ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
24 Apr 2026 01:37 PM IST
| ICICIBANK 28-Apr-2026 (4d) 1150 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0
Theta: 0.05
Gamma: 0.00018
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1328.90 | 196.7 | 0 | 51.3 | 0 | 0 | 309 | |||||||||
| 23 Apr | 1348.00 | 196.7 | -33.80000000000001 | 51.3 | 34 | -19 | 309 | |||||||||
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| 22 Apr | 1367.60 | 230.5 | -9.199999999999989 | 50.04 | 0 | 0 | 328 | |||||||||
| 21 Apr | 1388.40 | 230.5 | 32.150000000000006 | 50.04 | 3 | -1 | 328 | |||||||||
| 20 Apr | 1356.20 | 198.35 | -2.1500000000000057 | - | 0 | 0 | 329 | |||||||||
| 17 Apr | 1346.80 | 198.35 | -2.1500000000000057 | - | 0 | 0 | 329 | |||||||||
| 16 Apr | 1345.50 | 198.35 | -2.1500000000000057 | 45.87 | 0 | 0 | 329 | |||||||||
| 15 Apr | 1348.10 | 198.35 | 52.29999999999998 | 45.87 | 5 | -3 | 329 | |||||||||
| 13 Apr | 1351.10 | 146.05 | 10.850000000000023 | 39.61 | 0 | 0 | 332 | |||||||||
| 10 Apr | 1321.90 | 146.05 | 10.850000000000023 | - | 0 | 0 | 332 | |||||||||
| 9 Apr | 1281.30 | 146.05 | -19.65 | 42.14 | 3 | -2 | 333 | |||||||||
| 8 Apr | 1309.20 | 164.5 | 55.45 | 35.68 | 25 | -4 | 346 | |||||||||
| 7 Apr | 1245.50 | 108.65 | 9.25 | 27.94 | 154 | 11 | 349 | |||||||||
| 6 Apr | 1231.40 | 98.7 | 12.6 | 37.15 | 78 | 2 | 337 | |||||||||
| 2 Apr | 1215.80 | 89 | 0.95 | 32.99 | 87 | 38 | 334 | |||||||||
| 1 Apr | 1212.70 | 87.9 | 0.55 | 33.72 | 260 | 151 | 290 | |||||||||
| 30 Mar | 1205.90 | 89.6 | -19 | 34.54 | 158 | 104 | 139 | |||||||||
| 27 Mar | 1233.80 | 109.9 | -22.35 | 32.03 | 38 | 25 | 35 | |||||||||
| 25 Mar | 1259.70 | 132.25 | -116.15 | 36.1 | 12 | 9 | 9 | |||||||||
| 24 Mar | 1251.20 | 248.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 1222.70 | 248.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 1245.40 | 248.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1250.10 | 248.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1289.30 | 248.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1288.70 | 248.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1272.90 | 248.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1254.80 | 248.4 | 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 1150 expiring on 28APR2026
Delta for 1150 CE is 0.99
Historical price for 1150 CE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 196.7, which was 0 lower than the previous day. The implied volatity was 51.3, the open interest changed by 0 which decreased total open position to 309
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 196.7, which was -33.80000000000001 lower than the previous day. The implied volatity was 51.3, the open interest changed by -19 which decreased total open position to 309
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 230.5, which was -9.199999999999989 lower than the previous day. The implied volatity was 50.04, the open interest changed by 0 which decreased total open position to 328
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 230.5, which was 32.150000000000006 higher than the previous day. The implied volatity was 50.04, the open interest changed by -1 which decreased total open position to 328
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 198.35, which was -2.1500000000000057 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 329
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 198.35, which was -2.1500000000000057 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 329
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 198.35, which was -2.1500000000000057 lower than the previous day. The implied volatity was 45.87, the open interest changed by 0 which decreased total open position to 329
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 198.35, which was 52.29999999999998 higher than the previous day. The implied volatity was 45.87, the open interest changed by -3 which decreased total open position to 329
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 146.05, which was 10.850000000000023 higher than the previous day. The implied volatity was 39.61, the open interest changed by 0 which decreased total open position to 332
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 146.05, which was 10.850000000000023 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 332
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 146.05, which was -19.65 lower than the previous day. The implied volatity was 42.14, the open interest changed by -2 which decreased total open position to 333
