ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
24 Apr 2026 01:37 PM IST
| ICICIBANK 28-Apr-2026 (4d) 1100 CE | ||||||||||||||||
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Delta: 1
Vega: 0
Theta: 0.11
Gamma: 0.00006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1328.90 | 251 | 0 | 58.74 | 0 | 0 | 511 | |||||||||
| 23 Apr | 1348.00 | 251 | -16.69999999999999 | 58.74 | 12 | -6 | 513 | |||||||||
| 22 Apr | 1367.60 | 267.7 | 22.69999999999999 | 56.45 | 53 | -33 | 538 | |||||||||
| 21 Apr | 1388.40 | 245 | -5.400000000000006 | - | 0 | 0 | 571 | |||||||||
| 20 Apr | 1356.20 | 245 | -5.400000000000006 | - | 0 | 0 | 571 | |||||||||
| 17 Apr | 1346.80 | 245 | -5.400000000000006 | - | 0 | 0 | 571 | |||||||||
| 16 Apr | 1345.50 | 245 | -5.400000000000006 | 50.08 | 0 | 0 | 571 | |||||||||
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| 15 Apr | 1348.10 | 245 | -5.349999999999994 | 50.08 | 1 | 0 | 572 | |||||||||
| 13 Apr | 1351.10 | 250.35 | 103.35 | 48.13 | 3 | -1 | 574 | |||||||||
| 10 Apr | 1321.90 | 147 | -2.5 | - | 0 | 0 | 575 | |||||||||
| 9 Apr | 1281.30 | 147 | 5 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1309.20 | 147 | 5 | - | 0 | 0 | 575 | |||||||||
| 7 Apr | 1245.50 | 147 | 5 | 28.65 | 9 | -1 | 576 | |||||||||
| 6 Apr | 1231.40 | 142 | 13.9 | 40.43 | 13 | -5 | 575 | |||||||||
| 2 Apr | 1215.80 | 130.85 | 1.75 | 34.86 | 40 | 13 | 580 | |||||||||
| 1 Apr | 1212.70 | 129.05 | 0.3 | 35.74 | 625 | 537 | 557 | |||||||||
| 30 Mar | 1205.90 | 130 | -23.35 | 36.47 | 20 | 14 | 20 | |||||||||
| 27 Mar | 1233.80 | 153.35 | -11.65 | 34.1 | 2 | 0 | 4 | |||||||||
| 25 Mar | 1259.70 | 165 | -57 | - | 0 | 0 | 4 | |||||||||
| 24 Mar | 1251.20 | 165 | -57 | - | 0 | 0 | 4 | |||||||||
| 23 Mar | 1222.70 | 165 | -57 | - | 0 | 0 | 4 | |||||||||
| 20 Mar | 1245.40 | 165 | -57 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1250.10 | 165 | -57 | - | 0 | 0 | 4 | |||||||||
| 18 Mar | 1289.30 | 165 | -57 | - | 0 | 0 | 4 | |||||||||
| 17 Mar | 1288.70 | 165 | -57 | - | 1 | 0 | 4 | |||||||||
| 16 Mar | 1272.90 | 165 | -57 | 21.64 | 1 | 0 | 4 | |||||||||
| 13 Mar | 1254.80 | 222 | -56.9 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1266.50 | 222 | -56.9 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1294.60 | 222 | -56.9 | - | 0 | 0 | 4 | |||||||||
| 10 Mar | 1311.90 | 222 | -56.9 | 16.59 | 4 | 2 | 2 | |||||||||
For Icici Bank Ltd. - strike price 1100 expiring on 28APR2026
Delta for 1100 CE is 1
Historical price for 1100 CE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 251, which was 0 lower than the previous day. The implied volatity was 58.74, the open interest changed by 0 which decreased total open position to 511
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 251, which was -16.69999999999999 lower than the previous day. The implied volatity was 58.74, the open interest changed by -6 which decreased total open position to 513
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 267.7, which was 22.69999999999999 higher than the previous day. The implied volatity was 56.45, the open interest changed by -33 which decreased total open position to 538
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 245, which was -5.400000000000006 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 571
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 245, which was -5.400000000000006 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 571
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 245, which was -5.400000000000006 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 571
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 245, which was -5.400000000000006 lower than the previous day. The implied volatity was 50.08, the open interest changed by 0 which decreased total open position to 571
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 245, which was -5.349999999999994 lower than the previous day. The implied volatity was 50.08, the open interest changed by 0 which decreased total open position to 572
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 250.35, which was 103.35 higher than the previous day. The implied volatity was 48.13, the open interest changed by -1 which decreased total open position to 574
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 147, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 575
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 147, which was 5 higher 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 147, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 575
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 147, which was 5 higher than the previous day. The implied volatity was 28.65, the open interest changed by -1 which decreased total open position to 576
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 142, which was 13.9 higher than the previous day. The implied volatity was 40.43, the open interest changed by -5 which decreased total open position to 575
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 130.85, which was 1.75 higher than the previous day. The implied volatity was 34.86, the open interest changed by 13 which increased total open position to 580
