ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
24 Apr 2026 01:38 PM IST
| ICICIBANK 28-Apr-2026 (4d) 1140 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 | 168.15 | -4.849999999999994 | - | 0 | 0 | 61 | |||||||||
| 23 Apr | 1348.00 | 168.15 | -4.849999999999994 | - | 0 | 0 | 61 | |||||||||
| 22 Apr | 1367.60 | 168.15 | -4.849999999999994 | - | 0 | 0 | 61 | |||||||||
| 21 Apr | 1388.40 | 168.15 | -4.849999999999994 | - | 0 | 0 | 61 | |||||||||
| 20 Apr | 1356.20 | 168.15 | -4.849999999999994 | - | 0 | 0 | 61 | |||||||||
| 17 Apr | 1346.80 | 168.15 | -4.849999999999994 | - | 0 | 0 | 61 | |||||||||
| 16 Apr | 1345.50 | 168.15 | -4.849999999999994 | - | 0 | 0 | 61 | |||||||||
| 15 Apr | 1348.10 | 168.15 | -4.849999999999994 | - | 0 | 0 | 61 | |||||||||
| 13 Apr | 1351.10 | 168.15 | -4.849999999999994 | 39.4 | 0 | 0 | 61 | |||||||||
| 10 Apr | 1321.90 | 168.15 | -4.849999999999994 | - | 0 | 0 | 61 | |||||||||
| 9 Apr | 1281.30 | 168.15 | 73.95 | - | 0 | -1 | 0 | |||||||||
| 8 Apr | 1309.20 | 168.15 | 73.95 | 27.07 | 2 | 0 | 62 | |||||||||
| 7 Apr | 1245.50 | 96.75 | -5.25 | - | 0 | 0 | 62 | |||||||||
| 6 Apr | 1231.40 | 96.75 | -5.25 | - | 0 | 0 | 62 | |||||||||
| 2 Apr | 1215.80 | 96.75 | -5.25 | 33.15 | 71 | 60 | 61 | |||||||||
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| 1 Apr | 1212.70 | 102 | -138.45 | 40.42 | 1 | 0 | 0 | |||||||||
| 30 Mar | 1205.90 | 240.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 1233.80 | 240.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 1259.70 | 240.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 1251.20 | 240.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 1222.70 | 240.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 1245.40 | 240.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1250.10 | 240.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1289.30 | 240.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1288.70 | 240.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1272.90 | 240.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1254.80 | 240.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1266.50 | 240.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1294.60 | 240.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1311.90 | 240.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1140 expiring on 28APR2026
Delta for 1140 CE is -
Historical price for 1140 CE is as follows
On 24 Apr ICICIBANK was trading at 1328.80. The strike last trading price was 168.15, which was -4.849999999999994 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 168.15, which was -4.849999999999994 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 168.15, which was -4.849999999999994 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 168.15, which was -4.849999999999994 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 168.15, which was -4.849999999999994 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 168.15, which was -4.849999999999994 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 168.15, which was -4.849999999999994 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 168.15, which was -4.849999999999994 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 168.15, which was -4.849999999999994 lower than the previous day. The implied volatity was 39.4, the open interest changed by 0 which decreased total open position to 61
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 168.15, which was -4.849999999999994 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 168.15, which was 73.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 168.15, which was 73.95 higher than the previous day. The implied volatity was 27.07, the open interest changed by 0 which decreased total open position to 62
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 96.75, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 96.75, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 96.75, which was -5.25 lower than the previous day. The implied volatity was 33.15, the open interest changed by 60 which increased total open position to 61
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 102, which was -138.45 lower than the previous day. The implied volatity was 40.42, 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 240.45, 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 240.45, 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 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 240.45, 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 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 240.45, 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 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 240.45, 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 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 240.45, 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 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 240.45, 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 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 240.45, 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 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 240.45, 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 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 240.45, 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 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 240.45, 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 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 240.45, 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 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 240.45, 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 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 240.45, 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) 1140 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 | 0.15 | 0.09999999999999999 | 56.56 | 14 | -4 | 84 |
| 23 Apr | 1348.00 | 0.05 | -0.15000000000000002 | 48.89 | 19 | 3 | 89 |
| 22 Apr | 1367.60 | 0.2 | 0.05000000000000002 | 56.09 | 3 | 0 | 88 |
| 21 Apr | 1388.40 | 0.15 | -0.05000000000000002 | 54.05 | 39 | -22 | 89 |
| 20 Apr | 1356.20 | 0.15 | -0.25 | 45.39 | 124 | -45 | 112 |
| 17 Apr | 1346.80 | 0.35 | -0.9 | 42.11 | 174 | 3 | 157 |
| 16 Apr | 1345.50 | 1.25 | -0.1499999999999999 | 48.12 | 38 | -14 | 155 |
| 15 Apr | 1348.10 | 1.4 | 0 | 47.57 | 96 | 2 | 177 |
| 13 Apr | 1351.10 | 1.3 | -0.44999999999999996 | 44.02 | 80 | 4 | 175 |
| 10 Apr | 1321.90 | 1.75 | -1.4 | 38.62 | 142 | 35 | 171 |
| 9 Apr | 1281.30 | 3.2 | 0.8 | 36.95 | 37 | -5 | 135 |
| 8 Apr | 1309.20 | 2.4 | -5.25 | 37.93 | 225 | -47 | 142 |
| 7 Apr | 1245.50 | 7.9 | -2.6 | 37.79 | 169 | 65 | 192 |
| 6 Apr | 1231.40 | 10.85 | -3.9 | 36.87 | 322 | -24 | 122 |
| 2 Apr | 1215.80 | 14.9 | -0.55 | 36.13 | 296 | 34 | 146 |
