ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
08 Apr 2026 10:21 AM IST
| ICICIBANK 28-Apr-2026 (20d) 1250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.7
Theta: -0.63
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Apr | 1302.50 | 66.15 | 32 | 20.04 | 668 | -285 | 1,014 | |||||||||
| 7 Apr | 1245.50 | 34 | 4.9 | 26.08 | 2,728 | -81 | 1,317 | |||||||||
| 6 Apr | 1231.40 | 27.45 | 3.3 | 28.05 | 2,872 | 38 | 1,388 | |||||||||
| 2 Apr | 1215.80 | 23.6 | -2 | 26.39 | 2,741 | 35 | 1,346 | |||||||||
| 1 Apr | 1212.70 | 25.55 | -2.25 | 28.43 | 3,189 | 435 | 1,315 | |||||||||
| 30 Mar | 1205.90 | 30.5 | -9.75 | 32.51 | 1,984 | 177 | 862 | |||||||||
| 27 Mar | 1233.80 | 40.05 | -11.4 | 27.79 | 914 | 212 | 682 | |||||||||
| 25 Mar | 1259.70 | 50.5 | 3.3 | 26.13 | 455 | -29 | 476 | |||||||||
| 24 Mar | 1251.20 | 47.55 | 9.1 | 25.92 | 1,419 | 303 | 503 | |||||||||
| 23 Mar | 1222.70 | 38.4 | -10.05 | 28.84 | 352 | 58 | 202 | |||||||||
| 20 Mar | 1245.40 | 49.55 | -2.35 | 26.34 | 194 | 20 | 140 | |||||||||
| 19 Mar | 1250.10 | 55.05 | -16.3 | 25.72 | 200 | 19 | 121 | |||||||||
| 18 Mar | 1289.30 | 71.35 | 0.15 | 21.78 | 60 | 12 | 100 | |||||||||
| 17 Mar | 1288.70 | 71.55 | 8.6 | 23.96 | 111 | -5 | 86 | |||||||||
| 16 Mar | 1272.90 | 62.25 | 7.45 | 25.85 | 190 | 1 | 92 | |||||||||
| 13 Mar | 1254.80 | 55.55 | -7.8 | 25.57 | 400 | 97 | 109 | |||||||||
| 12 Mar | 1266.50 | 63 | -91.25 | 23.82 | 23 | 12 | 12 | |||||||||
| 11 Mar | 1294.60 | 154.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1311.90 | 154.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1278.40 | 154.25 | 0 | - | 0 | 0 | 0 | |||||||||
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| 6 Mar | 1313.40 | 154.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1357.60 | 154.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1365.40 | 154.25 | 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 1250 expiring on 28APR2026
Delta for 1250 CE is 0.85
Historical price for 1250 CE is as follows
On 8 Apr ICICIBANK was trading at 1302.50. The strike last trading price was 66.15, which was 32 higher than the previous day. The implied volatity was 20.04, the open interest changed by -285 which decreased total open position to 1014
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 34, which was 4.9 higher than the previous day. The implied volatity was 26.08, the open interest changed by -81 which decreased total open position to 1317
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 27.45, which was 3.3 higher than the previous day. The implied volatity was 28.05, the open interest changed by 38 which increased total open position to 1388
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 23.6, which was -2 lower than the previous day. The implied volatity was 26.39, the open interest changed by 35 which increased total open position to 1346
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 25.55, which was -2.25 lower than the previous day. The implied volatity was 28.43, the open interest changed by 435 which increased total open position to 1315
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 30.5, which was -9.75 lower than the previous day. The implied volatity was 32.51, the open interest changed by 177 which increased total open position to 862
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 40.05, which was -11.4 lower than the previous day. The implied volatity was 27.79, the open interest changed by 212 which increased total open position to 682
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 50.5, which was 3.3 higher than the previous day. The implied volatity was 26.13, the open interest changed by -29 which decreased total open position to 476
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 47.55, which was 9.1 higher than the previous day. The implied volatity was 25.92, the open interest changed by 303 which increased total open position to 503
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 38.4, which was -10.05 lower than the previous day. The implied volatity was 28.84, the open interest changed by 58 which increased total open position to 202
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 49.55, which was -2.35 lower than the previous day. The implied volatity was 26.34, the open interest changed by 20 which increased total open position to 140
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 55.05, which was -16.3 lower than the previous day. The implied volatity was 25.72, the open interest changed by 19 which increased total open position to 121
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 71.35, which was 0.15 higher than the previous day. The implied volatity was 21.78, the open interest changed by 12 which increased total open position to 100
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 71.55, which was 8.6 higher than the previous day. The implied volatity was 23.96, the open interest changed by -5 which decreased total open position to 86
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 62.25, which was 7.45 higher than the previous day. The implied volatity was 25.85, the open interest changed by 1 which increased total open position to 92
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 55.55, which was -7.8 lower than the previous day. The implied volatity was 25.57, the open interest changed by 97 which increased total open position to 109
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 63, which was -91.25 lower than the previous day. The implied volatity was 23.82, the open interest changed by 12 which increased total open position to 12
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 154.25, 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 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 154.25, 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 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 154.25, 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 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 154.25, 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 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 154.25, 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 154.25, 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 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 (20d) 1250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 0.89
Theta: -0.52
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Apr | 1302.50 | 10.8 | -23.05 | 27.07 | 1,160 | -2 | 1,224 |
