ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
16 Dec 2025 04:10 PM IST
| ICICIBANK 30-DEC-2025 1450 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.29
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 1366.00 | 1.05 | -0.05 | 17.41 | 460 | -2 | 1,597 | |||||||||
| 15 Dec | 1365.20 | 1.1 | -0.2 | 17.20 | 477 | -20 | 1,598 | |||||||||
| 12 Dec | 1366.00 | 1.25 | -0.1 | 15.78 | 555 | -3 | 1,620 | |||||||||
| 11 Dec | 1360.00 | 1.35 | -0.2 | 16.38 | 872 | -47 | 1,622 | |||||||||
| 10 Dec | 1363.60 | 1.6 | -0.55 | 15.94 | 1,112 | 23 | 1,674 | |||||||||
| 9 Dec | 1375.20 | 2.25 | -0.75 | 15.04 | 1,098 | -89 | 1,648 | |||||||||
| 8 Dec | 1389.60 | 2.85 | -0.45 | 13.39 | 2,196 | -52 | 1,751 | |||||||||
| 5 Dec | 1392.50 | 3.2 | -0.35 | 11.96 | 2,196 | 193 | 1,785 | |||||||||
| 4 Dec | 1386.70 | 3.6 | -0.65 | 13.25 | 1,442 | -16 | 1,593 | |||||||||
| 3 Dec | 1391.50 | 4.55 | 1.7 | 12.93 | 1,985 | 149 | 1,650 | |||||||||
| 2 Dec | 1373.00 | 2.9 | -1.6 | 13.74 | 1,599 | -41 | 1,504 | |||||||||
| 1 Dec | 1390.10 | 4.45 | -0.5 | 12.56 | 2,482 | 53 | 1,545 | |||||||||
| 28 Nov | 1388.80 | 5.1 | -0.25 | 12.67 | 2,298 | 17 | 1,484 | |||||||||
| 27 Nov | 1392.20 | 5.6 | 2.5 | 11.93 | 3,084 | 274 | 1,469 | |||||||||
| 26 Nov | 1375.00 | 3.15 | 0.8 | 12.28 | 1,000 | 28 | 1,192 | |||||||||
| 25 Nov | 1357.80 | 2.35 | -1.3 | 13.51 | 1,204 | 239 | 1,115 | |||||||||
| 24 Nov | 1368.40 | 3.55 | -1.4 | 13.55 | 523 | 75 | 874 | |||||||||
| 21 Nov | 1369.50 | 4.9 | -3.4 | 13.80 | 736 | 153 | 792 | |||||||||
| 20 Nov | 1383.00 | 8.4 | 0.35 | 14.41 | 581 | 71 | 637 | |||||||||
| 19 Nov | 1383.10 | 7.9 | 0.1 | 13.63 | 509 | 162 | 565 | |||||||||
| 18 Nov | 1373.40 | 7.7 | -1.85 | 15.31 | 260 | 49 | 403 | |||||||||
| 17 Nov | 1379.00 | 9.45 | 0.35 | 14.93 | 198 | 80 | 355 | |||||||||
| 14 Nov | 1373.00 | 9.3 | -2.4 | 15.06 | 247 | 10 | 276 | |||||||||
| 13 Nov | 1385.90 | 11.9 | 3.85 | 14.56 | 403 | 154 | 267 | |||||||||
| 12 Nov | 1358.90 | 8 | 0.2 | 15.87 | 45 | 17 | 111 | |||||||||
| 11 Nov | 1358.30 | 7.75 | 0.45 | 15.40 | 103 | 12 | 94 | |||||||||
| 10 Nov | 1348.00 | 7.3 | 0.2 | 16.43 | 22 | 5 | 82 | |||||||||
| 7 Nov | 1343.00 | 7.1 | 2.15 | 16.30 | 30 | 7 | 73 | |||||||||
| 6 Nov | 1320.40 | 4.45 | -2.75 | 16.48 | 109 | 23 | 76 | |||||||||
| 4 Nov | 1336.90 | 7.1 | -1.4 | 16.45 | 51 | 34 | 53 | |||||||||
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| 3 Nov | 1346.40 | 8.5 | -0.3 | 15.80 | 8 | 1 | 19 | |||||||||
| 31 Oct | 1345.30 | 8.75 | -3.5 | - | 19 | 7 | 18 | |||||||||
| 30 Oct | 1362.40 | 12.25 | -1.5 | 15.53 | 13 | 8 | 10 | |||||||||
| 29 Oct | 1370.40 | 13.75 | -7.85 | 14.86 | 2 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1450 expiring on 30DEC2025
Delta for 1450 CE is 0.05
Historical price for 1450 CE is as follows
On 16 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 17.41, the open interest changed by -2 which decreased total open position to 1597
On 15 Dec ICICIBANK was trading at 1365.20. The strike last trading price was 1.1, which was -0.2 lower than the previous day. The implied volatity was 17.20, the open interest changed by -20 which decreased total open position to 1598
On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 1.25, which was -0.1 lower than the previous day. The implied volatity was 15.78, the open interest changed by -3 which decreased total open position to 1620
On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 1.35, which was -0.2 lower than the previous day. The implied volatity was 16.38, the open interest changed by -47 which decreased total open position to 1622
On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 1.6, which was -0.55 lower than the previous day. The implied volatity was 15.94, the open interest changed by 23 which increased total open position to 1674
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was 15.04, the open interest changed by -89 which decreased total open position to 1648
On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 2.85, which was -0.45 lower than the previous day. The implied volatity was 13.39, the open interest changed by -52 which decreased total open position to 1751
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 3.2, which was -0.35 lower than the previous day. The implied volatity was 11.96, the open interest changed by 193 which increased total open position to 1785
On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 3.6, which was -0.65 lower than the previous day. The implied volatity was 13.25, the open interest changed by -16 which decreased total open position to 1593
On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 4.55, which was 1.7 higher than the previous day. The implied volatity was 12.93, the open interest changed by 149 which increased total open position to 1650
On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 2.9, which was -1.6 lower than the previous day. The implied volatity was 13.74, the open interest changed by -41 which decreased total open position to 1504
On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 4.45, which was -0.5 lower than the previous day. The implied volatity was 12.56, the open interest changed by 53 which increased total open position to 1545
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 5.1, which was -0.25 lower than the previous day. The implied volatity was 12.67, the open interest changed by 17 which increased total open position to 1484
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 5.6, which was 2.5 higher than the previous day. The implied volatity was 11.93, the open interest changed by 274 which increased total open position to 1469
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 3.15, which was 0.8 higher than the previous day. The implied volatity was 12.28, the open interest changed by 28 which increased total open position to 1192
