ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
24 Apr 2026 01:37 PM IST
| ICICIBANK 28-Apr-2026 (4d) 1260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0
Theta: -0.65
Gamma: 0.00236
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1328.90 | 74.95 | -10.899999999999991 | 33.11 | 87 | -61 | 585 | |||||||||
| 23 Apr | 1348.00 | 86.3 | -25.35000000000001 | 30 | 63 | -39 | 649 | |||||||||
| 22 Apr | 1367.60 | 111.65 | -15.5 | 32.25 | 143 | -32 | 689 | |||||||||
| 21 Apr | 1388.40 | 123.9 | 24.650000000000006 | 35.27 | 211 | -86 | 722 | |||||||||
| 20 Apr | 1356.20 | 97.15 | 2.200000000000003 | 28.83 | 893 | 175 | 1,501 | |||||||||
| 17 Apr | 1346.80 | 97.4 | 7.1000000000000085 | 29.4 | 50 | -23 | 1,326 | |||||||||
| 16 Apr | 1345.50 | 90.3 | -2.75 | 33.24 | 51 | -12 | 1,350 | |||||||||
| 15 Apr | 1348.10 | 93.05 | -3.1500000000000057 | 29.67 | 112 | -1 | 1,399 | |||||||||
| 13 Apr | 1351.10 | 94.6 | 21.099999999999994 | 28 | 188 | -27 | 1,403 | |||||||||
| 10 Apr | 1321.90 | 72.55 | 25.599999999999994 | 25.73 | 242 | -31 | 1,430 | |||||||||
| 9 Apr | 1281.30 | 47.25 | -18.55 | 25.86 | 388 | -24 | 1,463 | |||||||||
| 8 Apr | 1309.20 | 64.9 | 36.1 | 23.92 | 1,117 | -314 | 1,489 | |||||||||
| 7 Apr | 1245.50 | 28.7 | 4.25 | 25.73 | 1,884 | -68 | 1,802 | |||||||||
| 6 Apr | 1231.40 | 22.5 | 2.35 | 27.21 | 1,843 | 88 | 1,873 | |||||||||
| 2 Apr | 1215.80 | 19.75 | -1.85 | 26.11 | 1,866 | 166 | 1,785 | |||||||||
| 1 Apr | 1212.70 | 21.4 | -2 | 27.89 | 2,531 | 222 | 1,621 | |||||||||
| 30 Mar | 1205.90 | 26 | -8.85 | 30.64 | 1,625 | 137 | 1,399 | |||||||||
| 27 Mar | 1233.80 | 35.05 | -9.8 | 27.48 | 1,526 | 386 | 1,262 | |||||||||
| 25 Mar | 1259.70 | 44.1 | 2.6 | 25.46 | 736 | 102 | 875 | |||||||||
| 24 Mar | 1251.20 | 41.8 | 8.35 | 25.54 | 367 | 23 | 773 | |||||||||
| 23 Mar | 1222.70 | 33.75 | -9.55 | 28.51 | 1,076 | 627 | 750 | |||||||||
| 20 Mar | 1245.40 | 43.85 | -2.1 | 25.95 | 239 | 65 | 143 | |||||||||
| 19 Mar | 1250.10 | 49.45 | -13.75 | 25.63 | 132 | 34 | 78 | |||||||||
| 18 Mar | 1289.30 | 62.55 | -2.15 | 20.5 | 32 | 10 | 45 | |||||||||
| 17 Mar | 1288.70 | 64.4 | 9.4 | 23.56 | 20 | -8 | 37 | |||||||||
| 16 Mar | 1272.90 | 55 | 5.6 | 24.94 | 73 | 13 | 46 | |||||||||
| 13 Mar | 1254.80 | 48.5 | -7.9 | 24.25 | 292 | -58 | 34 | |||||||||
| 12 Mar | 1266.50 | 56.9 | -77.55 | 23.7 | 96 | 64 | 64 | |||||||||
| 11 Mar | 1294.60 | 134.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1311.90 | 134.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1278.40 | 134.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1313.40 | 134.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1357.60 | 134.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1365.40 | 134.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 1374.00 | 134.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1378.90 | 134.45 | 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 | |||||||||
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| 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 | 0 | 0 | |||||||||
| 2 Feb | 1352.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 1334.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 1355.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1383.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1260 expiring on 28APR2026
Delta for 1260 CE is 0.94
Historical price for 1260 CE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 74.95, which was -10.899999999999991 lower than the previous day. The implied volatity was 33.11, the open interest changed by -61 which decreased total open position to 585
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 86.3, which was -25.35000000000001 lower than the previous day. The implied volatity was 30, the open interest changed by -39 which decreased total open position to 649
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 111.65, which was -15.5 lower than the previous day. The implied volatity was 32.25, the open interest changed by -32 which decreased total open position to 689
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 123.9, which was 24.650000000000006 higher than the previous day. The implied volatity was 35.27, the open interest changed by -86 which decreased total open position to 722
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 97.15, which was 2.200000000000003 higher than the previous day. The implied volatity was 28.83, the open interest changed by 175 which increased total open position to 1501
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 97.4, which was 7.1000000000000085 higher than the previous day. The implied volatity was 29.4, the open interest changed by -23 which decreased total open position to 1326
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 90.3, which was -2.75 lower than the previous day. The implied volatity was 33.24, the open interest changed by -12 which decreased total open position to 1350
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 93.05, which was -3.1500000000000057 lower than the previous day. The implied volatity was 29.67, the open interest changed by -1 which decreased total open position to 1399
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 94.6, which was 21.099999999999994 higher than the previous day. The implied volatity was 28, the open interest changed by -27 which decreased total open position to 1403
