[--[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

15 Dec 2025 09:00 AM IST
ICICIBANK 30-DEC-2025 1500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 1366.00 0.4 0 - 391 19 1,964
12 Dec 1366.00 0.4 0 19.08 391 20 1,964
11 Dec 1360.00 0.4 -0.05 19.18 295 -3 1,945
10 Dec 1363.60 0.5 -0.05 18.83 387 -67 1,949
9 Dec 1375.20 0.55 -0.05 17.23 342 2 2,016
8 Dec 1389.60 0.55 0 15.19 577 -30 2,014
5 Dec 1392.50 0.6 -0.15 13.71 1,655 -50 2,044
4 Dec 1386.70 0.7 -0.2 14.56 697 26 2,095
3 Dec 1391.50 0.95 0.3 14.30 680 2 2,079
2 Dec 1373.00 0.65 -0.3 15.18 443 -13 2,075
1 Dec 1390.10 0.85 -0.15 13.64 964 236 2,088
28 Nov 1388.80 1.05 -0.05 13.60 1,224 159 1,854
27 Nov 1392.20 1.1 0.25 12.83 2,359 616 1,670
26 Nov 1375.00 0.9 0 14.20 721 71 1,055
25 Nov 1357.80 0.9 -0.4 15.91 562 197 971
24 Nov 1368.40 1.3 -0.3 15.72 294 75 771
21 Nov 1369.50 1.65 -1 15.39 431 39 695
20 Nov 1383.00 2.65 -0.15 15.30 302 63 657
19 Nov 1383.10 2.7 0.05 15.01 449 64 592
18 Nov 1373.40 2.65 -0.45 16.24 266 62 530
17 Nov 1379.00 3.05 -0.45 15.49 311 74 468
14 Nov 1373.00 3.6 -0.7 16.20 338 80 394
13 Nov 1385.90 4.35 0.95 15.36 743 4 316
12 Nov 1358.90 3.45 0.25 17.26 138 82 310
11 Nov 1358.30 3.2 0.2 16.67 49 4 229
10 Nov 1348.00 3 -0.1 17.52 24 7 225
7 Nov 1343.00 3 0.4 17.34 44 -2 218
6 Nov 1320.40 2.6 -0.5 18.84 35 7 219
4 Nov 1336.90 3.1 -0.7 17.47 68 -7 215
3 Nov 1346.40 3.8 -0.35 16.89 60 23 221
31 Oct 1345.30 4.1 -0.85 - 117 91 197
30 Oct 1362.40 4.8 -1.55 15.78 44 3 106
29 Oct 1370.40 6.25 0.15 15.85 40 14 103
28 Oct 1363.10 6.1 -2 16.19 52 22 88
27 Oct 1377.60 8 -1.15 15.89 38 21 66
24 Oct 1377.70 9.15 0.85 16.35 19 0 39
23 Oct 1363.70 7.95 -1.45 16.93 55 20 40
21 Oct 1382.00 9.5 -1.05 15.71 9 6 20
20 Oct 1390.30 10.1 -5.9 14.55 17 14 14
16 Oct 1417.30 16 0 - 0 0 0
14 Oct 1384.10 16 0 - 0 0 0


For Icici Bank Ltd. - strike price 1500 expiring on 30DEC2025

Delta for 1500 CE is -

Historical price for 1500 CE is as follows

On 15 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 1964


On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 19.08, the open interest changed by 20 which increased total open position to 1964


On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 19.18, the open interest changed by -3 which decreased total open position to 1945


On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 18.83, the open interest changed by -67 which decreased total open position to 1949


On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 17.23, the open interest changed by 2 which increased total open position to 2016


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 15.19, the open interest changed by -30 which decreased total open position to 2014


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 13.71, the open interest changed by -50 which decreased total open position to 2044


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 0.7, which was -0.2 lower than the previous day. The implied volatity was 14.56, the open interest changed by 26 which increased total open position to 2095


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 0.95, which was 0.3 higher than the previous day. The implied volatity was 14.30, the open interest changed by 2 which increased total open position to 2079


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was 15.18, the open interest changed by -13 which decreased total open position to 2075


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 13.64, the open interest changed by 236 which increased total open position to 2088


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 13.60, the open interest changed by 159 which increased total open position to 1854


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 1.1, which was 0.25 higher than the previous day. The implied volatity was 12.83, the open interest changed by 616 which increased total open position to 1670


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 14.20, the open interest changed by 71 which increased total open position to 1055


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 0.9, which was -0.4 lower than the previous day. The implied volatity was 15.91, the open interest changed by 197 which increased total open position to 971


