ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
09 Jan 2026 04:10 PM IST
| ICICIBANK 27-JAN-2026 1400 CE | ||||||||||||||||
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Delta: 0.59
Vega: 1.21
Theta: -0.85
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 1404.30 | 29.6 | -22.05 | 18.70 | 5,694 | 14 | 6,670 | |||||||||
| 8 Jan | 1435.00 | 51.85 | 8.1 | 19.73 | 3,341 | -502 | 6,714 | |||||||||
| 7 Jan | 1427.70 | 43 | 9.8 | 17.17 | 9,510 | -1,660 | 7,709 | |||||||||
| 6 Jan | 1411.20 | 32.8 | 18.65 | 17.24 | 25,656 | -3,252 | 9,646 | |||||||||
| 5 Jan | 1371.50 | 14 | 5.7 | 16.59 | 16,213 | 4,674 | 12,882 | |||||||||
| 2 Jan | 1355.40 | 8.35 | 3.35 | 15.05 | 9,176 | 2,925 | 8,138 | |||||||||
| 1 Jan | 1338.00 | 5 | -1.1 | 15.11 | 2,127 | 274 | 5,212 | |||||||||
| 31 Dec | 1342.90 | 6.05 | -0.65 | 14.79 | 5,420 | 970 | 4,897 | |||||||||
| 30 Dec | 1342.50 | 6.9 | 0.05 | 14.45 | 4,645 | 1,184 | 3,940 | |||||||||
| 29 Dec | 1343.30 | 7 | -2.2 | 14.88 | 1,989 | 494 | 2,781 | |||||||||
| 26 Dec | 1350.40 | 9.25 | -2.5 | 14.31 | 1,707 | 225 | 2,289 | |||||||||
| 24 Dec | 1359.80 | 11.5 | -3.45 | 13.68 | 2,093 | 679 | 2,078 | |||||||||
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| 23 Dec | 1363.00 | 14.8 | -2.35 | 14.77 | 1,120 | 159 | 1,399 | |||||||||
| 22 Dec | 1368.50 | 17.15 | 1.7 | 14.75 | 2,975 | 143 | 1,239 | |||||||||
| 19 Dec | 1354.10 | 15.55 | -1.85 | 15.87 | 964 | 329 | 1,100 | |||||||||
| 18 Dec | 1356.80 | 17.55 | 0.75 | 16.22 | 626 | 37 | 771 | |||||||||
| 17 Dec | 1352.40 | 16.7 | -2.65 | 16.18 | 1,132 | 124 | 737 | |||||||||
| 16 Dec | 1366.00 | 19.25 | -0.05 | 14.54 | 460 | 107 | 613 | |||||||||
| 15 Dec | 1365.20 | 19.05 | -1.35 | 14.54 | 204 | 41 | 507 | |||||||||
| 12 Dec | 1366.00 | 20 | 0.2 | 14.11 | 218 | 5 | 461 | |||||||||
| 11 Dec | 1360.00 | 19.85 | -1.7 | 14.87 | 337 | 62 | 454 | |||||||||
| 10 Dec | 1363.60 | 20.8 | -6.1 | 14.39 | 193 | 34 | 396 | |||||||||
| 9 Dec | 1375.20 | 26.9 | -5.8 | 14.87 | 321 | 60 | 361 | |||||||||
| 8 Dec | 1389.60 | 32.6 | -2.05 | 14.29 | 72 | 13 | 301 | |||||||||
| 5 Dec | 1392.50 | 34.95 | 1.15 | 13.36 | 145 | 34 | 288 | |||||||||
| 4 Dec | 1386.70 | 33.25 | -2.05 | 14.07 | 246 | -43 | 254 | |||||||||
| 3 Dec | 1391.50 | 36.5 | 7.85 | 13.79 | 168 | 5 | 295 | |||||||||
| 2 Dec | 1373.00 | 28.55 | -7.3 | 14.38 | 182 | 68 | 283 | |||||||||
| 1 Dec | 1390.10 | 35.5 | -0.6 | 13.37 | 86 | 19 | 214 | |||||||||
| 28 Nov | 1388.80 | 36.35 | -0.7 | 13.60 | 105 | 15 | 194 | |||||||||
| 27 Nov | 1392.20 | 37.6 | 8.15 | 12.50 | 207 | 6 | 179 | |||||||||
| 26 Nov | 1375.00 | 29.85 | 6.35 | 13.51 | 112 | 28 | 174 | |||||||||
| 25 Nov | 1357.80 | 23.6 | -6.45 | 14.25 | 45 | 23 | 146 | |||||||||
| 24 Nov | 1368.40 | 30.05 | -1.45 | 15.14 | 40 | 31 | 122 | |||||||||
| 21 Nov | 1369.50 | 31.5 | -9.65 | 14.59 | 48 | 26 | 89 | |||||||||
| 20 Nov | 1383.00 | 41.15 | 2.65 | 15.59 | 18 | 4 | 62 | |||||||||
| 19 Nov | 1383.10 | 38.5 | 1 | 14.07 | 12 | -2 | 58 | |||||||||
| 18 Nov | 1373.40 | 37.5 | -4.15 | 16.35 | 24 | 20 | 60 | |||||||||
| 17 Nov | 1379.00 | 41.65 | 4.05 | 15.92 | 30 | 10 | 40 | |||||||||
| 14 Nov | 1373.00 | 38.35 | -5.95 | 15.29 | 35 | 18 | 30 | |||||||||
| 13 Nov | 1385.90 | 44.3 | 8.3 | 14.76 | 10 | -1 | 10 | |||||||||
| 12 Nov | 1358.90 | 36 | 0.9 | 17.14 | 1 | 0 | 11 | |||||||||
| 11 Nov | 1358.30 | 35.1 | 6.1 | 16.28 | 8 | 1 | 6 | |||||||||
| 10 Nov | 1348.00 | 29 | 1 | 15.72 | 1 | 0 | 4 | |||||||||
| 7 Nov | 1343.00 | 28 | 4 | 15.67 | 4 | -1 | 4 | |||||||||
| 6 Nov | 1320.40 | 24 | -10 | 17.35 | 4 | 3 | 4 | |||||||||
| 4 Nov | 1336.90 | 34 | -16.65 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 1346.40 | 34 | -16.65 | - | 0 | 1 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1400 expiring on 27JAN2026
Delta for 1400 CE is 0.59
Historical price for 1400 CE is as follows
On 9 Jan ICICIBANK was trading at 1404.30. The strike last trading price was 29.6, which was -22.05 lower than the previous day. The implied volatity was 18.70, the open interest changed by 14 which increased total open position to 6670
On 8 Jan ICICIBANK was trading at 1435.00. The strike last trading price was 51.85, which was 8.1 higher than the previous day. The implied volatity was 19.73, the open interest changed by -502 which decreased total open position to 6714
On 7 Jan ICICIBANK was trading at 1427.70. The strike last trading price was 43, which was 9.8 higher than the previous day. The implied volatity was 17.17, the open interest changed by -1660 which decreased total open position to 7709
