[--[65.84.65.76]--]

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
ICICIBANK 30-DEC-2025 1400 CE
Delta: 0.36
Vega: 1.24
Theta: -0.54
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 11 -5.25 13.78 8,206 1,064 11,019
8 Dec 1389.60 15.45 -2.1 12.80 11,805 220 9,937
5 Dec 1392.50 17.3 -0.2 11.19 12,145 311 9,712
4 Dec 1386.70 17.5 -1.4 13.27 7,290 -22 9,410
3 Dec 1391.50 19.5 5.85 12.83 15,271 -224 9,432
2 Dec 1373.00 13.65 -5.85 13.41 8,996 662 9,723
1 Dec 1390.10 19.2 -1 11.87 14,672 -135 9,061
28 Nov 1388.80 20.4 -1.15 12.25 13,233 2,264 9,195
27 Nov 1392.20 22.35 8.5 11.41 19,149 1,670 6,900
26 Nov 1375.00 14 4.4 11.55 5,240 38 5,222
25 Nov 1357.80 9.5 -4.7 12.47 6,334 1,559 5,133
24 Nov 1368.40 13.25 -3.25 12.71 2,355 299 3,572
21 Nov 1369.50 16.3 -8.25 13.08 2,805 571 3,268
20 Nov 1383.00 24.85 1.25 14.34 2,659 742 2,668
19 Nov 1383.10 23.5 1.3 13.04 1,284 356 1,921
18 Nov 1373.40 22.1 -3.85 15.32 510 98 1,550
17 Nov 1379.00 25.85 1.45 14.83 801 227 1,446
14 Nov 1373.00 24.55 -4.6 14.84 945 160 1,213
13 Nov 1385.90 29.35 8.85 13.97 1,170 110 1,052
12 Nov 1358.90 20.55 0.35 15.53 456 60 934
11 Nov 1358.30 20.25 2.05 15.03 362 -33 874
10 Nov 1348.00 18.25 1.1 16.15 235 21 907
7 Nov 1343.00 17 3.65 15.59 291 -13 887
6 Nov 1320.40 13.35 -3.9 17.06 1,083 241 898
4 Nov 1336.90 16.8 -3.5 15.86 232 99 656
3 Nov 1346.40 20.9 -0.05 15.60 220 38 557
31 Oct 1345.30 20.7 -6.05 - 220 96 515
30 Oct 1362.40 26.75 -4.6 14.98 252 100 411
29 Oct 1370.40 31.35 -0.45 14.92 140 31 312
28 Oct 1363.10 32.4 -4.85 16.33 104 47 281
27 Oct 1377.60 37.95 -0.1 15.62 78 25 234
24 Oct 1377.70 38.5 3.15 15.62 109 38 209
23 Oct 1363.70 35.9 -6.3 17.24 106 85 170
21 Oct 1382.00 39.6 -7.45 14.76 55 40 75
20 Oct 1390.30 47.5 4.05 15.07 45 35 35
16 Oct 1417.30 43.45 0 - 0 0 0
14 Oct 1384.10 43.45 0 - 0 0 0
9 Oct 1376.20 43.45 0 - 0 0 0
8 Oct 1370.30 43.45 0 0.05 0 0 0
7 Oct 1375.90 43.45 0 - 0 0 0
6 Oct 1363.40 0 0 - 0 0 0
3 Oct 1365.20 0 0 0.04 0 0 0


For Icici Bank Ltd. - strike price 1400 expiring on 30DEC2025

Delta for 1400 CE is 0.36

Historical price for 1400 CE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 11, which was -5.25 lower than the previous day. The implied volatity was 13.78, the open interest changed by 1064 which increased total open position to 11019


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 15.45, which was -2.1 lower than the previous day. The implied volatity was 12.80, the open interest changed by 220 which increased total open position to 9937


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 17.3, which was -0.2 lower than the previous day. The implied volatity was 11.19, the open interest changed by 311 which increased total open position to 9712


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 17.5, which was -1.4 lower than the previous day. The implied volatity was 13.27, the open interest changed by -22 which decreased total open position to 9410


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 19.5, which was 5.85 higher than the previous day. The implied volatity was 12.83, the open interest changed by -224 which decreased total open position to 9432


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 13.65, which was -5.85 lower than the previous day. The implied volatity was 13.41, the open interest changed by 662 which increased total open position to 9723


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 19.2, which was -1 lower than the previous day. The implied volatity was 11.87, the open interest changed by -135 which decreased total open position to 9061


