[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1366 +6.00 (0.44%)
L: 1363.3 H: 1370.7

Back to Option Chain


Historical option data for ICICIBANK

12 Dec 2025 04:10 PM IST
ICICIBANK 30-DEC-2025 1520 CE
Delta: 0.01
Vega: 0.10
Theta: -0.06
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1366.00 0.25 -0.05 20.10 51 -16 313
11 Dec 1360.00 0.3 -0.05 20.66 39 -20 335
10 Dec 1363.60 0.35 -0.05 20.08 7 -4 355
9 Dec 1375.20 0.4 -0.05 18.63 34 6 359
8 Dec 1389.60 0.4 0 16.65 25 6 355
5 Dec 1392.50 0.3 -0.1 14.31 62 0 349
4 Dec 1386.70 0.4 -0.1 15.31 27 -3 348
3 Dec 1391.50 0.55 0.15 15.06 35 -4 351
2 Dec 1373.00 0.4 -0.05 15.99 10 5 354
1 Dec 1390.10 0.45 -0.05 14.19 52 -28 352
28 Nov 1388.80 0.5 -0.2 13.80 188 42 378
27 Nov 1392.20 0.65 0.05 13.56 329 72 329
26 Nov 1375.00 0.6 -0.05 15.08 161 15 257
25 Nov 1357.80 0.65 -0.25 16.86 79 23 241
24 Nov 1368.40 0.9 -0.25 16.55 108 49 216
21 Nov 1369.50 1.15 -0.7 16.18 39 12 166
20 Nov 1383.00 1.8 -0.1 15.97 84 -1 156
19 Nov 1383.10 1.9 0.15 15.80 176 72 157
18 Nov 1373.40 1.7 -0.35 16.59 44 -1 88
17 Nov 1379.00 2.05 -0.55 16.03 60 25 86
14 Nov 1373.00 2.55 -0.4 16.71 8 2 60
13 Nov 1385.90 2.95 0.65 15.81 36 3 59
12 Nov 1358.90 2.3 0.45 17.51 12 1 55
11 Nov 1358.30 1.7 -0.8 16.19 6 0 57
7 Nov 1343.00 2.5 0.1 18.37 2 0 56
6 Nov 1320.40 2.4 -0.35 20.19 1 0 55
3 Nov 1346.40 2.75 -0.35 17.32 7 3 54
31 Oct 1345.30 3.15 -1.3 - 19 8 46
30 Oct 1362.40 4.45 0 17.27 1 0 37
29 Oct 1370.40 4.45 -0.25 16.15 5 1 37
28 Oct 1363.10 4.7 -0.8 16.78 10 3 36
27 Oct 1377.60 5.5 -1.2 15.95 9 3 34
24 Oct 1377.70 6.7 0.55 16.59 3 1 30
23 Oct 1363.70 6.15 -1.15 17.43 13 4 30
21 Oct 1382.00 7.25 -0.25 16.17 18 4 25
20 Oct 1390.30 7.5 -3.75 14.95 6 5 20
16 Oct 1417.30 11.25 2.4 13.89 2 0 15
15 Oct 1398.40 9.05 1.65 - 7 6 14
14 Oct 1384.10 7.5 1.25 15.16 8 0 6
13 Oct 1379.40 6.25 0.05 14.37 2 1 5
10 Oct 1380.30 6.2 -6.6 14.02 4 2 2


For Icici Bank Ltd. - strike price 1520 expiring on 30DEC2025

Delta for 1520 CE is 0.01

Historical price for 1520 CE is as follows

On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 20.10, the open interest changed by -16 which decreased total open position to 313


On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 20.66, the open interest changed by -20 which decreased total open position to 335


On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 20.08, the open interest changed by -4 which decreased total open position to 355


On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 18.63, the open interest changed by 6 which increased total open position to 359


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 16.65, the open interest changed by 6 which increased total open position to 355


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 14.31, the open interest changed by 0 which decreased total open position to 349


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 15.31, the open interest changed by -3 which decreased total open position to 348


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 15.06, the open interest changed by -4 which decreased total open position to 351


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 15.99, the open interest changed by 5 which increased total open position to 354


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 14.19, the open interest changed by -28 which decreased total open position to 352


