ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
21 Dec 2025 04:11 PM IST
| ICICIBANK 27-JAN-2026 1360 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 21 Dec | 1354.10 | 33.4 | -2.45 | - | 1,102 | 712 | 3,726 | |||||||||
| 20 Dec | 1354.10 | 33.4 | -2.45 | - | 1,102 | 712 | 3,726 | |||||||||
| 14 Dec | 1366.00 | 40 | 1.8 | - | 65 | 28 | 77 | |||||||||
| 13 Dec | 1366.00 | 40 | 1.8 | - | 65 | 28 | 77 | |||||||||
| 7 Dec | 1392.50 | 61 | 11.9 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 1392.50 | 61 | 11.9 | - | 0 | 0 | 0 | |||||||||
| 30 Nov | 1388.80 | 58.05 | 6.85 | - | 0 | 0 | 0 | |||||||||
| 29 Nov | 1388.80 | 58.05 | 6.85 | - | 0 | 0 | 0 | |||||||||
| 23 Nov | 1369.50 | 62 | 7.8 | - | 0 | 0 | 0 | |||||||||
| 22 Nov | 1369.50 | 62 | 7.8 | - | 0 | 0 | 0 | |||||||||
| 16 Nov | 1373.00 | 62 | 7.8 | - | 0 | 0 | 0 | |||||||||
| 15 Nov | 1373.00 | 62 | 7.8 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 1373.00 | 62 | 7.8 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 1385.90 | 62 | 7.8 | - | 1 | 0 | 1 | |||||||||
| 9 Nov | 1342.60 | 69.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Nov | 1342.60 | 69.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1360 expiring on 27JAN2026
Delta for 1360 CE is -
Historical price for 1360 CE is as follows
On 21 Dec ICICIBANK was trading at 1354.10. The strike last trading price was 33.4, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 712 which increased total open position to 3726
On 20 Dec ICICIBANK was trading at 1354.10. The strike last trading price was 33.4, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 712 which increased total open position to 3726
On 14 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 40, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 77
On 13 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 40, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 77
On 7 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 61, which was 11.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 61, which was 11.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 58.05, which was 6.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 58.05, which was 6.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 62, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 62, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 62, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 62, which was 7.8 higher 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 62, which was 7.8 higher 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 62, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Nov ICICIBANK was trading at 1342.60. The strike last trading price was 69.95, 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 8 Nov ICICIBANK was trading at 1342.60. The strike last trading price was 69.95, 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
| ICICIBANK 27JAN2026 1360 PE | |||||||
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|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Dec | 1354.10 | 25.95 | -0.6 | - | 429 | 242 | 1,086 |
| 20 Dec | 1354.10 | 25.95 | -0.6 | - | 429 | 242 | 1,086 |
| 14 Dec | 1366.00 | 19.7 | -2.4 | - | 27 | 15 | 115 |
| 13 Dec | 1366.00 | 19.7 | -2.4 | - | 27 | 15 | 115 |
| 7 Dec | 1392.50 | 13.8 | -1 | - | 42 | -22 | 61 |
| 5 Dec | 1392.50 | 13.8 | -1 | 16.19 | 42 | -22 | 61 |
| 30 Nov | 1388.80 | 16.4 | 0.8 | - | 45 | 28 | 82 |
| 29 Nov | 1388.80 | 16.4 | 0.8 | - | 45 | 28 | 82 |
| 23 Nov | 1369.50 | 25.55 | 7.15 | - | 19 | -3 | 27 |
| 22 Nov | 1369.50 | 25.55 | 7.15 | - | 19 | -3 | 27 |
| 16 Nov | 1373.00 | 27.15 | 4.75 | - | 33 | 24 | 30 |
| 15 Nov | 1373.00 | 27.15 | 4.75 | - | 33 | 24 | 30 |
| 14 Nov | 1373.00 | 27.15 | 4.75 | - | 33 | 23 | 30 |
| 13 Nov | 1385.90 | 22.4 | -9.6 | - | 6 | 1 | 6 |
| 9 Nov | 1342.60 | 43.8 | -1.2 | - | 1 | 1 | 2 |
| 8 Nov | 1342.60 | 43.8 | -1.2 | - | 1 | 1 | 2 |
For Icici Bank Ltd. - strike price 1360 expiring on 27JAN2026
Delta for 1360 PE is -
Historical price for 1360 PE is as follows
On 21 Dec ICICIBANK was trading at 1354.10. The strike last trading price was 25.95, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 242 which increased total open position to 1086
On 20 Dec ICICIBANK was trading at 1354.10. The strike last trading price was 25.95, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 242 which increased total open position to 1086
On 14 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 19.7, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 115
On 13 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 19.7, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 115
On 7 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 13.8, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 61
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 13.8, which was -1 lower than the previous day. The implied volatity was 16.19, the open interest changed by -22 which decreased total open position to 61
On 30 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 16.4, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 82
On 29 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 16.4, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 82
On 23 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 25.55, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 27
On 22 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 25.55, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 27
On 16 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 27.15, which was 4.75 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 30
On 15 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 27.15, which was 4.75 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 30
On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 27.15, which was 4.75 higher than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 30
On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 22.4, which was -9.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 9 Nov ICICIBANK was trading at 1342.60. The strike last trading price was 43.8, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 8 Nov ICICIBANK was trading at 1342.60. The strike last trading price was 43.8, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2































































































































































































































