ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
09 Dec 2025 12:10 PM IST
| ICICIBANK 30-DEC-2025 1390 CE | ||||||||||||||||
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Delta: 0.46
Vega: 1.32
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 1377.10 | 15.35 | -6.2 | 13.35 | 3,731 | 622 | 3,404 | |||||||||
| 8 Dec | 1389.60 | 20.6 | -2.35 | 12.92 | 5,577 | 342 | 2,784 | |||||||||
| 5 Dec | 1392.50 | 22.7 | 0 | 11.05 | 4,875 | 17 | 2,450 | |||||||||
| 4 Dec | 1386.70 | 22.65 | -1.55 | 13.41 | 4,413 | 364 | 2,428 | |||||||||
| 3 Dec | 1391.50 | 24.9 | 7.2 | 12.88 | 5,135 | -204 | 2,063 | |||||||||
| 2 Dec | 1373.00 | 17.8 | -6.9 | 13.46 | 3,673 | 292 | 2,262 | |||||||||
| 1 Dec | 1390.10 | 24.45 | -0.85 | 11.76 | 4,445 | 27 | 1,970 | |||||||||
| 28 Nov | 1388.80 | 25.6 | -1.35 | 12.18 | 4,288 | 428 | 1,988 | |||||||||
| 27 Nov | 1392.20 | 27.95 | 10 | 11.28 | 6,848 | 134 | 1,555 | |||||||||
| 26 Nov | 1375.00 | 18.2 | 5.55 | 11.48 | 1,890 | 99 | 1,425 | |||||||||
| 25 Nov | 1357.80 | 12.45 | -5.5 | 12.37 | 2,239 | 427 | 1,336 | |||||||||
| 24 Nov | 1368.40 | 17.1 | -3.5 | 12.74 | 865 | 195 | 907 | |||||||||
| 21 Nov | 1369.50 | 20.3 | -9.4 | 13.01 | 706 | 111 | 713 | |||||||||
| 20 Nov | 1383.00 | 29.85 | 1.45 | 14.35 | 725 | 267 | 600 | |||||||||
| 19 Nov | 1383.10 | 28.5 | 1.6 | 12.99 | 263 | 84 | 333 | |||||||||
| 18 Nov | 1373.40 | 26.4 | -4.35 | 15.30 | 153 | 83 | 250 | |||||||||
| 17 Nov | 1379.00 | 30.45 | 1.5 | 14.69 | 154 | 117 | 165 | |||||||||
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| 14 Nov | 1373.00 | 29.1 | -5.75 | 14.81 | 66 | 10 | 47 | |||||||||
| 13 Nov | 1385.90 | 34.9 | 10.5 | 14.09 | 86 | 29 | 36 | |||||||||
| 12 Nov | 1358.90 | 24.4 | 0.4 | 15.50 | 8 | 2 | 5 | |||||||||
| 11 Nov | 1358.30 | 24 | 2 | 14.94 | 6 | 1 | 2 | |||||||||
| 10 Nov | 1348.00 | 22 | -20.45 | 16.17 | 1 | 0 | 0 | |||||||||
| 7 Nov | 1343.00 | 42.45 | 0 | 1.51 | 0 | 0 | 0 | |||||||||
| 6 Nov | 1320.40 | 42.45 | 0 | 2.69 | 0 | 0 | 0 | |||||||||
| 4 Nov | 1336.90 | 42.45 | 0 | 1.72 | 0 | 0 | 0 | |||||||||
| 3 Nov | 1346.40 | 42.45 | 0 | 1.07 | 0 | 0 | 0 | |||||||||
| 31 Oct | 1345.30 | 42.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1362.40 | 42.45 | 0 | 0.28 | 0 | 0 | 0 | |||||||||
| 29 Oct | 1370.40 | 42.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1390 expiring on 30DEC2025
Delta for 1390 CE is 0.46
Historical price for 1390 CE is as follows
On 9 Dec ICICIBANK was trading at 1377.10. The strike last trading price was 15.35, which was -6.2 lower than the previous day. The implied volatity was 13.35, the open interest changed by 622 which increased total open position to 3404
On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 20.6, which was -2.35 lower than the previous day. The implied volatity was 12.92, the open interest changed by 342 which increased total open position to 2784
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 22.7, which was 0 lower than the previous day. The implied volatity was 11.05, the open interest changed by 17 which increased total open position to 2450
On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 22.65, which was -1.55 lower than the previous day. The implied volatity was 13.41, the open interest changed by 364 which increased total open position to 2428
On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 24.9, which was 7.2 higher than the previous day. The implied volatity was 12.88, the open interest changed by -204 which decreased total open position to 2063
On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 17.8, which was -6.9 lower than the previous day. The implied volatity was 13.46, the open interest changed by 292 which increased total open position to 2262
On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 24.45, which was -0.85 lower than the previous day. The implied volatity was 11.76, the open interest changed by 27 which increased total open position to 1970
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 25.6, which was -1.35 lower than the previous day. The implied volatity was 12.18, the open interest changed by 428 which increased total open position to 1988
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 27.95, which was 10 higher than the previous day. The implied volatity was 11.28, the open interest changed by 134 which increased total open position to 1555
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 18.2, which was 5.55 higher than the previous day. The implied volatity was 11.48, the open interest changed by 99 which increased total open position to 1425
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 12.45, which was -5.5 lower than the previous day. The implied volatity was 12.37, the open interest changed by 427 which increased total open position to 1336
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 17.1, which was -3.5 lower than the previous day. The implied volatity was 12.74, the open interest changed by 195 which increased total open position to 907
