ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
12 Dec 2025 04:10 PM IST
| ICICIBANK 30-DEC-2025 1430 CE | ||||||||||||||||
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Delta: 0.11
Vega: 0.55
Theta: -0.26
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.86
Vega: 0.68
Theta: 0.02
Gamma: 0.00
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| 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































































































































































































