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 72.55, which was 25.599999999999994 higher than the previous day. The implied volatity was 25.73, the open interest changed by -31 which decreased total open position to 1430
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 47.25, which was -18.55 lower than the previous day. The implied volatity was 25.86, the open interest changed by -24 which decreased total open position to 1463
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 64.9, which was 36.1 higher than the previous day. The implied volatity was 23.92, the open interest changed by -314 which decreased total open position to 1489
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 28.7, which was 4.25 higher than the previous day. The implied volatity was 25.73, the open interest changed by -68 which decreased total open position to 1802
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 22.5, which was 2.35 higher than the previous day. The implied volatity was 27.21, the open interest changed by 88 which increased total open position to 1873
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 19.75, which was -1.85 lower than the previous day. The implied volatity was 26.11, the open interest changed by 166 which increased total open position to 1785
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 21.4, which was -2 lower than the previous day. The implied volatity was 27.89, the open interest changed by 222 which increased total open position to 1621
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 26, which was -8.85 lower than the previous day. The implied volatity was 30.64, the open interest changed by 137 which increased total open position to 1399
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 35.05, which was -9.8 lower than the previous day. The implied volatity was 27.48, the open interest changed by 386 which increased total open position to 1262
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 44.1, which was 2.6 higher than the previous day. The implied volatity was 25.46, the open interest changed by 102 which increased total open position to 875
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 41.8, which was 8.35 higher than the previous day. The implied volatity was 25.54, the open interest changed by 23 which increased total open position to 773
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 33.75, which was -9.55 lower than the previous day. The implied volatity was 28.51, the open interest changed by 627 which increased total open position to 750
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 43.85, which was -2.1 lower than the previous day. The implied volatity was 25.95, the open interest changed by 65 which increased total open position to 143
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 49.45, which was -13.75 lower than the previous day. The implied volatity was 25.63, the open interest changed by 34 which increased total open position to 78
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 62.55, which was -2.15 lower than the previous day. The implied volatity was 20.5, the open interest changed by 10 which increased total open position to 45
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 64.4, which was 9.4 higher than the previous day. The implied volatity was 23.56, the open interest changed by -8 which decreased total open position to 37
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 55, which was 5.6 higher than the previous day. The implied volatity was 24.94, the open interest changed by 13 which increased total open position to 46
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 48.5, which was -7.9 lower than the previous day. The implied volatity was 24.25, the open interest changed by -58 which decreased total open position to 34
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 56.9, which was -77.55 lower than the previous day. The implied volatity was 23.7, the open interest changed by 64 which increased total open position to 64
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 134.45, 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 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 134.45, 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 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 134.45, 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 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 134.45, 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 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 134.45, 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 134.45, 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 2 Mar ICICIBANK was trading at 1374.00. The strike last trading price was 134.45, 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 27 Feb ICICIBANK was trading at 1378.90. The strike last trading price was 134.45, 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 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 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 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
On 30 Jan ICICIBANK was trading at 1355.00. 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 29 Jan ICICIBANK was trading at 1383.60. 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
