ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
24 Apr 2026 01:38 PM IST
| ICICIBANK 28-Apr-2026 (4d) 1120 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 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1321.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1281.30 | 259.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1309.20 | 259.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1245.50 | 259.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1231.40 | 259.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 1215.80 | 259.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 1212.70 | 259.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 1205.90 | 259.6 | 0 | - | 0 | 0 | 0 | |||||||||
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| 27 Mar | 1233.80 | 259.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 1259.70 | 259.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 1251.20 | 259.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 1222.70 | 259.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 1245.40 | 259.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1250.10 | 259.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1289.30 | 259.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1288.70 | 259.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1272.90 | 259.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1254.80 | 259.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1266.50 | 259.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1294.60 | 259.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1311.90 | 259.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1120 expiring on 28APR2026
Delta for 1120 CE is -
Historical price for 1120 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 -, 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 259.6, 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 259.6, 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 259.6, 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 259.6, 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 259.6, 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 259.6, 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 259.6, 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 259.6, 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 259.6, 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 259.6, 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 259.6, 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 259.6, 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 259.6, 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 259.6, 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 259.6, 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 259.6, 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 259.6, 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 259.6, 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 259.6, 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 259.6, 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) 1120 PE | |||||||
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Delta: -0.01
Vega: 0
Theta: -0.02
Gamma: 0.00019
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1328.80 | 0.2 | 0.1 | 64.23 | 8 | 0 | 42 |
| 23 Apr | 1348.00 | 0.1 | -0.04999999999999999 | 58.03 | 3 | 0 | 43 |
| 22 Apr | 1367.60 | 0.15 | 0 | 59.42 | 8 | 0 | 47 |
| 21 Apr | 1388.40 | 0.15 | -0.05000000000000002 | 58.05 | 6 | -3 | 48 |
| 20 Apr | 1356.20 | 0.15 | -0.19999999999999998 | 49.37 | 16 | -1 | 51 |
| 17 Apr | 1346.80 | 0.35 | -0.35 | 46.64 | 28 | 0 | 57 |
| 16 Apr | 1345.50 | 0.7 | -0.40000000000000013 | 47.44 | 29 | -10 | 60 |
| 15 Apr | 1348.10 | 1.1 | 0 | 49.75 | 62 | -13 | 70 |
| 13 Apr | 1351.10 | 1.1 | -0.2999999999999998 | 47.18 | 44 | 11 | 83 |
| 10 Apr | 1321.90 | 1.4 | -0.8999999999999999 | 40.73 | 72 | -39 | 71 |
| 9 Apr | 1281.30 | 2.3 | 0.6 | 38.23 | 101 | -1 | 109 |
| 8 Apr | 1309.20 | 1.75 | -3.95 | 39.21 | 187 | -27 | 110 |
| 7 Apr | 1245.50 | 5.75 | -2.25 | 38.71 | 120 | -37 | 138 |
| 6 Apr | 1231.40 | 8.15 | -2.9 | 38.01 | 304 | 0 | 176 |
| 2 Apr | 1215.80 | 11 | -0.85 | 36.59 | 252 | -37 | 176 |
| 1 Apr | 1212.70 | 11.65 | -6.25 | 36.04 | 226 | 7 | 213 |
| 30 Mar | 1205.90 | 18.4 | 4.8 | 41.85 | 275 | 112 | 206 |
| 27 Mar | 1233.80 | 13.7 | 5.3 | 40.28 | 56 | 15 | 93 |
| 25 Mar | 1259.70 | 8.2 | -2.05 | 36.09 | 86 | 34 | 77 |
| 24 Mar | 1251.20 | 10.05 | -8.35 | 37.05 | 43 | 20 | 36 |
| 23 Mar | 1222.70 | 18.15 | 8.5 | 40.3 | 27 | 3 | 16 |
| 20 Mar | 1245.40 | 8.8 | -1.2 | 33.44 | 7 | 5 | 13 |
| 19 Mar | 1250.10 | 10 | 1.6 | - | 0 | 0 | 8 |
| 18 Mar | 1289.30 | 10 | 1.6 | - | 0 | 0 | 8 |
| 17 Mar | 1288.70 | 10 | 1.6 | - | 11 | 0 | 8 |
| 16 Mar | 1272.90 | 10 | 1.6 | 35.9 | 11 | 3 | 7 |
| 13 Mar | 1254.80 | 8.4 | 7.35 | - | 0 | 4 | 0 |
| 12 Mar | 1266.50 | 8.4 | 7.35 | 33.04 | 5 | 3 | 3 |
| 11 Mar | 1294.60 | 1.05 | 0 | 10.94 | 0 | 0 | 0 |
| 10 Mar | 1311.90 | 1.05 | 0 | 12.37 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1120 expiring on 28APR2026
Delta for 1120 PE is -0.01
Historical price for 1120 PE is as follows
