ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
24 Apr 2026 01:37 PM IST
| ICICIBANK 28-Apr-2026 (4d) 1200 CE | ||||||||||||||||
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Delta: 0.95
Vega: 0
Theta: -0.92
Gamma: 0.00116
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1328.90 | 132 | -18 | 56.7 | 39 | -29 | 487 | |||||||||
| 23 Apr | 1348.00 | 150 | -18.349999999999994 | 39.84 | 6 | -4 | 516 | |||||||||
| 22 Apr | 1367.60 | 168 | -20 | 42.93 | 31 | 5 | 520 | |||||||||
| 21 Apr | 1388.40 | 188 | 34 | 45.73 | 32 | -2 | 522 | |||||||||
| 20 Apr | 1356.20 | 154 | 11.5 | 38.07 | 57 | -22 | 524 | |||||||||
| 17 Apr | 1346.80 | 142.5 | -8.5 | 41.94 | 9 | -2 | 548 | |||||||||
| 16 Apr | 1345.50 | 151 | 3.9000000000000057 | 41.87 | 4 | -2 | 551 | |||||||||
| 15 Apr | 1348.10 | 147.1 | -6.200000000000017 | 39.14 | 37 | -16 | 553 | |||||||||
| 13 Apr | 1351.10 | 147.65 | 20.400000000000006 | 38 | 59 | -25 | 570 | |||||||||
| 10 Apr | 1321.90 | 126.5 | 34.25 | 25.9 | 68 | -31 | 596 | |||||||||
| 9 Apr | 1281.30 | 92.25 | -26.65 | 23.09 | 46 | -8 | 628 | |||||||||
| 8 Apr | 1309.20 | 118.25 | 50.45 | 27.2 | 516 | -178 | 642 | |||||||||
| 7 Apr | 1245.50 | 67.75 | 8.2 | 28.18 | 814 | -123 | 820 | |||||||||
| 6 Apr | 1231.40 | 57.9 | 7.8 | 31.46 | 2,086 | -93 | 957 | |||||||||
| 2 Apr | 1215.80 | 50 | -2.35 | 28.18 | 4,856 | 305 | 1,051 | |||||||||
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| 1 Apr | 1212.70 | 52 | -0.95 | 30.78 | 1,315 | 116 | 746 | |||||||||
| 30 Mar | 1205.90 | 55.55 | -14.95 | 32.56 | 979 | 349 | 614 | |||||||||
| 27 Mar | 1233.80 | 71 | -15.1 | 29.66 | 234 | 87 | 264 | |||||||||
| 25 Mar | 1259.70 | 85.1 | 4.55 | 27.78 | 82 | -15 | 177 | |||||||||
| 24 Mar | 1251.20 | 80.25 | 13.4 | 26.81 | 558 | 37 | 193 | |||||||||
| 23 Mar | 1222.70 | 67.5 | -13.6 | 30.99 | 371 | 34 | 157 | |||||||||
| 20 Mar | 1245.40 | 81.1 | -1.55 | 26.91 | 597 | -71 | 122 | |||||||||
| 19 Mar | 1250.10 | 88.85 | -21.1 | 26.64 | 231 | 17 | 192 | |||||||||
| 18 Mar | 1289.30 | 108.9 | -0.95 | 19.26 | 106 | 2 | 173 | |||||||||
| 17 Mar | 1288.70 | 110 | 12.9 | 24.88 | 72 | 3 | 171 | |||||||||
| 16 Mar | 1272.90 | 96.8 | 11.65 | 26.55 | 81 | 28 | 165 | |||||||||
| 13 Mar | 1254.80 | 84.95 | -20.05 | 23.57 | 166 | 105 | 109 | |||||||||
| 12 Mar | 1266.50 | 105 | -11 | 29.36 | 3 | 2 | 4 | |||||||||
| 11 Mar | 1294.60 | 116 | 16 | 23.4 | 1 | 0 | 1 | |||||||||
| 10 Mar | 1311.90 | 100 | -85.05 | - | 1 | 0 | 1 | |||||||||
| 9 Mar | 1278.40 | 100 | -85.05 | 20.96 | 1 | 0 | 0 | |||||||||
| 6 Mar | 1313.40 | 185.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1357.60 | 185.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1365.40 | 185.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 1374.00 | 185.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1378.90 | 185.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1200 expiring on 28APR2026
Delta for 1200 CE is 0.95
Historical price for 1200 CE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 132, which was -18 lower than the previous day. The implied volatity was 56.7, the open interest changed by -29 which decreased total open position to 487
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 150, which was -18.349999999999994 lower than the previous day. The implied volatity was 39.84, the open interest changed by -4 which decreased total open position to 516
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 168, which was -20 lower than the previous day. The implied volatity was 42.93, the open interest changed by 5 which increased total open position to 520
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 188, which was 34 higher than the previous day. The implied volatity was 45.73, the open interest changed by -2 which decreased total open position to 522
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 154, which was 11.5 higher than the previous day. The implied volatity was 38.07, the open interest changed by -22 which decreased total open position to 524
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 142.5, which was -8.5 lower than the previous day. The implied volatity was 41.94, the open interest changed by -2 which decreased total open position to 548
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 151, which was 3.9000000000000057 higher than the previous day. The implied volatity was 41.87, the open interest changed by -2 which decreased total open position to 551
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 147.1, which was -6.200000000000017 lower than the previous day. The implied volatity was 39.14, the open interest changed by -16 which decreased total open position to 553
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 147.65, which was 20.400000000000006 higher than the previous day. The implied volatity was 38, the open interest changed by -25 which decreased total open position to 570
