ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
09 Dec 2025 04:10 PM IST
| ICICIBANK 30-DEC-2025 1410 CE | ||||||||||||||||
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Delta: 0.28
Vega: 1.12
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 1375.20 | 7.8 | -4.25 | 13.68 | 3,438 | -29 | 2,811 | |||||||||
| 8 Dec | 1389.60 | 11.2 | -1.75 | 12.68 | 4,680 | 902 | 2,841 | |||||||||
| 5 Dec | 1392.50 | 12.8 | -0.3 | 11.28 | 3,760 | 664 | 1,939 | |||||||||
| 4 Dec | 1386.70 | 13.1 | -1.25 | 13.01 | 1,874 | 25 | 1,276 | |||||||||
| 3 Dec | 1391.50 | 15.1 | 4.85 | 12.90 | 2,582 | 54 | 1,251 | |||||||||
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| 2 Dec | 1373.00 | 10.25 | -4.75 | 13.38 | 2,409 | 30 | 1,193 | |||||||||
| 1 Dec | 1390.10 | 14.75 | -0.8 | 11.96 | 2,599 | 192 | 1,163 | |||||||||
| 28 Nov | 1388.80 | 15.75 | -1.05 | 12.19 | 2,627 | -28 | 971 | |||||||||
| 27 Nov | 1392.20 | 17.5 | 7.1 | 11.50 | 3,801 | 288 | 997 | |||||||||
| 26 Nov | 1375.00 | 10.6 | 3.5 | 11.64 | 1,204 | 6 | 710 | |||||||||
| 25 Nov | 1357.80 | 7.15 | -3.5 | 12.57 | 2,276 | 316 | 695 | |||||||||
| 24 Nov | 1368.40 | 10.1 | -3 | 12.70 | 400 | 116 | 375 | |||||||||
| 21 Nov | 1369.50 | 13 | -7.2 | 13.20 | 256 | 89 | 260 | |||||||||
| 20 Nov | 1383.00 | 20.35 | 1.05 | 14.28 | 216 | 61 | 169 | |||||||||
| 19 Nov | 1383.10 | 19.15 | 0.05 | 13.10 | 121 | 34 | 108 | |||||||||
| 18 Nov | 1373.40 | 19.1 | -2.55 | 15.78 | 30 | 9 | 74 | |||||||||
| 17 Nov | 1379.00 | 21.65 | 1.35 | 14.89 | 43 | 22 | 64 | |||||||||
| 14 Nov | 1373.00 | 20.5 | -4 | 14.85 | 37 | 10 | 41 | |||||||||
| 13 Nov | 1385.90 | 24.5 | 7.85 | 13.91 | 45 | 8 | 30 | |||||||||
| 12 Nov | 1358.90 | 16.5 | 1.2 | 15.18 | 6 | 3 | 21 | |||||||||
| 11 Nov | 1358.30 | 15.3 | 0.6 | 14.21 | 1 | 0 | 18 | |||||||||
| 10 Nov | 1348.00 | 14.7 | 3.65 | - | 0 | 6 | 0 | |||||||||
| 7 Nov | 1343.00 | 14.7 | 3.65 | 15.91 | 9 | 5 | 17 | |||||||||
| 6 Nov | 1320.40 | 11.05 | -3 | 17.01 | 15 | 2 | 11 | |||||||||
| 4 Nov | 1336.90 | 14.05 | -3.55 | 15.86 | 9 | 5 | 6 | |||||||||
| 3 Nov | 1346.40 | 17.6 | -16.7 | 15.67 | 1 | 0 | 0 | |||||||||
| 31 Oct | 1345.30 | 34.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1362.40 | 34.3 | 0 | 1.24 | 0 | 0 | 0 | |||||||||
| 29 Oct | 1370.40 | 34.3 | 0 | 0.80 | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1410 expiring on 30DEC2025
Delta for 1410 CE is 0.28
Historical price for 1410 CE is as follows
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 7.8, which was -4.25 lower than the previous day. The implied volatity was 13.68, the open interest changed by -29 which decreased total open position to 2811
On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 11.2, which was -1.75 lower than the previous day. The implied volatity was 12.68, the open interest changed by 902 which increased total open position to 2841
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 12.8, which was -0.3 lower than the previous day. The implied volatity was 11.28, the open interest changed by 664 which increased total open position to 1939
On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 13.1, which was -1.25 lower than the previous day. The implied volatity was 13.01, the open interest changed by 25 which increased total open position to 1276
On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 15.1, which was 4.85 higher than the previous day. The implied volatity was 12.90, the open interest changed by 54 which increased total open position to 1251
On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 10.25, which was -4.75 lower than the previous day. The implied volatity was 13.38, the open interest changed by 30 which increased total open position to 1193
On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 14.75, which was -0.8 lower than the previous day. The implied volatity was 11.96, the open interest changed by 192 which increased total open position to 1163
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 15.75, which was -1.05 lower than the previous day. The implied volatity was 12.19, the open interest changed by -28 which decreased total open position to 971
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 17.5, which was 7.1 higher than the previous day. The implied volatity was 11.50, the open interest changed by 288 which increased total open position to 997
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 10.6, which was 3.5 higher than the previous day. The implied volatity was 11.64, the open interest changed by 6 which increased total open position to 710
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 7.15, which was -3.5 lower than the previous day. The implied volatity was 12.57, the open interest changed by 316 which increased total open position to 695
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 10.1, which was -3 lower than the previous day. The implied volatity was 12.70, the open interest changed by 116 which increased total open position to 375