| ICICIBANK 28-Apr-2026 (4d) 1260 PE | |||||||
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Delta: -0.02
Vega: 0
Theta: 0.03
Gamma: 0.00118
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1328.90 | 0.2 | -0.2 | 23.43 | 158 | -37 | 443 |
| 23 Apr | 1348.00 | 0.25 | -0.2 | 26.4 | 122 | -33 | 488 |
| 22 Apr | 1367.60 | 0.45 | -0.14999999999999997 | 31.5 | 356 | -19 | 523 |
| 21 Apr | 1388.40 | 0.6 | -1 | 34.82 | 523 | -70 | 547 |
| 20 Apr | 1356.20 | 1.7 | -1.7 | 31.76 | 1,581 | -162 | 616 |
| 17 Apr | 1346.80 | 3.2 | -2.2 | 31.45 | 1,937 | 39 | 821 |
| 16 Apr | 1345.50 | 5.6 | -0.8500000000000005 | 33.22 | 561 | 27 | 742 |
| 15 Apr | 1348.10 | 6.35 | -0.75 | 34.1 | 621 | -77 | 717 |
| 13 Apr | 1351.10 | 7.25 | -3.0500000000000007 | 32.99 | 1,172 | 34 | 797 |
| 10 Apr | 1321.90 | 10.45 | -10 | 29.06 | 1,254 | 147 | 746 |
| 9 Apr | 1281.30 | 20.1 | 8.15 | 28.56 | 1,218 | -192 | 566 |
| 8 Apr | 1309.20 | 12 | -26.75 | 27.29 | 1,256 | 169 | 757 |
| 7 Apr | 1245.50 | 38.55 | -8.8 | 30.4 | 337 | -20 | 590 |
| 6 Apr | 1231.40 | 48.75 | -10.15 | 29.29 | 407 | 117 | 619 |
| 2 Apr | 1215.80 | 58.5 | -1.9 | 29.54 | 86 | 10 | 506 |
| 1 Apr | 1212.70 | 60.85 | -9.75 | 29.29 | 348 | 48 | 499 |
| 30 Mar | 1205.90 | 69.8 | 16.15 | 34.91 | 266 | 52 | 451 |
| 27 Mar | 1233.80 | 53 | 15 | 32.18 | 628 | 74 | 405 |
| 25 Mar | 1259.70 | 37.6 | -7.25 | 27.83 | 471 | 115 | 331 |
| 24 Mar | 1251.20 | 43.75 | -20 | 29.81 | 183 | 127 | 214 |
| 23 Mar | 1222.70 | 64.8 | 17.95 | 34.05 | 94 | 11 | 86 |
| 20 Mar | 1245.40 | 47.95 | 4.25 | 30.44 | 89 | 16 | 73 |
| 19 Mar | 1250.10 | 41.7 | 17.8 | 29.09 | 48 | 15 | 56 |
| 18 Mar | 1289.30 | 23.9 | -2.95 | 25.4 | 23 | 4 | 40 |
| 17 Mar | 1288.70 | 26.85 | -21.15 | 25.99 | 13 | 2 | 36 |
| 16 Mar | 1272.90 | 48 | 2.1 | 34.02 | 6 | 1 | 34 |
| 13 Mar | 1254.80 | 46.55 | 10.35 | 29.26 | 68 | 16 | 36 |
| 12 Mar | 1266.50 | 36.2 | 10.65 | 26.74 | 5 | 2 | 20 |
| 11 Mar | 1294.60 | 25.55 | 5.5 | 25.43 | 3 | 1 | 18 |
| 10 Mar | 1311.90 | 20.05 | -1.95 | 25.1 | 16 | 10 | 17 |
| 9 Mar | 1278.40 | 22.05 | 15.05 | - | 0 | 0 | 7 |
| 6 Mar | 1313.40 | 22.05 | 15.05 | 25.97 | 6 | 4 | 6 |
| 5 Mar | 1357.60 | 7 | -6.75 | - | 3 | 0 | 0 |
| 4 Mar | 1365.40 | 7 | -6.75 | - | 3 | 0 | 2 |
| 2 Mar | 1374.00 | 7 | -6.75 | 22.39 | 3 | 1 | 1 |
| 27 Feb | 1378.90 | 13.75 | 0 | 7.07 | 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 | 13.75 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1352.80 | 13.75 | 0 | 4.54 | 0 | 0 | 0 |
| 1 Feb | 1334.20 | 13.75 | 0 | 4.52 | 0 | 0 | 0 |
| 30 Jan | 1355.00 | 13.75 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1383.60 | 13.75 | 0 | 5.11 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1260 expiring on 28APR2026
Delta for 1260 PE is -0.02
Historical price for 1260 PE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 0.2, which was -0.2 lower than the previous day. The implied volatity was 23.43, the open interest changed by -37 which decreased total open position to 443
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 26.4, the open interest changed by -33 which decreased total open position to 488
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 0.45, which was -0.14999999999999997 lower than the previous day. The implied volatity was 31.5, the open interest changed by -19 which decreased total open position to 523
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 0.6, which was -1 lower than the previous day. The implied volatity was 34.82, the open interest changed by -70 which decreased total open position to 547
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 1.7, which was -1.7 lower than the previous day. The implied volatity was 31.76, the open interest changed by -162 which decreased total open position to 616
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 3.2, which was -2.2 lower than the previous day. The implied volatity was 31.45, the open interest changed by 39 which increased total open position to 821
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 5.6, which was -0.8500000000000005 lower than the previous day. The implied volatity was 33.22, the open interest changed by 27 which increased total open position to 742
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 6.35, which was -0.75 lower than the previous day. The implied volatity was 34.1, the open interest changed by -77 which decreased total open position to 717
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 7.25, which was -3.0500000000000007 lower than the previous day. The implied volatity was 32.99, the open interest changed by 34 which increased total open position to 797
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 10.45, which was -10 lower than the previous day. The implied volatity was 29.06, the open interest changed by 147 which increased total open position to 746
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 20.1, which was 8.15 higher than the previous day. The implied volatity was 28.56, the open interest changed by -192 which decreased total open position to 566
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 12, which was -26.75 lower than the previous day. The implied volatity was 27.29, the open interest changed by 169 which increased total open position to 757
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 38.55, which was -8.8 lower than the previous day. The implied volatity was 30.4, the open interest changed by -20 which decreased total open position to 590
