ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
12 Dec 2025 04:10 PM IST
| ICICIBANK 30-DEC-2025 1490 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.18
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1366.00 | 0.55 | 0.05 | 18.77 | 38 | 7 | 970 | |||||||||
| 11 Dec | 1360.00 | 0.5 | -0.05 | 18.62 | 148 | 44 | 965 | |||||||||
| 10 Dec | 1363.60 | 0.55 | -0.1 | 17.91 | 84 | 14 | 921 | |||||||||
| 9 Dec | 1375.20 | 0.65 | -0.15 | 16.50 | 37 | 0 | 906 | |||||||||
| 8 Dec | 1389.60 | 0.8 | 0.05 | 14.97 | 128 | 7 | 907 | |||||||||
| 5 Dec | 1392.50 | 0.8 | -0.15 | 13.26 | 198 | -40 | 900 | |||||||||
| 4 Dec | 1386.70 | 0.9 | -0.3 | 14.08 | 167 | -8 | 940 | |||||||||
| 3 Dec | 1391.50 | 1.3 | 0.6 | 14.02 | 154 | -5 | 949 | |||||||||
| 2 Dec | 1373.00 | 0.75 | -0.4 | 14.48 | 157 | -16 | 954 | |||||||||
| 1 Dec | 1390.10 | 1.2 | -0.1 | 13.43 | 417 | 187 | 970 | |||||||||
| 28 Nov | 1388.80 | 1.3 | -0.05 | 13.09 | 215 | 5 | 781 | |||||||||
| 27 Nov | 1392.20 | 1.5 | 0.6 | 12.57 | 432 | 58 | 776 | |||||||||
| 26 Nov | 1375.00 | 0.95 | -0.1 | 13.34 | 848 | 615 | 718 | |||||||||
| 25 Nov | 1357.80 | 1 | -0.55 | 15.23 | 83 | 11 | 104 | |||||||||
| 24 Nov | 1368.40 | 1.45 | -0.55 | 15.04 | 139 | 13 | 95 | |||||||||
| 21 Nov | 1369.50 | 2 | -1.3 | 15.00 | 72 | -5 | 81 | |||||||||
| 20 Nov | 1383.00 | 3.3 | -0.05 | 15.05 | 38 | 5 | 89 | |||||||||
| 19 Nov | 1383.10 | 3.35 | 0.1 | 14.74 | 99 | 53 | 86 | |||||||||
| 18 Nov | 1373.40 | 3.25 | -0.65 | 15.99 | 21 | 3 | 33 | |||||||||
| 17 Nov | 1379.00 | 3.9 | -0.1 | 15.41 | 57 | -3 | 31 | |||||||||
| 14 Nov | 1373.00 | 4 | -1.1 | 15.59 | 40 | 16 | 33 | |||||||||
| 13 Nov | 1385.90 | 5.1 | 1.4 | 14.97 | 11 | 7 | 16 | |||||||||
| 12 Nov | 1358.90 | 3.7 | -0.35 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 1358.30 | 3.7 | -0.35 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 1348.00 | 3.7 | -0.35 | - | 0 | 1 | 0 | |||||||||
| 7 Nov | 1343.00 | 3.7 | -0.35 | 17.30 | 1 | 0 | 8 | |||||||||
| 6 Nov | 1320.40 | 4.05 | -8.9 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 1336.90 | 4.05 | -8.9 | - | 0 | 8 | 0 | |||||||||
| 3 Nov | 1346.40 | 4.05 | -8.9 | 16.28 | 8 | 5 | 5 | |||||||||
| 31 Oct | 1345.30 | 12.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1362.40 | 12.95 | 0 | 4.91 | 0 | 0 | 0 | |||||||||
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| 29 Oct | 1370.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1490 expiring on 30DEC2025
Delta for 1490 CE is 0.03
Historical price for 1490 CE is as follows
On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 18.77, the open interest changed by 7 which increased total open position to 970
On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 18.62, the open interest changed by 44 which increased total open position to 965
On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 17.91, the open interest changed by 14 which increased total open position to 921
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 16.50, the open interest changed by 0 which decreased total open position to 906
On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 14.97, the open interest changed by 7 which increased total open position to 907
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 13.26, the open interest changed by -40 which decreased total open position to 900
On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 0.9, which was -0.3 lower than the previous day. The implied volatity was 14.08, the open interest changed by -8 which decreased total open position to 940
On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 1.3, which was 0.6 higher than the previous day. The implied volatity was 14.02, the open interest changed by -5 which decreased total open position to 949
On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 0.75, which was -0.4 lower than the previous day. The implied volatity was 14.48, the open interest changed by -16 which decreased total open position to 954
On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 1.2, which was -0.1 lower than the previous day. The implied volatity was 13.43, the open interest changed by 187 which increased total open position to 970
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 13.09, the open interest changed by 5 which increased total open position to 781
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 1.5, which was 0.6 higher than the previous day. The implied volatity was 12.57, the open interest changed by 58 which increased total open position to 776
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 0.95, which was -0.1 lower than the previous day. The implied volatity was 13.34, the open interest changed by 615 which increased total open position to 718
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 15.23, the open interest changed by 11 which increased total open position to 104
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 1.45, which was -0.55 lower than the previous day. The implied volatity was 15.04, the open interest changed by 13 which increased total open position to 95
On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 2, which was -1.3 lower than the previous day. The implied volatity was 15.00, the open interest changed by -5 which decreased total open position to 81
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 3.3, which was -0.05 lower than the previous day. The implied volatity was 15.05, the open interest changed by 5 which increased total open position to 89
On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 3.35, which was 0.1 higher than the previous day. The implied volatity was 14.74, the open interest changed by 53 which increased total open position to 86
On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 3.25, which was -0.65 lower than the previous day. The implied volatity was 15.99, the open interest changed by 3 which increased total open position to 33
On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 3.9, which was -0.1 lower than the previous day. The implied volatity was 15.41, the open interest changed by -3 which decreased total open position to 31
On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 4, which was -1.1 lower than the previous day. The implied volatity was 15.59, the open interest changed by 16 which increased total open position to 33
