[--[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 1490 CE
Delta: 0.03
Vega: 0.18
Theta: -0.10
Gamma: 0.00
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
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
Delta: -0.93
Vega: 0.40
Theta: 0.11
Gamma: 0.00
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