[--[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 1560 CE
Delta: 0.01
Vega: 0.07
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1366.00 0.2 0.05 23.80 1 0 27
11 Dec 1360.00 0.15 -0.3 23.02 22 0 34
10 Dec 1363.60 0.45 0.2 25.22 3 0 32
9 Dec 1375.20 0.25 0.05 - 0 1 0
8 Dec 1389.60 0.25 0.05 19.67 1 0 31
5 Dec 1392.50 0.2 -0.1 - 0 0 0
4 Dec 1386.70 0.2 -0.1 17.52 2 1 32
3 Dec 1391.50 0.3 0.05 17.46 12 -2 24
2 Dec 1373.00 0.25 -0.1 18.54 4 1 27
1 Dec 1390.10 0.35 0 17.38 3 2 25
28 Nov 1388.80 0.35 0 16.50 5 2 22
27 Nov 1392.20 0.3 -0.05 15.44 24 -13 21
26 Nov 1375.00 0.3 -0.1 16.87 23 21 32
25 Nov 1357.80 0.4 -0.25 18.95 7 1 12
24 Nov 1368.40 0.65 0 19.11 1 0 10
21 Nov 1369.50 0.65 -7.35 17.98 10 9 9
20 Nov 1383.00 8 0 8.70 0 0 0
19 Nov 1383.10 8 0 8.53 0 0 0
18 Nov 1373.40 8 0 9.06 0 0 0
17 Nov 1379.00 8 0 8.53 0 0 0
14 Nov 1373.00 8 0 8.44 0 0 0
13 Nov 1385.90 8 0 7.81 0 0 0
6 Nov 1320.40 8 0 10.10 0 0 0
3 Nov 1346.40 8 0 8.59 0 0 0


For Icici Bank Ltd. - strike price 1560 expiring on 30DEC2025

Delta for 1560 CE is 0.01

Historical price for 1560 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 higher than the previous day. The implied volatity was 23.80, the open interest changed by 0 which decreased total open position to 27


On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 0.15, which was -0.3 lower than the previous day. The implied volatity was 23.02, the open interest changed by 0 which decreased total open position to 34


On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 0.45, which was 0.2 higher than the previous day. The implied volatity was 25.22, the open interest changed by 0 which decreased total open position to 32


On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 19.67, the open interest changed by 0 which decreased total open position to 31


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 0.2, which was -0.1 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 0.2, which was -0.1 lower than the previous day. The implied volatity was 17.52, the open interest changed by 1 which increased total open position to 32


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 17.46, the open interest changed by -2 which decreased total open position to 24


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 18.54, the open interest changed by 1 which increased total open position to 27


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 17.38, the open interest changed by 2 which increased total open position to 25


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 16.50, the open interest changed by 2 which increased total open position to 22


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 15.44, the open interest changed by -13 which decreased total open position to 21


On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 16.87, the open interest changed by 21 which increased total open position to 32


On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 18.95, the open interest changed by 1 which increased total open position to 12


On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 19.11, the open interest changed by 0 which decreased total open position to 10


On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 0.65, which was -7.35 lower than the previous day. The implied volatity was 17.98, the open interest changed by 9 which increased total open position to 9


On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 8.70, 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 8, which was 0 lower than the previous day. The implied volatity was 8.53, 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 8, which was 0 lower than the previous day. The implied volatity was 9.06, 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 8, which was 0 lower than the previous day. The implied volatity was 8.53, 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 8, which was 0 lower than the previous day. The implied volatity was 8.44, 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 8, which was 0 lower than the previous day. The implied volatity was 7.81, 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 8, which was 0 lower than the previous day. The implied volatity was 10.10, 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 8, which was 0 lower than the previous day. The implied volatity was 8.59, the open interest changed by 0 which decreased total open position to 0


ICICIBANK 30DEC2025 1560 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1366.00 184 -12.35 - 0 0 1
11 Dec 1360.00 184 -12.35 - 0 0 1
10 Dec 1363.60 184 -12.35 - 0 0 1
9 Dec 1375.20 184 -12.35 - 0 0 0
8 Dec 1389.60 184 -12.35 - 0 0 1
5 Dec 1392.50 184 -12.35 - 0 0 0
4 Dec 1386.70 184 -12.35 - 0 0 0
3 Dec 1391.50 184 -12.35 - 0 0 0
2 Dec 1373.00 184 -12.35 - 0 0 0
1 Dec 1390.10 184 -12.35 - 0 0 0
28 Nov 1388.80 184 -12.35 - 0 0 0
27 Nov 1392.20 184 -12.35 - 0 0 0
26 Nov 1375.00 184 -12.35 - 0 1 0
25 Nov 1357.80 184 -12.35 - 1 0 0
24 Nov 1368.40 196.35 0 - 0 0 0
21 Nov 1369.50 196.35 0 - 0 0 0
20 Nov 1383.00 196.35 0 - 0 0 0
19 Nov 1383.10 196.35 0 - 0 0 0
18 Nov 1373.40 196.35 0 - 0 0 0
17 Nov 1379.00 196.35 0 - 0 0 0
14 Nov 1373.00 196.35 0 - 0 0 0
13 Nov 1385.90 196.35 0 - 0 0 0
6 Nov 1320.40 196.35 0 - 0 0 0
3 Nov 1346.40 196.35 0 - 0 0 0


For Icici Bank Ltd. - strike price 1560 expiring on 30DEC2025

Delta for 1560 PE is -

Historical price for 1560 PE is as follows

On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 184, which was -12.35 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 184, which was -12.35 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 184, which was -12.35 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 184, which was -12.35 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 184, which was -12.35 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 184, which was -12.35 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 184, which was -12.35 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 184, which was -12.35 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 184, which was -12.35 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 184, which was -12.35 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 184, which was -12.35 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 184, which was -12.35 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 184, which was -12.35 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 184, which was -12.35 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 196.35, 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 196.35, 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 196.35, 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 196.35, 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 196.35, 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 196.35, 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 196.35, 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 196.35, 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 196.35, 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 196.35, 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