| 1 Apr | 1212.70 | 15.35 | -6.75 | 35.22 | 141 | 15 | 111 |
| 30 Mar | 1205.90 | 22 | 5.25 | 40.18 | 104 | 26 | 94 |
| 27 Mar | 1233.80 | 16.9 | 6.6 | 39.19 | 48 | 19 | 69 |
| 25 Mar | 1259.70 | 10.3 | -2.5 | 34.94 | 40 | 21 | 51 |
| 24 Mar | 1251.20 | 12.8 | -8.85 | 36.25 | 17 | 5 | 31 |
| 23 Mar | 1222.70 | 21.8 | 10.1 | 39.08 | 15 | 2 | 26 |
| 20 Mar | 1245.40 | 11.45 | -0.65 | 32.76 | 8 | 4 | 24 |
| 19 Mar | 1250.10 | 12.1 | 7.1 | 34.62 | 17 | 4 | 20 |
| 18 Mar | 1289.30 | 5 | -7.1 | 30.17 | 1 | 0 | 15 |
| 17 Mar | 1288.70 | 12.1 | 1.2 | - | 17 | 0 | 15 |
| 16 Mar | 1272.90 | 12.1 | 1.2 | 34.72 | 17 | 13 | 15 |
| 13 Mar | 1254.80 | 10.9 | 9.3 | - | 0 | 2 | 0 |
| 12 Mar | 1266.50 | 10.9 | 9.3 | 32.56 | 3 | 2 | 2 |
| 11 Mar | 1294.60 | 1.6 | 0 | 9.77 | 0 | 0 | 0 |
| 10 Mar | 1311.90 | 1.6 | 0 | 10.66 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1140 expiring on 28APR2026
Delta for 1140 PE is -0.01
Historical price for 1140 PE is as follows
On 24 Apr ICICIBANK was trading at 1328.80. The strike last trading price was 0.15, which was 0.09999999999999999 higher than the previous day. The implied volatity was 56.56, the open interest changed by -4 which decreased total open position to 84
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 0.05, which was -0.15000000000000002 lower than the previous day. The implied volatity was 48.89, the open interest changed by 3 which increased total open position to 89
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 0.2, which was 0.05000000000000002 higher than the previous day. The implied volatity was 56.09, the open interest changed by 0 which decreased total open position to 88
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 54.05, the open interest changed by -22 which decreased total open position to 89
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 0.15, which was -0.25 lower than the previous day. The implied volatity was 45.39, the open interest changed by -45 which decreased total open position to 112
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 0.35, which was -0.9 lower than the previous day. The implied volatity was 42.11, the open interest changed by 3 which increased total open position to 157
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 1.25, which was -0.1499999999999999 lower than the previous day. The implied volatity was 48.12, the open interest changed by -14 which decreased total open position to 155
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 1.4, which was 0 lower than the previous day. The implied volatity was 47.57, the open interest changed by 2 which increased total open position to 177
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 1.3, which was -0.44999999999999996 lower than the previous day. The implied volatity was 44.02, the open interest changed by 4 which increased total open position to 175
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 1.75, which was -1.4 lower than the previous day. The implied volatity was 38.62, the open interest changed by 35 which increased total open position to 171
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 3.2, which was 0.8 higher than the previous day. The implied volatity was 36.95, the open interest changed by -5 which decreased total open position to 135
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 2.4, which was -5.25 lower than the previous day. The implied volatity was 37.93, the open interest changed by -47 which decreased total open position to 142
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 7.9, which was -2.6 lower than the previous day. The implied volatity was 37.79, the open interest changed by 65 which increased total open position to 192
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 10.85, which was -3.9 lower than the previous day. The implied volatity was 36.87, the open interest changed by -24 which decreased total open position to 122
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 14.9, which was -0.55 lower than the previous day. The implied volatity was 36.13, the open interest changed by 34 which increased total open position to 146
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 15.35, which was -6.75 lower than the previous day. The implied volatity was 35.22, the open interest changed by 15 which increased total open position to 111
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 22, which was 5.25 higher than the previous day. The implied volatity was 40.18, the open interest changed by 26 which increased total open position to 94
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 16.9, which was 6.6 higher than the previous day. The implied volatity was 39.19, the open interest changed by 19 which increased total open position to 69
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 10.3, which was -2.5 lower than the previous day. The implied volatity was 34.94, the open interest changed by 21 which increased total open position to 51
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 12.8, which was -8.85 lower than the previous day. The implied volatity was 36.25, the open interest changed by 5 which increased total open position to 31
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 21.8, which was 10.1 higher than the previous day. The implied volatity was 39.08, the open interest changed by 2 which increased total open position to 26
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 11.45, which was -0.65 lower than the previous day. The implied volatity was 32.76, the open interest changed by 4 which increased total open position to 24
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 12.1, which was 7.1 higher than the previous day. The implied volatity was 34.62, the open interest changed by 4 which increased total open position to 20
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 5, which was -7.1 lower than the previous day. The implied volatity was 30.17, the open interest changed by 0 which decreased total open position to 15
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 12.1, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 12.1, which was 1.2 higher than the previous day. The implied volatity was 34.72, the open interest changed by 13 which increased total open position to 15
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 10.9, which was 9.3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 10.9, which was 9.3 higher than the previous day. The implied volatity was 32.56, the open interest changed by 2 which increased total open position to 2
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was 9.77, 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 1.6, which was 0 lower than the previous day. The implied volatity was 10.66, the open interest changed by 0 which decreased total open position to 0
