Historical option data for ICICIBANK
22 May 2026 04:10 PM IST
| ICICIBANK 26-May-2026 (3d) 1270 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 0.01
Theta: -1.24
Gamma: 0.01565
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 1264.30 | 9.2 | 5.75 (166.67%) | 18.42 | 23,926 | 135 | 2,110 | |||||||||
| 21 May | 1242.80 | 4.45 | 0.6 (15.58%) | 21.91 | 15,660 | -83 | 1,978 | |||||||||
| 20 May | 1237.30 | 3.7 | -2.7 (-42.19%) | 21.97 | 10,542 | -5 | 2,085 | |||||||||
| 19 May | 1240.80 | 6.85 | -3 (-30.46%) | 23.62 | 7,679 | 126 | 2,095 | |||||||||
| 18 May | 1251.10 | 10.3 | 0.65 (6.74%) | 22.9 | 4,874 | 81 | 1,970 | |||||||||
| 15 May | 1244.50 | 10.15 | -0.9 (-8.14%) | 22.26 | 4,410 | -15 | 1,915 | |||||||||
| 14 May | 1246.00 | 11.95 | 2.1 (21.32%) | 22.81 | 4,853 | -185 | 1,926 | |||||||||
| 13 May | 1235.60 | 9.75 | -2.65 (-21.37%) | 0 | 4,797 | -28 | 2,110 | |||||||||
| 12 May | 1240.30 | 13.5 | -9.8 (-42.06%) | 23.29 | 3,716 | 134 | 2,152 | |||||||||
| 11 May | 1266.40 | 23.1 | -0.05 (-0.22%) | 22.23 | 5,499 | 1 | 2,011 | |||||||||
| 8 May | 1264.80 | 23.35 | -7.2 (-23.57%) | 20.71 | 5,313 | 703 | 2,010 | |||||||||
| 7 May | 1279.00 | 31.55 | -2.5 (-7.34%) | 21.13 | 2,312 | -183 | 1,312 | |||||||||
| 6 May | 1279.50 | 34.4 | 13.4 (63.81%) | 23.48 | 6,061 | 104 | 1,506 | |||||||||
| 5 May | 1251.30 | 20.5 | -11.2 (-35.33%) | 22.69 | 3,413 | 373 | 1,387 | |||||||||
| 4 May | 1270.80 | 31.45 | 0.85 (2.78%) | 22.97 | 2,256 | 786 | 1,025 | |||||||||
| 30 Apr | 1263.40 | 32.1 | -8.65 (-21.23%) | 23.41 | 4,083 | 735 | 974 | |||||||||
| 29 Apr | 1281.00 | 40.35 | -8.5 (-17.40%) | 23.67 | 445 | 147 | 234 | |||||||||
| 28 Apr | 1292.00 | 49 | -20.4 (-29.39%) | 24.95 | 154 | 77 | 84 | |||||||||
| 27 Apr | 1314.10 | 69.4 | -15.6 (-18.35%) | 26.64 | 2 | 1 | 7 | |||||||||
| 24 Apr | 1326.20 | 85 | -32 (-27.35%) | 24.68 | 1 | 0 | 5 | |||||||||
| 23 Apr | 1348.00 | 117 | -13.65 (-10.45%) | - | 0 | 0 | 5 | |||||||||
| 22 Apr | 1367.60 | 117 | -13.65 (-10.45%) | 25.7 | 0 | 0 | 5 | |||||||||
| 21 Apr | 1388.40 | 117 | 77 (192.50%) | 25.7 | 4 | 0 | 1 | |||||||||
| 20 Apr | 1356.20 | 40 | 5.15 (14.78%) | - | 0 | 0 | 1 | |||||||||
| 17 Apr | 1346.80 | 40 | 5.15 (14.78%) | - | 0 | 0 | 1 | |||||||||
| 16 Apr | 1345.50 | 40 | 5.15 (14.78%) | - | 0 | 0 | 1 | |||||||||
| 15 Apr | 1348.10 | 40 | 5.15 (14.78%) | - | 0 | 0 | 1 | |||||||||
| 13 Apr | 1351.10 | 40 | 5.15 (14.78%) | - | 0 | 0 | 1 | |||||||||
| 10 Apr | 1321.90 | 40 | 5.15 (14.78%) | - | 0 | 0 | 1 | |||||||||
| 9 Apr | 1281.30 | 40 | 16.9 (73.16%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1309.20 | 40 | 16.9 (73.16%) | - | 0 | 0 | 1 | |||||||||
| 7 Apr | 1245.50 | 40 | 16.9 (73.16%) | 23.11 | 1 | 0 | 0 | |||||||||
| 6 Apr | 1231.40 | 23.1 | 0 (0.00%) | 1.48 | 0 | 0 | 0 | |||||||||
| 2 Apr | 1215.80 | 23.1 | 0 (0.00%) | 2.09 | 0 | 0 | 0 | |||||||||
| 1 Apr | 1212.70 | 23.1 | 0 (0.00%) | 2.27 | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1270 expiring on 26MAY2026
Delta for 1270 CE is 0.47
Historical price for 1270 CE is as follows
On 22 May ICICIBANK was trading at 1264.30. The strike last trading price was 9.2, which was 5.75 higher than the previous day. The implied volatity was 18.42, the open interest changed by 135 which increased total open position to 2110
On 21 May ICICIBANK was trading at 1242.80. The strike last trading price was 4.45, which was 0.6 higher than the previous day. The implied volatity was 21.91, the open interest changed by -83 which decreased total open position to 1978
On 20 May ICICIBANK was trading at 1237.30. The strike last trading price was 3.7, which was -2.7 lower than the previous day. The implied volatity was 21.97, the open interest changed by -5 which decreased total open position to 2085
On 19 May ICICIBANK was trading at 1240.80. The strike last trading price was 6.85, which was -3 lower than the previous day. The implied volatity was 23.62, the open interest changed by 126 which increased total open position to 2095
On 18 May ICICIBANK was trading at 1251.10. The strike last trading price was 10.3, which was 0.65 higher than the previous day. The implied volatity was 22.9, the open interest changed by 81 which increased total open position to 1970
On 15 May ICICIBANK was trading at 1244.50. The strike last trading price was 10.15, which was -0.9 lower than the previous day. The implied volatity was 22.26, the open interest changed by -15 which decreased total open position to 1915
On 14 May ICICIBANK was trading at 1246.00. The strike last trading price was 11.95, which was 2.1 higher than the previous day. The implied volatity was 22.81, the open interest changed by -185 which decreased total open position to 1926
On 13 May ICICIBANK was trading at 1235.60. The strike last trading price was 9.75, which was -2.65 lower than the previous day. The implied volatity was 0, the open interest changed by -28 which decreased total open position to 2110
