[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1392.5 +5.80 (0.42%)
L: 1381 H: 1395.3

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Historical option data for ICICIBANK

05 Dec 2025 04:10 PM IST
ICICIBANK 30-DEC-2025 1380 CE
Delta: 0.72
Vega: 1.23
Theta: -0.53
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 1392.50 29 0.4 10.86 4,675 34 3,517
4 Dec 1386.70 28.3 -2.15 13.35 3,983 19 3,484
3 Dec 1391.50 31 8.45 12.86 8,853 -286 3,613
2 Dec 1373.00 22.55 -8.1 13.40 7,654 881 3,906
1 Dec 1390.10 30.35 -0.9 11.50 2,750 22 3,029
28 Nov 1388.80 31.35 -1.6 11.94 2,781 12 3,009
27 Nov 1392.20 34 11.15 10.87 7,726 -344 3,007
26 Nov 1375.00 23.1 6.7 11.35 6,210 229 3,347
25 Nov 1357.80 16.45 -5.7 12.51 5,117 721 3,112
24 Nov 1368.40 21.5 -3.6 12.69 2,339 229 2,390
21 Nov 1369.50 25.05 -10.4 13.00 2,909 1,127 2,162
20 Nov 1383.00 35.6 1.6 14.45 1,648 267 1,030
19 Nov 1383.10 34.05 2.2 12.88 986 244 765
18 Nov 1373.40 31.5 -4.65 15.41 357 170 518
17 Nov 1379.00 36.25 1.65 14.89 241 62 348
14 Nov 1373.00 35.15 -4.7 15.29 280 132 283
13 Nov 1385.90 39.9 11.05 13.63 244 -47 151
12 Nov 1358.90 28.45 -0.35 15.32 66 32 196
11 Nov 1358.30 28.8 3.4 15.13 22 4 164
10 Nov 1348.00 25.4 1.2 16.06 20 7 160
7 Nov 1343.00 24.4 5.6 15.78 71 37 153
6 Nov 1320.40 18 -5.5 16.62 145 67 116
4 Nov 1336.90 23.7 -4.8 15.95 22 2 49
3 Nov 1346.40 28.5 -1.35 15.50 12 2 47
31 Oct 1345.30 29.85 -6.2 - 14 8 46
30 Oct 1362.40 36.05 -4.95 15.04 14 13 37
29 Oct 1370.40 41 -10.75 14.74 33 25 25
28 Oct 1363.10 51.75 0 - 0 0 0
27 Oct 1377.60 51.75 0 - 0 0 0
24 Oct 1377.70 51.75 0 - 0 0 0
23 Oct 1363.70 51.75 0 - 0 0 0
21 Oct 1382.00 51.75 0 - 0 0 0
20 Oct 1390.30 51.75 0 - 0 0 0
16 Oct 1417.30 51.75 0 - 0 0 0
14 Oct 1384.10 51.75 0 - 0 0 0
9 Oct 1376.20 51.75 0 - 0 0 0
8 Oct 1370.30 51.75 0 - 0 0 0
7 Oct 1375.90 51.75 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 1380 expiring on 30DEC2025

Delta for 1380 CE is 0.72

Historical price for 1380 CE is as follows

On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 29, which was 0.4 higher than the previous day. The implied volatity was 10.86, the open interest changed by 34 which increased total open position to 3517


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 28.3, which was -2.15 lower than the previous day. The implied volatity was 13.35, the open interest changed by 19 which increased total open position to 3484


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 31, which was 8.45 higher than the previous day. The implied volatity was 12.86, the open interest changed by -286 which decreased total open position to 3613


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 22.55, which was -8.1 lower than the previous day. The implied volatity was 13.40, the open interest changed by 881 which increased total open position to 3906


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 30.35, which was -0.9 lower than the previous day. The implied volatity was 11.50, the open interest changed by 22 which increased total open position to 3029


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 31.35, which was -1.6 lower than the previous day. The implied volatity was 11.94, the open interest changed by 12 which increased total open position to 3009


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 34, which was 11.15 higher than the previous day. The implied volatity was 10.87, the open interest changed by -344 which decreased total open position to 3007


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 23.1, which was 6.7 higher than the previous day. The implied volatity was 11.35, the open interest changed by 229 which increased total open position to 3347


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 16.45, which was -5.7 lower than the previous day. The implied volatity was 12.51, the open interest changed by 721 which increased total open position to 3112


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 21.5, which was -3.6 lower than the previous day. The implied volatity was 12.69, the open interest changed by 229 which increased total open position to 2390


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 25.05, which was -10.4 lower than the previous day. The implied volatity was 13.00, the open interest changed by 1127 which increased total open position to 2162


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 35.6, which was 1.6 higher than the previous day. The implied volatity was 14.45, the open interest changed by 267 which increased total open position to 1030


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 34.05, which was 2.2 higher than the previous day. The implied volatity was 12.88, the open interest changed by 244 which increased total open position to 765


