ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
18 Dec 2025 04:10 PM IST
| ICICIBANK 30-DEC-2025 1600 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.04
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 1356.80 | 0.15 | 0 | 34.68 | 6 | 0 | 173 | |||||||||
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| 17 Dec | 1352.40 | 0.15 | -0.05 | 33.72 | 3 | -2 | 174 | |||||||||
| 16 Dec | 1366.00 | 0.2 | -0.05 | 31.89 | 1 | 0 | 177 | |||||||||
| 12 Dec | 1366.00 | 0.25 | 0.05 | 28.63 | 44 | -20 | 177 | |||||||||
| 11 Dec | 1360.00 | 0.2 | 0 | 27.88 | 9 | -8 | 198 | |||||||||
| 10 Dec | 1363.60 | 0.2 | 0 | 26.52 | 2 | -1 | 207 | |||||||||
| 9 Dec | 1375.20 | 0.2 | 0 | 24.72 | 5 | 1 | 209 | |||||||||
| 8 Dec | 1389.60 | 0.2 | -0.05 | 22.85 | 5 | 0 | 212 | |||||||||
| 5 Dec | 1392.50 | 0.25 | 0 | 21.33 | 3 | 1 | 210 | |||||||||
| 3 Dec | 1391.50 | 0.25 | 0.05 | 20.51 | 2 | 1 | 210 | |||||||||
| 2 Dec | 1373.00 | 0.2 | 0 | 21.32 | 1 | 0 | 210 | |||||||||
| 1 Dec | 1390.10 | 0.2 | -0.1 | 19.46 | 13 | -3 | 208 | |||||||||
| 28 Nov | 1388.80 | 0.3 | -0.05 | 19.43 | 14 | 0 | 211 | |||||||||
| 27 Nov | 1392.20 | 0.3 | 0 | 18.59 | 37 | 5 | 209 | |||||||||
| 26 Nov | 1375.00 | 0.3 | -0.15 | 19.98 | 74 | 15 | 204 | |||||||||
| 25 Nov | 1357.80 | 0.45 | 0.05 | 22.45 | 27 | 18 | 186 | |||||||||
| 24 Nov | 1368.40 | 0.4 | -0.2 | 20.91 | 30 | 16 | 169 | |||||||||
| 21 Nov | 1369.50 | 0.6 | -0.15 | 20.87 | 92 | 59 | 149 | |||||||||
| 20 Nov | 1383.00 | 0.75 | 0.05 | - | 69 | 60 | 85 | |||||||||
| 19 Nov | 1383.10 | 0.7 | 0.15 | 19.48 | 13 | 12 | 24 | |||||||||
| 18 Nov | 1373.40 | 0.55 | 0.05 | 19.55 | 5 | 1 | 12 | |||||||||
| 17 Nov | 1379.00 | 0.5 | -0.3 | 18.39 | 4 | -1 | 12 | |||||||||
| 14 Nov | 1373.00 | 0.8 | -0.2 | 19.41 | 6 | 2 | 12 | |||||||||
| 13 Nov | 1385.90 | 1 | 0 | 18.85 | 6 | 5 | 10 | |||||||||
| 6 Nov | 1320.40 | 1 | 0.25 | 22.76 | 1 | 0 | 5 | |||||||||
| 3 Nov | 1346.40 | 0.75 | -0.55 | 18.89 | 1 | 0 | 4 | |||||||||
For Icici Bank Ltd. - strike price 1600 expiring on 30DEC2025
Delta for 1600 CE is 0.01
Historical price for 1600 CE is as follows
On 18 Dec ICICIBANK was trading at 1356.80. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 34.68, the open interest changed by 0 which decreased total open position to 173
On 17 Dec ICICIBANK was trading at 1352.40. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 33.72, the open interest changed by -2 which decreased total open position to 174
On 16 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 31.89, the open interest changed by 0 which decreased total open position to 177
On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 28.63, the open interest changed by -20 which decreased total open position to 177
On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 27.88, the open interest changed by -8 which decreased total open position to 198
On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 26.52, the open interest changed by -1 which decreased total open position to 207
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 24.72, the open interest changed by 1 which increased total open position to 209
On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 22.85, the open interest changed by 0 which decreased total open position to 212
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 21.33, the open interest changed by 1 which increased total open position to 210
On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 20.51, the open interest changed by 1 which increased total open position to 210
On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 21.32, the open interest changed by 0 which decreased total open position to 210
On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 19.46, the open interest changed by -3 which decreased total open position to 208
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 19.43, the open interest changed by 0 which decreased total open position to 211
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 18.59, the open interest changed by 5 which increased total open position to 209
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 19.98, the open interest changed by 15 which increased total open position to 204
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 22.45, the open interest changed by 18 which increased total open position to 186
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 20.91, the open interest changed by 16 which increased total open position to 169
On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 20.87, the open interest changed by 59 which increased total open position to 149
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 85
On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 19.48, the open interest changed by 12 which increased total open position to 24
On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 19.55, the open interest changed by 1 which increased total open position to 12
On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 0.5, which was -0.3 lower than the previous day. The implied volatity was 18.39, the open interest changed by -1 which decreased total open position to 12