On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 20.3, which was -9.4 lower than the previous day. The implied volatity was 13.01, the open interest changed by 111 which increased total open position to 713
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 29.85, which was 1.45 higher than the previous day. The implied volatity was 14.35, the open interest changed by 267 which increased total open position to 600
On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 28.5, which was 1.6 higher than the previous day. The implied volatity was 12.99, the open interest changed by 84 which increased total open position to 333
On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 26.4, which was -4.35 lower than the previous day. The implied volatity was 15.30, the open interest changed by 83 which increased total open position to 250
On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 30.45, which was 1.5 higher than the previous day. The implied volatity was 14.69, the open interest changed by 117 which increased total open position to 165
On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 29.1, which was -5.75 lower than the previous day. The implied volatity was 14.81, the open interest changed by 10 which increased total open position to 47
On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 34.9, which was 10.5 higher than the previous day. The implied volatity was 14.09, the open interest changed by 29 which increased total open position to 36
On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 24.4, which was 0.4 higher than the previous day. The implied volatity was 15.50, the open interest changed by 2 which increased total open position to 5
On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 24, which was 2 higher than the previous day. The implied volatity was 14.94, the open interest changed by 1 which increased total open position to 2
On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 22, which was -20.45 lower than the previous day. The implied volatity was 16.17, 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 42.45, which was 0 lower than the previous day. The implied volatity was 1.51, 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 42.45, which was 0 lower than the previous day. The implied volatity was 2.69, 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 42.45, which was 0 lower than the previous day. The implied volatity was 1.72, 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 42.45, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 42.45, 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 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 42.45, which was 0 lower than the previous day. The implied volatity was 0.28, 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 42.45, 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 1390 PE | |||||||
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Delta: -0.53
Vega: 1.32
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 1377.10 | 21.25 | 5.25 | 14.13 | 2,097 | -184 | 2,166 |
| 8 Dec | 1389.60 | 16.7 | 1.2 | 14.37 | 5,209 | 272 | 2,376 |
| 5 Dec | 1392.50 | 15.2 | -2.4 | 14.26 | 2,553 | 73 | 2,102 |
| 4 Dec | 1386.70 | 17.8 | 0.85 | 13.99 | 3,006 | 10 | 2,034 |
| 3 Dec | 1391.50 | 16.6 | -8.4 | 14.20 | 2,911 | 472 | 2,042 |
| 2 Dec | 1373.00 | 25.45 | 6.7 | 14.83 | 2,034 | -82 | 1,570 |
| 1 Dec | 1390.10 | 19.1 | -0.35 | 15.60 | 3,344 | 70 | 1,641 |
| 28 Nov | 1388.80 | 19.15 | 0.9 | 14.72 | 3,747 | -50 | 1,572 |
| 27 Nov | 1392.20 | 18 | -8 | 15.21 | 4,923 | 778 | 1,619 |
| 26 Nov | 1375.00 | 26.1 | -10.3 | 14.94 | 433 | 98 | 842 |
| 25 Nov | 1357.80 | 36.7 | 6.5 | 15.14 | 731 | 102 | 742 |
| 24 Nov | 1368.40 | 32.15 | 0.4 | 15.52 | 467 | 247 | 642 |
| 21 Nov | 1369.50 | 31.7 | 7.1 | 15.92 | 168 | 8 | 394 |
| 20 Nov | 1383.00 | 24.9 | -0.6 | 15.56 | 366 | 178 | 382 |
| 19 Nov | 1383.10 | 25.6 | -6.35 | 16.12 | 164 | 71 | 204 |
| 18 Nov | 1373.40 | 31.7 | 0.95 | 15.95 | 136 | 58 | 140 |
| 17 Nov | 1379.00 | 30.55 | -3.2 | 17.60 | 95 | 55 | 81 |
| 14 Nov | 1373.00 | 33.75 | 7.1 | 17.52 | 23 | 5 | 25 |
| 13 Nov | 1385.90 | 26.6 | -35.3 | 16.61 | 35 | 14 | 20 |
| 12 Nov | 1358.90 | 61.9 | 7.15 | - | 0 | 0 | 0 |
| 11 Nov | 1358.30 | 61.9 | 7.15 | - | 0 | 0 | 0 |
| 10 Nov | 1348.00 | 61.9 | 7.15 | - | 0 | 0 | 0 |
| 7 Nov | 1343.00 | 61.9 | 7.15 | - | 0 | 6 | 0 |
| 6 Nov | 1320.40 | 61.9 | 7.15 | 15.16 | 6 | 5 | 5 |
| 4 Nov | 1336.90 | 54.75 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 1346.40 | 54.75 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 1345.30 | 54.75 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1362.40 | 54.75 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 1370.40 | 54.75 | 0 | 0.31 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1390 expiring on 30DEC2025
Delta for 1390 PE is -0.53
Historical price for 1390 PE is as follows
On 9 Dec ICICIBANK was trading at 1377.10. The strike last trading price was 21.25, which was 5.25 higher than the previous day. The implied volatity was 14.13, the open interest changed by -184 which decreased total open position to 2166