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 31.5, which was -4.65 lower than the previous day. The implied volatity was 15.41, the open interest changed by 170 which increased total open position to 518


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 36.25, which was 1.65 higher than the previous day. The implied volatity was 14.89, the open interest changed by 62 which increased total open position to 348


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 35.15, which was -4.7 lower than the previous day. The implied volatity was 15.29, the open interest changed by 132 which increased total open position to 283


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 39.9, which was 11.05 higher than the previous day. The implied volatity was 13.63, the open interest changed by -47 which decreased total open position to 151


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 28.45, which was -0.35 lower than the previous day. The implied volatity was 15.32, the open interest changed by 32 which increased total open position to 196


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 28.8, which was 3.4 higher than the previous day. The implied volatity was 15.13, the open interest changed by 4 which increased total open position to 164


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 25.4, which was 1.2 higher than the previous day. The implied volatity was 16.06, the open interest changed by 7 which increased total open position to 160


On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 24.4, which was 5.6 higher than the previous day. The implied volatity was 15.78, the open interest changed by 37 which increased total open position to 153


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 18, which was -5.5 lower than the previous day. The implied volatity was 16.62, the open interest changed by 67 which increased total open position to 116


On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 23.7, which was -4.8 lower than the previous day. The implied volatity was 15.95, the open interest changed by 2 which increased total open position to 49


On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 28.5, which was -1.35 lower than the previous day. The implied volatity was 15.50, the open interest changed by 2 which increased total open position to 47


On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 29.85, which was -6.2 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 46


On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 36.05, which was -4.95 lower than the previous day. The implied volatity was 15.04, the open interest changed by 13 which increased total open position to 37


On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 41, which was -10.75 lower than the previous day. The implied volatity was 14.74, the open interest changed by 25 which increased total open position to 25


On 28 Oct ICICIBANK was trading at 1363.10. The strike last trading price was 51.75, 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 27 Oct ICICIBANK was trading at 1377.60. The strike last trading price was 51.75, 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 51.75, 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 51.75, 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 51.75, 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 51.75, 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 51.75, 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 51.75, 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 51.75, 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 51.75, 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 51.75, 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 1380 PE
Delta: -0.33
Vega: 1.32
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 1392.50 11.4 -2.25 14.23 4,177 -431 3,085
4 Dec 1386.70 13.75 0.7 14.03 3,566 108 3,506
3 Dec 1391.50 12.9 -6.85 14.36 4,948 -29 3,387
2 Dec 1373.00 20.1 5.45 14.65 5,102 449 3,380
1 Dec 1390.10 15 -0.45 15.54 3,367 57 2,932
28 Nov 1388.80 15.15 0.65 14.74 2,752 -59 2,876
27 Nov 1392.20 14.2 -7.1 15.22 5,140 204 2,938
26 Nov 1375.00 20.95 -9.3 14.77 2,710 385 2,737
25 Nov 1357.80 30.3 4.35 14.87 3,419 614 2,353
24 Nov 1368.40 26.5 0 15.35 1,205 357 1,752
21 Nov 1369.50 26.5 6.15 15.87 1,511 559 1,388
20 Nov 1383.00 20.5 -0.6 15.55 670 215 828
19 Nov 1383.10 21 -6.3 15.97 849 374 611
18 Nov 1373.40 27.65 1.45 16.46 195 41 237
17 Nov 1379.00 26.1 -3.15 17.67 136 77 195
14 Nov 1373.00 28.7 6.15 17.39 109 9 117
13 Nov 1385.90 22.25 -13.3 16.52 163 63 106
12 Nov 1358.90 35.9 0 17.35 26 10 40
11 Nov 1358.30 36.5 -16.7 17.70 3 2 30
10 Nov 1348.00 53.2 6.7 - 0 0 0
7 Nov 1343.00 53.2 6.7 - 0 0 0
6 Nov 1320.40 53.2 6.7 14.13 2 0 28
4 Nov 1336.90 46.5 5.35 16.30 1 0 28
3 Nov 1346.40 41.15 -2.5 16.94 5 3 28
31 Oct 1345.30 43.75 8.75 - 5 1 25
30 Oct 1362.40 35 2.45 16.95 12 10 23
29 Oct 1370.40 32.5 1.4 17.60 11 6 11
28 Oct 1363.10 31.1 2.25 15.87 1 0 5
27 Oct 1377.60 28.85 -7.7 17.30 3 1 5
24 Oct 1377.70 36.55 12.55 - 0 3 0
23 Oct 1363.70 36.55 12.55 17.63 3 1 2
21 Oct 1382.00 24 -38.85 - 0 1 0
20 Oct 1390.30 24 -38.85 16.79 1 0 0
16 Oct 1417.30 62.85 0 - 0 0 0
14 Oct 1384.10 62.85 0 1.46 0 0 0
9 Oct 1376.20 62.85 0 1.17 0 0 0
8 Oct 1370.30 62.85 0 0.83 0 0 0
7 Oct 1375.90 62.85 0 - 0 0 0
6 Oct 1363.40 0 0 - 0 0 0
3 Oct 1365.20 0 0 0.81 0 0 0


