ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
24 Apr 2026 01:37 PM IST
| ICICIBANK 28-Apr-2026 (4d) 1160 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 | 151.7 | -13.650000000000006 | - | 0 | 0 | 1 | |||||||||
| 23 Apr | 1348.00 | 151.7 | -13.650000000000006 | - | 0 | 0 | 1 | |||||||||
| 22 Apr | 1367.60 | 151.7 | -13.650000000000006 | - | 0 | 0 | 1 | |||||||||
| 21 Apr | 1388.40 | 151.7 | -13.650000000000006 | - | 0 | 0 | 1 | |||||||||
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| 20 Apr | 1356.20 | 151.7 | -13.650000000000006 | - | 0 | 0 | 1 | |||||||||
| 17 Apr | 1346.80 | 151.7 | -13.650000000000006 | - | 0 | 0 | 1 | |||||||||
| 16 Apr | 1345.50 | 151.7 | -13.650000000000006 | - | 0 | 0 | 1 | |||||||||
| 15 Apr | 1348.10 | 151.7 | -13.650000000000006 | - | 0 | 0 | 1 | |||||||||
| 13 Apr | 1351.10 | 151.7 | -13.650000000000006 | 38.78 | 0 | 0 | 1 | |||||||||
| 10 Apr | 1321.90 | 151.7 | 1.5999999999999943 | 35.96 | 1 | 0 | 1 | |||||||||
| 9 Apr | 1281.30 | 150.1 | -71.55 | - | 0 | 1 | 0 | |||||||||
| 8 Apr | 1309.20 | 150.1 | -71.55 | 34.95 | 3 | 2 | 2 | |||||||||
| 7 Apr | 1245.50 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1231.40 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 1215.80 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 1212.70 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 1205.90 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 1233.80 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 1259.70 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 1251.20 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 1222.70 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 1245.40 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1250.10 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1289.30 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1288.70 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1272.90 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1254.80 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1266.50 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1294.60 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1311.90 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1278.40 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1313.40 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1160 expiring on 28APR2026
Delta for 1160 CE is -
Historical price for 1160 CE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 151.7, which was -13.650000000000006 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 151.7, which was -13.650000000000006 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 151.7, which was -13.650000000000006 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 151.7, which was -13.650000000000006 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 151.7, which was -13.650000000000006 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 151.7, which was -13.650000000000006 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 151.7, which was -13.650000000000006 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 151.7, which was -13.650000000000006 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 151.7, which was -13.650000000000006 lower than the previous day. The implied volatity was 38.78, 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 151.7, which was 1.5999999999999943 higher than the previous day. The implied volatity was 35.96, 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 150.1, which was -71.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 150.1, which was -71.55 lower than the previous day. The implied volatity was 34.95, the open interest changed by 2 which increased total open position to 2
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 221.65, 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 221.65, 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 221.65, 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 221.65, 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 221.65, 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 221.65, 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 221.65, 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 221.65, 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 221.65, 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 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 221.65, 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 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 221.65, 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 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 221.65, 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 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 221.65, 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 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 221.65, 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 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 221.65, 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 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 221.65, 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 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 221.65, 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 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 221.65, 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 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 221.65, 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 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 221.65, 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
| ICICIBANK 28-Apr-2026 (4d) 1160 PE | |||||||
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Delta: -0.01
Vega: 0
Theta: 0.03
Gamma: 0.00023
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1328.90 | 0.15 | 0.04999999999999999 | 51.02 | 115 | -80 | 263 |
| 23 Apr | 1348.00 | 0.1 | -0.04999999999999999 | 47.61 | 39 | -7 | 343 |
| 22 Apr | 1367.60 | 0.15 | -0.05000000000000002 | 49.81 | 85 | 0 | 351 |
| 21 Apr | 1388.40 | 0.2 | 0 | 50.83 | 124 | -83 | 352 |
| 20 Apr | 1356.20 | 0.15 | -0.5 | 41.13 | 1,274 | 361 | 1,133 |
| 17 Apr | 1346.80 | 0.6 | -0.5000000000000001 | 41.34 | 414 | -49 | 771 |
| 16 Apr | 1345.50 | 1.1 | -0.5999999999999999 | 43.04 | 126 | -18 | 821 |
| 15 Apr | 1348.10 | 1.7 | -0.19999999999999996 | 44.98 | 222 | 4 | 839 |
| 13 Apr | 1351.10 | 1.85 | -0.44999999999999973 | 43.7 | 122 | -17 | 835 |
| 10 Apr | 1321.90 | 2.3 | -2.05 | 36.91 | 151 | 0 | 853 |
| 9 Apr | 1281.30 | 4.3 | 1.3 | 35.37 | 301 | 4 | 852 |
| 8 Apr | 1309.20 | 2.95 | -7.4 | 35.77 | 358 | -56 | 848 |
| 7 Apr | 1245.50 | 10.3 | -3.25 | 36.32 | 209 | 19 | 901 |
| 6 Apr | 1231.40 | 14.2 | -4.7 | 35.6 | 389 | 28 | 883 |
| 2 Apr | 1215.80 | 18.8 | -1.15 | 34.73 | 380 | -47 | 854 |
| 1 Apr | 1212.70 | 19.8 | -7.5 | 34.23 | 272 | 29 | 901 |
| 30 Mar | 1205.90 | 27.55 | 6.75 | 39.55 | 648 | -32 | 873 |
| 27 Mar | 1233.80 | 20.15 | 6.6 | 37.56 | 352 | 148 | 905 |
| 25 Mar | 1259.70 | 13.6 | -2.5 | 34.48 | 92 | 28 | 757 |
| 24 Mar | 1251.20 | 15.55 | -10.4 | 34.87 | 85 | 22 | 729 |