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 1.3, which was -0.3 lower than the previous day. The implied volatity was 15.72, the open interest changed by 75 which increased total open position to 771


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 1.65, which was -1 lower than the previous day. The implied volatity was 15.39, the open interest changed by 39 which increased total open position to 695


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 2.65, which was -0.15 lower than the previous day. The implied volatity was 15.30, the open interest changed by 63 which increased total open position to 657


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 2.7, which was 0.05 higher than the previous day. The implied volatity was 15.01, the open interest changed by 64 which increased total open position to 592


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 2.65, which was -0.45 lower than the previous day. The implied volatity was 16.24, the open interest changed by 62 which increased total open position to 530


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 3.05, which was -0.45 lower than the previous day. The implied volatity was 15.49, the open interest changed by 74 which increased total open position to 468


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 3.6, which was -0.7 lower than the previous day. The implied volatity was 16.20, the open interest changed by 80 which increased total open position to 394


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 4.35, which was 0.95 higher than the previous day. The implied volatity was 15.36, the open interest changed by 4 which increased total open position to 316


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 3.45, which was 0.25 higher than the previous day. The implied volatity was 17.26, the open interest changed by 82 which increased total open position to 310


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 3.2, which was 0.2 higher than the previous day. The implied volatity was 16.67, the open interest changed by 4 which increased total open position to 229


On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 3, which was -0.1 lower than the previous day. The implied volatity was 17.52, the open interest changed by 7 which increased total open position to 225


On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 3, which was 0.4 higher than the previous day. The implied volatity was 17.34, the open interest changed by -2 which decreased total open position to 218


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 2.6, which was -0.5 lower than the previous day. The implied volatity was 18.84, the open interest changed by 7 which increased total open position to 219


On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 3.1, which was -0.7 lower than the previous day. The implied volatity was 17.47, the open interest changed by -7 which decreased total open position to 215


On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 3.8, which was -0.35 lower than the previous day. The implied volatity was 16.89, the open interest changed by 23 which increased total open position to 221


On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 4.1, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 91 which increased total open position to 197


On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 4.8, which was -1.55 lower than the previous day. The implied volatity was 15.78, the open interest changed by 3 which increased total open position to 106


On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 6.25, which was 0.15 higher than the previous day. The implied volatity was 15.85, the open interest changed by 14 which increased total open position to 103


On 28 Oct ICICIBANK was trading at 1363.10. The strike last trading price was 6.1, which was -2 lower than the previous day. The implied volatity was 16.19, the open interest changed by 22 which increased total open position to 88


On 27 Oct ICICIBANK was trading at 1377.60. The strike last trading price was 8, which was -1.15 lower than the previous day. The implied volatity was 15.89, the open interest changed by 21 which increased total open position to 66


On 24 Oct ICICIBANK was trading at 1377.70. The strike last trading price was 9.15, which was 0.85 higher than the previous day. The implied volatity was 16.35, the open interest changed by 0 which decreased total open position to 39


On 23 Oct ICICIBANK was trading at 1363.70. The strike last trading price was 7.95, which was -1.45 lower than the previous day. The implied volatity was 16.93, the open interest changed by 20 which increased total open position to 40


On 21 Oct ICICIBANK was trading at 1382.00. The strike last trading price was 9.5, which was -1.05 lower than the previous day. The implied volatity was 15.71, the open interest changed by 6 which increased total open position to 20


On 20 Oct ICICIBANK was trading at 1390.30. The strike last trading price was 10.1, which was -5.9 lower than the previous day. The implied volatity was 14.55, the open interest changed by 14 which increased total open position to 14


On 16 Oct ICICIBANK was trading at 1417.30. The strike last trading price was 16, 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 16, 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