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 164.5, which was 55.45 higher than the previous day. The implied volatity was 35.68, the open interest changed by -4 which decreased total open position to 346
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 108.65, which was 9.25 higher than the previous day. The implied volatity was 27.94, the open interest changed by 11 which increased total open position to 349
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 98.7, which was 12.6 higher than the previous day. The implied volatity was 37.15, the open interest changed by 2 which increased total open position to 337
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 89, which was 0.95 higher than the previous day. The implied volatity was 32.99, the open interest changed by 38 which increased total open position to 334
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 87.9, which was 0.55 higher than the previous day. The implied volatity was 33.72, the open interest changed by 151 which increased total open position to 290
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 89.6, which was -19 lower than the previous day. The implied volatity was 34.54, the open interest changed by 104 which increased total open position to 139
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 109.9, which was -22.35 lower than the previous day. The implied volatity was 32.03, the open interest changed by 25 which increased total open position to 35
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 132.25, which was -116.15 lower than the previous day. The implied volatity was 36.1, the open interest changed by 9 which increased total open position to 9
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 248.4, 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 248.4, 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 248.4, 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 248.4, 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 248.4, 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 248.4, 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 248.4, 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 248.4, 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) 1150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: 0.07
Gamma: 0.00017
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1328.90 | 0.1 | -0.04999999999999999 | 51.08 | 37 | -4 | 324 |
| 23 Apr | 1348.00 | 0.15 | 0 | 52.4 | 24 | -20 | 328 |
| 22 Apr | 1367.60 | 0.15 | 0 | 51.82 | 47 | -17 | 348 |
| 21 Apr | 1388.40 | 0.15 | -0.1 | 51.21 | 58 | -15 | 365 |
| 20 Apr | 1356.20 | 0.25 | -0.30000000000000004 | 45.78 | 232 | -31 | 383 |
| 17 Apr | 1346.80 | 0.55 | -0.44999999999999996 | 43.36 | 415 | -140 | 413 |
| 16 Apr | 1345.50 | 1 | -0.5 | 44.45 | 277 | -136 | 559 |
| 15 Apr | 1348.10 | 1.55 | -0.09999999999999987 | 46.4 | 464 | 45 | 691 |
| 13 Apr | 1351.10 | 1.5 | -0.6000000000000001 | 43.39 | 504 | -43 | 644 |
| 10 Apr | 1321.90 | 2.2 | -1.5 | 38.52 | 337 | 5 | 688 |
| 9 Apr | 1281.30 | 3.6 | 0.95 | 35.9 | 295 | -7 | 684 |
| 8 Apr | 1309.20 | 2.65 | -6.3 | 36.83 | 590 | -66 | 694 |
| 7 Apr | 1245.50 | 9.05 | -3.05 | 37.09 | 595 | 67 | 760 |
| 6 Apr | 1231.40 | 12.65 | -4.4 | 36.51 | 839 | 66 | 693 |
| 2 Apr | 1215.80 | 16.65 | -1 | 35.34 | 1,259 | 153 | 627 |
| 1 Apr | 1212.70 | 17.45 | -7.25 | 34.72 | 928 | 138 | 474 |
| 30 Mar | 1205.90 | 25.05 | 6.6 | 40.21 | 806 | 180 | 340 |
| 27 Mar | 1233.80 | 18.15 | 6.5 | 38.09 | 194 | 38 | 160 |
| 25 Mar | 1259.70 | 11.4 | -2.95 | 34.22 | 107 | 24 | 123 |
| 24 Mar | 1251.20 | 14.1 | -9.9 | 35.55 | 173 | 36 | 99 |
| 23 Mar | 1222.70 | 24.05 | 10.35 | 38.62 | 231 | 27 | 62 |
| 20 Mar | 1245.40 | 13.3 | 0.25 | 32.7 | 47 | 3 | 35 |
| 19 Mar | 1250.10 | 11.3 | 6.3 | 31.99 | 35 | 29 | 32 |
| 18 Mar | 1289.30 | 5 | -9.5 | 28.69 | 2 | 1 | 3 |
| 17 Mar | 1288.70 | 14.5 | 14.05 | - | 2 | 0 | 2 |
| 16 Mar | 1272.90 | 14.5 | 14.05 | 35.24 | 2 | 1 | 1 |
| 13 Mar | 1254.80 | 0.45 | 0 | 7.5 | 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 1150 expiring on 28APR2026
Delta for 1150 PE is 0
Historical price for 1150 PE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 0.1, which was -0.04999999999999999 lower than the previous day. The implied volatity was 51.08, the open interest changed by -4 which decreased total open position to 324
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 52.4, the open interest changed by -20 which decreased total open position to 328
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 51.82, the open interest changed by -17 which decreased total open position to 348
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 51.21, the open interest changed by -15 which decreased total open position to 365