On 6 Jan ICICIBANK was trading at 1411.20. The strike last trading price was 32.8, which was 18.65 higher than the previous day. The implied volatity was 17.24, the open interest changed by -3252 which decreased total open position to 9646
On 5 Jan ICICIBANK was trading at 1371.50. The strike last trading price was 14, which was 5.7 higher than the previous day. The implied volatity was 16.59, the open interest changed by 4674 which increased total open position to 12882
On 2 Jan ICICIBANK was trading at 1355.40. The strike last trading price was 8.35, which was 3.35 higher than the previous day. The implied volatity was 15.05, the open interest changed by 2925 which increased total open position to 8138
On 1 Jan ICICIBANK was trading at 1338.00. The strike last trading price was 5, which was -1.1 lower than the previous day. The implied volatity was 15.11, the open interest changed by 274 which increased total open position to 5212
On 31 Dec ICICIBANK was trading at 1342.90. The strike last trading price was 6.05, which was -0.65 lower than the previous day. The implied volatity was 14.79, the open interest changed by 970 which increased total open position to 4897
On 30 Dec ICICIBANK was trading at 1342.50. The strike last trading price was 6.9, which was 0.05 higher than the previous day. The implied volatity was 14.45, the open interest changed by 1184 which increased total open position to 3940
On 29 Dec ICICIBANK was trading at 1343.30. The strike last trading price was 7, which was -2.2 lower than the previous day. The implied volatity was 14.88, the open interest changed by 494 which increased total open position to 2781
On 26 Dec ICICIBANK was trading at 1350.40. The strike last trading price was 9.25, which was -2.5 lower than the previous day. The implied volatity was 14.31, the open interest changed by 225 which increased total open position to 2289
On 24 Dec ICICIBANK was trading at 1359.80. The strike last trading price was 11.5, which was -3.45 lower than the previous day. The implied volatity was 13.68, the open interest changed by 679 which increased total open position to 2078
On 23 Dec ICICIBANK was trading at 1363.00. The strike last trading price was 14.8, which was -2.35 lower than the previous day. The implied volatity was 14.77, the open interest changed by 159 which increased total open position to 1399
On 22 Dec ICICIBANK was trading at 1368.50. The strike last trading price was 17.15, which was 1.7 higher than the previous day. The implied volatity was 14.75, the open interest changed by 143 which increased total open position to 1239
On 19 Dec ICICIBANK was trading at 1354.10. The strike last trading price was 15.55, which was -1.85 lower than the previous day. The implied volatity was 15.87, the open interest changed by 329 which increased total open position to 1100
On 18 Dec ICICIBANK was trading at 1356.80. The strike last trading price was 17.55, which was 0.75 higher than the previous day. The implied volatity was 16.22, the open interest changed by 37 which increased total open position to 771
On 17 Dec ICICIBANK was trading at 1352.40. The strike last trading price was 16.7, which was -2.65 lower than the previous day. The implied volatity was 16.18, the open interest changed by 124 which increased total open position to 737
On 16 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 19.25, which was -0.05 lower than the previous day. The implied volatity was 14.54, the open interest changed by 107 which increased total open position to 613
On 15 Dec ICICIBANK was trading at 1365.20. The strike last trading price was 19.05, which was -1.35 lower than the previous day. The implied volatity was 14.54, the open interest changed by 41 which increased total open position to 507
On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 20, which was 0.2 higher than the previous day. The implied volatity was 14.11, the open interest changed by 5 which increased total open position to 461
On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 19.85, which was -1.7 lower than the previous day. The implied volatity was 14.87, the open interest changed by 62 which increased total open position to 454
On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 20.8, which was -6.1 lower than the previous day. The implied volatity was 14.39, the open interest changed by 34 which increased total open position to 396
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 26.9, which was -5.8 lower than the previous day. The implied volatity was 14.87, the open interest changed by 60 which increased total open position to 361
