[--[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 1480 CE
Delta: 0.03
Vega: 0.22
Theta: -0.12
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1366.00 0.7 0.05 18.20 103 30 575
11 Dec 1360.00 0.65 -0.1 18.15 76 0 545
10 Dec 1363.60 0.75 -0.2 17.58 128 14 544
9 Dec 1375.20 0.95 -0.15 16.36 173 -44 531
8 Dec 1389.60 1.05 -0.1 14.46 272 4 575
5 Dec 1392.50 1.15 -0.15 12.98 205 -23 569
4 Dec 1386.70 1.35 -0.3 14.01 342 -20 596
3 Dec 1391.50 1.7 0.6 13.59 283 -1 618
2 Dec 1373.00 1.05 -0.6 14.26 306 54 619
1 Dec 1390.10 1.65 -0.2 13.16 769 -119 567
28 Nov 1388.80 1.85 -0.15 12.96 702 -196 685
27 Nov 1392.20 2.15 0.95 12.46 1,008 -119 881
26 Nov 1375.00 1.25 0 13.00 1,291 743 1,000
25 Nov 1357.80 1.25 -0.55 14.86 125 -9 258
24 Nov 1368.40 1.7 -0.65 14.49 155 17 268
21 Nov 1369.50 2.4 -1.7 14.56 264 20 256
20 Nov 1383.00 4.15 0.05 14.84 170 55 237
19 Nov 1383.10 4.15 0.1 14.46 228 82 180
18 Nov 1373.40 4 -0.8 15.77 76 38 97
17 Nov 1379.00 4.8 -0.25 15.19 56 17 60
14 Nov 1373.00 5.1 -1.25 15.49 42 1 43
13 Nov 1385.90 6.5 1.95 14.98 34 4 41
12 Nov 1358.90 4.65 0.3 16.54 13 9 37
11 Nov 1358.30 4.35 0.5 15.96 5 1 27
10 Nov 1348.00 3.85 0.4 - 0 0 0
7 Nov 1343.00 3.85 0.4 16.50 8 -1 25
6 Nov 1320.40 3.45 -0.75 18.25 3 -2 25
4 Nov 1336.90 4.2 -0.7 16.94 7 -2 30
3 Nov 1346.40 4.9 -0.45 16.11 11 3 31
31 Oct 1345.30 5.35 -1.8 - 17 9 26
30 Oct 1362.40 7.15 -1.45 15.73 2 1 18
29 Oct 1370.40 8.6 -3.4 15.46 9 0 16
28 Oct 1363.10 12 1.3 18.11 15 -1 11
27 Oct 1377.60 10.7 -2.95 15.43 3 1 12
24 Oct 1377.70 13.65 -2.45 16.80 8 2 9
23 Oct 1363.70 16.1 -3.8 - 0 0 0
21 Oct 1382.00 16.1 -3.8 - 0 7 0
20 Oct 1390.30 16.1 -3.8 15.38 7 6 6
16 Oct 1417.30 19.9 0 - 0 0 0
14 Oct 1384.10 19.9 0 2.86 0 0 0


For Icici Bank Ltd. - strike price 1480 expiring on 30DEC2025

Delta for 1480 CE is 0.03

Historical price for 1480 CE is as follows

On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 18.20, the open interest changed by 30 which increased total open position to 575


On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 18.15, the open interest changed by 0 which decreased total open position to 545


On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 17.58, the open interest changed by 14 which increased total open position to 544


On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 16.36, the open interest changed by -44 which decreased total open position to 531


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 1.05, which was -0.1 lower than the previous day. The implied volatity was 14.46, the open interest changed by 4 which increased total open position to 575


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 12.98, the open interest changed by -23 which decreased total open position to 569


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 1.35, which was -0.3 lower than the previous day. The implied volatity was 14.01, the open interest changed by -20 which decreased total open position to 596


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 1.7, which was 0.6 higher than the previous day. The implied volatity was 13.59, the open interest changed by -1 which decreased total open position to 618


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 1.05, which was -0.6 lower than the previous day. The implied volatity was 14.26, the open interest changed by 54 which increased total open position to 619


