[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1377.1 -12.50 (-0.90%)
L: 1374.5 H: 1384.3

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Historical option data for ICICIBANK

09 Dec 2025 12:10 PM IST
ICICIBANK 30-DEC-2025 1390 CE
Delta: 0.46
Vega: 1.32
Theta: -0.59
Gamma: 0.01
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
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
Delta: -0.53
Vega: 1.32
Theta: -0.23
Gamma: 0.01
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