On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 32.6, which was -2.05 lower than the previous day. The implied volatity was 14.29, the open interest changed by 13 which increased total open position to 301
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 34.95, which was 1.15 higher than the previous day. The implied volatity was 13.36, the open interest changed by 34 which increased total open position to 288
On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 33.25, which was -2.05 lower than the previous day. The implied volatity was 14.07, the open interest changed by -43 which decreased total open position to 254
On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 36.5, which was 7.85 higher than the previous day. The implied volatity was 13.79, the open interest changed by 5 which increased total open position to 295
On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 28.55, which was -7.3 lower than the previous day. The implied volatity was 14.38, the open interest changed by 68 which increased total open position to 283
On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 35.5, which was -0.6 lower than the previous day. The implied volatity was 13.37, the open interest changed by 19 which increased total open position to 214
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 36.35, which was -0.7 lower than the previous day. The implied volatity was 13.60, the open interest changed by 15 which increased total open position to 194
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 37.6, which was 8.15 higher than the previous day. The implied volatity was 12.50, the open interest changed by 6 which increased total open position to 179
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 29.85, which was 6.35 higher than the previous day. The implied volatity was 13.51, the open interest changed by 28 which increased total open position to 174
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 23.6, which was -6.45 lower than the previous day. The implied volatity was 14.25, the open interest changed by 23 which increased total open position to 146
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 30.05, which was -1.45 lower than the previous day. The implied volatity was 15.14, the open interest changed by 31 which increased total open position to 122
On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 31.5, which was -9.65 lower than the previous day. The implied volatity was 14.59, the open interest changed by 26 which increased total open position to 89
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 41.15, which was 2.65 higher than the previous day. The implied volatity was 15.59, the open interest changed by 4 which increased total open position to 62
On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 38.5, which was 1 higher than the previous day. The implied volatity was 14.07, the open interest changed by -2 which decreased total open position to 58
On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 37.5, which was -4.15 lower than the previous day. The implied volatity was 16.35, the open interest changed by 20 which increased total open position to 60
On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 41.65, which was 4.05 higher than the previous day. The implied volatity was 15.92, the open interest changed by 10 which increased total open position to 40
On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 38.35, which was -5.95 lower than the previous day. The implied volatity was 15.29, the open interest changed by 18 which increased total open position to 30
On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 44.3, which was 8.3 higher than the previous day. The implied volatity was 14.76, the open interest changed by -1 which decreased total open position to 10
On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 36, which was 0.9 higher than the previous day. The implied volatity was 17.14, the open interest changed by 0 which decreased total open position to 11
On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 35.1, which was 6.1 higher than the previous day. The implied volatity was 16.28, the open interest changed by 1 which increased total open position to 6
On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 29, which was 1 higher than the previous day. The implied volatity was 15.72, the open interest changed by 0 which decreased total open position to 4
On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 28, which was 4 higher than the previous day. The implied volatity was 15.67, the open interest changed by -1 which decreased total open position to 4