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 20.4, which was -1.15 lower than the previous day. The implied volatity was 12.25, the open interest changed by 2264 which increased total open position to 9195


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 22.35, which was 8.5 higher than the previous day. The implied volatity was 11.41, the open interest changed by 1670 which increased total open position to 6900


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 14, which was 4.4 higher than the previous day. The implied volatity was 11.55, the open interest changed by 38 which increased total open position to 5222


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 9.5, which was -4.7 lower than the previous day. The implied volatity was 12.47, the open interest changed by 1559 which increased total open position to 5133


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 13.25, which was -3.25 lower than the previous day. The implied volatity was 12.71, the open interest changed by 299 which increased total open position to 3572


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 16.3, which was -8.25 lower than the previous day. The implied volatity was 13.08, the open interest changed by 571 which increased total open position to 3268


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 24.85, which was 1.25 higher than the previous day. The implied volatity was 14.34, the open interest changed by 742 which increased total open position to 2668


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 23.5, which was 1.3 higher than the previous day. The implied volatity was 13.04, the open interest changed by 356 which increased total open position to 1921


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 22.1, which was -3.85 lower than the previous day. The implied volatity was 15.32, the open interest changed by 98 which increased total open position to 1550


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 25.85, which was 1.45 higher than the previous day. The implied volatity was 14.83, the open interest changed by 227 which increased total open position to 1446


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 24.55, which was -4.6 lower than the previous day. The implied volatity was 14.84, the open interest changed by 160 which increased total open position to 1213


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 29.35, which was 8.85 higher than the previous day. The implied volatity was 13.97, the open interest changed by 110 which increased total open position to 1052


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 20.55, which was 0.35 higher than the previous day. The implied volatity was 15.53, the open interest changed by 60 which increased total open position to 934


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 20.25, which was 2.05 higher than the previous day. The implied volatity was 15.03, the open interest changed by -33 which decreased total open position to 874


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 18.25, which was 1.1 higher than the previous day. The implied volatity was 16.15, the open interest changed by 21 which increased total open position to 907


On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 17, which was 3.65 higher than the previous day. The implied volatity was 15.59, the open interest changed by -13 which decreased total open position to 887


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 13.35, which was -3.9 lower than the previous day. The implied volatity was 17.06, the open interest changed by 241 which increased total open position to 898


On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 16.8, which was -3.5 lower than the previous day. The implied volatity was 15.86, the open interest changed by 99 which increased total open position to 656


On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 20.9, which was -0.05 lower than the previous day. The implied volatity was 15.60, the open interest changed by 38 which increased total open position to 557


On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 20.7, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by 96 which increased total open position to 515


On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 26.75, which was -4.6 lower than the previous day. The implied volatity was 14.98, the open interest changed by 100 which increased total open position to 411


On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 31.35, which was -0.45 lower than the previous day. The implied volatity was 14.92, the open interest changed by 31 which increased total open position to 312


On 28 Oct ICICIBANK was trading at 1363.10. The strike last trading price was 32.4, which was -4.85 lower than the previous day. The implied volatity was 16.33, the open interest changed by 47 which increased total open position to 281


On 27 Oct ICICIBANK was trading at 1377.60. The strike last trading price was 37.95, which was -0.1 lower than the previous day. The implied volatity was 15.62, the open interest changed by 25 which increased total open position to 234


On 24 Oct ICICIBANK was trading at 1377.70. The strike last trading price was 38.5, which was 3.15 higher than the previous day. The implied volatity was 15.62, the open interest changed by 38 which increased total open position to 209


On 23 Oct ICICIBANK was trading at 1363.70. The strike last trading price was 35.9, which was -6.3 lower than the previous day. The implied volatity was 17.24, the open interest changed by 85 which increased total open position to 170


On 21 Oct ICICIBANK was trading at 1382.00. The strike last trading price was 39.6, which was -7.45 lower than the previous day. The implied volatity was 14.76, the open interest changed by 40 which increased total open position to 75


On 20 Oct ICICIBANK was trading at 1390.30. The strike last trading price was 47.5, which was 4.05 higher than the previous day. The implied volatity was 15.07, the open interest changed by 35 which increased total open position to 35


On 16 Oct ICICIBANK was trading at 1417.30. The strike last trading price was 43.45, 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 14 Oct ICICIBANK was trading at 1384.10. The strike last trading price was 43.45, 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 9 Oct ICICIBANK was trading at 1376.20. The strike last trading price was 43.45, 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 8 Oct ICICIBANK was trading at 1370.30. The strike last trading price was 43.45, which was 0 lower than the previous day. The implied volatity was 0.05, 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 43.45, 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 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 0.04, the open interest changed by 0 which decreased total open position to 0


