[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1366 +6.00 (0.44%)
L: 1363.3 H: 1370.7

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Historical option data for ICICIBANK

12 Dec 2025 04:10 PM IST
ICICIBANK 30-DEC-2025 1430 CE
Delta: 0.11
Vega: 0.55
Theta: -0.26
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1366.00 2.2 -0.1 14.53 900 81 2,387
11 Dec 1360.00 2.2 -0.55 15.00 779 35 2,302
10 Dec 1363.60 2.75 -1.3 14.83 2,102 247 2,267
9 Dec 1375.20 4.05 -2.2 14.14 2,156 166 2,023
8 Dec 1389.60 5.7 -1 12.89 3,689 778 1,852
5 Dec 1392.50 6.65 -0.35 11.61 1,757 254 1,074
4 Dec 1386.70 7.05 -0.9 13.04 995 -22 820
3 Dec 1391.50 8.55 3.1 12.62 1,468 24 844
2 Dec 1373.00 5.6 -2.85 13.53 1,371 21 822
1 Dec 1390.10 8.35 -0.6 12.25 2,106 43 808
28 Nov 1388.80 9.15 -0.55 12.37 1,992 -62 760
27 Nov 1392.20 10.25 4.55 11.74 3,299 252 817
26 Nov 1375.00 5.85 1.85 11.90 1,110 11 564
25 Nov 1357.80 4 -2.2 12.90 1,432 255 537
24 Nov 1368.40 5.9 -2.15 12.99 390 104 285
21 Nov 1369.50 8 -5 13.42 311 -1 179
20 Nov 1383.00 13.25 0.7 14.27 242 73 180
19 Nov 1383.10 12.55 0.35 13.39 144 30 106
18 Nov 1373.40 11.9 -2.75 15.17 82 22 76
17 Nov 1379.00 14.6 0.75 14.90 52 21 53
14 Nov 1373.00 13.85 -3.25 14.85 57 6 32
13 Nov 1385.90 17.1 5.1 14.15 26 8 26
12 Nov 1358.90 12 0.8 15.80 15 -6 17
11 Nov 1358.30 11.2 1.1 15.00 13 7 23
10 Nov 1348.00 10.1 -0.15 15.87 17 13 16
7 Nov 1343.00 10.25 -17.15 16.07 3 2 2
6 Nov 1320.40 27.4 0 4.67 0 0 0
4 Nov 1336.90 27.4 0 3.71 0 0 0
3 Nov 1346.40 27.4 0 3.04 0 0 0
31 Oct 1345.30 27.4 0 - 0 0 0
30 Oct 1362.40 27.4 0 2.20 0 0 0
29 Oct 1370.40 27.4 0 1.71 0 0 0


For Icici Bank Ltd. - strike price 1430 expiring on 30DEC2025

Delta for 1430 CE is 0.11

Historical price for 1430 CE is as follows

On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 2.2, which was -0.1 lower than the previous day. The implied volatity was 14.53, the open interest changed by 81 which increased total open position to 2387


On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 2.2, which was -0.55 lower than the previous day. The implied volatity was 15.00, the open interest changed by 35 which increased total open position to 2302


On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 2.75, which was -1.3 lower than the previous day. The implied volatity was 14.83, the open interest changed by 247 which increased total open position to 2267


On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 4.05, which was -2.2 lower than the previous day. The implied volatity was 14.14, the open interest changed by 166 which increased total open position to 2023


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 5.7, which was -1 lower than the previous day. The implied volatity was 12.89, the open interest changed by 778 which increased total open position to 1852


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 6.65, which was -0.35 lower than the previous day. The implied volatity was 11.61, the open interest changed by 254 which increased total open position to 1074


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 7.05, which was -0.9 lower than the previous day. The implied volatity was 13.04, the open interest changed by -22 which decreased total open position to 820


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 8.55, which was 3.1 higher than the previous day. The implied volatity was 12.62, the open interest changed by 24 which increased total open position to 844


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 5.6, which was -2.85 lower than the previous day. The implied volatity was 13.53, the open interest changed by 21 which increased total open position to 822