ICICIBANK 30DEC2025 1500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 1366.00 129.7 17.7 - 0 0 219
12 Dec 1366.00 129.7 17.7 - 0 0 219
11 Dec 1360.00 129.7 17.7 - 3 1 219
10 Dec 1363.60 112 10 - 0 0 218
9 Dec 1375.20 112 10 - 1 0 219
8 Dec 1389.60 102 -4.5 - 5 -3 218
5 Dec 1392.50 106.5 -1.35 27.02 1 0 221
4 Dec 1386.70 107.85 1.3 22.00 3 1 222
3 Dec 1391.50 106.55 1.55 26.33 4 1 221
2 Dec 1373.00 105 0 - 0 1 0
1 Dec 1390.10 105 0 23.02 1 0 219
28 Nov 1388.80 105 2 21.42 13 4 218
27 Nov 1392.20 103 -14 23.83 78 -7 216
26 Nov 1375.00 117 -15 22.04 14 11 222
25 Nov 1357.80 132 6.5 20.68 49 42 210
24 Nov 1368.40 126 3.5 23.49 72 48 148
21 Nov 1369.50 121 16.35 21.19 39 21 99
20 Nov 1383.00 104.65 -4.35 15.78 58 53 77
19 Nov 1383.10 109 -11.3 21.30 19 12 23
18 Nov 1373.40 120.3 12.65 - 0 0 0
17 Nov 1379.00 120.3 12.65 - 0 6 0
14 Nov 1373.00 120.3 12.65 24.29 12 5 10
13 Nov 1385.90 107.65 -37.65 21.77 5 4 4
12 Nov 1358.90 145.3 0 - 0 0 0
11 Nov 1358.30 145.3 0 - 0 0 0
10 Nov 1348.00 145.3 0 - 0 0 0
7 Nov 1343.00 145.3 0 - 0 0 0
6 Nov 1320.40 145.3 0 - 0 0 0
4 Nov 1336.90 145.3 0 - 0 0 0
3 Nov 1346.40 145.3 0 - 0 0 0
31 Oct 1345.30 145.3 0 - 0 0 0
30 Oct 1362.40 145.3 0 - 0 0 0
29 Oct 1370.40 145.3 0 - 0 0 0
28 Oct 1363.10 145.3 0 - 0 0 0
27 Oct 1377.60 145.3 0 - 0 0 0
24 Oct 1377.70 145.3 0 - 0 0 0
23 Oct 1363.70 145.3 0 - 0 0 0
21 Oct 1382.00 145.3 0 - 0 0 0
20 Oct 1390.30 145.3 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 1500 expiring on 30DEC2025

Delta for 1500 PE is -

Historical price for 1500 PE is as follows

On 15 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 129.7, which was 17.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 219


On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 129.7, which was 17.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 219


On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 129.7, which was 17.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 219


On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 112, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 218


On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 112, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 219


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 102, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 218


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 106.5, which was -1.35 lower than the previous day. The implied volatity was 27.02, the open interest changed by 0 which decreased total open position to 221


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 107.85, which was 1.3 higher than the previous day. The implied volatity was 22.00, the open interest changed by 1 which increased total open position to 222


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 106.55, which was 1.55 higher than the previous day. The implied volatity was 26.33, the open interest changed by 1 which increased total open position to 221


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 105, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 105, which was 0 lower than the previous day. The implied volatity was 23.02, the open interest changed by 0 which decreased total open position to 219


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 105, which was 2 higher than the previous day. The implied volatity was 21.42, the open interest changed by 4 which increased total open position to 218


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 103, which was -14 lower than the previous day. The implied volatity was 23.83, the open interest changed by -7 which decreased total open position to 216


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 117, which was -15 lower than the previous day. The implied volatity was 22.04, the open interest changed by 11 which increased total open position to 222


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 132, which was 6.5 higher than the previous day. The implied volatity was 20.68, the open interest changed by 42 which increased total open position to 210


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 126, which was 3.5 higher than the previous day. The implied volatity was 23.49, the open interest changed by 48 which increased total open position to 148


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 121, which was 16.35 higher than the previous day. The implied volatity was 21.19, the open interest changed by 21 which increased total open position to 99


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 104.65, which was -4.35 lower than the previous day. The implied volatity was 15.78, the open interest changed by 53 which increased total open position to 77


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 109, which was -11.3 lower than the previous day. The implied volatity was 21.30, the open interest changed by 12 which increased total open position to 23


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 120.3, which was 12.65 higher 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 120.3, which was 12.65 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 120.3, which was 12.65 higher than the previous day. The implied volatity was 24.29, the open interest changed by 5 which increased total open position to 10


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 107.65, which was -37.65 lower than the previous day. The implied volatity was 21.77, the open interest changed by 4 which increased total open position to 4


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 145.3, 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 28 Oct ICICIBANK was trading at 1363.10. The strike last trading price was 145.3, 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 27 Oct ICICIBANK was trading at 1377.60. The strike last trading price was 145.3, 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 24 Oct ICICIBANK was trading at 1377.70. The strike last trading price was 145.3, 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 23 Oct ICICIBANK was trading at 1363.70. The strike last trading price was 145.3, 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 21 Oct ICICIBANK was trading at 1382.00. The strike last trading price was 145.3, 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 20 Oct ICICIBANK was trading at 1390.30. The strike last trading price was 145.3, 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 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