On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 24, which was -10 lower than the previous day. The implied volatity was 17.35, the open interest changed by 3 which increased total open position to 4
On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 34, which was -16.65 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 34, which was -16.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
| ICICIBANK 27JAN2026 1400 PE | |||||||
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Delta: -0.42
Vega: 1.22
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 1404.30 | 19.75 | 6.55 | 20.20 | 17,443 | 762 | 5,263 |
| 8 Jan | 1435.00 | 13.25 | 0.05 | 23.08 | 11,781 | -1,097 | 4,502 |
| 7 Jan | 1427.70 | 13.35 | -5.3 | 20.34 | 11,343 | -398 | 5,612 |
| 6 Jan | 1411.20 | 18.8 | -19.55 | 20.01 | 14,031 | 1,150 | 6,048 |
| 5 Jan | 1371.50 | 37.5 | -10 | 19.63 | 3,411 | 1,520 | 4,888 |
| 2 Jan | 1355.40 | 47.5 | -11.85 | 18.22 | 326 | -10 | 3,365 |
| 1 Jan | 1338.00 | 59.35 | 4.8 | 17.06 | 142 | 8 | 3,375 |
| 31 Dec | 1342.90 | 54.3 | 1.55 | 16.26 | 492 | 116 | 3,366 |
| 30 Dec | 1342.50 | 50 | -3.2 | 15.15 | 1,564 | 895 | 3,241 |
| 29 Dec | 1343.30 | 53.05 | 5.25 | 15.52 | 1,168 | 722 | 2,344 |
| 26 Dec | 1350.40 | 48 | 6.85 | 15.77 | 476 | 177 | 1,620 |
| 24 Dec | 1359.80 | 42.25 | 1.8 | 15.47 | 1,116 | 478 | 1,443 |
| 23 Dec | 1363.00 | 40.3 | 1.4 | 15.57 | 212 | 123 | 964 |
| 22 Dec | 1368.50 | 39 | -9.5 | 16.61 | 400 | 200 | 840 |
| 19 Dec | 1354.10 | 48.05 | 0.05 | 16.89 | 106 | 80 | 637 |
| 18 Dec | 1356.80 | 48 | -1.9 | 17.82 | 53 | 16 | 556 |
| 17 Dec | 1352.40 | 49.95 | 10.65 | 17.59 | 99 | 21 | 540 |
| 16 Dec | 1366.00 | 40.35 | 0.7 | 16.60 | 39 | 11 | 518 |
| 15 Dec | 1365.20 | 39.85 | 0.5 | 15.74 | 75 | 51 | 506 |
| 12 Dec | 1366.00 | 39 | -4.05 | 15.44 | 36 | 21 | 455 |
| 11 Dec | 1360.00 | 42.95 | 0.95 | 15.93 | 30 | 8 | 435 |
| 10 Dec | 1363.60 | 41.5 | 7.25 | 16.19 | 54 | 19 | 424 |
| 9 Dec | 1375.20 | 34.5 | 6.25 | 15.51 | 61 | 19 | 405 |
| 8 Dec | 1389.60 | 28.85 | 1.2 | 15.67 | 303 | -44 | 389 |
| 5 Dec | 1392.50 | 27.5 | -2.05 | 15.88 | 33 | 0 | 434 |
| 4 Dec | 1386.70 | 30 | 1.5 | 15.64 | 68 | 31 | 434 |
| 3 Dec | 1391.50 | 27.7 | -9.3 | 15.74 | 32 | 1 | 402 |
| 2 Dec | 1373.00 | 37 | 6 | 16.05 | 73 | 36 | 400 |
| 1 Dec | 1390.10 | 31 | 0.8 | 16.79 | 34 | 14 | 363 |
| 28 Nov | 1388.80 | 30.2 | -0.05 | 15.89 | 91 | 61 | 348 |
| 27 Nov | 1392.20 | 29.5 | -9.5 | 16.57 | 196 | 140 | 286 |
| 26 Nov | 1375.00 | 39 | -9 | 16.93 | 38 | 6 | 144 |
| 25 Nov | 1357.80 | 48 | 8.25 | 16.63 | 17 | 12 | 137 |
| 24 Nov | 1368.40 | 39.75 | -4.65 | 15.16 | 42 | 37 | 124 |
| 21 Nov | 1369.50 | 44.4 | 10.45 | 17.74 | 19 | 2 | 86 |
| 20 Nov | 1383.00 | 33.95 | -6.55 | 15.91 | 32 | 25 | 83 |
| 19 Nov | 1383.10 | 40.5 | -2.3 | 18.89 | 3 | 0 | 57 |
| 18 Nov | 1373.40 | 42.8 | 1.1 | 17.14 | 1 | 0 | 58 |
| 17 Nov | 1379.00 | 41.7 | -3 | 18.45 | 18 | 16 | 57 |
| 14 Nov | 1373.00 | 43.95 | 5.95 | 18.09 | 39 | 36 | 40 |
| 13 Nov | 1385.90 | 38 | -7 | 17.95 | 3 | 0 | 1 |
| 12 Nov | 1358.90 | 45 | -21.35 | 15.17 | 1 | 0 | 0 |
| 11 Nov | 1358.30 | 66.35 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 1348.00 | 66.35 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 1343.00 | 66.35 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 1320.40 | 66.35 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 1336.90 | 66.35 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 1346.40 | 66.35 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1400 expiring on 27JAN2026
Delta for 1400 PE is -0.42
Historical price for 1400 PE is as follows
On 9 Jan ICICIBANK was trading at 1404.30. The strike last trading price was 19.75, which was 6.55 higher than the previous day. The implied volatity was 20.20, the open interest changed by 762 which increased total open position to 5263
On 8 Jan ICICIBANK was trading at 1435.00. The strike last trading price was 13.25, which was 0.05 higher than the previous day. The implied volatity was 23.08, the open interest changed by -1097 which decreased total open position to 4502
On 7 Jan ICICIBANK was trading at 1427.70. The strike last trading price was 13.35, which was -5.3 lower than the previous day. The implied volatity was 20.34, the open interest changed by -398 which decreased total open position to 5612
On 6 Jan ICICIBANK was trading at 1411.20. The strike last trading price was 18.8, which was -19.55 lower than the previous day. The implied volatity was 20.01, the open interest changed by 1150 which increased total open position to 6048