| 7 Apr | 1245.50 | 33.85 | -8 | 30.73 | 1,142 | 205 | 1,217 |
| 6 Apr | 1231.40 | 42.75 | -11.15 | 29.24 | 456 | 1 | 1,017 |
| 2 Apr | 1215.80 | 54.2 | -0.3 | 31.12 | 215 | -14 | 1,017 |
| 1 Apr | 1212.70 | 54.5 | -9.55 | 29.34 | 744 | 94 | 1,030 |
| 30 Mar | 1205.90 | 65 | 16.3 | 35.97 | 639 | 53 | 936 |
| 27 Mar | 1233.80 | 48.9 | 14.8 | 33.03 | 1,750 | 345 | 881 |
| 25 Mar | 1259.70 | 33.6 | -6.45 | 28.2 | 502 | 19 | 531 |
| 24 Mar | 1251.20 | 39.35 | -18.6 | 30.08 | 543 | 71 | 512 |
| 23 Mar | 1222.70 | 58.05 | 16 | 33.35 | 442 | 150 | 441 |
| 20 Mar | 1245.40 | 40.8 | 0.8 | 29.03 | 301 | 52 | 290 |
| 19 Mar | 1250.10 | 37.35 | 16.45 | 29.2 | 169 | -11 | 238 |
| 18 Mar | 1289.30 | 20.9 | -2.8 | 25.6 | 327 | 67 | 249 |
| 17 Mar | 1288.70 | 23.45 | -8.6 | 26.07 | 167 | 4 | 181 |
| 16 Mar | 1272.90 | 33.1 | -7.85 | 27.72 | 192 | 3 | 177 |
| 13 Mar | 1254.80 | 41.95 | 8.9 | 29.3 | 145 | -4 | 173 |
| 12 Mar | 1266.50 | 32.8 | 7.8 | 27.16 | 172 | 39 | 174 |
| 11 Mar | 1294.60 | 25 | 7.2 | 26.68 | 119 | 28 | 147 |
| 10 Mar | 1311.90 | 17.8 | -13.55 | 25.43 | 110 | 80 | 120 |
| 9 Mar | 1278.40 | 31.35 | 12 | 26.77 | 30 | 1 | 40 |
| 6 Mar | 1313.40 | 19.65 | 9.65 | 26.23 | 38 | 27 | 39 |
| 5 Mar | 1357.60 | 10 | 1.3 | 24.39 | 6 | 3 | 11 |
| 4 Mar | 1365.40 | 8.7 | 3.55 | 24.59 | 10 | 8 | 8 |
| 2 Mar | 1374.00 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 1378.90 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1250 expiring on 28APR2026
Delta for 1250 PE is -0.21
Historical price for 1250 PE is as follows
On 8 Apr ICICIBANK was trading at 1302.50. The strike last trading price was 10.8, which was -23.05 lower than the previous day. The implied volatity was 27.07, the open interest changed by -2 which decreased total open position to 1224
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 33.85, which was -8 lower than the previous day. The implied volatity was 30.73, the open interest changed by 205 which increased total open position to 1217
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 42.75, which was -11.15 lower than the previous day. The implied volatity was 29.24, the open interest changed by 1 which increased total open position to 1017
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 54.2, which was -0.3 lower than the previous day. The implied volatity was 31.12, the open interest changed by -14 which decreased total open position to 1017
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 54.5, which was -9.55 lower than the previous day. The implied volatity was 29.34, the open interest changed by 94 which increased total open position to 1030
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 65, which was 16.3 higher than the previous day. The implied volatity was 35.97, the open interest changed by 53 which increased total open position to 936
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 48.9, which was 14.8 higher than the previous day. The implied volatity was 33.03, the open interest changed by 345 which increased total open position to 881
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 33.6, which was -6.45 lower than the previous day. The implied volatity was 28.2, the open interest changed by 19 which increased total open position to 531
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 39.35, which was -18.6 lower than the previous day. The implied volatity was 30.08, the open interest changed by 71 which increased total open position to 512
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 58.05, which was 16 higher than the previous day. The implied volatity was 33.35, the open interest changed by 150 which increased total open position to 441
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 40.8, which was 0.8 higher than the previous day. The implied volatity was 29.03, the open interest changed by 52 which increased total open position to 290
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 37.35, which was 16.45 higher than the previous day. The implied volatity was 29.2, the open interest changed by -11 which decreased total open position to 238
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 20.9, which was -2.8 lower than the previous day. The implied volatity was 25.6, the open interest changed by 67 which increased total open position to 249
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 23.45, which was -8.6 lower than the previous day. The implied volatity was 26.07, the open interest changed by 4 which increased total open position to 181
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 33.1, which was -7.85 lower than the previous day. The implied volatity was 27.72, the open interest changed by 3 which increased total open position to 177
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 41.95, which was 8.9 higher than the previous day. The implied volatity was 29.3, the open interest changed by -4 which decreased total open position to 173
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 32.8, which was 7.8 higher than the previous day. The implied volatity was 27.16, the open interest changed by 39 which increased total open position to 174
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 25, which was 7.2 higher than the previous day. The implied volatity was 26.68, the open interest changed by 28 which increased total open position to 147
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 17.8, which was -13.55 lower than the previous day. The implied volatity was 25.43, the open interest changed by 80 which increased total open position to 120
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 31.35, which was 12 higher than the previous day. The implied volatity was 26.77, the open interest changed by 1 which increased total open position to 40
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 19.65, which was 9.65 higher than the previous day. The implied volatity was 26.23, the open interest changed by 27 which increased total open position to 39
On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 10, which was 1.3 higher than the previous day. The implied volatity was 24.39, the open interest changed by 3 which increased total open position to 11
On 4 Mar ICICIBANK was trading at 1365.40. The strike last trading price was 8.7, which was 3.55 higher than the previous day. The implied volatity was 24.59, the open interest changed by 8 which increased total open position to 8
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
