ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
24 Apr 2026 01:37 PM IST
| ICICIBANK 28-Apr-2026 (4d) 1040 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1328.90 | 341 | 341 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 1348.00 | 341 | 341 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 1367.60 | 341 | 341 | 71.53 | 0 | 0 | 0 | |||||||||
| 21 Apr | 1388.40 | 341 | 64 | 71.53 | 1 | 0 | 1 | |||||||||
| 20 Apr | 1356.20 | 277 | -36.60000000000002 | - | 0 | 0 | 1 | |||||||||
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| 17 Apr | 1346.80 | 277 | -36.60000000000002 | - | 0 | 0 | 1 | |||||||||
| 16 Apr | 1345.50 | 277 | -36.60000000000002 | - | 0 | 0 | 1 | |||||||||
| 15 Apr | 1348.10 | 277 | -36.60000000000002 | - | 0 | 0 | 1 | |||||||||
| 13 Apr | 1351.10 | 277 | -60.44999999999999 | 55.29 | 1 | 0 | 0 | |||||||||
| 10 Apr | 1321.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1281.30 | 337.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1309.20 | 337.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1245.50 | 337.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1231.40 | 337.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 1215.80 | 337.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 1212.70 | 337.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 1205.90 | 337.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 1233.80 | 337.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1040 expiring on 28APR2026
Delta for 1040 CE is -
Historical price for 1040 CE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 341, which was 341 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 341, which was 341 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 341, which was 341 higher than the previous day. The implied volatity was 71.53, the open interest changed by 0 which decreased total open position to 0
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 341, which was 64 higher than the previous day. The implied volatity was 71.53, the open interest changed by 0 which decreased total open position to 1
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 277, which was -36.60000000000002 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 277, which was -36.60000000000002 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 277, which was -36.60000000000002 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 277, which was -36.60000000000002 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 277, which was -60.44999999999999 lower than the previous day. The implied volatity was 55.29, the open interest changed by 0 which decreased total open position to 0
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 0, 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 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 337.45, 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 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 337.45, 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 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 337.45, 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 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 337.45, 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 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 337.45, 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 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 337.45, 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 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 337.45, 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 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 337.45, 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 28-Apr-2026 (4d) 1040 PE | |||||||
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Delta: 0
Vega: 0
Theta: 0.04
Gamma: 0.00007
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1328.90 | 0.1 | 0 | 81.94 | 2 | 0 | 152 |
| 23 Apr | 1348.00 | 0.1 | 0 | 78.4 | 3 | 2 | 152 |
| 22 Apr | 1367.60 | 0.1 | -0.04999999999999999 | 75.22 | 1 | 0 | 151 |
| 21 Apr | 1388.40 | 0.15 | -0.05000000000000002 | 76.73 | 10 | -7 | 151 |
| 20 Apr | 1356.20 | 0.2 | -0.04999999999999999 | 68.36 | 17 | -4 | 158 |
| 17 Apr | 1346.80 | 0.25 | -0.15000000000000002 | 60.05 | 22 | 3 | 162 |
| 16 Apr | 1345.50 | 0.4 | -0.09999999999999998 | 60.8 | 8 | 0 | 158 |
| 15 Apr | 1348.10 | 0.5 | 0 | 59.69 | 49 | 9 | 158 |
| 13 Apr | 1351.10 | 0.5 | 0 | 55.58 | 73 | 5 | 147 |
| 10 Apr | 1321.90 | 0.55 | -0.25 | 48.45 | 55 | -9 | 141 |
| 9 Apr | 1281.30 | 0.8 | 0.1 | 45.3 | 73 | 6 | 148 |
| 8 Apr | 1309.20 | 0.65 | -1.1 | 46.17 | 206 | -53 | 141 |
| 7 Apr | 1245.50 | 1.6 | -0.75 | 43.2 | 89 | 0 | 195 |
| 6 Apr | 1231.40 | 2.35 | -1 | 42.34 | 277 | -31 | 197 |
| 2 Apr | 1215.80 | 3.25 | -0.25 | 40.05 | 429 | -34 | 229 |
| 1 Apr | 1212.70 | 3.45 | -3.7 | 39.35 | 459 | 179 | 261 |
| 30 Mar | 1205.90 | 6.95 | 1.9 | 44.12 | 260 | 65 | 83 |
| 27 Mar | 1233.80 | 5.15 | 5 | 43.62 | 32 | 17 | 17 |
For Icici Bank Ltd. - strike price 1040 expiring on 28APR2026
Delta for 1040 PE is 0
Historical price for 1040 PE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 81.94, the open interest changed by 0 which decreased total open position to 152
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 78.4, the open interest changed by 2 which increased total open position to 152
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 0.1, which was -0.04999999999999999 lower than the previous day. The implied volatity was 75.22, the open interest changed by 0 which decreased total open position to 151
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 0.15, which was -0.05000000000000002 lower than the previous day. The implied volatity was 76.73, the open interest changed by -7 which decreased total open position to 151
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 0.2, which was -0.04999999999999999 lower than the previous day. The implied volatity was 68.36, the open interest changed by -4 which decreased total open position to 158
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 0.25, which was -0.15000000000000002 lower than the previous day. The implied volatity was 60.05, the open interest changed by 3 which increased total open position to 162
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 0.4, which was -0.09999999999999998 lower than the previous day. The implied volatity was 60.8, the open interest changed by 0 which decreased total open position to 158
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 59.69, the open interest changed by 9 which increased total open position to 158
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 55.58, the open interest changed by 5 which increased total open position to 147
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 48.45, the open interest changed by -9 which decreased total open position to 141
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 45.3, the open interest changed by 6 which increased total open position to 148
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 0.65, which was -1.1 lower than the previous day. The implied volatity was 46.17, the open interest changed by -53 which decreased total open position to 141
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 1.6, which was -0.75 lower than the previous day. The implied volatity was 43.2, the open interest changed by 0 which decreased total open position to 195
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 2.35, which was -1 lower than the previous day. The implied volatity was 42.34, the open interest changed by -31 which decreased total open position to 197
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 3.25, which was -0.25 lower than the previous day. The implied volatity was 40.05, the open interest changed by -34 which decreased total open position to 229
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 3.45, which was -3.7 lower than the previous day. The implied volatity was 39.35, the open interest changed by 179 which increased total open position to 261
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 6.95, which was 1.9 higher than the previous day. The implied volatity was 44.12, the open interest changed by 65 which increased total open position to 83
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 5.15, which was 5 higher than the previous day. The implied volatity was 43.62, the open interest changed by 17 which increased total open position to 17