On 5 Jan ICICIBANK was trading at 1371.50. The strike last trading price was 37.5, which was -10 lower than the previous day. The implied volatity was 19.63, the open interest changed by 1520 which increased total open position to 4888
On 2 Jan ICICIBANK was trading at 1355.40. The strike last trading price was 47.5, which was -11.85 lower than the previous day. The implied volatity was 18.22, the open interest changed by -10 which decreased total open position to 3365
On 1 Jan ICICIBANK was trading at 1338.00. The strike last trading price was 59.35, which was 4.8 higher than the previous day. The implied volatity was 17.06, the open interest changed by 8 which increased total open position to 3375
On 31 Dec ICICIBANK was trading at 1342.90. The strike last trading price was 54.3, which was 1.55 higher than the previous day. The implied volatity was 16.26, the open interest changed by 116 which increased total open position to 3366
On 30 Dec ICICIBANK was trading at 1342.50. The strike last trading price was 50, which was -3.2 lower than the previous day. The implied volatity was 15.15, the open interest changed by 895 which increased total open position to 3241
On 29 Dec ICICIBANK was trading at 1343.30. The strike last trading price was 53.05, which was 5.25 higher than the previous day. The implied volatity was 15.52, the open interest changed by 722 which increased total open position to 2344
On 26 Dec ICICIBANK was trading at 1350.40. The strike last trading price was 48, which was 6.85 higher than the previous day. The implied volatity was 15.77, the open interest changed by 177 which increased total open position to 1620
On 24 Dec ICICIBANK was trading at 1359.80. The strike last trading price was 42.25, which was 1.8 higher than the previous day. The implied volatity was 15.47, the open interest changed by 478 which increased total open position to 1443
On 23 Dec ICICIBANK was trading at 1363.00. The strike last trading price was 40.3, which was 1.4 higher than the previous day. The implied volatity was 15.57, the open interest changed by 123 which increased total open position to 964
On 22 Dec ICICIBANK was trading at 1368.50. The strike last trading price was 39, which was -9.5 lower than the previous day. The implied volatity was 16.61, the open interest changed by 200 which increased total open position to 840
On 19 Dec ICICIBANK was trading at 1354.10. The strike last trading price was 48.05, which was 0.05 higher than the previous day. The implied volatity was 16.89, the open interest changed by 80 which increased total open position to 637
On 18 Dec ICICIBANK was trading at 1356.80. The strike last trading price was 48, which was -1.9 lower than the previous day. The implied volatity was 17.82, the open interest changed by 16 which increased total open position to 556
On 17 Dec ICICIBANK was trading at 1352.40. The strike last trading price was 49.95, which was 10.65 higher than the previous day. The implied volatity was 17.59, the open interest changed by 21 which increased total open position to 540
On 16 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 40.35, which was 0.7 higher than the previous day. The implied volatity was 16.60, the open interest changed by 11 which increased total open position to 518
On 15 Dec ICICIBANK was trading at 1365.20. The strike last trading price was 39.85, which was 0.5 higher than the previous day. The implied volatity was 15.74, the open interest changed by 51 which increased total open position to 506
On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 39, which was -4.05 lower than the previous day. The implied volatity was 15.44, the open interest changed by 21 which increased total open position to 455
On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 42.95, which was 0.95 higher than the previous day. The implied volatity was 15.93, the open interest changed by 8 which increased total open position to 435
On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 41.5, which was 7.25 higher than the previous day. The implied volatity was 16.19, the open interest changed by 19 which increased total open position to 424
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 34.5, which was 6.25 higher than the previous day. The implied volatity was 15.51, the open interest changed by 19 which increased total open position to 405
On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 28.85, which was 1.2 higher than the previous day. The implied volatity was 15.67, the open interest changed by -44 which decreased total open position to 389
