ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
24 Apr 2026 01:36 PM IST
| ICICIBANK 28-Apr-2026 (4d) 1230 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0
Theta: -0.35
Gamma: 0.00103
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1329.40 | 102.2 | -18.349999999999994 | 36.71 | 4 | -1 | 607 | |||||||||
| 23 Apr | 1348.00 | 120.55 | -19.799999999999997 | 34.78 | 57 | -52 | 608 | |||||||||
| 22 Apr | 1367.60 | 140.35 | -16.150000000000006 | 37.53 | 189 | -17 | 660 | |||||||||
| 21 Apr | 1388.40 | 156.5 | 29.5 | 38.44 | 22 | -11 | 683 | |||||||||
| 20 Apr | 1356.20 | 127 | 7 | 31.52 | 13 | -2 | 695 | |||||||||
| 17 Apr | 1346.80 | 120 | -13.800000000000011 | 38.24 | 20 | 0 | 697 | |||||||||
| 16 Apr | 1345.50 | 133.8 | 12.800000000000011 | 23.53 | 4 | 0 | 698 | |||||||||
| 15 Apr | 1348.10 | 121 | -4.75 | 37.08 | 26 | -16 | 702 | |||||||||
| 13 Apr | 1351.10 | 125.75 | 26.049999999999997 | 21.89 | 145 | -25 | 718 | |||||||||
| 10 Apr | 1321.90 | 98.8 | 29.89999999999999 | 26.9 | 240 | -170 | 743 | |||||||||
| 9 Apr | 1281.30 | 69.05 | -22.15 | 26.38 | 97 | -5 | 913 | |||||||||
| 8 Apr | 1309.20 | 91.1 | 45.1 | 26.22 | 453 | -239 | 924 | |||||||||
| 7 Apr | 1245.50 | 45.75 | 5.9 | 26.5 | 2,103 | -136 | 1,185 | |||||||||
| 6 Apr | 1231.40 | 38 | 4.75 | 29.1 | 2,205 | 63 | 1,341 | |||||||||
| 2 Apr | 1215.80 | 32.75 | -2.2 | 27.04 | 2,353 | -179 | 1,285 | |||||||||
| 1 Apr | 1212.70 | 35 | -1.55 | 29.42 | 5,067 | 1,081 | 1,465 | |||||||||
| 30 Mar | 1205.90 | 40.6 | -10.6 | 32.71 | 1,155 | 240 | 387 | |||||||||
| 27 Mar | 1233.80 | 51.35 | -14.15 | 28.51 | 278 | 34 | 146 | |||||||||
| 25 Mar | 1259.70 | 65.5 | 6.55 | 28.31 | 28 | -1 | 112 | |||||||||
| 24 Mar | 1251.20 | 59.4 | 10.65 | 26.15 | 354 | 6 | 114 | |||||||||
| 23 Mar | 1222.70 | 49.5 | -23.5 | 29.99 | 217 | 103 | 104 | |||||||||
| 20 Mar | 1245.40 | 73 | -22 | - | 0 | 0 | 1 | |||||||||
| 19 Mar | 1250.10 | 73 | -22 | 29.63 | 4 | 1 | 2 | |||||||||
| 18 Mar | 1289.30 | 95 | 10.85 | - | 0 | 0 | 1 | |||||||||
| 17 Mar | 1288.70 | 95 | 10.85 | - | 0 | 0 | 1 | |||||||||
| 16 Mar | 1272.90 | 95 | 10.85 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1254.80 | 95 | 10.85 | - | 0 | 0 | 0 | |||||||||
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| 12 Mar | 1266.50 | 95 | 10.85 | - | 0 | 0 | 1 | |||||||||
| 11 Mar | 1294.60 | 95 | 10.85 | - | 0 | 0 | 1 | |||||||||
| 10 Mar | 1311.90 | 95 | 10.85 | 8.37 | 1 | 0 | 1 | |||||||||
| 9 Mar | 1278.40 | 84.15 | -88.1 | 25.13 | 1 | 0 | 0 | |||||||||
| 6 Mar | 1313.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1357.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1365.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 1374.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1378.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1230 expiring on 28APR2026
Delta for 1230 CE is 0.98
Historical price for 1230 CE is as follows
On 24 Apr ICICIBANK was trading at 1329.40. The strike last trading price was 102.2, which was -18.349999999999994 lower than the previous day. The implied volatity was 36.71, the open interest changed by -1 which decreased total open position to 607
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 120.55, which was -19.799999999999997 lower than the previous day. The implied volatity was 34.78, the open interest changed by -52 which decreased total open position to 608
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 140.35, which was -16.150000000000006 lower than the previous day. The implied volatity was 37.53, the open interest changed by -17 which decreased total open position to 660
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 156.5, which was 29.5 higher than the previous day. The implied volatity was 38.44, the open interest changed by -11 which decreased total open position to 683
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 127, which was 7 higher than the previous day. The implied volatity was 31.52, the open interest changed by -2 which decreased total open position to 695
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 120, which was -13.800000000000011 lower than the previous day. The implied volatity was 38.24, the open interest changed by 0 which decreased total open position to 697
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 133.8, which was 12.800000000000011 higher than the previous day. The implied volatity was 23.53, the open interest changed by 0 which decreased total open position to 698
