[--[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 1510 CE
Delta: 0.01
Vega: 0.09
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1366.00 0.2 -0.05 18.47 6 0 332
11 Dec 1360.00 0.25 -0.05 19.08 15 -5 339
10 Dec 1363.60 0.3 -0.15 18.58 1 0 344
9 Dec 1375.20 0.4 0.05 - 0 0 0
8 Dec 1389.60 0.4 0.05 15.55 26 0 344
5 Dec 1392.50 0.4 -0.15 13.89 63 7 344
4 Dec 1386.70 0.45 -0.25 14.57 24 0 337
3 Dec 1391.50 0.75 0.3 14.79 58 -5 337
2 Dec 1373.00 0.4 -0.2 15.02 34 0 344
1 Dec 1390.10 0.6 -0.05 13.85 40 0 344
28 Nov 1388.80 0.65 -0.15 13.43 516 -20 345
27 Nov 1392.20 0.8 0.1 13.08 397 259 355
26 Nov 1375.00 0.7 -0.05 14.53 93 14 96
25 Nov 1357.80 0.75 -0.35 16.38 113 3 83
24 Nov 1368.40 1.05 -0.35 16.06 80 38 80
21 Nov 1369.50 1.4 -0.75 15.85 31 2 43
20 Nov 1383.00 2.1 -0.15 15.50 48 -11 24
19 Nov 1383.10 2.25 -7.6 15.39 58 36 36
18 Nov 1373.40 9.85 0 6.80 0 0 0
17 Nov 1379.00 9.85 0 6.23 0 0 0
14 Nov 1373.00 9.85 0 6.27 0 0 0
13 Nov 1385.90 0 0 - 0 0 0
12 Nov 1358.90 0 0 - 0 0 0
11 Nov 1358.30 0 0 - 0 0 0
7 Nov 1343.00 0 0 - 0 0 0
6 Nov 1320.40 0 0 - 0 0 0
3 Nov 1346.40 0 0 - 0 0 0
31 Oct 1345.30 0 0 - 0 0 0
30 Oct 1362.40 0 0 - 0 0 0
29 Oct 1370.40 0 0 0.00 0 0 0


For Icici Bank Ltd. - strike price 1510 expiring on 30DEC2025

Delta for 1510 CE is 0.01

Historical price for 1510 CE is as follows

On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 18.47, the open interest changed by 0 which decreased total open position to 332


On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 19.08, the open interest changed by -5 which decreased total open position to 339


On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 18.58, the open interest changed by 0 which decreased total open position to 344


On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 0.4, which was 0.05 higher 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 0.4, which was 0.05 higher than the previous day. The implied volatity was 15.55, the open interest changed by 0 which decreased total open position to 344


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 13.89, the open interest changed by 7 which increased total open position to 344


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 14.57, the open interest changed by 0 which decreased total open position to 337


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 0.75, which was 0.3 higher than the previous day. The implied volatity was 14.79, the open interest changed by -5 which decreased total open position to 337


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 15.02, the open interest changed by 0 which decreased total open position to 344


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 13.85, the open interest changed by 0 which decreased total open position to 344


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 13.43, the open interest changed by -20 which decreased total open position to 345


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 13.08, the open interest changed by 259 which increased total open position to 355


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 14.53, the open interest changed by 14 which increased total open position to 96


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 16.38, the open interest changed by 3 which increased total open position to 83


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 16.06, the open interest changed by 38 which increased total open position to 80


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 1.4, which was -0.75 lower than the previous day. The implied volatity was 15.85, the open interest changed by 2 which increased total open position to 43


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 15.50, the open interest changed by -11 which decreased total open position to 24


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 2.25, which was -7.6 lower than the previous day. The implied volatity was 15.39, the open interest changed by 36 which increased total open position to 36


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 9.85, which was 0 lower than the previous day. The implied volatity was 6.80, 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 9.85, which was 0 lower than the previous day. The implied volatity was 6.23, 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 9.85, which was 0 lower than the previous day. The implied volatity was 6.27, 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 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 12 Nov ICICIBANK was trading at 1358.90. 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 11 Nov ICICIBANK was trading at 1358.30. 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 7 Nov ICICIBANK was trading at 1343.00. 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 6 Nov ICICIBANK was trading at 1320.40. 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 3 Nov ICICIBANK was trading at 1346.40. 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 31 Oct ICICIBANK was trading at 1345.30. 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 30 Oct ICICIBANK was trading at 1362.40. 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 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 1510 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1366.00 140.9 0 - 0 0 0
11 Dec 1360.00 140.9 0 - 0 0 0
10 Dec 1363.60 140.9 0 - 0 0 0
9 Dec 1375.20 140.9 0 - 0 0 0
8 Dec 1389.60 140.9 0 - 0 0 0
5 Dec 1392.50 140.9 0 - 0 0 0
4 Dec 1386.70 140.9 0 - 0 0 0
3 Dec 1391.50 140.9 0 - 0 0 0
2 Dec 1373.00 140.9 0 - 0 0 0
1 Dec 1390.10 140.9 0 - 0 0 0
28 Nov 1388.80 140.9 0 - 0 0 0
27 Nov 1392.20 140.9 0 - 0 0 0
26 Nov 1375.00 140.9 0 - 0 0 0
25 Nov 1357.80 140.9 0 - 0 0 0
24 Nov 1368.40 140.9 0 - 0 0 0
21 Nov 1369.50 140.9 0 - 0 0 0
20 Nov 1383.00 140.9 0 - 0 0 0
19 Nov 1383.10 140.9 0 - 0 0 0
18 Nov 1373.40 140.9 0 - 0 0 0
17 Nov 1379.00 140.9 0 - 0 0 0
14 Nov 1373.00 140.9 0 - 0 0 0
13 Nov 1385.90 0 0 - 0 0 0
12 Nov 1358.90 0 0 - 0 0 0
11 Nov 1358.30 0 0 - 0 0 0
7 Nov 1343.00 0 0 - 0 0 0
6 Nov 1320.40 0 0 - 0 0 0
3 Nov 1346.40 0 0 - 0 0 0
31 Oct 1345.30 0 0 - 0 0 0
30 Oct 1362.40 0 0 - 0 0 0
29 Oct 1370.40 0 0 0.00 0 0 0


For Icici Bank Ltd. - strike price 1510 expiring on 30DEC2025

Delta for 1510 PE is -

Historical price for 1510 PE is as follows

On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 140.9, 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 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 140.9, 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 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 140.9, 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 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 140.9, 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 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 140.9, 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 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 140.9, 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 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 140.9, 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 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 140.9, 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 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 140.9, 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 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 140.9, 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 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 140.9, 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 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 140.9, 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 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 140.9, 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 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 140.9, 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 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 140.9, 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 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 140.9, 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 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 140.9, 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 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 140.9, 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 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 140.9, 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 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 140.9, 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 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 140.9, 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 13 Nov ICICIBANK was trading at 1385.90. 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 12 Nov ICICIBANK was trading at 1358.90. 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 11 Nov ICICIBANK was trading at 1358.30. 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 7 Nov ICICIBANK was trading at 1343.00. 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 6 Nov ICICIBANK was trading at 1320.40. 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 3 Nov ICICIBANK was trading at 1346.40. 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 31 Oct ICICIBANK was trading at 1345.30. 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 30 Oct ICICIBANK was trading at 1362.40. 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 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