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 27.5, which was -2.05 lower than the previous day. The implied volatity was 15.88, the open interest changed by 0 which decreased total open position to 434
On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 30, which was 1.5 higher than the previous day. The implied volatity was 15.64, the open interest changed by 31 which increased total open position to 434
On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 27.7, which was -9.3 lower than the previous day. The implied volatity was 15.74, the open interest changed by 1 which increased total open position to 402
On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 37, which was 6 higher than the previous day. The implied volatity was 16.05, the open interest changed by 36 which increased total open position to 400
On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 31, which was 0.8 higher than the previous day. The implied volatity was 16.79, the open interest changed by 14 which increased total open position to 363
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 30.2, which was -0.05 lower than the previous day. The implied volatity was 15.89, the open interest changed by 61 which increased total open position to 348
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 29.5, which was -9.5 lower than the previous day. The implied volatity was 16.57, the open interest changed by 140 which increased total open position to 286
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 39, which was -9 lower than the previous day. The implied volatity was 16.93, the open interest changed by 6 which increased total open position to 144
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 48, which was 8.25 higher than the previous day. The implied volatity was 16.63, the open interest changed by 12 which increased total open position to 137
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 39.75, which was -4.65 lower than the previous day. The implied volatity was 15.16, the open interest changed by 37 which increased total open position to 124
On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 44.4, which was 10.45 higher than the previous day. The implied volatity was 17.74, the open interest changed by 2 which increased total open position to 86
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 33.95, which was -6.55 lower than the previous day. The implied volatity was 15.91, the open interest changed by 25 which increased total open position to 83
On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 40.5, which was -2.3 lower than the previous day. The implied volatity was 18.89, the open interest changed by 0 which decreased total open position to 57
On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 42.8, which was 1.1 higher than the previous day. The implied volatity was 17.14, the open interest changed by 0 which decreased total open position to 58
On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 41.7, which was -3 lower than the previous day. The implied volatity was 18.45, the open interest changed by 16 which increased total open position to 57
On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 43.95, which was 5.95 higher than the previous day. The implied volatity was 18.09, the open interest changed by 36 which increased total open position to 40
On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 38, which was -7 lower than the previous day. The implied volatity was 17.95, the open interest changed by 0 which decreased total open position to 1
On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 45, which was -21.35 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 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 66.35, 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 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 66.35, 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 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 66.35, 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 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 66.35, 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 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 66.35, 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 66.35, 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































































































































































































































