[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1205.9 -27.90 (-2.26%)
L: 1200.4 H: 1222.6

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Historical option data for ICICIBANK

30 Mar 2026 04:10 PM IST
ICICIBANK 28-Apr-2026 (28d) 1260 CE
Delta: 0.38
Vega: 1.3
Theta: -0.8
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
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
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 0.38

Historical price for 1260 CE is as follows

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 (28d) 1260 PE
Delta: -0.61
Vega: 1.32
Theta: -0.57
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
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 -0.61

Historical price for 1260 PE is as follows

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