ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
24 Apr 2026 01:36 PM IST
| ICICIBANK 28-Apr-2026 (4d) 1180 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0
Theta: -0.81
Gamma: 0.00083
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 24 Apr | 1329.40 | 156 | -20.25 | 62.58 | 3 | 0 | 247 | |||||||||
| 23 Apr | 1348.00 | 176 | -0.25 | - | 0 | 0 | 247 | |||||||||
| 22 Apr | 1367.60 | 176 | -0.25 | - | 0 | 0 | 247 | |||||||||
| 21 Apr | 1388.40 | 176 | -0.25 | 43.47 | 0 | 0 | 247 | |||||||||
| 20 Apr | 1356.20 | 176 | 4.699999999999989 | 43.47 | 4 | 0 | 247 | |||||||||
| 17 Apr | 1346.80 | 171.3 | 3.5 | 46.89 | 0 | 0 | 247 | |||||||||
| 16 Apr | 1345.50 | 171.3 | 1.3500000000000227 | 46.89 | 10 | 0 | 248 | |||||||||
| 15 Apr | 1348.10 | 168.85 | 0.19999999999998863 | 42.86 | 22 | -1 | 248 | |||||||||
| 13 Apr | 1351.10 | 168.95 | 30.149999999999977 | 40.45 | 15 | -5 | 250 | |||||||||
| 10 Apr | 1321.90 | 138.8 | 25.80000000000001 | 34.54 | 28 | 0 | 254 | |||||||||
| 9 Apr | 1281.30 | 112.4 | -24.2 | 27.72 | 73 | -4 | 254 | |||||||||
| 8 Apr | 1309.20 | 136.6 | 52.6 | 25.84 | 99 | -16 | 258 | |||||||||
| 7 Apr | 1245.50 | 84.25 | 9.8 | 29.56 | 72 | -15 | 275 | |||||||||
| 6 Apr | 1231.40 | 72.2 | 9.25 | 32.36 | 240 | 41 | 289 | |||||||||
| 2 Apr | 1215.80 | 64.75 | -1.15 | 30.05 | 389 | 100 | 248 | |||||||||
| 1 Apr | 1212.70 | 65.45 | -0.25 | 31.94 | 231 | 74 | 146 | |||||||||
| 30 Mar | 1205.90 | 67.3 | -41.7 | 32.63 | 116 | 67 | 68 | |||||||||
| 27 Mar | 1233.80 | 109 | -94.1 | - | 0 | 0 | 1 | |||||||||
| 25 Mar | 1259.70 | 109 | -94.1 | 35.71 | 8 | 4 | 4 | |||||||||
| 24 Mar | 1251.20 | 203.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 1222.70 | 203.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 1245.40 | 203.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1250.10 | 203.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1289.30 | 203.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1288.70 | 203.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1272.90 | 203.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1254.80 | 203.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1266.50 | 203.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1294.60 | 203.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1311.90 | 203.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1278.40 | 203.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1313.40 | 203.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1180 expiring on 28APR2026
Delta for 1180 CE is 0.97
Historical price for 1180 CE is as follows
On 24 Apr ICICIBANK was trading at 1329.40. The strike last trading price was 156, which was -20.25 lower than the previous day. The implied volatity was 62.58, the open interest changed by 0 which decreased total open position to 247
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 176, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 247
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 176, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 247
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 176, which was -0.25 lower than the previous day. The implied volatity was 43.47, the open interest changed by 0 which decreased total open position to 247
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 176, which was 4.699999999999989 higher than the previous day. The implied volatity was 43.47, the open interest changed by 0 which decreased total open position to 247
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 171.3, which was 3.5 higher than the previous day. The implied volatity was 46.89, the open interest changed by 0 which decreased total open position to 247
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 171.3, which was 1.3500000000000227 higher than the previous day. The implied volatity was 46.89, the open interest changed by 0 which decreased total open position to 248
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 168.85, which was 0.19999999999998863 higher than the previous day. The implied volatity was 42.86, the open interest changed by -1 which decreased total open position to 248
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 168.95, which was 30.149999999999977 higher than the previous day. The implied volatity was 40.45, the open interest changed by -5 which decreased total open position to 250
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 138.8, which was 25.80000000000001 higher than the previous day. The implied volatity was 34.54, the open interest changed by 0 which decreased total open position to 254
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 112.4, which was -24.2 lower than the previous day. The implied volatity was 27.72, the open interest changed by -4 which decreased total open position to 254
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 136.6, which was 52.6 higher than the previous day. The implied volatity was 25.84, the open interest changed by -16 which decreased total open position to 258
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 84.25, which was 9.8 higher than the previous day. The implied volatity was 29.56, the open interest changed by -15 which decreased total open position to 275
