[--[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 1420 CE
Delta: 0.22
Vega: 0.97
Theta: -0.40
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 5.65 -3 13.90 3,158 -42 2,537
8 Dec 1389.60 8.15 -1.3 12.84 4,148 125 2,579
5 Dec 1392.50 9.25 -0.4 11.39 4,150 296 2,453
4 Dec 1386.70 9.65 -1.2 12.97 2,587 23 2,156
3 Dec 1391.50 11.45 3.9 12.46 3,981 9 2,132
2 Dec 1373.00 7.65 -3.75 13.46 2,873 185 2,127
1 Dec 1390.10 11.25 -0.75 12.15 3,476 27 1,942
28 Nov 1388.80 12.05 -0.8 12.24 3,354 55 1,918
27 Nov 1392.20 13.45 5.7 11.54 5,748 317 1,861
26 Nov 1375.00 8 2.65 11.82 1,780 151 1,536
25 Nov 1357.80 5.25 -2.95 12.62 3,207 604 1,391
24 Nov 1368.40 7.9 -2.4 12.95 630 182 794
21 Nov 1369.50 10.25 -6.2 13.31 845 166 611
20 Nov 1383.00 16.5 0.9 14.26 593 139 435
19 Nov 1383.10 15.55 0.75 13.23 269 52 296
18 Nov 1373.40 14.9 -2.95 15.28 174 45 244
17 Nov 1379.00 17.75 1.15 14.83 144 2 199
14 Nov 1373.00 16.95 -3.7 14.86 249 31 196
13 Nov 1385.90 20.85 6.55 14.19 262 81 166
12 Nov 1358.90 14.3 0.3 15.62 34 6 84
11 Nov 1358.30 14 1.55 15.14 53 -7 77
10 Nov 1348.00 12.45 0.35 16.05 32 13 83
7 Nov 1343.00 11.85 2.25 15.71 50 15 68
6 Nov 1320.40 9.6 -2.65 17.33 35 3 57
4 Nov 1336.90 12.3 -2.15 16.25 46 -5 54
3 Nov 1346.40 14.25 -0.3 15.31 25 2 58
31 Oct 1345.30 14.65 -5 - 28 14 56
30 Oct 1362.40 19.65 -3.5 15.12 24 18 42
29 Oct 1370.40 23.3 2.4 15.01 18 15 23
28 Oct 1363.10 20.9 -8.1 14.69 4 3 7
27 Oct 1377.60 29 -1 15.67 2 0 4
24 Oct 1377.70 30 -0.45 15.85 3 1 3
23 Oct 1363.70 30.45 -9.95 - 0 0 0
21 Oct 1382.00 30.45 -9.95 14.86 1 0 2
20 Oct 1390.30 40.4 4.2 16.42 2 1 1
16 Oct 1417.30 36.2 0 - 0 0 0
14 Oct 1384.10 36.2 0 0.35 0 0 0
9 Oct 1376.20 36.2 0 0.61 0 0 0
8 Oct 1370.30 36.2 0 0.89 0 0 0
7 Oct 1375.90 36.2 0 - 0 0 0
6 Oct 1363.40 0 0 - 0 0 0
3 Oct 1365.20 0 0 0.86 0 0 0


For Icici Bank Ltd. - strike price 1420 expiring on 30DEC2025

Delta for 1420 CE is 0.22

Historical price for 1420 CE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 5.65, which was -3 lower than the previous day. The implied volatity was 13.90, the open interest changed by -42 which decreased total open position to 2537


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 8.15, which was -1.3 lower than the previous day. The implied volatity was 12.84, the open interest changed by 125 which increased total open position to 2579


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 9.25, which was -0.4 lower than the previous day. The implied volatity was 11.39, the open interest changed by 296 which increased total open position to 2453


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 9.65, which was -1.2 lower than the previous day. The implied volatity was 12.97, the open interest changed by 23 which increased total open position to 2156


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 11.45, which was 3.9 higher than the previous day. The implied volatity was 12.46, the open interest changed by 9 which increased total open position to 2132


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 7.65, which was -3.75 lower than the previous day. The implied volatity was 13.46, the open interest changed by 185 which increased total open position to 2127


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 11.25, which was -0.75 lower than the previous day. The implied volatity was 12.15, the open interest changed by 27 which increased total open position to 1942


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 12.05, which was -0.8 lower than the previous day. The implied volatity was 12.24, the open interest changed by 55 which increased total open position to 1918


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 13.45, which was 5.7 higher than the previous day. The implied volatity was 11.54, the open interest changed by 317 which increased total open position to 1861


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 8, which was 2.65 higher than the previous day. The implied volatity was 11.82, the open interest changed by 151 which increased total open position to 1536


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 5.25, which was -2.95 lower than the previous day. The implied volatity was 12.62, the open interest changed by 604 which increased total open position to 1391


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 7.9, which was -2.4 lower than the previous day. The implied volatity was 12.95, the open interest changed by 182 which increased total open position to 794


