ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
12 Dec 2025 04:10 PM IST
| ICICIBANK 30-DEC-2025 1560 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.07
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 | 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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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 | 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































































































































































































































