[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1212.7 +6.80 (0.56%)
L: 1210 H: 1234

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Historical option data for ICICIBANK

01 Apr 2026 04:10 PM IST
ICICIBANK 28-Apr-2026 (27d) 1240 CE
Delta: 0.44
Vega: 1.3
Theta: -0.83
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
1 Apr 1212.70 29.65 -2.7 28.6 3,839 878 1,598
30 Mar 1205.90 35.55 -9.7 32.16 1,449 331 723
27 Mar 1233.80 45.5 -12.15 28.14 825 102 352
25 Mar 1259.70 56 3.05 25.93 107 -10 251
24 Mar 1251.20 53.65 10.4 26.28 591 101 262
23 Mar 1222.70 44.1 -9.6 29.62 297 135 163
20 Mar 1245.40 55.35 -7 26.57 62 16 32
19 Mar 1250.10 62.9 -87.7 27.01 16 3 3
18 Mar 1289.30 150.6 0 - 0 0 0
17 Mar 1288.70 150.6 0 - 0 0 0
16 Mar 1272.90 150.6 0 - 0 0 0
13 Mar 1254.80 150.6 0 - 0 0 0
12 Mar 1266.50 150.6 0 - 0 0 0
11 Mar 1294.60 150.6 0 - 0 0 0
10 Mar 1311.90 150.6 0 - 0 0 0
9 Mar 1278.40 150.6 0 - 0 0 0
6 Mar 1313.40 150.6 0 - 0 0 0
5 Mar 1357.60 150.6 0 - 0 0 0
4 Mar 1365.40 150.6 0 - 0 0 0
2 Mar 1374.00 150.6 0 - 0 0 0
27 Feb 1378.90 150.6 0 - 0 0 0
26 Feb 1404.90 - - - 0 0 0
25 Feb 1400.50 - - - 0 0 0
24 Feb 1384.80 - - - 0 0 0
23 Feb 1399.40 - - - 0 0 0
20 Feb 1394.50 - - - 0 0 0
19 Feb 1388.80 - - - 0 0 0
18 Feb 1408.20 - - - 0 0 0
17 Feb 1407.50 - - - 0 0 0
16 Feb 1411.60 - - - 0 0 0
13 Feb 1414.60 - - - 0 0 0
12 Feb 1430.00 - - - 0 0 0
11 Feb 1406.10 - - - 0 0 0
10 Feb 1406.50 - - - 0 0 0
9 Feb 1396.30 - - - 0 0 0
6 Feb 1406.10 - - - 0 0 0
5 Feb 1396.50 - - - 0 0 0
4 Feb 1408.40 - - - 0 0 0
3 Feb 1389.70 - - - 0 0 0
2 Feb 1352.80 0 0 - 0 0 0
1 Feb 1334.20 0 0 - 0 0 0


For Icici Bank Ltd. - strike price 1240 expiring on 28APR2026

Delta for 1240 CE is 0.44

Historical price for 1240 CE is as follows

On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 29.65, which was -2.7 lower than the previous day. The implied volatity was 28.6, the open interest changed by 878 which increased total open position to 1598


On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 35.55, which was -9.7 lower than the previous day. The implied volatity was 32.16, the open interest changed by 331 which increased total open position to 723


On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 45.5, which was -12.15 lower than the previous day. The implied volatity was 28.14, the open interest changed by 102 which increased total open position to 352


On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 56, which was 3.05 higher than the previous day. The implied volatity was 25.93, the open interest changed by -10 which decreased total open position to 251


On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 53.65, which was 10.4 higher than the previous day. The implied volatity was 26.28, the open interest changed by 101 which increased total open position to 262


On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 44.1, which was -9.6 lower than the previous day. The implied volatity was 29.62, the open interest changed by 135 which increased total open position to 163


On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 55.35, which was -7 lower than the previous day. The implied volatity was 26.57, the open interest changed by 16 which increased total open position to 32


On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 62.9, which was -87.7 lower than the previous day. The implied volatity was 27.01, the open interest changed by 3 which increased total open position to 3