On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 19.41, the open interest changed by 2 which increased total open position to 12
On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 18.85, the open interest changed by 5 which increased total open position to 10
On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 1, which was 0.25 higher than the previous day. The implied volatity was 22.76, the open interest changed by 0 which decreased total open position to 5
On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 0.75, which was -0.55 lower than the previous day. The implied volatity was 18.89, the open interest changed by 0 which decreased total open position to 4
| ICICIBANK 30DEC2025 1600 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 1356.80 | 201.5 | -3.5 | - | 0 | 0 | 27 |
| 17 Dec | 1352.40 | 201.5 | -3.5 | - | 0 | 0 | 27 |
| 16 Dec | 1366.00 | 201.5 | -3.5 | - | 0 | 0 | 27 |
| 12 Dec | 1366.00 | 201.5 | -3.5 | - | 0 | 0 | 27 |
| 11 Dec | 1360.00 | 201.5 | -3.5 | - | 0 | 0 | 27 |
| 10 Dec | 1363.60 | 201.5 | -3.5 | - | 0 | 0 | 27 |
| 9 Dec | 1375.20 | 201.5 | -3.5 | - | 0 | -1 | 0 |
| 8 Dec | 1389.60 | 201.5 | -3.5 | - | 4 | -1 | 27 |
| 5 Dec | 1392.50 | 205 | -17 | - | 0 | 0 | 0 |
| 3 Dec | 1391.50 | 205 | -17 | - | 0 | 0 | 0 |
| 2 Dec | 1373.00 | 205 | -17 | - | 0 | 1 | 0 |
| 1 Dec | 1390.10 | 205 | -17 | 37.50 | 1 | 0 | 27 |
| 28 Nov | 1388.80 | 222 | 3.15 | - | 0 | 0 | 0 |
| 27 Nov | 1392.20 | 222 | 3.15 | - | 0 | 0 | 0 |
| 26 Nov | 1375.00 | 222 | 3.15 | - | 0 | 4 | 0 |
| 25 Nov | 1357.80 | 222 | 3.15 | - | 7 | 3 | 26 |
| 24 Nov | 1368.40 | 220.5 | -0.5 | 27.44 | 6 | 3 | 22 |
| 21 Nov | 1369.50 | 221 | 18.7 | 33.59 | 13 | 10 | 18 |
| 20 Nov | 1383.00 | 202.1 | -2.9 | 22.61 | 7 | 4 | 7 |
| 19 Nov | 1383.10 | 205 | -27.6 | 29.65 | 3 | 0 | 0 |
| 18 Nov | 1373.40 | 232.6 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 1379.00 | 232.6 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 1373.00 | 232.6 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 1385.90 | 232.6 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 1320.40 | 232.6 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 1346.40 | 232.6 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1600 expiring on 30DEC2025
Delta for 1600 PE is -
Historical price for 1600 PE is as follows
On 18 Dec ICICIBANK was trading at 1356.80. The strike last trading price was 201.5, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 17 Dec ICICIBANK was trading at 1352.40. The strike last trading price was 201.5, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 16 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 201.5, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 201.5, which was -3.5 lower than the previous day. The implied volatity was -, 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 201.5, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 201.5, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 201.5, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 201.5, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 27
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 205, which was -17 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 205, which was -17 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 205, which was -17 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 205, which was -17 lower than the previous day. The implied volatity was 37.50, the open interest changed by 0 which decreased total open position to 27
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 222, which was 3.15 higher 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 222, which was 3.15 higher 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 222, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 222, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 26
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 220.5, which was -0.5 lower than the previous day. The implied volatity was 27.44, the open interest changed by 3 which increased total open position to 22
On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 221, which was 18.7 higher than the previous day. The implied volatity was 33.59, the open interest changed by 10 which increased total open position to 18
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 202.1, which was -2.9 lower than the previous day. The implied volatity was 22.61, the open interest changed by 4 which increased total open position to 7
On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 205, which was -27.6 lower than the previous day. The implied volatity was 29.65, 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 232.6, 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 232.6, 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 232.6, 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 232.6, 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 232.6, 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 232.6, 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































































































































































































