On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 16.7, which was 1.2 higher than the previous day. The implied volatity was 14.37, the open interest changed by 272 which increased total open position to 2376
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 15.2, which was -2.4 lower than the previous day. The implied volatity was 14.26, the open interest changed by 73 which increased total open position to 2102
On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 17.8, which was 0.85 higher than the previous day. The implied volatity was 13.99, the open interest changed by 10 which increased total open position to 2034
On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 16.6, which was -8.4 lower than the previous day. The implied volatity was 14.20, the open interest changed by 472 which increased total open position to 2042
On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 25.45, which was 6.7 higher than the previous day. The implied volatity was 14.83, the open interest changed by -82 which decreased total open position to 1570
On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 19.1, which was -0.35 lower than the previous day. The implied volatity was 15.60, the open interest changed by 70 which increased total open position to 1641
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 19.15, which was 0.9 higher than the previous day. The implied volatity was 14.72, the open interest changed by -50 which decreased total open position to 1572
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 18, which was -8 lower than the previous day. The implied volatity was 15.21, the open interest changed by 778 which increased total open position to 1619
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 26.1, which was -10.3 lower than the previous day. The implied volatity was 14.94, the open interest changed by 98 which increased total open position to 842
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 36.7, which was 6.5 higher than the previous day. The implied volatity was 15.14, the open interest changed by 102 which increased total open position to 742
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 32.15, which was 0.4 higher than the previous day. The implied volatity was 15.52, the open interest changed by 247 which increased total open position to 642
On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 31.7, which was 7.1 higher than the previous day. The implied volatity was 15.92, the open interest changed by 8 which increased total open position to 394
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 24.9, which was -0.6 lower than the previous day. The implied volatity was 15.56, the open interest changed by 178 which increased total open position to 382
On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 25.6, which was -6.35 lower than the previous day. The implied volatity was 16.12, the open interest changed by 71 which increased total open position to 204
On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 31.7, which was 0.95 higher than the previous day. The implied volatity was 15.95, the open interest changed by 58 which increased total open position to 140
On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 30.55, which was -3.2 lower than the previous day. The implied volatity was 17.60, the open interest changed by 55 which increased total open position to 81
On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 33.75, which was 7.1 higher than the previous day. The implied volatity was 17.52, the open interest changed by 5 which increased total open position to 25
On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 26.6, which was -35.3 lower than the previous day. The implied volatity was 16.61, the open interest changed by 14 which increased total open position to 20
On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 61.9, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 61.9, which was 7.15 higher than the previous day. The implied volatity was -, 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 61.9, which was 7.15 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 61.9, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 61.9, which was 7.15 higher than the previous day. The implied volatity was 15.16, the open interest changed by 5 which increased total open position to 5
On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 54.75, 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 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 54.75, 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 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 54.75, 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 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 54.75, 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 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 54.75, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0































































































































































































