| 23 Mar | 1222.70 | 26.9 | 14.9 | 38.48 | 1,165 | 654 | 707 |
| 20 Mar | 1245.40 | 12 | -3.35 | 29.56 | 8 | 0 | 52 |
| 19 Mar | 1250.10 | 14.95 | 8.4 | 33.59 | 50 | 19 | 53 |
| 18 Mar | 1289.30 | 6.55 | -2.3 | 29.31 | 18 | 6 | 34 |
| 17 Mar | 1288.70 | 8.85 | -2.15 | 31.01 | 16 | -4 | 27 |
| 16 Mar | 1272.90 | 11 | 2 | - | 0 | 0 | 0 |
| 13 Mar | 1254.80 | 11 | 2 | - | 0 | 1 | 0 |
| 12 Mar | 1266.50 | 11 | 2 | 29.4 | 4 | 1 | 0 |
| 11 Mar | 1294.60 | 9 | 1.45 | 30.46 | 2 | 1 | 30 |
| 10 Mar | 1311.90 | 7.55 | -3.75 | 30.85 | 2 | 0 | 30 |
| 9 Mar | 1278.40 | 11.8 | 4.35 | 30.08 | 27 | 13 | 29 |
| 6 Mar | 1313.40 | 7.85 | 5.4 | 30.43 | 20 | 15 | 15 |
For Icici Bank Ltd. - strike price 1160 expiring on 28APR2026
Delta for 1160 PE is -0.01
Historical price for 1160 PE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 0.15, which was 0.04999999999999999 higher than the previous day. The implied volatity was 51.02, the open interest changed by -80 which decreased total open position to 263
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 47.61, the open interest changed by -7 which decreased total open position to 343
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 0.15, which was -0.05000000000000002 lower than the previous day. The implied volatity was 49.81, the open interest changed by 0 which decreased total open position to 351
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 50.83, the open interest changed by -83 which decreased total open position to 352
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 0.15, which was -0.5 lower than the previous day. The implied volatity was 41.13, the open interest changed by 361 which increased total open position to 1133
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 0.6, which was -0.5000000000000001 lower than the previous day. The implied volatity was 41.34, the open interest changed by -49 which decreased total open position to 771
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 1.1, which was -0.5999999999999999 lower than the previous day. The implied volatity was 43.04, the open interest changed by -18 which decreased total open position to 821
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 1.7, which was -0.19999999999999996 lower than the previous day. The implied volatity was 44.98, the open interest changed by 4 which increased total open position to 839
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 1.85, which was -0.44999999999999973 lower than the previous day. The implied volatity was 43.7, the open interest changed by -17 which decreased total open position to 835
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 2.3, which was -2.05 lower than the previous day. The implied volatity was 36.91, the open interest changed by 0 which decreased total open position to 853
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 4.3, which was 1.3 higher than the previous day. The implied volatity was 35.37, the open interest changed by 4 which increased total open position to 852
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 2.95, which was -7.4 lower than the previous day. The implied volatity was 35.77, the open interest changed by -56 which decreased total open position to 848
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 10.3, which was -3.25 lower than the previous day. The implied volatity was 36.32, the open interest changed by 19 which increased total open position to 901
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 14.2, which was -4.7 lower than the previous day. The implied volatity was 35.6, the open interest changed by 28 which increased total open position to 883
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 18.8, which was -1.15 lower than the previous day. The implied volatity was 34.73, the open interest changed by -47 which decreased total open position to 854
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 19.8, which was -7.5 lower than the previous day. The implied volatity was 34.23, the open interest changed by 29 which increased total open position to 901
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 27.55, which was 6.75 higher than the previous day. The implied volatity was 39.55, the open interest changed by -32 which decreased total open position to 873
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 20.15, which was 6.6 higher than the previous day. The implied volatity was 37.56, the open interest changed by 148 which increased total open position to 905
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 13.6, which was -2.5 lower than the previous day. The implied volatity was 34.48, the open interest changed by 28 which increased total open position to 757
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 15.55, which was -10.4 lower than the previous day. The implied volatity was 34.87, the open interest changed by 22 which increased total open position to 729
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 26.9, which was 14.9 higher than the previous day. The implied volatity was 38.48, the open interest changed by 654 which increased total open position to 707
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 12, which was -3.35 lower than the previous day. The implied volatity was 29.56, the open interest changed by 0 which decreased total open position to 52
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 14.95, which was 8.4 higher than the previous day. The implied volatity was 33.59, the open interest changed by 19 which increased total open position to 53
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 6.55, which was -2.3 lower than the previous day. The implied volatity was 29.31, the open interest changed by 6 which increased total open position to 34
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 8.85, which was -2.15 lower than the previous day. The implied volatity was 31.01, the open interest changed by -4 which decreased total open position to 27
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 11, which was 2 higher 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 11, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 11, which was 2 higher than the previous day. The implied volatity was 29.4, the open interest changed by 1 which increased total open position to 0
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 9, which was 1.45 higher than the previous day. The implied volatity was 30.46, the open interest changed by 1 which increased total open position to 30
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 7.55, which was -3.75 lower than the previous day. The implied volatity was 30.85, the open interest changed by 0 which decreased total open position to 30
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 11.8, which was 4.35 higher than the previous day. The implied volatity was 30.08, the open interest changed by 13 which increased total open position to 29
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 7.85, which was 5.4 higher than the previous day. The implied volatity was 30.43, the open interest changed by 15 which increased total open position to 15