ICICIBANK 30DEC2025 1400 PE
Delta: -0.64
Vega: 1.23
Theta: -0.15
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 27.8 6.9 13.64 2,274 -177 5,300
8 Dec 1389.60 21.4 1.45 14.17 3,850 129 5,481
5 Dec 1392.50 19.6 -2.8 14.19 3,647 386 5,351
4 Dec 1386.70 22.6 1.15 13.87 2,031 47 4,961
3 Dec 1391.50 21.25 -9.55 14.20 2,061 78 4,914
2 Dec 1373.00 30.6 7.25 14.40 2,089 73 4,844
1 Dec 1390.10 23.85 -0.45 15.67 5,338 62 4,764
28 Nov 1388.80 24 1.3 14.83 4,490 595 4,702
27 Nov 1392.20 22.2 -9.65 15.12 3,746 134 4,101
26 Nov 1375.00 31.45 -12.25 14.86 685 -25 3,970
25 Nov 1357.80 43.5 6.85 15.71 3,144 1,450 3,722
24 Nov 1368.40 37.95 0.5 15.43 1,158 373 2,268
21 Nov 1369.50 37.15 7.65 15.80 920 267 1,891
20 Nov 1383.00 29.8 -0.6 15.55 906 410 1,615
19 Nov 1383.10 30.35 -7.35 16.06 996 584 1,203
18 Nov 1373.40 37.85 1.9 16.29 307 133 619
17 Nov 1379.00 35.65 -3.6 17.63 187 66 485
14 Nov 1373.00 38.5 7 17.25 224 79 418
13 Nov 1385.90 31.75 -16.2 16.85 405 142 339
12 Nov 1358.90 47.5 -1.2 17.49 65 23 192
11 Nov 1358.30 48.6 -7.4 18.15 21 4 168
10 Nov 1348.00 56 -3 18.08 5 2 163
7 Nov 1343.00 59 -15.5 18.12 14 0 161
6 Nov 1320.40 73.8 11.15 17.84 18 9 162
4 Nov 1336.90 62.65 4.65 18.00 9 4 152
3 Nov 1346.40 58 2.15 19.41 16 0 147
31 Oct 1345.30 56.2 9.95 - 47 -2 147
30 Oct 1362.40 46.25 3.2 17.30 105 24 150
29 Oct 1370.40 43.05 -7.5 17.97 19 3 128
28 Oct 1363.10 50.9 12.45 20.16 24 18 125
27 Oct 1377.60 38.45 -3.65 17.55 37 28 106
24 Oct 1377.70 41.85 -8.35 18.52 18 4 77
23 Oct 1363.70 49.2 8.65 18.71 47 20 73
21 Oct 1382.00 41.5 6.4 18.84 21 11 53
20 Oct 1390.30 35.3 -38.95 18.32 58 42 42
16 Oct 1417.30 74.25 0 - 0 0 0
14 Oct 1384.10 74.25 0 0.61 0 0 0
9 Oct 1376.20 74.25 0 0.32 0 0 0
8 Oct 1370.30 74.25 0 - 0 0 0
7 Oct 1375.90 74.25 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 1400 expiring on 30DEC2025

Delta for 1400 PE is -0.64

Historical price for 1400 PE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 27.8, which was 6.9 higher than the previous day. The implied volatity was 13.64, the open interest changed by -177 which decreased total open position to 5300


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 21.4, which was 1.45 higher than the previous day. The implied volatity was 14.17, the open interest changed by 129 which increased total open position to 5481


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 19.6, which was -2.8 lower than the previous day. The implied volatity was 14.19, the open interest changed by 386 which increased total open position to 5351


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 22.6, which was 1.15 higher than the previous day. The implied volatity was 13.87, the open interest changed by 47 which increased total open position to 4961


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 21.25, which was -9.55 lower than the previous day. The implied volatity was 14.20, the open interest changed by 78 which increased total open position to 4914


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 30.6, which was 7.25 higher than the previous day. The implied volatity was 14.40, the open interest changed by 73 which increased total open position to 4844


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 23.85, which was -0.45 lower than the previous day. The implied volatity was 15.67, the open interest changed by 62 which increased total open position to 4764


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 24, which was 1.3 higher than the previous day. The implied volatity was 14.83, the open interest changed by 595 which increased total open position to 4702