On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 5.1, which was 1.4 higher than the previous day. The implied volatity was 14.97, the open interest changed by 7 which increased total open position to 16
On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 3.7, which was -0.35 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 3.7, which was -0.35 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 3.7, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 3.7, which was -0.35 lower than the previous day. The implied volatity was 17.30, the open interest changed by 0 which decreased total open position to 8
On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 4.05, which was -8.9 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 4.05, which was -8.9 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 4.05, which was -8.9 lower than the previous day. The implied volatity was 16.28, the open interest changed by 5 which increased total open position to 5
On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 12.95, 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 12.95, which was 0 lower than the previous day. The implied volatity was 4.91, 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 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 30DEC2025 1490 PE | |||||||
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Delta: -0.93
Vega: 0.40
Theta: 0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1366.00 | 118.85 | 23 | 24.36 | 3 | 1 | 6 |
| 11 Dec | 1360.00 | 95.85 | -28.35 | - | 0 | 0 | 5 |
| 10 Dec | 1363.60 | 95.85 | -28.35 | - | 0 | 0 | 5 |
| 9 Dec | 1375.20 | 95.85 | -28.35 | - | 0 | 0 | 0 |
| 8 Dec | 1389.60 | 95.85 | -28.35 | - | 0 | 0 | 5 |
| 5 Dec | 1392.50 | 95.85 | -28.35 | - | 0 | 0 | 0 |
| 4 Dec | 1386.70 | 95.85 | -28.35 | - | 0 | 0 | 0 |
| 3 Dec | 1391.50 | 95.85 | -28.35 | - | 0 | 0 | 0 |
| 2 Dec | 1373.00 | 95.85 | -28.35 | - | 0 | 0 | 0 |
| 1 Dec | 1390.10 | 95.85 | -28.35 | - | 0 | 0 | 0 |
| 28 Nov | 1388.80 | 95.85 | -28.35 | - | 0 | 0 | 0 |
| 27 Nov | 1392.20 | 95.85 | -28.35 | - | 0 | 0 | 0 |
| 26 Nov | 1375.00 | 95.85 | -28.35 | - | 0 | 0 | 0 |
| 25 Nov | 1357.80 | 95.85 | -28.35 | - | 0 | 0 | 0 |
| 24 Nov | 1368.40 | 95.85 | -28.35 | - | 0 | 0 | 0 |
| 21 Nov | 1369.50 | 95.85 | -28.35 | - | 0 | 5 | 0 |
| 20 Nov | 1383.00 | 95.85 | -28.35 | 15.96 | 5 | 4 | 4 |
| 19 Nov | 1383.10 | 124.2 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 1373.40 | 124.2 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 1379.00 | 124.2 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 1373.00 | 124.2 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 1385.90 | 124.2 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 1358.90 | 124.2 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 1358.30 | 124.2 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 1348.00 | 124.2 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 1343.00 | 124.2 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 1320.40 | 124.2 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 1336.90 | 124.2 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 1346.40 | 124.2 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 1345.30 | 124.2 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1362.40 | 124.2 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 1370.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1490 expiring on 30DEC2025
Delta for 1490 PE is -0.93
Historical price for 1490 PE is as follows
On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 118.85, which was 23 higher than the previous day. The implied volatity was 24.36, the open interest changed by 1 which increased total open position to 6
On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 95.85, which was -28.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 95.85, which was -28.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 95.85, which was -28.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 95.85, which was -28.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 95.85, which was -28.35 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 95.85, which was -28.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 95.85, which was -28.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 95.85, which was -28.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 95.85, which was -28.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 95.85, which was -28.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 95.85, which was -28.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 95.85, which was -28.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 95.85, which was -28.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 95.85, which was -28.35 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 95.85, which was -28.35 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 95.85, which was -28.35 lower than the previous day. The implied volatity was 15.96, the open interest changed by 4 which increased total open position to 4
On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 124.2, 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 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 124.2, 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 124.2, 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 124.2, 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 124.2, 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 124.2, 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 124.2, 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 124.2, 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 124.2, 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 124.2, 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 124.2, 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 124.2, 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 124.2, 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 124.2, 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 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0































































































































































































