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 126.5, which was 34.25 higher than the previous day. The implied volatity was 25.9, the open interest changed by -31 which decreased total open position to 596
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 92.25, which was -26.65 lower than the previous day. The implied volatity was 23.09, the open interest changed by -8 which decreased total open position to 628
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 118.25, which was 50.45 higher than the previous day. The implied volatity was 27.2, the open interest changed by -178 which decreased total open position to 642
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 67.75, which was 8.2 higher than the previous day. The implied volatity was 28.18, the open interest changed by -123 which decreased total open position to 820
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 57.9, which was 7.8 higher than the previous day. The implied volatity was 31.46, the open interest changed by -93 which decreased total open position to 957
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 50, which was -2.35 lower than the previous day. The implied volatity was 28.18, the open interest changed by 305 which increased total open position to 1051
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 52, which was -0.95 lower than the previous day. The implied volatity was 30.78, the open interest changed by 116 which increased total open position to 746
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 55.55, which was -14.95 lower than the previous day. The implied volatity was 32.56, the open interest changed by 349 which increased total open position to 614
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 71, which was -15.1 lower than the previous day. The implied volatity was 29.66, the open interest changed by 87 which increased total open position to 264
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 85.1, which was 4.55 higher than the previous day. The implied volatity was 27.78, the open interest changed by -15 which decreased total open position to 177
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 80.25, which was 13.4 higher than the previous day. The implied volatity was 26.81, the open interest changed by 37 which increased total open position to 193
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 67.5, which was -13.6 lower than the previous day. The implied volatity was 30.99, the open interest changed by 34 which increased total open position to 157
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 81.1, which was -1.55 lower than the previous day. The implied volatity was 26.91, the open interest changed by -71 which decreased total open position to 122
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 88.85, which was -21.1 lower than the previous day. The implied volatity was 26.64, the open interest changed by 17 which increased total open position to 192
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 108.9, which was -0.95 lower than the previous day. The implied volatity was 19.26, the open interest changed by 2 which increased total open position to 173
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 110, which was 12.9 higher than the previous day. The implied volatity was 24.88, the open interest changed by 3 which increased total open position to 171
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 96.8, which was 11.65 higher than the previous day. The implied volatity was 26.55, the open interest changed by 28 which increased total open position to 165
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 84.95, which was -20.05 lower than the previous day. The implied volatity was 23.57, the open interest changed by 105 which increased total open position to 109
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 105, which was -11 lower than the previous day. The implied volatity was 29.36, the open interest changed by 2 which increased total open position to 4
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 116, which was 16 higher than the previous day. The implied volatity was 23.4, the open interest changed by 0 which decreased total open position to 1
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 100, which was -85.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 100, which was -85.05 lower than the previous day. The implied volatity was 20.96, 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 185.05, 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 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 185.05, 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 4 Mar ICICIBANK was trading at 1365.40. The strike last trading price was 185.05, 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 Mar ICICIBANK was trading at 1374.00. The strike last trading price was 185.05, 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 Feb ICICIBANK was trading at 1378.90. The strike last trading price was 185.05, 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) 1200 PE | |||||||
