ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
02 Nov 2025 04:10 PM IST
| ICICIBANK 25-NOV-2025 1370 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Nov | 1345.30 | 16.8 | -7.75 | - | 4,080 | 473 | 3,382 | |||||||||
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| 1 Nov | 1345.30 | 16.8 | -7.75 | - | 4,080 | 473 | 3,382 | |||||||||
| 27 Oct | 1377.60 | 35.65 | 0 | - | 570 | 107 | 744 | |||||||||
| 26 Oct | 1377.70 | 35.5 | 4.15 | - | 1,373 | -64 | 642 | |||||||||
| 25 Oct | 1377.70 | 35.5 | 4.15 | - | 1,373 | -64 | 642 | |||||||||
| 18 Oct | 1436.60 | 83.45 | 20.05 | - | 9 | -5 | 69 | |||||||||
| 15 Oct | 1384.10 | 46.05 | -0.2 | - | 6 | 0 | 74 | |||||||||
For Icici Bank Ltd. - strike price 1370 expiring on 25NOV2025
Delta for 1370 CE is -
Historical price for 1370 CE is as follows
On 2 Nov ICICIBANK was trading at 1345.30. The strike last trading price was 16.8, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 473 which increased total open position to 3382
On 1 Nov ICICIBANK was trading at 1345.30. The strike last trading price was 16.8, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 473 which increased total open position to 3382
On 27 Oct ICICIBANK was trading at 1377.60. The strike last trading price was 35.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 107 which increased total open position to 744
On 26 Oct ICICIBANK was trading at 1377.70. The strike last trading price was 35.5, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by -64 which decreased total open position to 642
On 25 Oct ICICIBANK was trading at 1377.70. The strike last trading price was 35.5, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by -64 which decreased total open position to 642
On 18 Oct ICICIBANK was trading at 1436.60. The strike last trading price was 83.45, which was 20.05 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 69
On 15 Oct ICICIBANK was trading at 1384.10. The strike last trading price was 46.05, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 74
| ICICIBANK 25NOV2025 1370 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Nov | 1345.30 | 32.8 | 9.9 | - | 2,124 | 10 | 2,456 |
| 1 Nov | 1345.30 | 32.8 | 9.9 | - | 2,124 | 10 | 2,456 |
| 27 Oct | 1377.60 | 18.45 | -0.8 | - | 712 | 115 | 1,015 |
| 26 Oct | 1377.70 | 19.7 | -6.65 | - | 1,059 | 163 | 901 |
| 25 Oct | 1377.70 | 19.7 | -6.65 | - | 1,059 | 163 | 901 |
| 18 Oct | 1436.60 | 7.8 | -2.75 | - | 83 | -2 | 202 |
| 15 Oct | 1384.10 | 20.15 | -4.85 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1370 expiring on 25NOV2025
Delta for 1370 PE is -
Historical price for 1370 PE is as follows
On 2 Nov ICICIBANK was trading at 1345.30. The strike last trading price was 32.8, which was 9.9 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 2456
On 1 Nov ICICIBANK was trading at 1345.30. The strike last trading price was 32.8, which was 9.9 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 2456
On 27 Oct ICICIBANK was trading at 1377.60. The strike last trading price was 18.45, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 115 which increased total open position to 1015
On 26 Oct ICICIBANK was trading at 1377.70. The strike last trading price was 19.7, which was -6.65 lower than the previous day. The implied volatity was -, the open interest changed by 163 which increased total open position to 901
On 25 Oct ICICIBANK was trading at 1377.70. The strike last trading price was 19.7, which was -6.65 lower than the previous day. The implied volatity was -, the open interest changed by 163 which increased total open position to 901
On 18 Oct ICICIBANK was trading at 1436.60. The strike last trading price was 7.8, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 202
On 15 Oct ICICIBANK was trading at 1384.10. The strike last trading price was 20.15, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
































































































































































































































