[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1366 +0.80 (0.06%)
L: 1355.5 H: 1368.7

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Historical option data for ICICIBANK

16 Dec 2025 04:10 PM IST
ICICIBANK 30-DEC-2025 1450 CE
Delta: 0.05
Vega: 0.29
Theta: -0.20
Gamma: 0.00
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
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
Delta: -0.88
Vega: 0.55
Theta: -0.12
Gamma: 0.00
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