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 2.35, which was -1.3 lower than the previous day. The implied volatity was 13.51, the open interest changed by 239 which increased total open position to 1115
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 3.55, which was -1.4 lower than the previous day. The implied volatity was 13.55, the open interest changed by 75 which increased total open position to 874
On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 4.9, which was -3.4 lower than the previous day. The implied volatity was 13.80, the open interest changed by 153 which increased total open position to 792
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 8.4, which was 0.35 higher than the previous day. The implied volatity was 14.41, the open interest changed by 71 which increased total open position to 637
On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 7.9, which was 0.1 higher than the previous day. The implied volatity was 13.63, the open interest changed by 162 which increased total open position to 565
On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 7.7, which was -1.85 lower than the previous day. The implied volatity was 15.31, the open interest changed by 49 which increased total open position to 403
On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 9.45, which was 0.35 higher than the previous day. The implied volatity was 14.93, the open interest changed by 80 which increased total open position to 355
On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 9.3, which was -2.4 lower than the previous day. The implied volatity was 15.06, the open interest changed by 10 which increased total open position to 276
On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 11.9, which was 3.85 higher than the previous day. The implied volatity was 14.56, the open interest changed by 154 which increased total open position to 267
On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 8, which was 0.2 higher than the previous day. The implied volatity was 15.87, the open interest changed by 17 which increased total open position to 111
On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 7.75, which was 0.45 higher than the previous day. The implied volatity was 15.40, the open interest changed by 12 which increased total open position to 94
On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 7.3, which was 0.2 higher than the previous day. The implied volatity was 16.43, the open interest changed by 5 which increased total open position to 82
On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 7.1, which was 2.15 higher than the previous day. The implied volatity was 16.30, the open interest changed by 7 which increased total open position to 73
On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 4.45, which was -2.75 lower than the previous day. The implied volatity was 16.48, the open interest changed by 23 which increased total open position to 76
On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 7.1, which was -1.4 lower than the previous day. The implied volatity was 16.45, the open interest changed by 34 which increased total open position to 53
On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 8.5, which was -0.3 lower than the previous day. The implied volatity was 15.80, the open interest changed by 1 which increased total open position to 19
On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 8.75, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 18
On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 12.25, which was -1.5 lower than the previous day. The implied volatity was 15.53, the open interest changed by 8 which increased total open position to 10
On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 13.75, which was -7.85 lower than the previous day. The implied volatity was 14.86, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 30DEC2025 1450 PE | |||||||
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Delta: -0.88
Vega: 0.55
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 1366.00 | 81.7 | 1.65 | 23.97 | 4 | -1 | 501 |
| 15 Dec | 1365.20 | 80.05 | 1.15 | 16.86 | 4 | 1 | 503 |
| 12 Dec | 1366.00 | 78.9 | -0.55 | 17.65 | 8 | 3 | 502 |
| 11 Dec | 1360.00 | 79.45 | -0.9 | - | 34 | -11 | 499 |
| 10 Dec | 1363.60 | 80 | 10.95 | 17.64 | 101 | 13 | 510 |
| 9 Dec | 1375.20 | 68.9 | 10.75 | 14.98 | 82 | -3 | 495 |
| 8 Dec | 1389.60 | 58.15 | 2.95 | 15.35 | 58 | 5 | 499 |
| 5 Dec | 1392.50 | 54.95 | -3.05 | 16.24 | 173 | -56 | 495 |
| 4 Dec | 1386.70 | 58.15 | 2.25 | 14.21 | 93 | -14 | 551 |
| 3 Dec | 1391.50 | 55.85 | -14.45 | 16.61 | 171 | -31 | 573 |
| 2 Dec | 1373.00 | 70.3 | 12.5 | 16.46 | 36 | 2 | 604 |
| 1 Dec | 1390.10 | 58.95 | 0.2 | 17.93 | 106 | 23 | 601 |
| 28 Nov | 1388.80 | 58.35 | 2.25 | 16.27 | 62 | 7 | 577 |
| 27 Nov | 1392.20 | 55.5 | -15.4 | 17.11 | 118 | 58 | 568 |
| 26 Nov | 1375.00 | 70.1 | -15.7 | 17.37 | 159 | 78 | 510 |
| 25 Nov | 1357.80 | 86.1 | 14.1 | 18.56 | 173 | 103 | 427 |
| 24 Nov | 1368.40 | 72 | -3.2 | 11.91 | 53 | 26 | 324 |
| 21 Nov | 1369.50 | 75 | 12.7 | 17.56 | 105 | 57 | 295 |
| 20 Nov | 1383.00 | 62.55 | -2.45 | 15.79 | 210 | 161 | 238 |
| 19 Nov | 1383.10 | 65 | -7.5 | 17.93 | 72 | 32 | 76 |
| 18 Nov | 1373.40 | 72.5 | 3.3 | 16.35 | 15 | 2 | 34 |
| 17 Nov | 1379.00 | 68.85 | -24.45 | 18.49 | 34 | 30 | 30 |
| 14 Nov | 1373.00 | 93.3 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 1385.90 | 93.3 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 1358.90 | 93.3 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 1358.30 | 93.3 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 1348.00 | 93.3 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 1343.00 | 93.3 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 1320.40 | 93.3 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 1336.90 | 93.3 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 1346.40 | 93.3 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 1345.30 | 93.3 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1362.40 | 93.3 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 1370.40 | 93.3 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1450 expiring on 30DEC2025