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 10.25, which was -6.2 lower than the previous day. The implied volatity was 13.31, the open interest changed by 166 which increased total open position to 611


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 16.5, which was 0.9 higher than the previous day. The implied volatity was 14.26, the open interest changed by 139 which increased total open position to 435


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 15.55, which was 0.75 higher than the previous day. The implied volatity was 13.23, the open interest changed by 52 which increased total open position to 296


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 14.9, which was -2.95 lower than the previous day. The implied volatity was 15.28, the open interest changed by 45 which increased total open position to 244


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 17.75, which was 1.15 higher than the previous day. The implied volatity was 14.83, the open interest changed by 2 which increased total open position to 199


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 16.95, which was -3.7 lower than the previous day. The implied volatity was 14.86, the open interest changed by 31 which increased total open position to 196


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 20.85, which was 6.55 higher than the previous day. The implied volatity was 14.19, the open interest changed by 81 which increased total open position to 166


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 14.3, which was 0.3 higher than the previous day. The implied volatity was 15.62, the open interest changed by 6 which increased total open position to 84


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 14, which was 1.55 higher than the previous day. The implied volatity was 15.14, the open interest changed by -7 which decreased total open position to 77


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 12.45, which was 0.35 higher than the previous day. The implied volatity was 16.05, the open interest changed by 13 which increased total open position to 83


On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 11.85, which was 2.25 higher than the previous day. The implied volatity was 15.71, the open interest changed by 15 which increased total open position to 68


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 9.6, which was -2.65 lower than the previous day. The implied volatity was 17.33, the open interest changed by 3 which increased total open position to 57


On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 12.3, which was -2.15 lower than the previous day. The implied volatity was 16.25, the open interest changed by -5 which decreased total open position to 54


On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 14.25, which was -0.3 lower than the previous day. The implied volatity was 15.31, the open interest changed by 2 which increased total open position to 58


On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 14.65, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 56


On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 19.65, which was -3.5 lower than the previous day. The implied volatity was 15.12, the open interest changed by 18 which increased total open position to 42


On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 23.3, which was 2.4 higher than the previous day. The implied volatity was 15.01, the open interest changed by 15 which increased total open position to 23


On 28 Oct ICICIBANK was trading at 1363.10. The strike last trading price was 20.9, which was -8.1 lower than the previous day. The implied volatity was 14.69, the open interest changed by 3 which increased total open position to 7


On 27 Oct ICICIBANK was trading at 1377.60. The strike last trading price was 29, which was -1 lower than the previous day. The implied volatity was 15.67, the open interest changed by 0 which decreased total open position to 4


On 24 Oct ICICIBANK was trading at 1377.70. The strike last trading price was 30, which was -0.45 lower than the previous day. The implied volatity was 15.85, the open interest changed by 1 which increased total open position to 3


On 23 Oct ICICIBANK was trading at 1363.70. The strike last trading price was 30.45, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Oct ICICIBANK was trading at 1382.00. The strike last trading price was 30.45, which was -9.95 lower than the previous day. The implied volatity was 14.86, the open interest changed by 0 which decreased total open position to 2


On 20 Oct ICICIBANK was trading at 1390.30. The strike last trading price was 40.4, which was 4.2 higher than the previous day. The implied volatity was 16.42, the open interest changed by 1 which increased total open position to 1


On 16 Oct ICICIBANK was trading at 1417.30. The strike last trading price was 36.2, 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 36.2, which was 0 lower than the previous day. The implied volatity was 0.35, 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 36.2, 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 8 Oct ICICIBANK was trading at 1370.30. The strike last trading price was 36.2, which was 0 lower than the previous day. The implied volatity was 0.89, 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 36.2, 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 0.86, the open interest changed by 0 which decreased total open position to 0