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 129.05, which was 0.3 higher than the previous day. The implied volatity was 35.74, the open interest changed by 537 which increased total open position to 557
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 130, which was -23.35 lower than the previous day. The implied volatity was 36.47, the open interest changed by 14 which increased total open position to 20
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 153.35, which was -11.65 lower than the previous day. The implied volatity was 34.1, the open interest changed by 0 which decreased total open position to 4
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 165, which was -57 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 165, which was -57 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 165, which was -57 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 165, which was -57 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 165, which was -57 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 165, which was -57 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 165, which was -57 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 165, which was -57 lower than the previous day. The implied volatity was 21.64, the open interest changed by 0 which decreased total open position to 4
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 222, which was -56.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 222, which was -56.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 222, which was -56.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 222, which was -56.9 lower than the previous day. The implied volatity was 16.59, the open interest changed by 2 which increased total open position to 2
| ICICIBANK 28-Apr-2026 (4d) 1100 PE | |||||||
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Delta: 0
Vega: 0
Theta: 0.1
Gamma: 0.00007
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1328.90 | 0.05 | 0 | 60.65 | 30 | -2 | 829 |
| 23 Apr | 1348.00 | 0.05 | -0.05 | 58.09 | 36 | -3 | 832 |
| 22 Apr | 1367.60 | 0.05 | -0.05 | 57.32 | 135 | -10 | 835 |
| 21 Apr | 1388.40 | 0.05 | -0.09999999999999999 | 55.91 | 64 | -5 | 855 |
| 20 Apr | 1356.20 | 0.1 | -0.24999999999999997 | 51.28 | 221 | -68 | 860 |
| 17 Apr | 1346.80 | 0.35 | -0.15000000000000002 | 50.53 | 125 | -13 | 928 |
| 16 Apr | 1345.50 | 0.5 | -0.30000000000000004 | 49.24 | 83 | -7 | 942 |
| 15 Apr | 1348.10 | 0.8 | -0.04999999999999993 | 51.06 | 426 | -75 | 949 |
| 13 Apr | 1351.10 | 0.8 | -0.09999999999999998 | 47.68 | 572 | -106 | 1,022 |
| 10 Apr | 1321.90 | 0.95 | -0.75 | 41.49 | 507 | -116 | 1,132 |
| 9 Apr | 1281.30 | 1.6 | 0.25 | 39.3 | 467 | 188 | 1,250 |
| 8 Apr | 1309.20 | 1.3 | -2.85 | 40.64 | 764 | -195 | 1,063 |
| 7 Apr | 1245.50 | 4.2 | -1.7 | 39.78 | 898 | 286 | 1,255 |
| 6 Apr | 1231.40 | 6.1 | -2.3 | 39.19 | 1,056 | 106 | 965 |
| 2 Apr | 1215.80 | 8.45 | -0.55 | 37.75 | 1,476 | 128 | 860 |
| 1 Apr | 1212.70 | 8.65 | -5.7 | 36.74 | 1,542 | 134 | 735 |
| 30 Mar | 1205.90 | 15.25 | 4.35 | 43.36 | 1,165 | 177 | 563 |
| 27 Mar | 1233.80 | 10.75 | 3.7 | 40.98 | 320 | 57 | 386 |
| 25 Mar | 1259.70 | 6.7 | -1.7 | 37.54 | 229 | 51 | 332 |
| 24 Mar | 1251.20 | 8.15 | -6.95 | 38.3 | 358 | 86 | 281 |
| 23 Mar | 1222.70 | 15.15 | 7.6 | 41.59 | 551 | 42 | 178 |
| 20 Mar | 1245.40 | 7.35 | 0.05 | 35.02 | 179 | 7 | 135 |
| 19 Mar | 1250.10 | 7 | 3.25 | 35.5 | 167 | 48 | 128 |
| 18 Mar | 1289.30 | 3.2 | -2.3 | 32.63 | 46 | 3 | 79 |
| 17 Mar | 1288.70 | 5.5 | -0.6 | 35.92 | 23 | 0 | 76 |
| 16 Mar | 1272.90 | 6.1 | -2.7 | 34.12 | 77 | 25 | 75 |
| 13 Mar | 1254.80 | 9.4 | 2.9 | 35.73 | 45 | 20 | 43 |
| 12 Mar | 1266.50 | 6.5 | 1 | 33.65 | 9 | 6 | 21 |
| 11 Mar | 1294.60 | 5.5 | 1.5 | 34.45 | 9 | 8 | 14 |
| 10 Mar | 1311.90 | 4 | 3.35 | 33.86 | 6 | 3 | 3 |
For Icici Bank Ltd. - strike price 1100 expiring on 28APR2026
Delta for 1100 PE is 0
Historical price for 1100 PE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 60.65, the open interest changed by -2 which decreased total open position to 829
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 58.09, the open interest changed by -3 which decreased total open position to 832
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 57.32, the open interest changed by -10 which decreased total open position to 835
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 0.05, which was -0.09999999999999999 lower than the previous day. The implied volatity was 55.91, the open interest changed by -5 which decreased total open position to 855
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 0.1, which was -0.24999999999999997 lower than the previous day. The implied volatity was 51.28, the open interest changed by -68 which decreased total open position to 860
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 0.35, which was -0.15000000000000002 lower than the previous day. The implied volatity was 50.53, the open interest changed by -13 which decreased total open position to 928