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 72.2, which was 9.25 higher than the previous day. The implied volatity was 32.36, the open interest changed by 41 which increased total open position to 289
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 64.75, which was -1.15 lower than the previous day. The implied volatity was 30.05, the open interest changed by 100 which increased total open position to 248
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 65.45, which was -0.25 lower than the previous day. The implied volatity was 31.94, the open interest changed by 74 which increased total open position to 146
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 67.3, which was -41.7 lower than the previous day. The implied volatity was 32.63, the open interest changed by 67 which increased total open position to 68
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 109, which was -94.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 109, which was -94.1 lower than the previous day. The implied volatity was 35.71, the open interest changed by 4 which increased total open position to 4
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 203.1, 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 203.1, 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 203.1, 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 203.1, 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 203.1, 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 203.1, 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 203.1, 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 203.1, 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 203.1, 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 203.1, 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 203.1, 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 203.1, 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 203.1, 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) 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: 0.07
Gamma: 0.00023
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1329.40 | 0.1 | -0.04999999999999999 | 42.86 | 28 | -12 | 158 |
| 23 Apr | 1348.00 | 0.15 | -0.05000000000000002 | 44.54 | 22 | -13 | 170 |
| 22 Apr | 1367.60 | 0.2 | -0.04999999999999999 | 46.77 | 63 | -12 | 183 |
| 21 Apr | 1388.40 | 0.25 | -0.09999999999999998 | 48.3 | 152 | -51 | 194 |
| 20 Apr | 1356.20 | 0.25 | -0.44999999999999996 | 39.44 | 303 | -107 | 248 |
| 17 Apr | 1346.80 | 0.65 | -0.7000000000000001 | 38.47 | 439 | -7 | 355 |
| 16 Apr | 1345.50 | 1.4 | -0.75 | 40.68 | 169 | -16 | 361 |
| 15 Apr | 1348.10 | 2.15 | -0.1499999999999999 | 42.46 | 148 | -55 | 378 |
| 13 Apr | 1351.10 | 2.25 | -0.7999999999999998 | 40.05 | 157 | 39 | 433 |
| 10 Apr | 1321.90 | 3.2 | -2.45 | 35.63 | 230 | -23 | 394 |
| 9 Apr | 1281.30 | 5.65 | 1.85 | 33.56 | 556 | -21 | 416 |
| 8 Apr | 1309.20 | 3.8 | -9.75 | 33.93 | 515 | 43 | 439 |
| 7 Apr | 1245.50 | 13.5 | -4.1 | 34.96 | 351 | 11 | 395 |
| 6 Apr | 1231.40 | 18.3 | -5.9 | 34.16 | 865 | -39 | 387 |
| 2 Apr | 1215.80 | 23.55 | -1.6 | 33.25 | 758 | 121 | 425 |
| 1 Apr | 1212.70 | 25.15 | -7.6 | 33.11 | 669 | 81 | 304 |
| 30 Mar | 1205.90 | 33.4 | 8.8 | 38.37 | 517 | 117 | 221 |
| 27 Mar | 1233.80 | 24.1 | 7.65 | 35.98 | 105 | 30 | 104 |
| 25 Mar | 1259.70 | 16.2 | -3.45 | 32.7 | 96 | 5 | 73 |
| 24 Mar | 1251.20 | 19 | -11.8 | 33.57 | 75 | 28 | 68 |
| 23 Mar | 1222.70 | 31.45 | 18.2 | 36.84 | 46 | 2 | 40 |
| 20 Mar | 1245.40 | 13.25 | -5.15 | 26.83 | 4 | 0 | 39 |
| 19 Mar | 1250.10 | 18.5 | 10 | 32.64 | 22 | 10 | 40 |
| 18 Mar | 1289.30 | 8.45 | -1.85 | 28.36 | 26 | -11 | 30 |
| 17 Mar | 1288.70 | 10.45 | -3.7 | 29.37 | 24 | 13 | 39 |
| 16 Mar | 1272.90 | 14 | -3.5 | 29.35 | 26 | 23 | 25 |
| 13 Mar | 1254.80 | 17.5 | 13.85 | - | 0 | 0 | 0 |
| 12 Mar | 1266.50 | 17.5 | 13.85 | - | 0 | 0 | 0 |
| 11 Mar | 1294.60 | 17.5 | 13.85 | - | 0 | 0 | 2 |
| 10 Mar | 1311.90 | 17.5 | 13.85 | - | 3 | 0 | 2 |
| 9 Mar | 1278.40 | 17.5 | 13.85 | 31.43 | 3 | 2 | 2 |
| 6 Mar | 1313.40 | 3.65 | 0 | 8.41 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1180 expiring on 28APR2026
Delta for 1180 PE is 0
Historical price for 1180 PE is as follows
On 24 Apr ICICIBANK was trading at 1329.40. The strike last trading price was 0.1, which was -0.04999999999999999 lower than the previous day. The implied volatity was 42.86, the open interest changed by -12 which decreased total open position to 158
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 0.15, which was -0.05000000000000002 lower than the previous day. The implied volatity was 44.54, the open interest changed by -13 which decreased total open position to 170
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 0.2, which was -0.04999999999999999 lower than the previous day. The implied volatity was 46.77, the open interest changed by -12 which decreased total open position to 183
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 0.25, which was -0.09999999999999998 lower than the previous day. The implied volatity was 48.3, the open interest changed by -51 which decreased total open position to 194
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 0.25, which was -0.44999999999999996 lower than the previous day. The implied volatity was 39.44, the open interest changed by -107 which decreased total open position to 248