On 24 Apr ICICIBANK was trading at 1328.80. The strike last trading price was 0.2, which was 0.1 higher than the previous day. The implied volatity was 64.23, the open interest changed by 0 which decreased total open position to 42
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 0.1, which was -0.04999999999999999 lower than the previous day. The implied volatity was 58.03, the open interest changed by 0 which decreased total open position to 43
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 59.42, the open interest changed by 0 which decreased total open position to 47
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 58.05, the open interest changed by -3 which decreased total open position to 48
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 49.37, the open interest changed by -1 which decreased total open position to 51
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 46.64, the open interest changed by 0 which decreased total open position to 57
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 0.7, which was -0.40000000000000013 lower than the previous day. The implied volatity was 47.44, the open interest changed by -10 which decreased total open position to 60
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 49.75, the open interest changed by -13 which decreased total open position to 70
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 1.1, which was -0.2999999999999998 lower than the previous day. The implied volatity was 47.18, the open interest changed by 11 which increased total open position to 83
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 1.4, which was -0.8999999999999999 lower than the previous day. The implied volatity was 40.73, the open interest changed by -39 which decreased total open position to 71
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 2.3, which was 0.6 higher than the previous day. The implied volatity was 38.23, the open interest changed by -1 which decreased total open position to 109
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 1.75, which was -3.95 lower than the previous day. The implied volatity was 39.21, the open interest changed by -27 which decreased total open position to 110
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 5.75, which was -2.25 lower than the previous day. The implied volatity was 38.71, the open interest changed by -37 which decreased total open position to 138
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 8.15, which was -2.9 lower than the previous day. The implied volatity was 38.01, the open interest changed by 0 which decreased total open position to 176
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 11, which was -0.85 lower than the previous day. The implied volatity was 36.59, the open interest changed by -37 which decreased total open position to 176
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 11.65, which was -6.25 lower than the previous day. The implied volatity was 36.04, the open interest changed by 7 which increased total open position to 213
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 18.4, which was 4.8 higher than the previous day. The implied volatity was 41.85, the open interest changed by 112 which increased total open position to 206
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 13.7, which was 5.3 higher than the previous day. The implied volatity was 40.28, the open interest changed by 15 which increased total open position to 93
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 8.2, which was -2.05 lower than the previous day. The implied volatity was 36.09, the open interest changed by 34 which increased total open position to 77
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 10.05, which was -8.35 lower than the previous day. The implied volatity was 37.05, the open interest changed by 20 which increased total open position to 36
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 18.15, which was 8.5 higher than the previous day. The implied volatity was 40.3, the open interest changed by 3 which increased total open position to 16
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 8.8, which was -1.2 lower than the previous day. The implied volatity was 33.44, the open interest changed by 5 which increased total open position to 13
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 10, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 10, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 10, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 10, which was 1.6 higher than the previous day. The implied volatity was 35.9, the open interest changed by 3 which increased total open position to 7
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 8.4, which was 7.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 8.4, which was 7.35 higher than the previous day. The implied volatity was 33.04, the open interest changed by 3 which increased total open position to 3
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 10.94, 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 1.05, which was 0 lower than the previous day. The implied volatity was 12.37, the open interest changed by 0 which decreased total open position to 0