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 13.80, the open interest changed by 42 which increased total open position to 378


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 13.56, the open interest changed by 72 which increased total open position to 329


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 15.08, the open interest changed by 15 which increased total open position to 257


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 16.86, the open interest changed by 23 which increased total open position to 241


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 16.55, the open interest changed by 49 which increased total open position to 216


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 1.15, which was -0.7 lower than the previous day. The implied volatity was 16.18, the open interest changed by 12 which increased total open position to 166


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 1.8, which was -0.1 lower than the previous day. The implied volatity was 15.97, the open interest changed by -1 which decreased total open position to 156


On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 1.9, which was 0.15 higher than the previous day. The implied volatity was 15.80, the open interest changed by 72 which increased total open position to 157


On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 16.59, the open interest changed by -1 which decreased total open position to 88


On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 2.05, which was -0.55 lower than the previous day. The implied volatity was 16.03, the open interest changed by 25 which increased total open position to 86


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 2.55, which was -0.4 lower than the previous day. The implied volatity was 16.71, the open interest changed by 2 which increased total open position to 60


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 2.95, which was 0.65 higher than the previous day. The implied volatity was 15.81, the open interest changed by 3 which increased total open position to 59


On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 2.3, which was 0.45 higher than the previous day. The implied volatity was 17.51, the open interest changed by 1 which increased total open position to 55


On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 1.7, which was -0.8 lower than the previous day. The implied volatity was 16.19, the open interest changed by 0 which decreased total open position to 57


On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 2.5, which was 0.1 higher than the previous day. The implied volatity was 18.37, the open interest changed by 0 which decreased total open position to 56


On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 2.4, which was -0.35 lower than the previous day. The implied volatity was 20.19, the open interest changed by 0 which decreased total open position to 55


On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 2.75, which was -0.35 lower than the previous day. The implied volatity was 17.32, the open interest changed by 3 which increased total open position to 54


On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 3.15, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 46


On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 4.45, which was 0 lower than the previous day. The implied volatity was 17.27, the open interest changed by 0 which decreased total open position to 37


On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 4.45, which was -0.25 lower than the previous day. The implied volatity was 16.15, the open interest changed by 1 which increased total open position to 37


On 28 Oct ICICIBANK was trading at 1363.10. The strike last trading price was 4.7, which was -0.8 lower than the previous day. The implied volatity was 16.78, the open interest changed by 3 which increased total open position to 36


On 27 Oct ICICIBANK was trading at 1377.60. The strike last trading price was 5.5, which was -1.2 lower than the previous day. The implied volatity was 15.95, the open interest changed by 3 which increased total open position to 34


On 24 Oct ICICIBANK was trading at 1377.70. The strike last trading price was 6.7, which was 0.55 higher than the previous day. The implied volatity was 16.59, the open interest changed by 1 which increased total open position to 30


On 23 Oct ICICIBANK was trading at 1363.70. The strike last trading price was 6.15, which was -1.15 lower than the previous day. The implied volatity was 17.43, the open interest changed by 4 which increased total open position to 30


On 21 Oct ICICIBANK was trading at 1382.00. The strike last trading price was 7.25, which was -0.25 lower than the previous day. The implied volatity was 16.17, the open interest changed by 4 which increased total open position to 25


On 20 Oct ICICIBANK was trading at 1390.30. The strike last trading price was 7.5, which was -3.75 lower than the previous day. The implied volatity was 14.95, the open interest changed by 5 which increased total open position to 20


On 16 Oct ICICIBANK was trading at 1417.30. The strike last trading price was 11.25, which was 2.4 higher than the previous day. The implied volatity was 13.89, the open interest changed by 0 which decreased total open position to 15


On 15 Oct ICICIBANK was trading at 1398.40. The strike last trading price was 9.05, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 14


On 14 Oct ICICIBANK was trading at 1384.10. The strike last trading price was 7.5, which was 1.25 higher than the previous day. The implied volatity was 15.16, the open interest changed by 0 which decreased total open position to 6


On 13 Oct ICICIBANK was trading at 1379.40. The strike last trading price was 6.25, which was 0.05 higher than the previous day. The implied volatity was 14.37, the open interest changed by 1 which increased total open position to 5


