[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1354.1 -2.70 (-0.20%)
L: 1350.8 H: 1360.4

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Historical option data for ICICIBANK

21 Dec 2025 04:11 PM IST
ICICIBANK 27-JAN-2026 1360 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
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
Delta: -
Vega: -
Theta: -
Gamma: -
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