[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1356.8 +4.40 (0.33%)
L: 1345.5 H: 1369.5

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Historical option data for ICICIBANK

18 Dec 2025 04:10 PM IST
ICICIBANK 30-DEC-2025 1600 CE
Delta: 0.01
Vega: 0.04
Theta: -0.06
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 1356.80 0.15 0 34.68 6 0 173
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
Delta: -
Vega: -
Theta: -
Gamma: -
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