For Icici Bank Ltd. - strike price 1380 expiring on 30DEC2025

Delta for 1380 PE is -0.33

Historical price for 1380 PE is as follows

On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 11.4, which was -2.25 lower than the previous day. The implied volatity was 14.23, the open interest changed by -431 which decreased total open position to 3085


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 13.75, which was 0.7 higher than the previous day. The implied volatity was 14.03, the open interest changed by 108 which increased total open position to 3506


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 12.9, which was -6.85 lower than the previous day. The implied volatity was 14.36, the open interest changed by -29 which decreased total open position to 3387


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 20.1, which was 5.45 higher than the previous day. The implied volatity was 14.65, the open interest changed by 449 which increased total open position to 3380


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 15, which was -0.45 lower than the previous day. The implied volatity was 15.54, the open interest changed by 57 which increased total open position to 2932


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 15.15, which was 0.65 higher than the previous day. The implied volatity was 14.74, the open interest changed by -59 which decreased total open position to 2876


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 14.2, which was -7.1 lower than the previous day. The implied volatity was 15.22, the open interest changed by 204 which increased total open position to 2938


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 20.95, which was -9.3 lower than the previous day. The implied volatity was 14.77, the open interest changed by 385 which increased total open position to 2737


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 30.3, which was 4.35 higher than the previous day. The implied volatity was 14.87, the open interest changed by 614 which increased total open position to 2353


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 26.5, which was 0 lower than the previous day. The implied volatity was 15.35, the open interest changed by 357 which increased total open position to 1752


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 26.5, which was 6.15 higher than the previous day. The implied volatity was 15.87, the open interest changed by 559 which increased total open position to 1388


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 20.5, which was -0.6 lower than the previous day. The implied volatity was 15.55, the open interest changed by 215 which increased total open position to 828


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 21, which was -6.3 lower than the previous day. The implied volatity was 15.97, the open interest changed by 374 which increased total open position to 611


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 27.65, which was 1.45 higher than the previous day. The implied volatity was 16.46, the open interest changed by 41 which increased total open position to 237


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 26.1, which was -3.15 lower than the previous day. The implied volatity was 17.67, the open interest changed by 77 which increased total open position to 195


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 28.7, which was 6.15 higher than the previous day. The implied volatity was 17.39, the open interest changed by 9 which increased total open position to 117


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 22.25, which was -13.3 lower than the previous day. The implied volatity was 16.52, the open interest changed by 63 which increased total open position to 106


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 35.9, which was 0 lower than the previous day. The implied volatity was 17.35, the open interest changed by 10 which increased total open position to 40


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 36.5, which was -16.7 lower than the previous day. The implied volatity was 17.70, the open interest changed by 2 which increased total open position to 30


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 53.2, which was 6.7 higher 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 53.2, which was 6.7 higher 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 53.2, which was 6.7 higher than the previous day. The implied volatity was 14.13, the open interest changed by 0 which decreased total open position to 28


On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 46.5, which was 5.35 higher than the previous day. The implied volatity was 16.30, the open interest changed by 0 which decreased total open position to 28


On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 41.15, which was -2.5 lower than the previous day. The implied volatity was 16.94, the open interest changed by 3 which increased total open position to 28


On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 43.75, which was 8.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 25


On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 35, which was 2.45 higher than the previous day. The implied volatity was 16.95, the open interest changed by 10 which increased total open position to 23


On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 32.5, which was 1.4 higher than the previous day. The implied volatity was 17.60, the open interest changed by 6 which increased total open position to 11


On 28 Oct ICICIBANK was trading at 1363.10. The strike last trading price was 31.1, which was 2.25 higher than the previous day. The implied volatity was 15.87, the open interest changed by 0 which decreased total open position to 5


On 27 Oct ICICIBANK was trading at 1377.60. The strike last trading price was 28.85, which was -7.7 lower than the previous day. The implied volatity was 17.30, the open interest changed by 1 which increased total open position to 5


On 24 Oct ICICIBANK was trading at 1377.70. The strike last trading price was 36.55, which was 12.55 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 23 Oct ICICIBANK was trading at 1363.70. The strike last trading price was 36.55, which was 12.55 higher than the previous day. The implied volatity was 17.63, the open interest changed by 1 which increased total open position to 2


On 21 Oct ICICIBANK was trading at 1382.00. The strike last trading price was 24, which was -38.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 20 Oct ICICIBANK was trading at 1390.30. The strike last trading price was 24, which was -38.85 lower than the previous day. The implied volatity was 16.79, 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 62.85, 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


On 14 Oct ICICIBANK was trading at 1384.10. The strike last trading price was 62.85, which was 0 lower than the previous day. The implied volatity was 1.46, 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 62.85, which was 0 lower than the previous day. The implied volatity was 1.17, 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 62.85, which was 0 lower than the previous day. The implied volatity was 0.83, 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 62.85, 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


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 0.81, the open interest changed by 0 which decreased total open position to 0