[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1375.2 -14.40 (-1.04%)
L: 1373.4 H: 1384.3

Back to Option Chain


Historical option data for ICICIBANK

09 Dec 2025 04:10 PM IST
ICICIBANK 30-DEC-2025 1410 CE
Delta: 0.28
Vega: 1.12
Theta: -0.47
Gamma: 0.01
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
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
Delta: -0.72
Vega: 1.12
Theta: -0.09
Gamma: 0.01
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