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Delta: -0.01
Vega: 0
Theta: 0.08
Gamma: 0.00029
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1328.90 | 0.1 | -0.1 | 37.64 | 216 | -51 | 683 |
| 23 Apr | 1348.00 | 0.2 | 0 | 41.08 | 208 | -111 | 734 |
| 22 Apr | 1367.60 | 0.2 | -0.14999999999999997 | 42.03 | 174 | -58 | 848 |
| 21 Apr | 1388.40 | 0.3 | -0.2 | 44.79 | 419 | -154 | 908 |
| 20 Apr | 1356.20 | 0.55 | -0.44999999999999996 | 39.16 | 881 | -273 | 1,064 |
| 17 Apr | 1346.80 | 0.9 | -0.9 | 36.31 | 1,439 | 22 | 1,340 |
| 16 Apr | 1345.50 | 1.85 | -0.7999999999999998 | 38.05 | 675 | 47 | 1,320 |
| 15 Apr | 1348.10 | 2.65 | -0.30000000000000027 | 40.26 | 937 | 19 | 1,269 |
| 13 Apr | 1351.10 | 2.9 | -1.1 | 38 | 1,665 | 55 | 1,252 |
| 10 Apr | 1321.90 | 4.15 | -3.6499999999999995 | 33.69 | 1,353 | -21 | 1,201 |
| 9 Apr | 1281.30 | 7.55 | 2.75 | 31.88 | 3,238 | -1,184 | 1,220 |
| 8 Apr | 1309.20 | 4.85 | -12.95 | 31.93 | 2,715 | -362 | 2,397 |
| 7 Apr | 1245.50 | 17.75 | -5.55 | 33.75 | 1,724 | -198 | 2,779 |
| 6 Apr | 1231.40 | 23.3 | -7.7 | 32.56 | 5,701 | 630 | 2,803 |
| 2 Apr | 1215.80 | 30.05 | -1.6 | 32.27 | 4,088 | 628 | 2,182 |
| 1 Apr | 1212.70 | 31.3 | -8.8 | 31.68 | 2,243 | 280 | 1,552 |
| 30 Mar | 1205.90 | 40.5 | 10.45 | 35.5 | 3,579 | 508 | 1,273 |
| 27 Mar | 1233.80 | 29.65 | 9.65 | 35.01 | 1,146 | 178 | 765 |
| 25 Mar | 1259.70 | 19.5 | -4.6 | 31.01 | 625 | -54 | 588 |
| 24 Mar | 1251.20 | 23.4 | -14.2 | 32.45 | 642 | 27 | 644 |
| 23 Mar | 1222.70 | 38.3 | 14.25 | 36.23 | 448 | -56 | 618 |
| 20 Mar | 1245.40 | 23.45 | 0.65 | 30.5 | 665 | 192 | 672 |
| 19 Mar | 1250.10 | 21.35 | 10.35 | 30.63 | 775 | 42 | 482 |
| 18 Mar | 1289.30 | 10.8 | -1.95 | 27.34 | 288 | 112 | 441 |
| 17 Mar | 1288.70 | 12.65 | -5.3 | 27.95 | 125 | 7 | 329 |
| 16 Mar | 1272.90 | 18.8 | -4.15 | 29.33 | 396 | 78 | 322 |
| 13 Mar | 1254.80 | 23.6 | 4.85 | 29.64 | 329 | 69 | 244 |
| 12 Mar | 1266.50 | 18.3 | 3.8 | 28.33 | 127 | 34 | 174 |
| 11 Mar | 1294.60 | 15 | 4.8 | 29.09 | 101 | 26 | 139 |
| 10 Mar | 1311.90 | 9.8 | -7.25 | 27.34 | 76 | 0 | 114 |
| 9 Mar | 1278.40 | 17.35 | 5.25 | 27.78 | 208 | 13 | 115 |
| 6 Mar | 1313.40 | 11.9 | 5.9 | 28.61 | 141 | 43 | 97 |
| 5 Mar | 1357.60 | 6 | 2.5 | - | 62 | 1 | 54 |
| 4 Mar | 1365.40 | 6 | 2.5 | 28.4 | 62 | 1 | 54 |
| 2 Mar | 1374.00 | 3.5 | 0.5 | 25.15 | 14 | 10 | 52 |
| 27 Feb | 1378.90 | 2.95 | -2.35 | 24.12 | 42 | 40 | 40 |
For Icici Bank Ltd. - strike price 1200 expiring on 28APR2026
Delta for 1200 PE is -0.01
Historical price for 1200 PE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 37.64, the open interest changed by -51 which decreased total open position to 683
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 41.08, the open interest changed by -111 which decreased total open position to 734
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 0.2, which was -0.14999999999999997 lower than the previous day. The implied volatity was 42.03, the open interest changed by -58 which decreased total open position to 848
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 44.79, the open interest changed by -154 which decreased total open position to 908
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 0.55, which was -0.44999999999999996 lower than the previous day. The implied volatity was 39.16, the open interest changed by -273 which decreased total open position to 1064
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 0.9, which was -0.9 lower than the previous day. The implied volatity was 36.31, the open interest changed by 22 which increased total open position to 1340
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 1.85, which was -0.7999999999999998 lower than the previous day. The implied volatity was 38.05, the open interest changed by 47 which increased total open position to 1320
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 2.65, which was -0.30000000000000027 lower than the previous day. The implied volatity was 40.26, the open interest changed by 19 which increased total open position to 1269
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 2.9, which was -1.1 lower than the previous day. The implied volatity was 38, the open interest changed by 55 which increased total open position to 1252
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 4.15, which was -3.6499999999999995 lower than the previous day. The implied volatity was 33.69, the open interest changed by -21 which decreased total open position to 1201
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 7.55, which was 2.75 higher than the previous day. The implied volatity was 31.88, the open interest changed by -1184 which decreased total open position to 1220
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 4.85, which was -12.95 lower than the previous day. The implied volatity was 31.93, the open interest changed by -362 which decreased total open position to 2397
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 17.75, which was -5.55 lower than the previous day. The implied volatity was 33.75, the open interest changed by -198 which decreased total open position to 2779
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 23.3, which was -7.7 lower than the previous day. The implied volatity was 32.56, the open interest changed by 630 which increased total open position to 2803
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 30.05, which was -1.6 lower than the previous day. The implied volatity was 32.27, the open interest changed by 628 which increased total open position to 2182
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 31.3, which was -8.8 lower than the previous day. The implied volatity was 31.68, the open interest changed by 280 which increased total open position to 1552
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 40.5, which was 10.45 higher than the previous day. The implied volatity was 35.5, the open interest changed by 508 which increased total open position to 1273
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 29.65, which was 9.65 higher than the previous day. The implied volatity was 35.01, the open interest changed by 178 which increased total open position to 765
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 19.5, which was -4.6 lower than the previous day. The implied volatity was 31.01, the open interest changed by -54 which decreased total open position to 588
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 23.4, which was -14.2 lower than the previous day. The implied volatity was 32.45, the open interest changed by 27 which increased total open position to 644
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 38.3, which was 14.25 higher than the previous day. The implied volatity was 36.23, the open interest changed by -56 which decreased total open position to 618
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 23.45, which was 0.65 higher than the previous day. The implied volatity was 30.5, the open interest changed by 192 which increased total open position to 672
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 21.35, which was 10.35 higher than the previous day. The implied volatity was 30.63, the open interest changed by 42 which increased total open position to 482
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 10.8, which was -1.95 lower than the previous day. The implied volatity was 27.34, the open interest changed by 112 which increased total open position to 441
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 12.65, which was -5.3 lower than the previous day. The implied volatity was 27.95, the open interest changed by 7 which increased total open position to 329
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 18.8, which was -4.15 lower than the previous day. The implied volatity was 29.33, the open interest changed by 78 which increased total open position to 322
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 23.6, which was 4.85 higher than the previous day. The implied volatity was 29.64, the open interest changed by 69 which increased total open position to 244
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 18.3, which was 3.8 higher than the previous day. The implied volatity was 28.33, the open interest changed by 34 which increased total open position to 174
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 15, which was 4.8 higher than the previous day. The implied volatity was 29.09, the open interest changed by 26 which increased total open position to 139
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 9.8, which was -7.25 lower than the previous day. The implied volatity was 27.34, the open interest changed by 0 which decreased total open position to 114
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 17.35, which was 5.25 higher than the previous day. The implied volatity was 27.78, the open interest changed by 13 which increased total open position to 115
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 11.9, which was 5.9 higher than the previous day. The implied volatity was 28.61, the open interest changed by 43 which increased total open position to 97
On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 6, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 54
On 4 Mar ICICIBANK was trading at 1365.40. The strike last trading price was 6, which was 2.5 higher than the previous day. The implied volatity was 28.4, the open interest changed by 1 which increased total open position to 54
On 2 Mar ICICIBANK was trading at 1374.00. The strike last trading price was 3.5, which was 0.5 higher than the previous day. The implied volatity was 25.15, the open interest changed by 10 which increased total open position to 52
On 27 Feb ICICIBANK was trading at 1378.90. The strike last trading price was 2.95, which was -2.35 lower than the previous day. The implied volatity was 24.12, the open interest changed by 40 which increased total open position to 40
