ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
24 Apr 2026 01:38 PM IST
| ICICIBANK 28-Apr-2026 (4d) 1110 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1328.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 1348.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 1367.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 1388.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 1356.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 1346.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 1345.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 1348.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1351.10 | 0 | 0 | 42.25 | 0 | 0 | 0 | |||||||||
| 10 Apr | 1321.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1281.30 | 287.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1309.20 | 287.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1245.50 | 287.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1231.40 | 287.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 1215.80 | 287.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 1212.70 | 287.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 1205.90 | 287.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 1233.80 | 287.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 1259.70 | 287.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 1251.20 | 287.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 1222.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 1245.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 19 Mar | 1250.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1289.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1288.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1272.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1254.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1266.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1294.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1311.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1110 expiring on 28APR2026
Delta for 1110 CE is -
Historical price for 1110 CE is as follows
On 24 Apr ICICIBANK was trading at 1328.80. 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 23 Apr ICICIBANK was trading at 1348.00. 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 22 Apr ICICIBANK was trading at 1367.60. 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 21 Apr ICICIBANK was trading at 1388.40. 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 20 Apr ICICIBANK was trading at 1356.20. 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 17 Apr ICICIBANK was trading at 1346.80. 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 16 Apr ICICIBANK was trading at 1345.50. 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 15 Apr ICICIBANK was trading at 1348.10. 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 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 42.25, 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 287.65, 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 287.65, 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 287.65, 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 287.65, 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 287.65, 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 287.65, 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 287.65, 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 287.65, 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 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 287.65, 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 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 287.65, 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 23 Mar ICICIBANK was trading at 1222.70. 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 20 Mar ICICIBANK was trading at 1245.40. 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 19 Mar ICICIBANK was trading at 1250.10. 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 18 Mar ICICIBANK was trading at 1289.30. 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 17 Mar ICICIBANK was trading at 1288.70. 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 16 Mar ICICIBANK was trading at 1272.90. 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 13 Mar ICICIBANK was trading at 1254.80. 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 12 Mar ICICIBANK was trading at 1266.50. 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 11 Mar ICICIBANK was trading at 1294.60. 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 10 Mar ICICIBANK was trading at 1311.90. 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
| ICICIBANK 28-Apr-2026 (4d) 1110 PE | |||||||
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Delta: 0
Vega: 0
Theta: 0.06
Gamma: 0.00011
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1328.80 | 0.1 | 0.05 | 62.22 | 2 | 0 | 110 |
| 23 Apr | 1348.00 | 0.05 | 0.05 | 55.2 | 0 | 0 | 110 |
| 22 Apr | 1367.60 | 0.05 | -0.05 | 55.2 | 5 | 0 | 110 |
| 21 Apr | 1388.40 | 0.1 | -0.04999999999999999 | 53.85 | 9 | 0 | 110 |
| 20 Apr | 1356.20 | 0.15 | -0.19999999999999998 | 51.61 | 108 | -52 | 111 |
| 17 Apr | 1346.80 | 0.35 | -0.30000000000000004 | 47.8 | 10 | 0 | 163 |
| 16 Apr | 1345.50 | 0.65 | -0.29999999999999993 | 49.91 | 3 | -2 | 162 |
| 15 Apr | 1348.10 | 0.95 | -0.050000000000000044 | 50.82 | 63 | -18 | 164 |
| 13 Apr | 1351.10 | 1 | -0.1499999999999999 | 48.19 | 31 | -9 | 182 |
| 10 Apr | 1321.90 | 1.1 | -0.8999999999999999 | 41.01 | 108 | -54 | 192 |
| 9 Apr | 1281.30 | 1.9 | 0.4 | 38.69 | 114 | 13 | 247 |
| 8 Apr | 1309.20 | 1.5 | -3.45 | 39.89 | 144 | 47 | 234 |
| 7 Apr | 1245.50 | 4.85 | -2 | 39.1 | 111 | -24 | 187 |
| 6 Apr | 1231.40 | 7.15 | -2.75 | 38.75 | 215 | 13 | 214 |
| 2 Apr | 1215.80 | 9.45 | -0.9 | 36.9 | 129 | -17 | 202 |
| 1 Apr | 1212.70 | 10.3 | -5.75 | 36.7 | 171 | -41 | 221 |
| 30 Mar | 1205.90 | 15.8 | 3.7 | 41.59 | 172 | 77 | 258 |
| 27 Mar | 1233.80 | 12 | 4.7 | 40.45 | 161 | 110 | 179 |