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 1.65, which was -0.2 lower than the previous day. The implied volatity was 13.16, the open interest changed by -119 which decreased total open position to 567


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 12.96, the open interest changed by -196 which decreased total open position to 685


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 2.15, which was 0.95 higher than the previous day. The implied volatity was 12.46, the open interest changed by -119 which decreased total open position to 881


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 13.00, the open interest changed by 743 which increased total open position to 1000


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 1.25, which was -0.55 lower than the previous day. The implied volatity was 14.86, the open interest changed by -9 which decreased total open position to 258


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was 14.49, the open interest changed by 17 which increased total open position to 268


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 2.4, which was -1.7 lower than the previous day. The implied volatity was 14.56, the open interest changed by 20 which increased total open position to 256


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 4.15, which was 0.05 higher than the previous day. The implied volatity was 14.84, the open interest changed by 55 which increased total open position to 237


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 4.15, which was 0.1 higher than the previous day. The implied volatity was 14.46, the open interest changed by 82 which increased total open position to 180


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 4, which was -0.8 lower than the previous day. The implied volatity was 15.77, the open interest changed by 38 which increased total open position to 97


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 4.8, which was -0.25 lower than the previous day. The implied volatity was 15.19, the open interest changed by 17 which increased total open position to 60


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 5.1, which was -1.25 lower than the previous day. The implied volatity was 15.49, the open interest changed by 1 which increased total open position to 43


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 6.5, which was 1.95 higher than the previous day. The implied volatity was 14.98, the open interest changed by 4 which increased total open position to 41


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 4.65, which was 0.3 higher than the previous day. The implied volatity was 16.54, the open interest changed by 9 which increased total open position to 37


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 4.35, which was 0.5 higher than the previous day. The implied volatity was 15.96, the open interest changed by 1 which increased total open position to 27


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 3.85, which was 0.4 higher 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 3.85, which was 0.4 higher than the previous day. The implied volatity was 16.50, the open interest changed by -1 which decreased total open position to 25


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 3.45, which was -0.75 lower than the previous day. The implied volatity was 18.25, the open interest changed by -2 which decreased total open position to 25


On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 4.2, which was -0.7 lower than the previous day. The implied volatity was 16.94, the open interest changed by -2 which decreased total open position to 30


On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 4.9, which was -0.45 lower than the previous day. The implied volatity was 16.11, the open interest changed by 3 which increased total open position to 31


On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 5.35, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 26


On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 7.15, which was -1.45 lower than the previous day. The implied volatity was 15.73, the open interest changed by 1 which increased total open position to 18


On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 8.6, which was -3.4 lower than the previous day. The implied volatity was 15.46, the open interest changed by 0 which decreased total open position to 16


On 28 Oct ICICIBANK was trading at 1363.10. The strike last trading price was 12, which was 1.3 higher than the previous day. The implied volatity was 18.11, the open interest changed by -1 which decreased total open position to 11


On 27 Oct ICICIBANK was trading at 1377.60. The strike last trading price was 10.7, which was -2.95 lower than the previous day. The implied volatity was 15.43, the open interest changed by 1 which increased total open position to 12


On 24 Oct ICICIBANK was trading at 1377.70. The strike last trading price was 13.65, which was -2.45 lower than the previous day. The implied volatity was 16.80, the open interest changed by 2 which increased total open position to 9


On 23 Oct ICICIBANK was trading at 1363.70. The strike last trading price was 16.1, which was -3.8 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 16.1, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0


On 20 Oct ICICIBANK was trading at 1390.30. The strike last trading price was 16.1, which was -3.8 lower than the previous day. The implied volatity was 15.38, the open interest changed by 6 which increased total open position to 6


On 16 Oct ICICIBANK was trading at 1417.30. The strike last trading price was 19.9, 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 19.9, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0