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 121, which was -4.75 lower than the previous day. The implied volatity was 37.08, the open interest changed by -16 which decreased total open position to 702
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 125.75, which was 26.049999999999997 higher than the previous day. The implied volatity was 21.89, the open interest changed by -25 which decreased total open position to 718
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 98.8, which was 29.89999999999999 higher than the previous day. The implied volatity was 26.9, the open interest changed by -170 which decreased total open position to 743
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 69.05, which was -22.15 lower than the previous day. The implied volatity was 26.38, the open interest changed by -5 which decreased total open position to 913
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 91.1, which was 45.1 higher than the previous day. The implied volatity was 26.22, the open interest changed by -239 which decreased total open position to 924
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 45.75, which was 5.9 higher than the previous day. The implied volatity was 26.5, the open interest changed by -136 which decreased total open position to 1185
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 38, which was 4.75 higher than the previous day. The implied volatity was 29.1, the open interest changed by 63 which increased total open position to 1341
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 32.75, which was -2.2 lower than the previous day. The implied volatity was 27.04, the open interest changed by -179 which decreased total open position to 1285
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 35, which was -1.55 lower than the previous day. The implied volatity was 29.42, the open interest changed by 1081 which increased total open position to 1465
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 40.6, which was -10.6 lower than the previous day. The implied volatity was 32.71, the open interest changed by 240 which increased total open position to 387
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 51.35, which was -14.15 lower than the previous day. The implied volatity was 28.51, the open interest changed by 34 which increased total open position to 146
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 65.5, which was 6.55 higher than the previous day. The implied volatity was 28.31, the open interest changed by -1 which decreased total open position to 112
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 59.4, which was 10.65 higher than the previous day. The implied volatity was 26.15, the open interest changed by 6 which increased total open position to 114
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 49.5, which was -23.5 lower than the previous day. The implied volatity was 29.99, the open interest changed by 103 which increased total open position to 104
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 73, which was -22 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 73, which was -22 lower than the previous day. The implied volatity was 29.63, the open interest changed by 1 which increased total open position to 2
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 95, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 95, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 95, which was 10.85 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 95, which was 10.85 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 95, which was 10.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 95, which was 10.85 higher than the previous day. The implied volatity was -, 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 95, which was 10.85 higher than the previous day. The implied volatity was 8.37, 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 84.15, which was -88.1 lower than the previous day. The implied volatity was 25.13, 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 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 5 Mar ICICIBANK was trading at 1357.60. 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 4 Mar ICICIBANK was trading at 1365.40. 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 2 Mar ICICIBANK was trading at 1374.00. 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 27 Feb ICICIBANK was trading at 1378.90. 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) 1230 PE | |||||||