On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 13, which was -7.2 lower than the previous day. The implied volatity was 13.20, the open interest changed by 89 which increased total open position to 260
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 20.35, which was 1.05 higher than the previous day. The implied volatity was 14.28, the open interest changed by 61 which increased total open position to 169
On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 19.15, which was 0.05 higher than the previous day. The implied volatity was 13.10, the open interest changed by 34 which increased total open position to 108
On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 19.1, which was -2.55 lower than the previous day. The implied volatity was 15.78, the open interest changed by 9 which increased total open position to 74
On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 21.65, which was 1.35 higher than the previous day. The implied volatity was 14.89, the open interest changed by 22 which increased total open position to 64
On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 20.5, which was -4 lower than the previous day. The implied volatity was 14.85, the open interest changed by 10 which increased total open position to 41
On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 24.5, which was 7.85 higher than the previous day. The implied volatity was 13.91, the open interest changed by 8 which increased total open position to 30
On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 16.5, which was 1.2 higher than the previous day. The implied volatity was 15.18, the open interest changed by 3 which increased total open position to 21
On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 15.3, which was 0.6 higher than the previous day. The implied volatity was 14.21, the open interest changed by 0 which decreased total open position to 18
On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 14.7, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 14.7, which was 3.65 higher than the previous day. The implied volatity was 15.91, the open interest changed by 5 which increased total open position to 17
On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 11.05, which was -3 lower than the previous day. The implied volatity was 17.01, the open interest changed by 2 which increased total open position to 11
On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 14.05, which was -3.55 lower than the previous day. The implied volatity was 15.86, the open interest changed by 5 which increased total open position to 6
On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 17.6, which was -16.7 lower than the previous day. The implied volatity was 15.67, 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 34.3, 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 34.3, which was 0 lower than the previous day. The implied volatity was 1.24, 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 34.3, which was 0 lower than the previous day. The implied volatity was 0.80, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 30DEC2025 1410 PE | |||||||
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Delta: -0.72
Vega: 1.12
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 1375.20 | 34.85 | 8.6 | 13.80 | 379 | -13 | 718 |
| 8 Dec | 1389.60 | 27.65 | 2.15 | 14.54 | 623 | -98 | 736 |
| 5 Dec | 1392.50 | 25.25 | -2.9 | 13.56 | 718 | 62 | 834 |
| 4 Dec | 1386.70 | 28.2 | 1.15 | 13.79 | 339 | -5 | 772 |
| 3 Dec | 1391.50 | 26.6 | -10.55 | 14.92 | 330 | 31 | 777 |
| 2 Dec | 1373.00 | 37.7 | 8.7 | 14.86 | 294 | -95 | 747 |
| 1 Dec | 1390.10 | 29.4 | -0.45 | 15.84 | 1,227 | 139 | 847 |
| 28 Nov | 1388.80 | 29.7 | 1.8 | 15.06 | 772 | -13 | 707 |
| 27 Nov | 1392.20 | 27.3 | -11.1 | 15.21 | 685 | 131 | 722 |
| 26 Nov | 1375.00 | 38 | -12.05 | 15.14 | 69 | 11 | 591 |
| 25 Nov | 1357.80 | 50.45 | 5.45 | 15.26 | 617 | 507 | 580 |
| 24 Nov | 1368.40 | 44.9 | 1.1 | 15.72 | 30 | 11 | 73 |
| 21 Nov | 1369.50 | 43.75 | 8.85 | 16.04 | 32 | 3 | 64 |
| 20 Nov | 1383.00 | 34.95 | -1.1 | 15.37 | 50 | 21 | 61 |
| 19 Nov | 1383.10 | 36.05 | -7.45 | 16.24 | 30 | 24 | 39 |
| 18 Nov | 1373.40 | 43.5 | 2.65 | 16.08 | 24 | 13 | 14 |
| 17 Nov | 1379.00 | 40.85 | -25.55 | 17.47 | 1 | 0 | 0 |
| 14 Nov | 1373.00 | 66.4 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 1385.90 | 66.4 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 1358.90 | 66.4 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 1358.30 | 66.4 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 1348.00 | 66.4 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 1343.00 | 66.4 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 1320.40 | 66.4 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 1336.90 | 66.4 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 1346.40 | 66.4 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 1345.30 | 66.4 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1362.40 | 66.4 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 1370.40 | 66.4 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1410 expiring on 30DEC2025
