[--[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 30-DEC-2025 1370 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
21 Dec 1354.10 6.3 -2 - 6,117 282 4,966
20 Dec 1354.10 6.3 -2 - 6,117 282 4,966
14 Dec 1366.00 17 1.1 - 6,491 -52 3,673
13 Dec 1366.00 17 1.1 - 6,491 -52 3,673
7 Dec 1392.50 36.35 0.95 - 996 -179 2,484
5 Dec 1392.50 36.35 0.95 10.77 996 -176 2,484
30 Nov 1388.80 38.1 -2 - 557 37 2,425
29 Nov 1388.80 38.1 -2 - 557 37 2,425
23 Nov 1369.50 30.35 -11.55 - 1,256 380 2,120
22 Nov 1369.50 30.35 -11.55 - 1,256 380 2,120
16 Nov 1373.00 41.15 -4.85 - 667 421 1,490
15 Nov 1373.00 41.15 -4.85 - 667 421 1,490
14 Nov 1373.00 41.15 -4.85 - 667 422 1,490
13 Nov 1385.90 46.3 12.65 - 684 -446 1,068
9 Nov 1342.60 29.05 7.05 - 165 23 1,492
8 Nov 1342.60 29.05 7.05 - 165 23 1,492
2 Nov 1345.30 32.6 -9 - 29 26 27
1 Nov 1345.30 32.6 -9 - 29 26 27


For Icici Bank Ltd. - strike price 1370 expiring on 30DEC2025

Delta for 1370 CE is -

Historical price for 1370 CE is as follows

On 21 Dec ICICIBANK was trading at 1354.10. The strike last trading price was 6.3, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 282 which increased total open position to 4966


On 20 Dec ICICIBANK was trading at 1354.10. The strike last trading price was 6.3, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 282 which increased total open position to 4966


On 14 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 17, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by -52 which decreased total open position to 3673


On 13 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 17, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by -52 which decreased total open position to 3673


On 7 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 36.35, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by -179 which decreased total open position to 2484


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 36.35, which was 0.95 higher than the previous day. The implied volatity was 10.77, the open interest changed by -176 which decreased total open position to 2484


On 30 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 38.1, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 2425


On 29 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 38.1, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 2425


On 23 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 30.35, which was -11.55 lower than the previous day. The implied volatity was -, the open interest changed by 380 which increased total open position to 2120


On 22 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 30.35, which was -11.55 lower than the previous day. The implied volatity was -, the open interest changed by 380 which increased total open position to 2120


On 16 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 41.15, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 421 which increased total open position to 1490


On 15 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 41.15, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 421 which increased total open position to 1490


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 41.15, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 422 which increased total open position to 1490


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 46.3, which was 12.65 higher than the previous day. The implied volatity was -, the open interest changed by -446 which decreased total open position to 1068


On 9 Nov ICICIBANK was trading at 1342.60. The strike last trading price was 29.05, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 1492


On 8 Nov ICICIBANK was trading at 1342.60. The strike last trading price was 29.05, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 1492


On 2 Nov ICICIBANK was trading at 1345.30. The strike last trading price was 32.6, which was -9 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 27


On 1 Nov ICICIBANK was trading at 1345.30. The strike last trading price was 32.6, which was -9 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 27


ICICIBANK 30DEC2025 1370 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
21 Dec 1354.10 18.6 0 - 1,613 -145 2,195
20 Dec 1354.10 18.6 0 - 1,613 -145 2,195
14 Dec 1366.00 14.65 -3.95 - 2,460 110 2,293
13 Dec 1366.00 14.65 -3.95 - 2,460 110 2,293
7 Dec 1392.50 8.6 -1.85 - 2,380 7 2,279
5 Dec 1392.50 8.6 -1.85 14.44 2,380 12 2,279
30 Nov 1388.80 12.15 0.75 - 1,823 -104 1,989
29 Nov 1388.80 12.15 0.75 - 1,823 -104 1,989
23 Nov 1369.50 21.7 4.85 - 872 251 774
22 Nov 1369.50 21.7 4.85 - 872 251 774
16 Nov 1373.00 25.9 7.05 - 271 188 299
15 Nov 1373.00 25.9 7.05 - 271 188 299
14 Nov 1373.00 25.9 7.05 - 271 188 299
13 Nov 1385.90 19.05 -12.2 - 155 -8 100
9 Nov 1342.60 40.75 -13.45 - 7 5 63
8 Nov 1342.60 40.75 -13.45 - 7 5 63
2 Nov 1345.30 29.75 -1.25 - 0 0 0
1 Nov 1345.30 29.75 -1.25 - 0 0 0


For Icici Bank Ltd. - strike price 1370 expiring on 30DEC2025

Delta for 1370 PE is -

Historical price for 1370 PE is as follows

On 21 Dec ICICIBANK was trading at 1354.10. The strike last trading price was 18.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -145 which decreased total open position to 2195


On 20 Dec ICICIBANK was trading at 1354.10. The strike last trading price was 18.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -145 which decreased total open position to 2195


On 14 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 14.65, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 110 which increased total open position to 2293


On 13 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 14.65, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 110 which increased total open position to 2293


On 7 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 8.6, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 2279


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 8.6, which was -1.85 lower than the previous day. The implied volatity was 14.44, the open interest changed by 12 which increased total open position to 2279


On 30 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 12.15, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by -104 which decreased total open position to 1989


On 29 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 12.15, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by -104 which decreased total open position to 1989


On 23 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 21.7, which was 4.85 higher than the previous day. The implied volatity was -, the open interest changed by 251 which increased total open position to 774


On 22 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 21.7, which was 4.85 higher than the previous day. The implied volatity was -, the open interest changed by 251 which increased total open position to 774


On 16 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 25.9, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by 188 which increased total open position to 299


On 15 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 25.9, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by 188 which increased total open position to 299


On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 25.9, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by 188 which increased total open position to 299


On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 19.05, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 100


On 9 Nov ICICIBANK was trading at 1342.60. The strike last trading price was 40.75, which was -13.45 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 63


On 8 Nov ICICIBANK was trading at 1342.60. The strike last trading price was 40.75, which was -13.45 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 63


On 2 Nov ICICIBANK was trading at 1345.30. The strike last trading price was 29.75, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov ICICIBANK was trading at 1345.30. The strike last trading price was 29.75, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0