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Delta: -0.01
Vega: 0
Theta: 0.09
Gamma: 0.00046
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1329.40 | 0.1 | -0.19999999999999998 | 29.38 | 35 | -8 | 275 |
| 23 Apr | 1348.00 | 0.3 | -0.04999999999999999 | 34.92 | 23 | -3 | 283 |
| 22 Apr | 1367.60 | 0.25 | -0.15000000000000002 | 35.83 | 60 | -29 | 288 |
| 21 Apr | 1388.40 | 0.4 | -0.4 | 39.85 | 108 | -30 | 318 |
| 20 Apr | 1356.20 | 0.9 | -0.9 | 35.27 | 565 | -125 | 351 |
| 17 Apr | 1346.80 | 1.6 | -1.4499999999999997 | 33.48 | 488 | 121 | 477 |
| 16 Apr | 1345.50 | 3.2 | -0.8499999999999996 | 35.1 | 202 | 0 | 355 |
| 15 Apr | 1348.10 | 4 | -0.5 | 37.08 | 233 | -49 | 355 |
| 13 Apr | 1351.10 | 4.45 | -1.8499999999999996 | 35.92 | 524 | 18 | 414 |
| 10 Apr | 1321.90 | 6.55 | -5.8999999999999995 | 31.38 | 586 | -133 | 396 |
| 9 Apr | 1281.30 | 12.25 | 5 | 29.95 | 588 | 31 | 531 |
| 8 Apr | 1309.20 | 7.3 | -18.9 | 29.18 | 1,500 | -269 | 503 |
| 7 Apr | 1245.50 | 26.45 | -6.65 | 32.03 | 1,446 | -158 | 778 |
| 6 Apr | 1231.40 | 34 | -9.9 | 30.76 | 1,071 | 182 | 951 |
| 2 Apr | 1215.80 | 43 | -1 | 31.27 | 343 | -46 | 774 |
| 1 Apr | 1212.70 | 43.7 | -9.5 | 30 | 1,962 | 416 | 817 |
| 30 Mar | 1205.90 | 52.2 | 11.95 | 35.01 | 747 | 133 | 399 |
| 27 Mar | 1233.80 | 39.8 | 12.6 | 33.47 | 432 | 55 | 264 |
| 25 Mar | 1259.70 | 26.6 | -6.35 | 28.95 | 141 | 5 | 210 |
| 24 Mar | 1251.20 | 31.75 | -17.1 | 30.77 | 287 | 94 | 206 |
| 23 Mar | 1222.70 | 49.3 | 14.95 | 34.49 | 204 | 27 | 111 |
| 20 Mar | 1245.40 | 34.8 | 4.8 | 30.8 | 43 | 25 | 84 |
| 19 Mar | 1250.10 | 29.45 | 14.9 | 29.34 | 50 | 9 | 59 |
| 18 Mar | 1289.30 | 14.55 | -3.85 | 25.06 | 54 | 20 | 49 |
| 17 Mar | 1288.70 | 18.4 | 1.55 | 26.79 | 37 | 28 | 29 |
| 16 Mar | 1272.90 | 16.85 | 13.45 | - | 0 | 0 | 0 |
| 13 Mar | 1254.80 | 16.85 | 13.45 | - | 0 | 0 | 0 |
| 12 Mar | 1266.50 | 16.85 | 13.45 | - | 0 | 0 | 1 |
| 11 Mar | 1294.60 | 16.85 | 13.45 | 25.22 | 1 | 0 | 0 |
| 10 Mar | 1311.90 | 3.4 | 0 | 5.84 | 0 | 0 | 0 |
| 9 Mar | 1278.40 | 3.4 | 0 | 3.79 | 0 | 0 | 0 |
| 6 Mar | 1313.40 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1357.60 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1365.40 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 1374.00 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 1378.90 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1230 expiring on 28APR2026
Delta for 1230 PE is -0.01
Historical price for 1230 PE is as follows
On 24 Apr ICICIBANK was trading at 1329.40. The strike last trading price was 0.1, which was -0.19999999999999998 lower than the previous day. The implied volatity was 29.38, the open interest changed by -8 which decreased total open position to 275
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 0.3, which was -0.04999999999999999 lower than the previous day. The implied volatity was 34.92, the open interest changed by -3 which decreased total open position to 283
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 0.25, which was -0.15000000000000002 lower than the previous day. The implied volatity was 35.83, the open interest changed by -29 which decreased total open position to 288
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 0.4, which was -0.4 lower than the previous day. The implied volatity was 39.85, the open interest changed by -30 which decreased total open position to 318
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 0.9, which was -0.9 lower than the previous day. The implied volatity was 35.27, the open interest changed by -125 which decreased total open position to 351
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 1.6, which was -1.4499999999999997 lower than the previous day. The implied volatity was 33.48, the open interest changed by 121 which increased total open position to 477
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 3.2, which was -0.8499999999999996 lower than the previous day. The implied volatity was 35.1, the open interest changed by 0 which decreased total open position to 355
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 4, which was -0.5 lower than the previous day. The implied volatity was 37.08, the open interest changed by -49 which decreased total open position to 355
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 4.45, which was -1.8499999999999996 lower than the previous day. The implied volatity was 35.92, the open interest changed by 18 which increased total open position to 414