| 25 Mar | 1259.70 | 7.25 | -2.05 | 36.58 | 46 | 13 | 69 |
| 24 Mar | 1251.20 | 9.25 | 9.1 | 37.93 | 62 | 56 | 56 |
| 23 Mar | 1222.70 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1245.40 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1250.10 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1289.30 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1288.70 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 1272.90 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1254.80 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1266.50 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1294.60 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1311.90 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1110 expiring on 28APR2026
Delta for 1110 PE is 0
Historical price for 1110 PE is as follows
On 24 Apr ICICIBANK was trading at 1328.80. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 62.22, the open interest changed by 0 which decreased total open position to 110
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 0.05, which was 0.05 higher than the previous day. The implied volatity was 55.2, the open interest changed by 0 which decreased total open position to 110
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 55.2, the open interest changed by 0 which decreased total open position to 110
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 0.1, which was -0.04999999999999999 lower than the previous day. The implied volatity was 53.85, the open interest changed by 0 which decreased total open position to 110
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 0.15, which was -0.19999999999999998 lower than the previous day. The implied volatity was 51.61, the open interest changed by -52 which decreased total open position to 111
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 0.35, which was -0.30000000000000004 lower than the previous day. The implied volatity was 47.8, the open interest changed by 0 which decreased total open position to 163
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 0.65, which was -0.29999999999999993 lower than the previous day. The implied volatity was 49.91, the open interest changed by -2 which decreased total open position to 162
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 0.95, which was -0.050000000000000044 lower than the previous day. The implied volatity was 50.82, the open interest changed by -18 which decreased total open position to 164
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 1, which was -0.1499999999999999 lower than the previous day. The implied volatity was 48.19, the open interest changed by -9 which decreased total open position to 182
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 1.1, which was -0.8999999999999999 lower than the previous day. The implied volatity was 41.01, the open interest changed by -54 which decreased total open position to 192
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 1.9, which was 0.4 higher than the previous day. The implied volatity was 38.69, the open interest changed by 13 which increased total open position to 247
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 1.5, which was -3.45 lower than the previous day. The implied volatity was 39.89, the open interest changed by 47 which increased total open position to 234
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 4.85, which was -2 lower than the previous day. The implied volatity was 39.1, the open interest changed by -24 which decreased total open position to 187
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 7.15, which was -2.75 lower than the previous day. The implied volatity was 38.75, the open interest changed by 13 which increased total open position to 214
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 9.45, which was -0.9 lower than the previous day. The implied volatity was 36.9, the open interest changed by -17 which decreased total open position to 202
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 10.3, which was -5.75 lower than the previous day. The implied volatity was 36.7, the open interest changed by -41 which decreased total open position to 221
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 15.8, which was 3.7 higher than the previous day. The implied volatity was 41.59, the open interest changed by 77 which increased total open position to 258
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 12, which was 4.7 higher than the previous day. The implied volatity was 40.45, the open interest changed by 110 which increased total open position to 179
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 7.25, which was -2.05 lower than the previous day. The implied volatity was 36.58, the open interest changed by 13 which increased total open position to 69
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 9.25, which was 9.1 higher than the previous day. The implied volatity was 37.93, the open interest changed by 56 which increased total open position to 56
On 23 Mar ICICIBANK was trading at 1222.70. 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 20 Mar ICICIBANK was trading at 1245.40. 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 19 Mar ICICIBANK was trading at 1250.10. 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 18 Mar ICICIBANK was trading at 1289.30. 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 17 Mar ICICIBANK was trading at 1288.70. 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 16 Mar ICICIBANK was trading at 1272.90. 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 13 Mar ICICIBANK was trading at 1254.80. 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 12 Mar ICICIBANK was trading at 1266.50. 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 11 Mar ICICIBANK was trading at 1294.60. 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 10 Mar ICICIBANK was trading at 1311.90. 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