On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 150.6, 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 150.6, 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 150.6, 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 150.6, 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 150.6, 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 150.6, 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 150.6, 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 150.6, 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 150.6, 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 150.6, 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 150.6, 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 150.6, 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 150.6, 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 26 Feb ICICIBANK was trading at 1404.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Feb ICICIBANK was trading at 1400.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Feb ICICIBANK was trading at 1384.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Feb ICICIBANK was trading at 1399.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb ICICIBANK was trading at 1394.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Feb ICICIBANK was trading at 1388.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb ICICIBANK was trading at 1408.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Feb ICICIBANK was trading at 1407.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Feb ICICIBANK was trading at 1411.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb ICICIBANK was trading at 1414.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb ICICIBANK was trading at 1430.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb ICICIBANK was trading at 1406.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb ICICIBANK was trading at 1406.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Feb ICICIBANK was trading at 1396.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb ICICIBANK was trading at 1406.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb ICICIBANK was trading at 1396.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Feb ICICIBANK was trading at 1408.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb ICICIBANK was trading at 1389.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Feb ICICIBANK was trading at 1352.80. 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 1 Feb ICICIBANK was trading at 1334.20. 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 (27d) 1240 PE
Delta: -0.56
Vega: 1.3
Theta: -0.52
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
1 Apr 1212.70 49.1 -9.25 29.82 1,031 92 585
30 Mar 1205.90 57.35 13 34.68 881 58 488
27 Mar 1233.80 43.8 12.9 32.98 943 171 430
25 Mar 1259.70 29.65 -6.55 28.38 167 3 256
24 Mar 1251.20 35.6 -16.95 30.56 543 141 241
23 Mar 1222.70 54.4 15.95 34.49 283 -86 99
20 Mar 1245.40 37.7 3.25 29.94 76 2 184
19 Mar 1250.10 32.8 14.4 28.99 233 159 181
18 Mar 1289.30 18.4 -8.65 25.94 21 4 21
17 Mar 1288.70 27.05 0.7 - 27 0 17
16 Mar 1272.90 27.05 0.7 26.38 27 3 17
13 Mar 1254.80 26.35 5.95 - 0 0 0
12 Mar 1266.50 26.35 5.95 25.57 2 3 0
11 Mar 1294.60 20.4 3.55 26.17 4 2 13
10 Mar 1311.90 17.15 6.9 26.74 16 10 10
9 Mar 1278.40 10.25 0 3.16 0 0 0
6 Mar 1313.40 10.25 0 5.28 0 0 0
5 Mar 1357.60 10.25 0 - 0 0 0
4 Mar 1365.40 10.25 0 7.66 0 0 0
2 Mar 1374.00 10.25 0 7.95 0 0 0
27 Feb 1378.90 10.25 0 8 0 0 0
26 Feb 1404.90 - - - 0 0 0
25 Feb 1400.50 - - - 0 0 0
24 Feb 1384.80 - - - 0 0 0
23 Feb 1399.40 - - - 0 0 0
20 Feb 1394.50 - - - 0 0 0
19 Feb 1388.80 - - - 0 0 0
18 Feb 1408.20 - - - 0 0 0
17 Feb 1407.50 - - - 0 0 0
16 Feb 1411.60 - - - 0 0 0
13 Feb 1414.60 - - - 0 0 0
12 Feb 1430.00 - - - 0 0 0
11 Feb 1406.10 - - - 0 0 0
10 Feb 1406.50 - - - 0 0 0
9 Feb 1396.30 - - - 0 0 0
6 Feb 1406.10 - - - 0 0 0
5 Feb 1396.50 - - - 0 0 0
4 Feb 1408.40 - - - 0 0 0
3 Feb 1389.70 - - - 0 0 0
2 Feb 1352.80 10.25 0 5.35 0 0 0
1 Feb 1334.20 10.25 0 5.33 0 0 0


For Icici Bank Ltd. - strike price 1240 expiring on 28APR2026

Delta for 1240 PE is -0.56

Historical price for 1240 PE is as follows

On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 49.1, which was -9.25 lower than the previous day. The implied volatity was 29.82, the open interest changed by 92 which increased total open position to 585


On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 57.35, which was 13 higher than the previous day. The implied volatity was 34.68, the open interest changed by 58 which increased total open position to 488


On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 43.8, which was 12.9 higher than the previous day. The implied volatity was 32.98, the open interest changed by 171 which increased total open position to 430


On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 29.65, which was -6.55 lower than the previous day. The implied volatity was 28.38, the open interest changed by 3 which increased total open position to 256


On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 35.6, which was -16.95 lower than the previous day. The implied volatity was 30.56, the open interest changed by 141 which increased total open position to 241


On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 54.4, which was 15.95 higher than the previous day. The implied volatity was 34.49, the open interest changed by -86 which decreased total open position to 99


On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 37.7, which was 3.25 higher than the previous day. The implied volatity was 29.94, the open interest changed by 2 which increased total open position to 184


On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 32.8, which was 14.4 higher than the previous day. The implied volatity was 28.99, the open interest changed by 159 which increased total open position to 181


On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 18.4, which was -8.65 lower than the previous day. The implied volatity was 25.94, the open interest changed by 4 which increased total open position to 21


On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 27.05, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 27.05, which was 0.7 higher than the previous day. The implied volatity was 26.38, the open interest changed by 3 which increased total open position to 17


On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 26.35, which was 5.95 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 26.35, which was 5.95 higher than the previous day. The implied volatity was 25.57, the open interest changed by 3 which increased total open position to 0


On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 20.4, which was 3.55 higher than the previous day. The implied volatity was 26.17, the open interest changed by 2 which increased total open position to 13


On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 17.15, which was 6.9 higher than the previous day. The implied volatity was 26.74, the open interest changed by 10 which increased total open position to 10


On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 10.25, which was 0 lower than the previous day. The implied volatity was 3.16, 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 10.25, which was 0 lower than the previous day. The implied volatity was 5.28, 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 10.25, 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 10.25, which was 0 lower than the previous day. The implied volatity was 7.66, 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 10.25, which was 0 lower than the previous day. The implied volatity was 7.95, 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 10.25, which was 0 lower than the previous day. The implied volatity was 8, the open interest changed by 0 which decreased total open position to 0


On 26 Feb ICICIBANK was trading at 1404.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Feb ICICIBANK was trading at 1400.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Feb ICICIBANK was trading at 1384.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Feb ICICIBANK was trading at 1399.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb ICICIBANK was trading at 1394.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Feb ICICIBANK was trading at 1388.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb ICICIBANK was trading at 1408.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Feb ICICIBANK was trading at 1407.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Feb ICICIBANK was trading at 1411.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb ICICIBANK was trading at 1414.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb ICICIBANK was trading at 1430.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb ICICIBANK was trading at 1406.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb ICICIBANK was trading at 1406.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Feb ICICIBANK was trading at 1396.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb ICICIBANK was trading at 1406.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb ICICIBANK was trading at 1396.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Feb ICICIBANK was trading at 1408.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb ICICIBANK was trading at 1389.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Feb ICICIBANK was trading at 1352.80. The strike last trading price was 10.25, which was 0 lower than the previous day. The implied volatity was 5.35, the open interest changed by 0 which decreased total open position to 0


On 1 Feb ICICIBANK was trading at 1334.20. The strike last trading price was 10.25, which was 0 lower than the previous day. The implied volatity was 5.33, the open interest changed by 0 which decreased total open position to 0