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 0.5, which was -0.30000000000000004 lower than the previous day. The implied volatity was 49.24, the open interest changed by -7 which decreased total open position to 942
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 0.8, which was -0.04999999999999993 lower than the previous day. The implied volatity was 51.06, the open interest changed by -75 which decreased total open position to 949
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 0.8, which was -0.09999999999999998 lower than the previous day. The implied volatity was 47.68, the open interest changed by -106 which decreased total open position to 1022
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 0.95, which was -0.75 lower than the previous day. The implied volatity was 41.49, the open interest changed by -116 which decreased total open position to 1132
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 1.6, which was 0.25 higher than the previous day. The implied volatity was 39.3, the open interest changed by 188 which increased total open position to 1250
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 1.3, which was -2.85 lower than the previous day. The implied volatity was 40.64, the open interest changed by -195 which decreased total open position to 1063
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 4.2, which was -1.7 lower than the previous day. The implied volatity was 39.78, the open interest changed by 286 which increased total open position to 1255
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 6.1, which was -2.3 lower than the previous day. The implied volatity was 39.19, the open interest changed by 106 which increased total open position to 965
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 8.45, which was -0.55 lower than the previous day. The implied volatity was 37.75, the open interest changed by 128 which increased total open position to 860
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 8.65, which was -5.7 lower than the previous day. The implied volatity was 36.74, the open interest changed by 134 which increased total open position to 735
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 15.25, which was 4.35 higher than the previous day. The implied volatity was 43.36, the open interest changed by 177 which increased total open position to 563
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 10.75, which was 3.7 higher than the previous day. The implied volatity was 40.98, the open interest changed by 57 which increased total open position to 386
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 6.7, which was -1.7 lower than the previous day. The implied volatity was 37.54, the open interest changed by 51 which increased total open position to 332
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 8.15, which was -6.95 lower than the previous day. The implied volatity was 38.3, the open interest changed by 86 which increased total open position to 281
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 15.15, which was 7.6 higher than the previous day. The implied volatity was 41.59, the open interest changed by 42 which increased total open position to 178
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 7.35, which was 0.05 higher than the previous day. The implied volatity was 35.02, the open interest changed by 7 which increased total open position to 135
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 7, which was 3.25 higher than the previous day. The implied volatity was 35.5, the open interest changed by 48 which increased total open position to 128
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 3.2, which was -2.3 lower than the previous day. The implied volatity was 32.63, the open interest changed by 3 which increased total open position to 79
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 5.5, which was -0.6 lower than the previous day. The implied volatity was 35.92, the open interest changed by 0 which decreased total open position to 76
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 6.1, which was -2.7 lower than the previous day. The implied volatity was 34.12, the open interest changed by 25 which increased total open position to 75
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 9.4, which was 2.9 higher than the previous day. The implied volatity was 35.73, the open interest changed by 20 which increased total open position to 43
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 6.5, which was 1 higher than the previous day. The implied volatity was 33.65, the open interest changed by 6 which increased total open position to 21
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 5.5, which was 1.5 higher than the previous day. The implied volatity was 34.45, the open interest changed by 8 which increased total open position to 14
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 4, which was 3.35 higher than the previous day. The implied volatity was 33.86, the open interest changed by 3 which increased total open position to 3