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 0.65, which was -0.7000000000000001 lower than the previous day. The implied volatity was 38.47, the open interest changed by -7 which decreased total open position to 355
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 1.4, which was -0.75 lower than the previous day. The implied volatity was 40.68, the open interest changed by -16 which decreased total open position to 361
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 2.15, which was -0.1499999999999999 lower than the previous day. The implied volatity was 42.46, the open interest changed by -55 which decreased total open position to 378
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 2.25, which was -0.7999999999999998 lower than the previous day. The implied volatity was 40.05, the open interest changed by 39 which increased total open position to 433
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 3.2, which was -2.45 lower than the previous day. The implied volatity was 35.63, the open interest changed by -23 which decreased total open position to 394
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 5.65, which was 1.85 higher than the previous day. The implied volatity was 33.56, the open interest changed by -21 which decreased total open position to 416
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 3.8, which was -9.75 lower than the previous day. The implied volatity was 33.93, the open interest changed by 43 which increased total open position to 439
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 13.5, which was -4.1 lower than the previous day. The implied volatity was 34.96, the open interest changed by 11 which increased total open position to 395
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 18.3, which was -5.9 lower than the previous day. The implied volatity was 34.16, the open interest changed by -39 which decreased total open position to 387
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 23.55, which was -1.6 lower than the previous day. The implied volatity was 33.25, the open interest changed by 121 which increased total open position to 425
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 25.15, which was -7.6 lower than the previous day. The implied volatity was 33.11, the open interest changed by 81 which increased total open position to 304
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 33.4, which was 8.8 higher than the previous day. The implied volatity was 38.37, the open interest changed by 117 which increased total open position to 221
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 24.1, which was 7.65 higher than the previous day. The implied volatity was 35.98, the open interest changed by 30 which increased total open position to 104
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 16.2, which was -3.45 lower than the previous day. The implied volatity was 32.7, the open interest changed by 5 which increased total open position to 73
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 19, which was -11.8 lower than the previous day. The implied volatity was 33.57, the open interest changed by 28 which increased total open position to 68
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 31.45, which was 18.2 higher than the previous day. The implied volatity was 36.84, the open interest changed by 2 which increased total open position to 40
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 13.25, which was -5.15 lower than the previous day. The implied volatity was 26.83, the open interest changed by 0 which decreased total open position to 39
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 18.5, which was 10 higher than the previous day. The implied volatity was 32.64, the open interest changed by 10 which increased total open position to 40
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 8.45, which was -1.85 lower than the previous day. The implied volatity was 28.36, the open interest changed by -11 which decreased total open position to 30
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 10.45, which was -3.7 lower than the previous day. The implied volatity was 29.37, the open interest changed by 13 which increased total open position to 39
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 14, which was -3.5 lower than the previous day. The implied volatity was 29.35, the open interest changed by 23 which increased total open position to 25
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 17.5, which was 13.85 higher 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 17.5, which was 13.85 higher 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 17.5, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 17.5, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 17.5, which was 13.85 higher than the previous day. The implied volatity was 31.43, the open interest changed by 2 which increased total open position to 2
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 3.65, which was 0 lower than the previous day. The implied volatity was 8.41, the open interest changed by 0 which decreased total open position to 0
