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

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

ICICIBANK 30-DEC-2025 1540 CE
Delta: 0.01 Vega: 0.06 Theta: -0.04 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	1366.00	0.15 ₹ 105	-0.05 -35.00	20.96	5 3,500	-4 -2,800	42 29,400
11 Dec	1360.00	0.2 ₹ 140	-0.05 -35.00	-	0 0	0 0	46 32,200
10 Dec	1363.60	0.2 ₹ 140	-0.05 -35.00	20.70	22 15,400	-12 -8,400	46 32,200
9 Dec	1375.20	0.25 ₹ 175	-0.05 -35.00	19.52	3 2,100	-1 -700	59 41,300
8 Dec	1389.60	0.3 ₹ 210	0.05 35.00	18.05	22 15,400	10 7,000	60 42,000
5 Dec	1392.50	0.25 ₹ 175	-0.05 -35.00	15.87	9 6,300	0 0	48 33,600
4 Dec	1386.70	0.3 ₹ 210	-0.05 -35.00	16.60	7 4,900	2 1,400	48 33,600
3 Dec	1391.50	0.35 ₹ 245	0 0.00	15.97	7 4,900	3 2,100	48 33,600
2 Dec	1373.00	0.35 ₹ 245	0 0.00	17.53	10 7,000	8 5,600	45 31,500
1 Dec	1390.10	0.35 ₹ 245	0 0.00	15.51	6 4,200	-4 -2,800	35 24,500
28 Nov	1388.80	0.35 ₹ 245	-0.1 -70.00	14.83	12 8,400	2 1,400	39 27,300
27 Nov	1392.20	0.5 ₹ 350	0.05 35.00	14.80	54 37,800	2 1,400	37 25,900

26 Nov	1375.00	0.45 ₹ 315	-0.1 -70.00	16.16	4 2,800	3 2,100	35 24,500
25 Nov	1357.80	0.55 ₹ 385	-0.35 -245.00	18.15	10 7,000	5 3,500	32 22,400
24 Nov	1368.40	0.9 ₹ 630	0 0.00	18.36	1 700	0 0	27 18,900
21 Nov	1369.50	0.9 ₹ 630	-0.3 -210.00	17.23	15 10,500	11 7,700	25 17,500
20 Nov	1383.00	1.2 ₹ 840	-0.2 -140.00	16.51	4 2,800	2 1,400	14 9,800
19 Nov	1383.10	1.4 ₹ 980	-8.75 -6125.00	16.66	14 9,800	12 8,400	12 8,400
18 Nov	1373.40	10.15 ₹ 7,105	0 0.00	8.19	0 0	0 0	0 0
17 Nov	1379.00	10.15 ₹ 7,105	0 0.00	7.65	0 0	0 0	0 0
14 Nov	1373.00	10.15 ₹ 7,105	0 0.00	7.68	0 0	0 0	0 0
13 Nov	1385.90	10.15 ₹ 7,105	0 0.00	6.95	0 0	0 0	0 0
6 Nov	1320.40	10.15 ₹ 7,105	0 0.00	9.35	0 0	0 0	0 0
3 Nov	1346.40	10.15 ₹ 7,105	0 0.00	7.83	0 0	0 0	0 0

For Icici Bank Ltd. - strike price 1540 expiring on 30DEC2025

Delta for 1540 CE is 0.01

Historical price for 1540 CE is as follows

On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 20.96, the open interest changed by -4 which decreased total open position to 42

On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46

On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 20.70, the open interest changed by -12 which decreased total open position to 46

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 19.52, the open interest changed by -1 which decreased total open position to 59

On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 18.05, the open interest changed by 10 which increased total open position to 60

On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 15.87, the open interest changed by 0 which decreased total open position to 48

On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 16.60, the open interest changed by 2 which increased total open position to 48

On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 15.97, the open interest changed by 3 which increased total open position to 48

On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 17.53, the open interest changed by 8 which increased total open position to 45

On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 15.51, the open interest changed by -4 which decreased total open position to 35

On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 14.83, the open interest changed by 2 which increased total open position to 39

On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 14.80, the open interest changed by 2 which increased total open position to 37

On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 16.16, the open interest changed by 3 which increased total open position to 35

On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 18.15, the open interest changed by 5 which increased total open position to 32

On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 18.36, the open interest changed by 0 which decreased total open position to 27

On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 0.9, which was -0.3 lower than the previous day. The implied volatity was 17.23, the open interest changed by 11 which increased total open position to 25

