[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1345.3 -17.10 (-1.26%)
L: 1343.3 H: 1362

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Historical option data for ICICIBANK

02 Nov 2025 04:10 PM IST
ICICIBANK 25-NOV-2025 1370 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
2 Nov 1345.30 16.8 -7.75 - 4,080 473 3,382
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
Delta: -
Vega: -
Theta: -
Gamma: -
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