Delta for 1450 PE is -0.88
Historical price for 1450 PE is as follows
On 16 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 81.7, which was 1.65 higher than the previous day. The implied volatity was 23.97, the open interest changed by -1 which decreased total open position to 501
On 15 Dec ICICIBANK was trading at 1365.20. The strike last trading price was 80.05, which was 1.15 higher than the previous day. The implied volatity was 16.86, the open interest changed by 1 which increased total open position to 503
On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 78.9, which was -0.55 lower than the previous day. The implied volatity was 17.65, the open interest changed by 3 which increased total open position to 502
On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 79.45, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 499
On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 80, which was 10.95 higher than the previous day. The implied volatity was 17.64, the open interest changed by 13 which increased total open position to 510
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 68.9, which was 10.75 higher than the previous day. The implied volatity was 14.98, the open interest changed by -3 which decreased total open position to 495
On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 58.15, which was 2.95 higher than the previous day. The implied volatity was 15.35, the open interest changed by 5 which increased total open position to 499
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 54.95, which was -3.05 lower than the previous day. The implied volatity was 16.24, the open interest changed by -56 which decreased total open position to 495
On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 58.15, which was 2.25 higher than the previous day. The implied volatity was 14.21, the open interest changed by -14 which decreased total open position to 551
On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 55.85, which was -14.45 lower than the previous day. The implied volatity was 16.61, the open interest changed by -31 which decreased total open position to 573
On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 70.3, which was 12.5 higher than the previous day. The implied volatity was 16.46, the open interest changed by 2 which increased total open position to 604
On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 58.95, which was 0.2 higher than the previous day. The implied volatity was 17.93, the open interest changed by 23 which increased total open position to 601
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 58.35, which was 2.25 higher than the previous day. The implied volatity was 16.27, the open interest changed by 7 which increased total open position to 577
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 55.5, which was -15.4 lower than the previous day. The implied volatity was 17.11, the open interest changed by 58 which increased total open position to 568
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 70.1, which was -15.7 lower than the previous day. The implied volatity was 17.37, the open interest changed by 78 which increased total open position to 510
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 86.1, which was 14.1 higher than the previous day. The implied volatity was 18.56, the open interest changed by 103 which increased total open position to 427
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 72, which was -3.2 lower than the previous day. The implied volatity was 11.91, the open interest changed by 26 which increased total open position to 324
On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 75, which was 12.7 higher than the previous day. The implied volatity was 17.56, the open interest changed by 57 which increased total open position to 295
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 62.55, which was -2.45 lower than the previous day. The implied volatity was 15.79, the open interest changed by 161 which increased total open position to 238
On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 65, which was -7.5 lower than the previous day. The implied volatity was 17.93, the open interest changed by 32 which increased total open position to 76
On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 72.5, which was 3.3 higher than the previous day. The implied volatity was 16.35, the open interest changed by 2 which increased total open position to 34
On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 68.85, which was -24.45 lower than the previous day. The implied volatity was 18.49, the open interest changed by 30 which increased total open position to 30
On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 93.3, 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 93.3, 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 93.3, 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 93.3, 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 93.3, 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 93.3, 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 93.3, 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 93.3, 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 93.3, 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 93.3, 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 93.3, 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 93.3, 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































































































































































































