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 8.35, which was -0.6 lower than the previous day. The implied volatity was 12.25, the open interest changed by 43 which increased total open position to 808


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 9.15, which was -0.55 lower than the previous day. The implied volatity was 12.37, the open interest changed by -62 which decreased total open position to 760


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 10.25, which was 4.55 higher than the previous day. The implied volatity was 11.74, the open interest changed by 252 which increased total open position to 817


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 5.85, which was 1.85 higher than the previous day. The implied volatity was 11.90, the open interest changed by 11 which increased total open position to 564


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 4, which was -2.2 lower than the previous day. The implied volatity was 12.90, the open interest changed by 255 which increased total open position to 537


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 5.9, which was -2.15 lower than the previous day. The implied volatity was 12.99, the open interest changed by 104 which increased total open position to 285


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 8, which was -5 lower than the previous day. The implied volatity was 13.42, the open interest changed by -1 which decreased total open position to 179


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 13.25, which was 0.7 higher than the previous day. The implied volatity was 14.27, the open interest changed by 73 which increased total open position to 180


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 12.55, which was 0.35 higher than the previous day. The implied volatity was 13.39, the open interest changed by 30 which increased total open position to 106


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 11.9, which was -2.75 lower than the previous day. The implied volatity was 15.17, the open interest changed by 22 which increased total open position to 76


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 14.6, which was 0.75 higher than the previous day. The implied volatity was 14.90, the open interest changed by 21 which increased total open position to 53


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 13.85, which was -3.25 lower than the previous day. The implied volatity was 14.85, the open interest changed by 6 which increased total open position to 32


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 17.1, which was 5.1 higher than the previous day. The implied volatity was 14.15, the open interest changed by 8 which increased total open position to 26


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 12, which was 0.8 higher than the previous day. The implied volatity was 15.80, the open interest changed by -6 which decreased total open position to 17


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 11.2, which was 1.1 higher than the previous day. The implied volatity was 15.00, the open interest changed by 7 which increased total open position to 23


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 10.1, which was -0.15 lower than the previous day. The implied volatity was 15.87, the open interest changed by 13 which increased total open position to 16


On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 10.25, which was -17.15 lower than the previous day. The implied volatity was 16.07, the open interest changed by 2 which increased total open position to 2


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 27.4, which was 0 lower than the previous day. The implied volatity was 4.67, 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 27.4, which was 0 lower than the previous day. The implied volatity was 3.71, 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 27.4, which was 0 lower than the previous day. The implied volatity was 3.04, 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 27.4, 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 27.4, which was 0 lower than the previous day. The implied volatity was 2.20, 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 27.4, which was 0 lower than the previous day. The implied volatity was 1.71, the open interest changed by 0 which decreased total open position to 0


ICICIBANK 30DEC2025 1430 PE
Delta: -0.86
Vega: 0.68
Theta: 0.02
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1366.00 60.55 -4.15 16.77 17 -2 301
11 Dec 1360.00 64.7 3.35 16.56 2 -1 303
10 Dec 1363.60 61.35 10.45 16.17 49 -2 305
9 Dec 1375.20 50.9 10.6 14.20 21 6 308
8 Dec 1389.60 41.1 2.4 14.30 36 7 301
5 Dec 1392.50 38.6 -3.35 14.99 19 7 295
4 Dec 1386.70 41.95 2.1 13.92 64 -41 289
3 Dec 1391.50 39.8 -15.3 15.45 95 -8 328
2 Dec 1373.00 55.1 12.45 17.21 7 -3 335
1 Dec 1390.10 43.1 0.2 16.75 171 40 337
28 Nov 1388.80 42.45 2.45 15.25 151 -11 298
27 Nov 1392.20 39.85 -13.2 15.80 44 5 306
26 Nov 1375.00 53.05 -14.9 16.03 16 0 300
25 Nov 1357.80 67.15 8.1 16.30 159 82 300
24 Nov 1368.40 61 1.95 16.95 102 59 217
21 Nov 1369.50 59.45 12.45 17.29 11 4 157
20 Nov 1383.00 47 -2.5 15.08 40 34 152
19 Nov 1383.10 49.5 -6.5 16.94 115 109 117
18 Nov 1373.40 56 1.8 15.47 1 0 7
17 Nov 1379.00 54.2 -25.1 18.03 8 5 5
14 Nov 1373.00 79.3 0 - 0 0 0
13 Nov 1385.90 79.3 0 - 0 0 0
12 Nov 1358.90 79.3 0 - 0 0 0
11 Nov 1358.30 79.3 0 - 0 0 0
10 Nov 1348.00 79.3 0 - 0 0 0
7 Nov 1343.00 79.3 0 - 0 0 0
6 Nov 1320.40 79.3 0 - 0 0 0
4 Nov 1336.90 79.3 0 - 0 0 0
3 Nov 1346.40 79.3 0 - 0 0 0
31 Oct 1345.30 79.3 0 - 0 0 0
30 Oct 1362.40 79.3 0 - 0 0 0
29 Oct 1370.40 79.3 0 - 0 0 0


