the open interest changed by 248 which increased total open position to 1025

On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 21.7, which was 4.85 higher than the previous day. The implied volatity was 15.74, the open interest changed by 248 which increased total open position to 774

On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 16.9, which was -0.5 lower than the previous day. The implied volatity was 15.69, the open interest changed by 46 which increased total open position to 524

On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 17.25, which was -5.6 lower than the previous day. The implied volatity was 16.00, the open interest changed by 123 which increased total open position to 478

On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 23.35, which was 1.05 higher than the previous day. The implied volatity was 16.57, the open interest changed by 22 which increased total open position to 356

On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 22.15, which was -3.1 lower than the previous day. The implied volatity was 17.76, the open interest changed by 35 which increased total open position to 334

On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 25.9, which was 7.05 higher than the previous day. The implied volatity was 18.21, the open interest changed by 188 which increased total open position to 299

On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 19.05, which was -12.2 lower than the previous day. The implied volatity was 16.81, the open interest changed by -8 which decreased total open position to 100

On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 31.35, which was -1.8 lower than the previous day. The implied volatity was 17.58, the open interest changed by 6 which increased total open position to 105

On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 33.15, which was -2.7 lower than the previous day. The implied volatity was 18.51, the open interest changed by 33 which increased total open position to 94

On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 34.45, which was -6.2 lower than the previous day. The implied volatity was 16.31, the open interest changed by 2 which increased total open position to 64

On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 40.75, which was -13.45 lower than the previous day. The implied volatity was 17.98, the open interest changed by 6 which increased total open position to 63

On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 54.2, which was 18.2 higher than the previous day. The implied volatity was 18.34, the open interest changed by 44 which increased total open position to 56

On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 36, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 36, which was 6.25 higher than the previous day. The implied volatity was 16.99, the open interest changed by 0 which decreased total open position to 10

On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 29.75, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0

On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 29.75, which was -1.25 lower than the previous day. The implied volatity was 16.66, the open interest changed by 5 which increased total open position to 7

On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 31, which was -13.35 lower than the previous day. The implied volatity was 18.88, the open interest changed by 1 which increased total open position to 1

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