ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
24 Apr 2026 01:37 PM IST
| ICICIBANK 28-Apr-2026 (4d) 1130 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 | 180 | 180 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 1348.00 | 180 | 180 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 1367.60 | 180 | 180 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 1388.40 | 180 | 180 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 1356.20 | 180 | 180 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 1346.80 | 180 | 180 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 1345.50 | 180 | 180 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 1348.10 | 180 | 180 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1351.10 | 180 | 70 | 25.76 | 1 | 0 | 1 | |||||||||
| 10 Apr | 1321.90 | 110 | 0 | - | 0 | 0 | 1 | |||||||||
| 9 Apr | 1281.30 | 110 | -158 | - | 0 | 0 | 1 | |||||||||
| 8 Apr | 1309.20 | 110 | -158 | - | 0 | 0 | 1 | |||||||||
| 7 Apr | 1245.50 | 110 | -158 | - | 0 | 0 | 1 | |||||||||
| 6 Apr | 1231.40 | 110 | -158 | - | 0 | 0 | 1 | |||||||||
| 2 Apr | 1215.80 | 110 | -158 | - | 0 | 0 | 1 | |||||||||
| 1 Apr | 1212.70 | 110 | -158 | 41.17 | 1 | 0 | 0 | |||||||||
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| 30 Mar | 1205.90 | 268 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 1233.80 | 268 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 1259.70 | 268 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 1251.20 | 268 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 1222.70 | 268 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 1245.40 | 268 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1250.10 | 268 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1289.30 | 268 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1288.70 | 268 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1272.90 | 268 | 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 1130 expiring on 28APR2026
Delta for 1130 CE is -
Historical price for 1130 CE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 180, which was 180 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 180, which was 180 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 180, which was 180 higher 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 180, which was 180 higher 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 180, which was 180 higher 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 180, which was 180 higher 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 180, which was 180 higher 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 180, which was 180 higher 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 180, which was 70 higher than the previous day. The implied volatity was 25.76, the open interest changed by 0 which decreased total open position to 1
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 110, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 110, which was -158 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 110, which was -158 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 110, which was -158 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 110, which was -158 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 110, which was -158 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 110, which was -158 lower than the previous day. The implied volatity was 41.17, 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 268, 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 268, 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 268, 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 268, 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 268, 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 268, 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 268, 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 268, 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 268, 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 268, 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) 1130 PE | |||||||
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Delta: -0.01
Vega: 0
Theta: -0.02
Gamma: 0.00021
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1328.90 | 0.2 | 0.1 | 61.25 | 7 | -1 | 106 |
| 23 Apr | 1348.00 | 0.1 | 0 | 54.61 | 6 | -4 | 107 |
| 22 Apr | 1367.60 | 0.1 | -0.15 | 54.94 | 16 | -10 | 114 |
| 21 Apr | 1388.40 | 0.2 | -0.04999999999999999 | 48.76 | 0 | 0 | 124 |
| 20 Apr | 1356.20 | 0.2 | -0.25 | 48.76 | 67 | 5 | 110 |
| 17 Apr | 1346.80 | 0.45 | -0.3 | 45.1 | 31 | 1 | 106 |
| 16 Apr | 1345.50 | 0.75 | -0.44999999999999996 | 46.3 | 35 | 0 | 106 |
| 15 Apr | 1348.10 | 1.2 | -0.050000000000000044 | 48.17 | 94 | 2 | 106 |
| 13 Apr | 1351.10 | 1.2 | -0.44999999999999996 | 45.87 | 101 | 12 | 104 |
| 10 Apr | 1321.90 | 1.65 | -1.25 | 39.16 | 107 | -31 | 92 |
| 9 Apr | 1281.30 | 2.95 | 1 | 38.28 | 110 | 5 | 124 |
| 8 Apr | 1309.20 | 1.9 | -4.8 | 38.01 | 134 | -26 | 121 |
| 7 Apr | 1245.50 | 6.5 | -2.5 | 37.82 | 142 | -1 | 148 |
| 6 Apr | 1231.40 | 9.35 | -3.35 | 37.35 | 211 | 3 | 145 |
| 2 Apr | 1215.80 | 13 | -0.7 | 36.55 | 149 | -48 | 142 |
| 1 Apr | 1212.70 | 13.5 | -6.6 | 35.75 | 161 | -23 | 190 |
| 30 Mar | 1205.90 | 19.9 | 4.85 | 40.8 | 98 | 17 | 212 |
| 27 Mar | 1233.80 | 14.9 | 5.55 | 39.39 | 49 | 4 | 193 |
| 25 Mar | 1259.70 | 9.05 | -4.15 | 35.33 | 138 | -44 | 189 |
| 24 Mar | 1251.20 | 13.2 | -6.85 | 38.67 | 76 | -3 | 234 |
| 23 Mar | 1222.70 | 19.85 | 9.2 | 39.64 | 179 | 14 | 235 |
| 20 Mar | 1245.40 | 9.95 | 0 | 32.99 | 129 | 57 | 220 |
| 19 Mar | 1250.10 | 9.55 | 5 | 33.66 | 153 | 69 | 159 |