On 10 Oct ICICIBANK was trading at 1380.30. The strike last trading price was 6.2, which was -6.6 lower than the previous day. The implied volatity was 14.02, the open interest changed by 2 which increased total open position to 2


ICICIBANK 30DEC2025 1520 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1366.00 137 -24.8 - 0 0 2
11 Dec 1360.00 137 -24.8 - 0 0 2
10 Dec 1363.60 137 -24.8 - 0 0 2
9 Dec 1375.20 137 -24.8 - 0 0 0
8 Dec 1389.60 137 -24.8 - 0 0 2
5 Dec 1392.50 137 -24.8 - 0 0 0
4 Dec 1386.70 137 -24.8 - 0 0 0
3 Dec 1391.50 137 -24.8 - 0 0 0
2 Dec 1373.00 137 -24.8 - 0 0 0
1 Dec 1390.10 137 -24.8 - 0 0 0
28 Nov 1388.80 137 -24.8 - 0 0 0
27 Nov 1392.20 137 -24.8 - 0 0 0
26 Nov 1375.00 137 -24.8 - 0 0 0
25 Nov 1357.80 137 -24.8 - 0 2 0
24 Nov 1368.40 137 -24.8 - 2 0 0
21 Nov 1369.50 161.8 0 - 0 0 0
20 Nov 1383.00 161.8 0 - 0 0 0
19 Nov 1383.10 161.8 0 - 0 0 0
18 Nov 1373.40 161.8 0 - 0 0 0
17 Nov 1379.00 161.8 0 - 0 0 0
14 Nov 1373.00 161.8 0 - 0 0 0
13 Nov 1385.90 161.8 0 - 0 0 0
12 Nov 1358.90 161.8 0 - 0 0 0
11 Nov 1358.30 161.8 0 - 0 0 0
7 Nov 1343.00 161.8 0 - 0 0 0
6 Nov 1320.40 161.8 0 - 0 0 0
3 Nov 1346.40 161.8 0 - 0 0 0
31 Oct 1345.30 161.8 0 - 0 0 0
30 Oct 1362.40 161.8 0 - 0 0 0
29 Oct 1370.40 161.8 0 - 0 0 0
28 Oct 1363.10 0 0 - 0 0 0
27 Oct 1377.60 0 0 - 0 0 0
24 Oct 1377.70 0 0 - 0 0 0
23 Oct 1363.70 0 0 - 0 0 0
21 Oct 1382.00 0 0 - 0 0 0
20 Oct 1390.30 0 0 - 0 0 0
16 Oct 1417.30 0 0 - 0 0 0
15 Oct 1398.40 0 0 - 0 0 0
14 Oct 1384.10 0 0 - 0 0 0
13 Oct 1379.40 0 0 - 0 0 0
10 Oct 1380.30 0 0 - 0 0 0


For Icici Bank Ltd. - strike price 1520 expiring on 30DEC2025

Delta for 1520 PE is -

Historical price for 1520 PE is as follows

On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 137, which was -24.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 137, which was -24.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 137, which was -24.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 137, which was -24.8 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 137, which was -24.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 137, which was -24.8 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 137, which was -24.8 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 137, which was -24.8 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 137, which was -24.8 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 137, which was -24.8 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 137, which was -24.8 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 137, which was -24.8 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 137, which was -24.8 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 137, which was -24.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 137, which was -24.8 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 161.8, 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 161.8, 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 161.8, 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 161.8, 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 161.8, 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 161.8, 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 161.8, 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 161.8, 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 161.8, 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 161.8, 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 161.8, 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 161.8, 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 161.8, 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 161.8, 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 161.8, 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 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 27 Oct ICICIBANK was trading at 1377.60. 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 24 Oct ICICIBANK was trading at 1377.70. 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 23 Oct ICICIBANK was trading at 1363.70. 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 21 Oct ICICIBANK was trading at 1382.00. 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 20 Oct ICICIBANK was trading at 1390.30. 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 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 15 Oct ICICIBANK was trading at 1398.40. 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 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


On 13 Oct ICICIBANK was trading at 1379.40. 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 10 Oct ICICIBANK was trading at 1380.30. 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