ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
21 Dec 2025 04:11 PM IST
| ICICIBANK 30-DEC-2025 1370 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 | 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 | |||||||
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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 | 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































































































































































































