| 18 Mar | 1289.30 | 4.5 | -2.1 | 30.84 | 78 | 60 | 90 |
| 17 Mar | 1288.70 | 6.6 | -2.4 | 33.04 | 11 | 2 | 30 |
| 16 Mar | 1272.90 | 9 | 8.75 | 33.11 | 31 | 28 | 28 |
| 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 1130 expiring on 28APR2026
Delta for 1130 PE is -0.01
Historical price for 1130 PE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 0.2, which was 0.1 higher than the previous day. The implied volatity was 61.25, the open interest changed by -1 which decreased total open position to 106
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 54.61, the open interest changed by -4 which decreased total open position to 107
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 54.94, the open interest changed by -10 which decreased total open position to 114
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 0.2, which was -0.04999999999999999 lower than the previous day. The implied volatity was 48.76, the open interest changed by 0 which decreased total open position to 124
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 48.76, the open interest changed by 5 which increased total open position to 110
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 0.45, which was -0.3 lower than the previous day. The implied volatity was 45.1, the open interest changed by 1 which increased total open position to 106
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 0.75, which was -0.44999999999999996 lower than the previous day. The implied volatity was 46.3, the open interest changed by 0 which decreased total open position to 106
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 1.2, which was -0.050000000000000044 lower than the previous day. The implied volatity was 48.17, the open interest changed by 2 which increased total open position to 106
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 1.2, which was -0.44999999999999996 lower than the previous day. The implied volatity was 45.87, the open interest changed by 12 which increased total open position to 104
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 1.65, which was -1.25 lower than the previous day. The implied volatity was 39.16, the open interest changed by -31 which decreased total open position to 92
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 2.95, which was 1 higher than the previous day. The implied volatity was 38.28, the open interest changed by 5 which increased total open position to 124
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 1.9, which was -4.8 lower than the previous day. The implied volatity was 38.01, the open interest changed by -26 which decreased total open position to 121
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 6.5, which was -2.5 lower than the previous day. The implied volatity was 37.82, the open interest changed by -1 which decreased total open position to 148
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 9.35, which was -3.35 lower than the previous day. The implied volatity was 37.35, the open interest changed by 3 which increased total open position to 145
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 13, which was -0.7 lower than the previous day. The implied volatity was 36.55, the open interest changed by -48 which decreased total open position to 142
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 13.5, which was -6.6 lower than the previous day. The implied volatity was 35.75, the open interest changed by -23 which decreased total open position to 190
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 19.9, which was 4.85 higher than the previous day. The implied volatity was 40.8, the open interest changed by 17 which increased total open position to 212
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 14.9, which was 5.55 higher than the previous day. The implied volatity was 39.39, the open interest changed by 4 which increased total open position to 193
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 9.05, which was -4.15 lower than the previous day. The implied volatity was 35.33, the open interest changed by -44 which decreased total open position to 189
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 13.2, which was -6.85 lower than the previous day. The implied volatity was 38.67, the open interest changed by -3 which decreased total open position to 234
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 19.85, which was 9.2 higher than the previous day. The implied volatity was 39.64, the open interest changed by 14 which increased total open position to 235
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 32.99, the open interest changed by 57 which increased total open position to 220
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 9.55, which was 5 higher than the previous day. The implied volatity was 33.66, the open interest changed by 69 which increased total open position to 159
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 4.5, which was -2.1 lower than the previous day. The implied volatity was 30.84, the open interest changed by 60 which increased total open position to 90
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 6.6, which was -2.4 lower than the previous day. The implied volatity was 33.04, the open interest changed by 2 which increased total open position to 30
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 9, which was 8.75 higher than the previous day. The implied volatity was 33.11, the open interest changed by 28 which increased total open position to 28
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