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 0.25, which was -0.30000000000000004 lower than the previous day. The implied volatity was 45.78, the open interest changed by -31 which decreased total open position to 383
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 0.55, which was -0.44999999999999996 lower than the previous day. The implied volatity was 43.36, the open interest changed by -140 which decreased total open position to 413
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 1, which was -0.5 lower than the previous day. The implied volatity was 44.45, the open interest changed by -136 which decreased total open position to 559
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 1.55, which was -0.09999999999999987 lower than the previous day. The implied volatity was 46.4, the open interest changed by 45 which increased total open position to 691
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 1.5, which was -0.6000000000000001 lower than the previous day. The implied volatity was 43.39, the open interest changed by -43 which decreased total open position to 644
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 2.2, which was -1.5 lower than the previous day. The implied volatity was 38.52, the open interest changed by 5 which increased total open position to 688
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 3.6, which was 0.95 higher than the previous day. The implied volatity was 35.9, the open interest changed by -7 which decreased total open position to 684
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 2.65, which was -6.3 lower than the previous day. The implied volatity was 36.83, the open interest changed by -66 which decreased total open position to 694
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 9.05, which was -3.05 lower than the previous day. The implied volatity was 37.09, the open interest changed by 67 which increased total open position to 760
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 12.65, which was -4.4 lower than the previous day. The implied volatity was 36.51, the open interest changed by 66 which increased total open position to 693
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 16.65, which was -1 lower than the previous day. The implied volatity was 35.34, the open interest changed by 153 which increased total open position to 627
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 17.45, which was -7.25 lower than the previous day. The implied volatity was 34.72, the open interest changed by 138 which increased total open position to 474
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 25.05, which was 6.6 higher than the previous day. The implied volatity was 40.21, the open interest changed by 180 which increased total open position to 340
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 18.15, which was 6.5 higher than the previous day. The implied volatity was 38.09, the open interest changed by 38 which increased total open position to 160
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 11.4, which was -2.95 lower than the previous day. The implied volatity was 34.22, the open interest changed by 24 which increased total open position to 123
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 14.1, which was -9.9 lower than the previous day. The implied volatity was 35.55, the open interest changed by 36 which increased total open position to 99
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 24.05, which was 10.35 higher than the previous day. The implied volatity was 38.62, the open interest changed by 27 which increased total open position to 62
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 13.3, which was 0.25 higher than the previous day. The implied volatity was 32.7, the open interest changed by 3 which increased total open position to 35
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 11.3, which was 6.3 higher than the previous day. The implied volatity was 31.99, the open interest changed by 29 which increased total open position to 32
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 5, which was -9.5 lower than the previous day. The implied volatity was 28.69, the open interest changed by 1 which increased total open position to 3
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 14.5, which was 14.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 14.5, which was 14.05 higher than the previous day. The implied volatity was 35.24, the open interest changed by 1 which increased total open position to 1
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 7.5, 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