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 6.55, which was -5.8999999999999995 lower than the previous day. The implied volatity was 31.38, the open interest changed by -133 which decreased total open position to 396
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 12.25, which was 5 higher than the previous day. The implied volatity was 29.95, the open interest changed by 31 which increased total open position to 531
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 7.3, which was -18.9 lower than the previous day. The implied volatity was 29.18, the open interest changed by -269 which decreased total open position to 503
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 26.45, which was -6.65 lower than the previous day. The implied volatity was 32.03, the open interest changed by -158 which decreased total open position to 778
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 34, which was -9.9 lower than the previous day. The implied volatity was 30.76, the open interest changed by 182 which increased total open position to 951
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 43, which was -1 lower than the previous day. The implied volatity was 31.27, the open interest changed by -46 which decreased total open position to 774
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 43.7, which was -9.5 lower than the previous day. The implied volatity was 30, the open interest changed by 416 which increased total open position to 817
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 52.2, which was 11.95 higher than the previous day. The implied volatity was 35.01, the open interest changed by 133 which increased total open position to 399
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 39.8, which was 12.6 higher than the previous day. The implied volatity was 33.47, the open interest changed by 55 which increased total open position to 264
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 26.6, which was -6.35 lower than the previous day. The implied volatity was 28.95, the open interest changed by 5 which increased total open position to 210
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 31.75, which was -17.1 lower than the previous day. The implied volatity was 30.77, the open interest changed by 94 which increased total open position to 206
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 49.3, which was 14.95 higher than the previous day. The implied volatity was 34.49, the open interest changed by 27 which increased total open position to 111
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 34.8, which was 4.8 higher than the previous day. The implied volatity was 30.8, the open interest changed by 25 which increased total open position to 84
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 29.45, which was 14.9 higher than the previous day. The implied volatity was 29.34, the open interest changed by 9 which increased total open position to 59
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 14.55, which was -3.85 lower than the previous day. The implied volatity was 25.06, the open interest changed by 20 which increased total open position to 49
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 18.4, which was 1.55 higher than the previous day. The implied volatity was 26.79, the open interest changed by 28 which increased total open position to 29
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 16.85, which was 13.45 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 16.85, which was 13.45 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 16.85, which was 13.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 16.85, which was 13.45 higher than the previous day. The implied volatity was 25.22, 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 3.4, which was 0 lower than the previous day. The implied volatity was 5.84, 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 3.4, which was 0 lower than the previous day. The implied volatity was 3.79, 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 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 5 Mar ICICIBANK was trading at 1357.60. 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 4 Mar ICICIBANK was trading at 1365.40. 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 2 Mar ICICIBANK was trading at 1374.00. 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 27 Feb ICICIBANK was trading at 1378.90. 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
