ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
12 Dec 2025 04:10 PM IST
| ICICIBANK 30-DEC-2025 1510 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.09
Theta: -0.05
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