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 22.2, which was -9.65 lower than the previous day. The implied volatity was 15.12, the open interest changed by 134 which increased total open position to 4101


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 31.45, which was -12.25 lower than the previous day. The implied volatity was 14.86, the open interest changed by -25 which decreased total open position to 3970


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 43.5, which was 6.85 higher than the previous day. The implied volatity was 15.71, the open interest changed by 1450 which increased total open position to 3722


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 37.95, which was 0.5 higher than the previous day. The implied volatity was 15.43, the open interest changed by 373 which increased total open position to 2268


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 37.15, which was 7.65 higher than the previous day. The implied volatity was 15.80, the open interest changed by 267 which increased total open position to 1891


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 29.8, which was -0.6 lower than the previous day. The implied volatity was 15.55, the open interest changed by 410 which increased total open position to 1615


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 30.35, which was -7.35 lower than the previous day. The implied volatity was 16.06, the open interest changed by 584 which increased total open position to 1203


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 37.85, which was 1.9 higher than the previous day. The implied volatity was 16.29, the open interest changed by 133 which increased total open position to 619


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 35.65, which was -3.6 lower than the previous day. The implied volatity was 17.63, the open interest changed by 66 which increased total open position to 485


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 38.5, which was 7 higher than the previous day. The implied volatity was 17.25, the open interest changed by 79 which increased total open position to 418


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 31.75, which was -16.2 lower than the previous day. The implied volatity was 16.85, the open interest changed by 142 which increased total open position to 339


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 47.5, which was -1.2 lower than the previous day. The implied volatity was 17.49, the open interest changed by 23 which increased total open position to 192


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 48.6, which was -7.4 lower than the previous day. The implied volatity was 18.15, the open interest changed by 4 which increased total open position to 168


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 56, which was -3 lower than the previous day. The implied volatity was 18.08, the open interest changed by 2 which increased total open position to 163


On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 59, which was -15.5 lower than the previous day. The implied volatity was 18.12, the open interest changed by 0 which decreased total open position to 161


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 73.8, which was 11.15 higher than the previous day. The implied volatity was 17.84, the open interest changed by 9 which increased total open position to 162


On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 62.65, which was 4.65 higher than the previous day. The implied volatity was 18.00, the open interest changed by 4 which increased total open position to 152


On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 58, which was 2.15 higher than the previous day. The implied volatity was 19.41, the open interest changed by 0 which decreased total open position to 147


On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 56.2, which was 9.95 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 147


On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 46.25, which was 3.2 higher than the previous day. The implied volatity was 17.30, the open interest changed by 24 which increased total open position to 150


On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 43.05, which was -7.5 lower than the previous day. The implied volatity was 17.97, the open interest changed by 3 which increased total open position to 128


On 28 Oct ICICIBANK was trading at 1363.10. The strike last trading price was 50.9, which was 12.45 higher than the previous day. The implied volatity was 20.16, the open interest changed by 18 which increased total open position to 125


On 27 Oct ICICIBANK was trading at 1377.60. The strike last trading price was 38.45, which was -3.65 lower than the previous day. The implied volatity was 17.55, the open interest changed by 28 which increased total open position to 106


On 24 Oct ICICIBANK was trading at 1377.70. The strike last trading price was 41.85, which was -8.35 lower than the previous day. The implied volatity was 18.52, the open interest changed by 4 which increased total open position to 77


On 23 Oct ICICIBANK was trading at 1363.70. The strike last trading price was 49.2, which was 8.65 higher than the previous day. The implied volatity was 18.71, the open interest changed by 20 which increased total open position to 73


On 21 Oct ICICIBANK was trading at 1382.00. The strike last trading price was 41.5, which was 6.4 higher than the previous day. The implied volatity was 18.84, the open interest changed by 11 which increased total open position to 53


On 20 Oct ICICIBANK was trading at 1390.30. The strike last trading price was 35.3, which was -38.95 lower than the previous day. The implied volatity was 18.32, the open interest changed by 42 which increased total open position to 42


On 16 Oct ICICIBANK was trading at 1417.30. The strike last trading price was 74.25, 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


On 14 Oct ICICIBANK was trading at 1384.10. The strike last trading price was 74.25, which was 0 lower than the previous day. The implied volatity was 0.61, 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 74.25, which was 0 lower than the previous day. The implied volatity was 0.32, 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 74.25, 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


On 7 Oct ICICIBANK was trading at 1375.90. The strike last trading price was 74.25, 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


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