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 48.75, which was -10.15 lower than the previous day. The implied volatity was 29.29, the open interest changed by 117 which increased total open position to 619
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 58.5, which was -1.9 lower than the previous day. The implied volatity was 29.54, the open interest changed by 10 which increased total open position to 506
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 60.85, which was -9.75 lower than the previous day. The implied volatity was 29.29, the open interest changed by 48 which increased total open position to 499
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 69.8, which was 16.15 higher than the previous day. The implied volatity was 34.91, the open interest changed by 52 which increased total open position to 451
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 53, which was 15 higher than the previous day. The implied volatity was 32.18, the open interest changed by 74 which increased total open position to 405
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 37.6, which was -7.25 lower than the previous day. The implied volatity was 27.83, the open interest changed by 115 which increased total open position to 331
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 43.75, which was -20 lower than the previous day. The implied volatity was 29.81, the open interest changed by 127 which increased total open position to 214
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 64.8, which was 17.95 higher than the previous day. The implied volatity was 34.05, the open interest changed by 11 which increased total open position to 86
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 47.95, which was 4.25 higher than the previous day. The implied volatity was 30.44, the open interest changed by 16 which increased total open position to 73
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 41.7, which was 17.8 higher than the previous day. The implied volatity was 29.09, the open interest changed by 15 which increased total open position to 56
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 23.9, which was -2.95 lower than the previous day. The implied volatity was 25.4, the open interest changed by 4 which increased total open position to 40
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 26.85, which was -21.15 lower than the previous day. The implied volatity was 25.99, the open interest changed by 2 which increased total open position to 36
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 48, which was 2.1 higher than the previous day. The implied volatity was 34.02, the open interest changed by 1 which increased total open position to 34
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 46.55, which was 10.35 higher than the previous day. The implied volatity was 29.26, the open interest changed by 16 which increased total open position to 36
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 36.2, which was 10.65 higher than the previous day. The implied volatity was 26.74, the open interest changed by 2 which increased total open position to 20
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 25.55, which was 5.5 higher than the previous day. The implied volatity was 25.43, the open interest changed by 1 which increased total open position to 18
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 20.05, which was -1.95 lower than the previous day. The implied volatity was 25.1, the open interest changed by 10 which increased total open position to 17
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 22.05, which was 15.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 22.05, which was 15.05 higher than the previous day. The implied volatity was 25.97, the open interest changed by 4 which increased total open position to 6
On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 7, which was -6.75 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, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Mar ICICIBANK was trading at 1374.00. The strike last trading price was 7, which was -6.75 lower than the previous day. The implied volatity was 22.39, the open interest changed by 1 which increased total open position to 1
On 27 Feb ICICIBANK was trading at 1378.90. The strike last trading price was 13.75, which was 0 lower than the previous day. The implied volatity was 7.07, 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 13.75, 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 Feb ICICIBANK was trading at 1352.80. The strike last trading price was 13.75, which was 0 lower than the previous day. The implied volatity was 4.54, 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 13.75, which was 0 lower than the previous day. The implied volatity was 4.52, the open interest changed by 0 which decreased total open position to 0
On 30 Jan ICICIBANK was trading at 1355.00. The strike last trading price was 13.75, 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 29 Jan ICICIBANK was trading at 1383.60. The strike last trading price was 13.75, which was 0 lower than the previous day. The implied volatity was 5.11, the open interest changed by 0 which decreased total open position to 0