For Icici Bank Ltd. - strike price 1430 expiring on 30DEC2025

Delta for 1430 PE is -0.86

Historical price for 1430 PE is as follows

On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 60.55, which was -4.15 lower than the previous day. The implied volatity was 16.77, the open interest changed by -2 which decreased total open position to 301


On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 64.7, which was 3.35 higher than the previous day. The implied volatity was 16.56, the open interest changed by -1 which decreased total open position to 303


On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 61.35, which was 10.45 higher than the previous day. The implied volatity was 16.17, the open interest changed by -2 which decreased total open position to 305


On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 50.9, which was 10.6 higher than the previous day. The implied volatity was 14.20, the open interest changed by 6 which increased total open position to 308


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 41.1, which was 2.4 higher than the previous day. The implied volatity was 14.30, the open interest changed by 7 which increased total open position to 301


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 38.6, which was -3.35 lower than the previous day. The implied volatity was 14.99, the open interest changed by 7 which increased total open position to 295


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 41.95, which was 2.1 higher than the previous day. The implied volatity was 13.92, the open interest changed by -41 which decreased total open position to 289


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 39.8, which was -15.3 lower than the previous day. The implied volatity was 15.45, the open interest changed by -8 which decreased total open position to 328


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 55.1, which was 12.45 higher than the previous day. The implied volatity was 17.21, the open interest changed by -3 which decreased total open position to 335


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 43.1, which was 0.2 higher than the previous day. The implied volatity was 16.75, the open interest changed by 40 which increased total open position to 337


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 42.45, which was 2.45 higher than the previous day. The implied volatity was 15.25, the open interest changed by -11 which decreased total open position to 298


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 39.85, which was -13.2 lower than the previous day. The implied volatity was 15.80, the open interest changed by 5 which increased total open position to 306


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 53.05, which was -14.9 lower than the previous day. The implied volatity was 16.03, the open interest changed by 0 which decreased total open position to 300


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 67.15, which was 8.1 higher than the previous day. The implied volatity was 16.30, the open interest changed by 82 which increased total open position to 300


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 61, which was 1.95 higher than the previous day. The implied volatity was 16.95, the open interest changed by 59 which increased total open position to 217


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 59.45, which was 12.45 higher than the previous day. The implied volatity was 17.29, the open interest changed by 4 which increased total open position to 157


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 47, which was -2.5 lower than the previous day. The implied volatity was 15.08, the open interest changed by 34 which increased total open position to 152


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 49.5, which was -6.5 lower than the previous day. The implied volatity was 16.94, the open interest changed by 109 which increased total open position to 117


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 56, which was 1.8 higher than the previous day. The implied volatity was 15.47, the open interest changed by 0 which decreased total open position to 7


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 54.2, which was -25.1 lower than the previous day. The implied volatity was 18.03, the open interest changed by 5 which increased total open position to 5


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 79.3, 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 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 79.3, 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 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 79.3, 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 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 79.3, 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 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 79.3, 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 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 79.3, 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 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 79.3, 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 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 79.3, 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 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 79.3, 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 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 79.3, 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 79.3, 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 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 79.3, 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