ICICIBANK 30DEC2025 1420 PE
Delta: -0.77
Vega: 1.00
Theta: -0.05
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 1375.20 43.2 10.2 14.61 206 -12 738
8 Dec 1389.60 34.1 2.6 14.49 507 36 750
5 Dec 1392.50 31.55 -3 14.68 648 48 713
4 Dec 1386.70 34.7 0.55 13.82 1,167 -381 669
3 Dec 1391.50 32.45 -11.55 14.01 1,368 405 1,046
2 Dec 1373.00 45.4 10.05 15.38 185 -56 641
1 Dec 1390.10 35.8 -0.2 16.17 607 59 698
28 Nov 1388.80 35.6 1.7 15.03 368 2 640
27 Nov 1392.20 33.1 -12.55 15.42 375 12 637
26 Nov 1375.00 45.5 -12.8 15.71 499 -6 624
25 Nov 1357.80 59.25 8.5 16.24 484 376 628
24 Nov 1368.40 52.3 1.3 16.01 153 112 253
21 Nov 1369.50 50.9 9.65 16.33 52 24 140
20 Nov 1383.00 41.4 -0.95 15.62 76 44 115
19 Nov 1383.10 42.35 -6.1 16.47 46 21 71
18 Nov 1373.40 48.45 1.25 15.16 32 25 49
17 Nov 1379.00 47.2 -39.5 17.68 29 23 23
14 Nov 1373.00 86.7 0 - 0 0 0
13 Nov 1385.90 86.7 0 - 0 0 0
12 Nov 1358.90 86.7 0 - 0 0 0
11 Nov 1358.30 86.7 0 - 0 0 0
10 Nov 1348.00 86.7 0 - 0 0 0
7 Nov 1343.00 86.7 0 - 0 0 0
6 Nov 1320.40 86.7 0 - 0 0 0
4 Nov 1336.90 86.7 0 - 0 0 0
3 Nov 1346.40 86.7 0 - 0 0 0
31 Oct 1345.30 86.7 0 - 0 0 0
30 Oct 1362.40 86.7 0 - 0 0 0
29 Oct 1370.40 86.7 0 - 0 0 0
28 Oct 1363.10 86.7 0 - 0 0 0
27 Oct 1377.60 86.7 0 - 0 0 0
24 Oct 1377.70 86.7 0 - 0 0 0
23 Oct 1363.70 86.7 0 - 0 0 0
21 Oct 1382.00 86.7 0 - 0 0 0
20 Oct 1390.30 86.7 0 0.02 0 0 0
16 Oct 1417.30 86.7 0 - 0 0 0
14 Oct 1384.10 86.7 0 - 0 0 0
9 Oct 1376.20 86.7 0 - 0 0 0
8 Oct 1370.30 86.7 0 - 0 0 0
7 Oct 1375.90 86.7 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 1420 expiring on 30DEC2025

Delta for 1420 PE is -0.77

Historical price for 1420 PE is as follows

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 43.2, which was 10.2 higher than the previous day. The implied volatity was 14.61, the open interest changed by -12 which decreased total open position to 738


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 34.1, which was 2.6 higher than the previous day. The implied volatity was 14.49, the open interest changed by 36 which increased total open position to 750


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 31.55, which was -3 lower than the previous day. The implied volatity was 14.68, the open interest changed by 48 which increased total open position to 713


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 34.7, which was 0.55 higher than the previous day. The implied volatity was 13.82, the open interest changed by -381 which decreased total open position to 669


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 32.45, which was -11.55 lower than the previous day. The implied volatity was 14.01, the open interest changed by 405 which increased total open position to 1046


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 45.4, which was 10.05 higher than the previous day. The implied volatity was 15.38, the open interest changed by -56 which decreased total open position to 641


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 35.8, which was -0.2 lower than the previous day. The implied volatity was 16.17, the open interest changed by 59 which increased total open position to 698


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 35.6, which was 1.7 higher than the previous day. The implied volatity was 15.03, the open interest changed by 2 which increased total open position to 640


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 33.1, which was -12.55 lower than the previous day. The implied volatity was 15.42, the open interest changed by 12 which increased total open position to 637


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 45.5, which was -12.8 lower than the previous day. The implied volatity was 15.71, the open interest changed by -6 which decreased total open position to 624


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 59.25, which was 8.5 higher than the previous day. The implied volatity was 16.24, the open interest changed by 376 which increased total open position to 628


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 52.3, which was 1.3 higher than the previous day. The implied volatity was 16.01, the open interest changed by 112 which increased total open position to 253


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 50.9, which was 9.65 higher than the previous day. The implied volatity was 16.33, the open interest changed by 24 which increased total open position to 140


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 41.4, which was -0.95 lower than the previous day. The implied volatity was 15.62, the open interest changed by 44 which increased total open position to 115


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 42.35, which was -6.1 lower than the previous day. The implied volatity was 16.47, the open interest changed by 21 which increased total open position to 71


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 48.45, which was 1.25 higher than the previous day. The implied volatity was 15.16, the open interest changed by 25 which increased total open position to 49


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 47.2, which was -39.5 lower than the previous day. The implied volatity was 17.68, the open interest changed by 23 which increased total open position to 23


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 86.7, 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 86.7, 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 86.7, 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 86.7, 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 86.7, 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 86.7, 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 86.7, 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 86.7, 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 86.7, 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 86.7, 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 86.7, 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 86.7, 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 28 Oct ICICIBANK was trading at 1363.10. The strike last trading price was 86.7, 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 27 Oct ICICIBANK was trading at 1377.60. The strike last trading price was 86.7, 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 24 Oct ICICIBANK was trading at 1377.70. The strike last trading price was 86.7, 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 23 Oct ICICIBANK was trading at 1363.70. The strike last trading price was 86.7, 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 21 Oct ICICIBANK was trading at 1382.00. The strike last trading price was 86.7, 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 20 Oct ICICIBANK was trading at 1390.30. The strike last trading price was 86.7, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0


On 16 Oct ICICIBANK was trading at 1417.30. The strike last trading price was 86.7, 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 86.7, 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 86.7, 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 86.7, 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 86.7, 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