ICICIBANK 30DEC2025 1480 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1366.00 92 9 - 0 0 176
11 Dec 1360.00 92 9 - 0 0 176
10 Dec 1363.60 92 9 - 0 0 176
9 Dec 1375.20 92 9 - 1 0 176
8 Dec 1389.60 83 -16 - 0 0 176
5 Dec 1392.50 83 -16 - 0 0 0
4 Dec 1386.70 83 -16 - 0 -3 0
3 Dec 1391.50 83 -16 19.27 6 -3 176
2 Dec 1373.00 99 14 19.66 6 0 179
1 Dec 1390.10 85 -2 19.80 28 19 177
28 Nov 1388.80 87 2.85 20.27 16 12 157
27 Nov 1392.20 84.15 -18.85 21.51 183 140 145
26 Nov 1375.00 103 16.15 - 0 3 0
25 Nov 1357.80 103 16.15 - 3 2 4
24 Nov 1368.40 86.85 -8.85 - 0 0 0
21 Nov 1369.50 86.85 -8.85 - 0 1 0
20 Nov 1383.00 86.85 -8.85 15.68 1 0 1
19 Nov 1383.10 95.7 -33.8 23.36 1 0 0
18 Nov 1373.40 129.5 0 - 0 0 0
17 Nov 1379.00 129.5 0 - 0 0 0
14 Nov 1373.00 129.5 0 - 0 0 0
13 Nov 1385.90 129.5 0 - 0 0 0
12 Nov 1358.90 129.5 0 - 0 0 0
11 Nov 1358.30 129.5 0 - 0 0 0
10 Nov 1348.00 129.5 0 - 0 0 0
7 Nov 1343.00 129.5 0 - 0 0 0
6 Nov 1320.40 129.5 0 - 0 0 0
4 Nov 1336.90 129.5 0 - 0 0 0
3 Nov 1346.40 129.5 0 - 0 0 0
31 Oct 1345.30 129.5 0 - 0 0 0
30 Oct 1362.40 129.5 0 - 0 0 0
29 Oct 1370.40 129.5 0 - 0 0 0
28 Oct 1363.10 129.5 0 - 0 0 0
27 Oct 1377.60 129.5 0 - 0 0 0
24 Oct 1377.70 129.5 0 - 0 0 0
23 Oct 1363.70 129.5 0 - 0 0 0
21 Oct 1382.00 129.5 0 - 0 0 0
20 Oct 1390.30 129.5 0 - 0 0 0
16 Oct 1417.30 0 0 - 0 0 0
14 Oct 1384.10 0 0 - 0 0 0


For Icici Bank Ltd. - strike price 1480 expiring on 30DEC2025

Delta for 1480 PE is -

Historical price for 1480 PE is as follows

On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 92, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 176


On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 92, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 176


On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 92, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 176


On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 92, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 176


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 83, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 176


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 83, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 83, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 83, which was -16 lower than the previous day. The implied volatity was 19.27, the open interest changed by -3 which decreased total open position to 176


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 99, which was 14 higher than the previous day. The implied volatity was 19.66, the open interest changed by 0 which decreased total open position to 179


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 85, which was -2 lower than the previous day. The implied volatity was 19.80, the open interest changed by 19 which increased total open position to 177


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 87, which was 2.85 higher than the previous day. The implied volatity was 20.27, the open interest changed by 12 which increased total open position to 157


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 84.15, which was -18.85 lower than the previous day. The implied volatity was 21.51, the open interest changed by 140 which increased total open position to 145


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 103, which was 16.15 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 103, which was 16.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 86.85, which was -8.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 86.85, which was -8.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 86.85, which was -8.85 lower than the previous day. The implied volatity was 15.68, the open interest changed by 0 which decreased total open position to 1


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 95.7, which was -33.8 lower than the previous day. The implied volatity was 23.36, the open interest changed by 0 which decreased total open position to 0


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 129.5, 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 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 129.5, 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 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 129.5, 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 129.5, 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 129.5, 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 129.5, 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 129.5, 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 129.5, 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 129.5, 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 129.5, 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 129.5, 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 129.5, 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 129.5, 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 129.5, 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 129.5, 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 129.5, 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 129.5, 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 129.5, 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 129.5, 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 129.5, 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 16 Oct ICICIBANK was trading at 1417.30. 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 14 Oct ICICIBANK was trading at 1384.10. 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