Delta for 1410 PE is -0.72
Historical price for 1410 PE is as follows
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 34.85, which was 8.6 higher than the previous day. The implied volatity was 13.80, the open interest changed by -13 which decreased total open position to 718
On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 27.65, which was 2.15 higher than the previous day. The implied volatity was 14.54, the open interest changed by -98 which decreased total open position to 736
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 25.25, which was -2.9 lower than the previous day. The implied volatity was 13.56, the open interest changed by 62 which increased total open position to 834
On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 28.2, which was 1.15 higher than the previous day. The implied volatity was 13.79, the open interest changed by -5 which decreased total open position to 772
On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 26.6, which was -10.55 lower than the previous day. The implied volatity was 14.92, the open interest changed by 31 which increased total open position to 777
On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 37.7, which was 8.7 higher than the previous day. The implied volatity was 14.86, the open interest changed by -95 which decreased total open position to 747
On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 29.4, which was -0.45 lower than the previous day. The implied volatity was 15.84, the open interest changed by 139 which increased total open position to 847
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 29.7, which was 1.8 higher than the previous day. The implied volatity was 15.06, the open interest changed by -13 which decreased total open position to 707
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 27.3, which was -11.1 lower than the previous day. The implied volatity was 15.21, the open interest changed by 131 which increased total open position to 722
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 38, which was -12.05 lower than the previous day. The implied volatity was 15.14, the open interest changed by 11 which increased total open position to 591
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 50.45, which was 5.45 higher than the previous day. The implied volatity was 15.26, the open interest changed by 507 which increased total open position to 580
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 44.9, which was 1.1 higher than the previous day. The implied volatity was 15.72, the open interest changed by 11 which increased total open position to 73
On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 43.75, which was 8.85 higher than the previous day. The implied volatity was 16.04, the open interest changed by 3 which increased total open position to 64
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 34.95, which was -1.1 lower than the previous day. The implied volatity was 15.37, the open interest changed by 21 which increased total open position to 61
On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 36.05, which was -7.45 lower than the previous day. The implied volatity was 16.24, the open interest changed by 24 which increased total open position to 39
On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 43.5, which was 2.65 higher than the previous day. The implied volatity was 16.08, the open interest changed by 13 which increased total open position to 14
On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 40.85, which was -25.55 lower than the previous day. The implied volatity was 17.47, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 66.4, 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 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 66.4, 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 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 66.4, 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 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 66.4, 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 66.4, 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 66.4, 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 66.4, 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 66.4, 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 66.4, 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 66.4, 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 66.4, 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 66.4, 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































































































































































































