On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 1.2, which was -0.2 lower than the previous day. The implied volatity was 16.51, the open interest changed by 2 which increased total open position to 14

On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 1.4, which was -8.75 lower than the previous day. The implied volatity was 16.66, the open interest changed by 12 which increased total open position to 12

On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 10.15, which was 0 lower than the previous day. The implied volatity was 8.19, 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 10.15, which was 0 lower than the previous day. The implied volatity was 7.65, 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 10.15, which was 0 lower than the previous day. The implied volatity was 7.68, 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 10.15, which was 0 lower than the previous day. The implied volatity was 6.95, 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 10.15, which was 0 lower than the previous day. The implied volatity was 9.35, 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 10.15, which was 0 lower than the previous day. The implied volatity was 7.83, the open interest changed by 0 which decreased total open position to 0

ICICIBANK 30DEC2025 1540 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	1366.00	165 ₹ 1,15,500	-13.85 -9695.00	-	0 0	0 0	1 700
11 Dec	1360.00	165 ₹ 1,15,500	-13.85 -9695.00	-	0 0	0 0	1 700
10 Dec	1363.60	165 ₹ 1,15,500	-13.85 -9695.00	-	0 0	0 0	1 700
9 Dec	1375.20	165 ₹ 1,15,500	-13.85 -9695.00	-	0 0	0 0	0 0
8 Dec	1389.60	165 ₹ 1,15,500	-13.85 -9695.00	-	0 0	0 0	1 700
5 Dec	1392.50	165 ₹ 1,15,500	-13.85 -9695.00	-	0 0	0 0	0 0
4 Dec	1386.70	165 ₹ 1,15,500	-13.85 -9695.00	-	0 0	0 0	0 0
3 Dec	1391.50	165 ₹ 1,15,500	-13.85 -9695.00	-	0 0	0 0	0 0
2 Dec	1373.00	165 ₹ 1,15,500	-13.85 -9695.00	-	0 0	0 0	0 0
1 Dec	1390.10	165 ₹ 1,15,500	-13.85 -9695.00	-	0 0	0 0	0 0
28 Nov	1388.80	165 ₹ 1,15,500	-13.85 -9695.00	-	0 0	0 0	0 0
27 Nov	1392.20	165 ₹ 1,15,500	-13.85 -9695.00	-	0 0	0 0	0 0
26 Nov	1375.00	165 ₹ 1,15,500	-13.85 -9695.00	-	0 0	1 700	0 0
25 Nov	1357.80	165 ₹ 1,15,500	-13.85 -9695.00	-	1 700	0 0	0 0
24 Nov	1368.40	178.85 ₹ 1,25,195	0 0.00	-	0 0	0 0	0 0
21 Nov	1369.50	178.85 ₹ 1,25,195	0 0.00	-	0 0	0 0	0 0
20 Nov	1383.00	178.85 ₹ 1,25,195	0 0.00	-	0 0	0 0	0 0
19 Nov	1383.10	178.85 ₹ 1,25,195	0 0.00	-	0 0	0 0	0 0
18 Nov	1373.40	178.85 ₹ 1,25,195	0 0.00	-	0 0	0 0	0 0
17 Nov	1379.00	178.85 ₹ 1,25,195	0 0.00	-	0 0	0 0	0 0
14 Nov	1373.00	178.85 ₹ 1,25,195	0 0.00	-	0 0	0 0	0 0
13 Nov	1385.90	178.85 ₹ 1,25,195	0 0.00	-	0 0	0 0	0 0
6 Nov	1320.40	178.85 ₹ 1,25,195	0 0.00	-	0 0	0 0	0 0
3 Nov	1346.40	178.85 ₹ 1,25,195	0 0.00	-	0 0	0 0	0 0

For Icici Bank Ltd. - strike price 1540 expiring on 30DEC2025

Delta for 1540 PE is -

Historical price for 1540 PE is as follows

On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 165, which was -13.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 165, which was -13.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 165, which was -13.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 165, which was -13.85 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 165, which was -13.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 165, which was -13.85 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 165, which was -13.85 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 165, which was -13.85 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 165, which was -13.85 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 165, which was -13.85 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 165, which was -13.85 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 165, which was -13.85 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 165, which was -13.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 165, which was -13.85 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 178.85, 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 178.85, 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 178.85, 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 178.85, 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 178.85, 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 178.85, 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 178.85, 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 178.85, 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 178.85, 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 178.85, 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

Related Pages for ICICIBANK

ICICIBANK

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD