ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
24 Apr 2026 01:37 PM IST
| ICICIBANK 28-Apr-2026 (4d) 1220 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.95
Vega: 0
Theta: -0.89
Gamma: 0.0014
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1328.90 | 116.45 | -11.549999999999997 | 50.56 | 10 | -4 | 1,305 | |||||||||
| 23 Apr | 1348.00 | 126.8 | -20.250000000000014 | 38.18 | 16 | -6 | 1,310 | |||||||||
| 22 Apr | 1367.60 | 147.05 | -21.149999999999977 | 39.11 | 51 | -8 | 1,324 | |||||||||
| 21 Apr | 1388.40 | 167 | 30.55000000000001 | 42.06 | 9 | -2 | 1,332 | |||||||||
| 20 Apr | 1356.20 | 136.2 | 3.5999999999999943 | 36.72 | 56 | -35 | 1,334 | |||||||||
|
|
||||||||||||||||
| 17 Apr | 1346.80 | 135.8 | 7.400000000000006 | 32.23 | 33 | -13 | 1,369 | |||||||||
| 16 Apr | 1345.50 | 128.4 | -3.1999999999999886 | 37.8 | 25 | -1 | 1,382 | |||||||||
| 15 Apr | 1348.10 | 132.7 | -4.800000000000011 | 27.56 | 68 | -11 | 1,383 | |||||||||
| 13 Apr | 1351.10 | 136 | 26.450000000000003 | 24.21 | 48 | -10 | 1,394 | |||||||||
| 10 Apr | 1321.90 | 107.65 | 29.75 | 24.81 | 145 | -32 | 1,404 | |||||||||
| 9 Apr | 1281.30 | 77.9 | -22.25 | 27.61 | 97 | -45 | 1,435 | |||||||||
| 8 Apr | 1309.20 | 99.6 | 46.8 | 25.89 | 1,295 | -119 | 2,072 | |||||||||
| 7 Apr | 1245.50 | 53 | 6.95 | 27.33 | 2,731 | -529 | 2,194 | |||||||||
| 6 Apr | 1231.40 | 43.6 | 5.1 | 29.33 | 6,721 | -255 | 2,954 | |||||||||
| 2 Apr | 1215.80 | 38.35 | -2 | 27.64 | 7,836 | 34 | 3,215 | |||||||||
| 1 Apr | 1212.70 | 40.25 | -2.65 | 29.85 | 6,487 | 1,392 | 3,182 | |||||||||
| 30 Mar | 1205.90 | 46 | -11.95 | 33.18 | 4,509 | 1,332 | 1,474 | |||||||||
| 27 Mar | 1233.80 | 57.65 | -12.55 | 28.95 | 112 | 63 | 142 | |||||||||
| 25 Mar | 1259.70 | 70.2 | 3.75 | 27.04 | 22 | -13 | 79 | |||||||||
| 24 Mar | 1251.20 | 66.9 | 12 | 27.01 | 612 | -34 | 92 | |||||||||
| 23 Mar | 1222.70 | 55 | -112.5 | 30.2 | 222 | 125 | 125 | |||||||||
| 20 Mar | 1245.40 | 167.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1250.10 | 167.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1289.30 | 167.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1288.70 | 167.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1272.90 | 167.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1254.80 | 167.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1266.50 | 167.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1294.60 | 167.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1311.90 | 167.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1278.40 | 167.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1313.40 | 167.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1357.60 | 167.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1365.40 | 167.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 1374.00 | 167.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1378.90 | 167.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1220 expiring on 28APR2026
Delta for 1220 CE is 0.95
Historical price for 1220 CE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 116.45, which was -11.549999999999997 lower than the previous day. The implied volatity was 50.56, the open interest changed by -4 which decreased total open position to 1305
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 126.8, which was -20.250000000000014 lower than the previous day. The implied volatity was 38.18, the open interest changed by -6 which decreased total open position to 1310
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 147.05, which was -21.149999999999977 lower than the previous day. The implied volatity was 39.11, the open interest changed by -8 which decreased total open position to 1324
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 167, which was 30.55000000000001 higher than the previous day. The implied volatity was 42.06, the open interest changed by -2 which decreased total open position to 1332
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 136.2, which was 3.5999999999999943 higher than the previous day. The implied volatity was 36.72, the open interest changed by -35 which decreased total open position to 1334
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 135.8, which was 7.400000000000006 higher than the previous day. The implied volatity was 32.23, the open interest changed by -13 which decreased total open position to 1369
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 128.4, which was -3.1999999999999886 lower than the previous day. The implied volatity was 37.8, the open interest changed by -1 which decreased total open position to 1382
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 132.7, which was -4.800000000000011 lower than the previous day. The implied volatity was 27.56, the open interest changed by -11 which decreased total open position to 1383
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 136, which was 26.450000000000003 higher than the previous day. The implied volatity was 24.21, the open interest changed by -10 which decreased total open position to 1394
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 107.65, which was 29.75 higher than the previous day. The implied volatity was 24.81, the open interest changed by -32 which decreased total open position to 1404
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 77.9, which was -22.25 lower than the previous day. The implied volatity was 27.61, the open interest changed by -45 which decreased total open position to 1435
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 99.6, which was 46.8 higher than the previous day. The implied volatity was 25.89, the open interest changed by -119 which decreased total open position to 2072
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 53, which was 6.95 higher than the previous day. The implied volatity was 27.33, the open interest changed by -529 which decreased total open position to 2194
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 43.6, which was 5.1 higher than the previous day. The implied volatity was 29.33, the open interest changed by -255 which decreased total open position to 2954
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 38.35, which was -2 lower than the previous day. The implied volatity was 27.64, the open interest changed by 34 which increased total open position to 3215
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 40.25, which was -2.65 lower than the previous day. The implied volatity was 29.85, the open interest changed by 1392 which increased total open position to 3182
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 46, which was -11.95 lower than the previous day. The implied volatity was 33.18, the open interest changed by 1332 which increased total open position to 1474
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 57.65, which was -12.55 lower than the previous day. The implied volatity was 28.95, the open interest changed by 63 which increased total open position to 142
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 70.2, which was 3.75 higher than the previous day. The implied volatity was 27.04, the open interest changed by -13 which decreased total open position to 79
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 66.9, which was 12 higher than the previous day. The implied volatity was 27.01, the open interest changed by -34 which decreased total open position to 92
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 55, which was -112.5 lower than the previous day. The implied volatity was 30.2, the open interest changed by 125 which increased total open position to 125
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 167.5, 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 167.5, 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 167.5, 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 167.5, 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 167.5, 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 167.5, 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 167.5, 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 167.5, 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 167.5, 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 167.5, 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 167.5, 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 167.5, 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 167.5, 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 167.5, 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 167.5, 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) 1220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0
Theta: 0.13
Gamma: 0.00025
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1328.90 | 0.05 | -0.3 | 29.66 | 1,122 | 216 | 1,172 |
| 23 Apr | 1348.00 | 0.3 | 0 | 37.92 | 74 | -23 | 957 |
| 22 Apr | 1367.60 | 0.3 | -0.10000000000000003 | 39.08 | 200 | -65 | 980 |
| 21 Apr | 1388.40 | 0.4 | -0.25 | 41.91 | 265 | -33 | 1,046 |
| 20 Apr | 1356.20 | 0.75 | -0.75 | 36.72 | 1,120 | -424 | 1,104 |
| 17 Apr | 1346.80 | 1.25 | -1.2000000000000002 | 34.08 | 794 | -125 | 1,543 |
| 16 Apr | 1345.50 | 2.7 | -0.75 | 36.68 | 275 | -54 | 1,667 |
| 15 Apr | 1348.10 | 3.5 | -0.3500000000000001 | 38.19 | 511 | -72 | 1,724 |
| 13 Apr | 1351.10 | 3.85 | -1.5500000000000003 | 36.14 | 907 | 39 | 1,794 |
| 10 Apr | 1321.90 | 5.65 | -5 | 32.16 | 683 | -78 | 1,754 |
| 9 Apr | 1281.30 | 10.5 | 4.15 | 30.67 | 1,033 | -150 | 1,836 |
| 8 Apr | 1309.20 | 6.2 | -16.85 | 29.86 | 1,574 | -433 | 1,993 |
| 7 Apr | 1245.50 | 23.15 | -6.1 | 32.39 | 2,570 | -348 | 2,410 |
| 6 Apr | 1231.40 | 30.05 | -8.85 | 31.36 | 3,806 | 520 | 2,888 |
| 2 Apr | 1215.80 | 37.75 | -1.9 | 31.17 | 1,351 | -67 | 2,395 |
| 1 Apr | 1212.70 | 39.55 | -8.75 | 30.83 | 3,053 | 637 | 2,462 |
| 30 Mar | 1205.90 | 50 | 13.3 | 37.26 | 5,182 | 1,539 | 1,673 |
| 27 Mar | 1233.80 | 36 | 11.35 | 33.89 | 193 | 25 | 135 |
| 25 Mar | 1259.70 | 23.8 | -5.75 | 29.5 | 132 | 12 | 110 |
| 24 Mar | 1251.20 | 29 | -15.2 | 31.53 | 308 | -10 | 89 |
| 23 Mar | 1222.70 | 45.65 | 15 | 35.26 | 223 | 31 | 99 |
| 20 Mar | 1245.40 | 30 | 1.2 | 30.23 | 91 | 35 | 68 |
| 19 Mar | 1250.10 | 26.75 | 12.45 | 29.94 | 30 | 11 | 32 |
| 18 Mar | 1289.30 | 14.2 | -5 | 26.67 | 23 | 12 | 21 |
| 17 Mar | 1288.70 | 19.2 | -9.7 | 29.33 | 5 | 1 | 11 |
| 16 Mar | 1272.90 | 28.9 | 8.85 | 32.27 | 6 | 3 | 9 |
| 13 Mar | 1254.80 | 20.05 | 12.6 | - | 0 | 0 | 0 |
| 12 Mar | 1266.50 | 20.05 | 12.6 | - | 0 | 0 | 0 |
| 11 Mar | 1294.60 | 20.05 | 12.6 | - | 0 | 0 | 6 |
| 10 Mar | 1311.90 | 20.05 | 12.6 | - | 8 | 0 | 6 |
| 9 Mar | 1278.40 | 20.05 | 12.6 | 25.98 | 8 | 7 | 7 |
| 6 Mar | 1313.40 | 7.45 | 0 | 6.36 | 0 | 0 | 0 |
| 5 Mar | 1357.60 | 7.45 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1365.40 | 7.45 | 0 | 8.61 | 0 | 0 | 0 |
| 2 Mar | 1374.00 | 7.45 | 0 | 8.9 | 0 | 0 | 0 |
| 27 Feb | 1378.90 | 7.45 | 0 | 8.94 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1220 expiring on 28APR2026
Delta for 1220 PE is 0
Historical price for 1220 PE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 0.05, which was -0.3 lower than the previous day. The implied volatity was 29.66, the open interest changed by 216 which increased total open position to 1172
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 37.92, the open interest changed by -23 which decreased total open position to 957
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 0.3, which was -0.10000000000000003 lower than the previous day. The implied volatity was 39.08, the open interest changed by -65 which decreased total open position to 980
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 41.91, the open interest changed by -33 which decreased total open position to 1046
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 0.75, which was -0.75 lower than the previous day. The implied volatity was 36.72, the open interest changed by -424 which decreased total open position to 1104
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 1.25, which was -1.2000000000000002 lower than the previous day. The implied volatity was 34.08, the open interest changed by -125 which decreased total open position to 1543
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 2.7, which was -0.75 lower than the previous day. The implied volatity was 36.68, the open interest changed by -54 which decreased total open position to 1667
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 3.5, which was -0.3500000000000001 lower than the previous day. The implied volatity was 38.19, the open interest changed by -72 which decreased total open position to 1724
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 3.85, which was -1.5500000000000003 lower than the previous day. The implied volatity was 36.14, the open interest changed by 39 which increased total open position to 1794
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 5.65, which was -5 lower than the previous day. The implied volatity was 32.16, the open interest changed by -78 which decreased total open position to 1754
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 10.5, which was 4.15 higher than the previous day. The implied volatity was 30.67, the open interest changed by -150 which decreased total open position to 1836
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 6.2, which was -16.85 lower than the previous day. The implied volatity was 29.86, the open interest changed by -433 which decreased total open position to 1993
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 23.15, which was -6.1 lower than the previous day. The implied volatity was 32.39, the open interest changed by -348 which decreased total open position to 2410
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 30.05, which was -8.85 lower than the previous day. The implied volatity was 31.36, the open interest changed by 520 which increased total open position to 2888
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 37.75, which was -1.9 lower than the previous day. The implied volatity was 31.17, the open interest changed by -67 which decreased total open position to 2395
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 39.55, which was -8.75 lower than the previous day. The implied volatity was 30.83, the open interest changed by 637 which increased total open position to 2462
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 50, which was 13.3 higher than the previous day. The implied volatity was 37.26, the open interest changed by 1539 which increased total open position to 1673
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 36, which was 11.35 higher than the previous day. The implied volatity was 33.89, the open interest changed by 25 which increased total open position to 135
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 23.8, which was -5.75 lower than the previous day. The implied volatity was 29.5, the open interest changed by 12 which increased total open position to 110
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 29, which was -15.2 lower than the previous day. The implied volatity was 31.53, the open interest changed by -10 which decreased total open position to 89
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 45.65, which was 15 higher than the previous day. The implied volatity was 35.26, the open interest changed by 31 which increased total open position to 99
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 30, which was 1.2 higher than the previous day. The implied volatity was 30.23, the open interest changed by 35 which increased total open position to 68
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 26.75, which was 12.45 higher than the previous day. The implied volatity was 29.94, the open interest changed by 11 which increased total open position to 32
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 14.2, which was -5 lower than the previous day. The implied volatity was 26.67, the open interest changed by 12 which increased total open position to 21
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 19.2, which was -9.7 lower than the previous day. The implied volatity was 29.33, the open interest changed by 1 which increased total open position to 11
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 28.9, which was 8.85 higher than the previous day. The implied volatity was 32.27, the open interest changed by 3 which increased total open position to 9
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 20.05, which was 12.6 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 20.05, which was 12.6 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 20.05, which was 12.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 20.05, which was 12.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 20.05, which was 12.6 higher than the previous day. The implied volatity was 25.98, the open interest changed by 7 which increased total open position to 7
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 6.36, 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 7.45, 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 4 Mar ICICIBANK was trading at 1365.40. The strike last trading price was 7.45, which was 0 lower than the previous day. The implied volatity was 8.61, 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 7.45, which was 0 lower than the previous day. The implied volatity was 8.9, 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 7.45, which was 0 lower than the previous day. The implied volatity was 8.94, the open interest changed by 0 which decreased total open position to 0