On 12 May ICICIBANK was trading at 1240.30. The strike last trading price was 13.5, which was -9.8 lower than the previous day. The implied volatity was 23.29, the open interest changed by 134 which increased total open position to 2152
On 11 May ICICIBANK was trading at 1266.40. The strike last trading price was 23.1, which was -0.05 lower than the previous day. The implied volatity was 22.23, the open interest changed by 1 which increased total open position to 2011
On 8 May ICICIBANK was trading at 1264.80. The strike last trading price was 23.35, which was -7.2 lower than the previous day. The implied volatity was 20.71, the open interest changed by 703 which increased total open position to 2010
On 7 May ICICIBANK was trading at 1279.00. The strike last trading price was 31.55, which was -2.5 lower than the previous day. The implied volatity was 21.13, the open interest changed by -183 which decreased total open position to 1312
On 6 May ICICIBANK was trading at 1279.50. The strike last trading price was 34.4, which was 13.4 higher than the previous day. The implied volatity was 23.48, the open interest changed by 104 which increased total open position to 1506
On 5 May ICICIBANK was trading at 1251.30. The strike last trading price was 20.5, which was -11.2 lower than the previous day. The implied volatity was 22.69, the open interest changed by 373 which increased total open position to 1387
On 4 May ICICIBANK was trading at 1270.80. The strike last trading price was 31.45, which was 0.85 higher than the previous day. The implied volatity was 22.97, the open interest changed by 786 which increased total open position to 1025
On 30 Apr ICICIBANK was trading at 1263.40. The strike last trading price was 32.1, which was -8.65 lower than the previous day. The implied volatity was 23.41, the open interest changed by 735 which increased total open position to 974
On 29 Apr ICICIBANK was trading at 1281.00. The strike last trading price was 40.35, which was -8.5 lower than the previous day. The implied volatity was 23.67, the open interest changed by 147 which increased total open position to 234
On 28 Apr ICICIBANK was trading at 1292.00. The strike last trading price was 49, which was -20.4 lower than the previous day. The implied volatity was 24.95, the open interest changed by 77 which increased total open position to 84
On 27 Apr ICICIBANK was trading at 1314.10. The strike last trading price was 69.4, which was -15.6 lower than the previous day. The implied volatity was 26.64, the open interest changed by 1 which increased total open position to 7
On 24 Apr ICICIBANK was trading at 1326.20. The strike last trading price was 85, which was -32 lower than the previous day. The implied volatity was 24.68, the open interest changed by 0 which decreased total open position to 5
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 117, which was -13.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 117, which was -13.65 lower than the previous day. The implied volatity was 25.7, the open interest changed by 0 which decreased total open position to 5
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 117, which was 77 higher than the previous day. The implied volatity was 25.7, the open interest changed by 0 which decreased total open position to 1
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 40, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 40, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 40, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 40, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 40, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 40, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 40, which was 16.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 40, which was 16.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 40, which was 16.9 higher than the previous day. The implied volatity was 23.11, the open interest changed by 0 which decreased total open position to 0
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 23.1, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 23.1, which was 0 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 23.1, which was 0 lower than the previous day. The implied volatity was 2.27, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 26-May-2026 (3d) 1270 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.01
Theta: -0.77
Gamma: 0.02053
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 1264.30 | 8.75 | -18.95 (-68.41%) | 14.01 | 6,225 | 50 | 1,225 |
| 21 May | 1242.80 | 27.7 | -6.3 (-18.53%) | 19.09 | 1,323 | -111 | 1,176 |
| 20 May | 1237.30 | 33.85 | 1.85 (5.78%) | 16.47 | 382 | -81 | 1,287 |
| 19 May | 1240.80 | 30.7 | 4.7 (18.08%) | 19.63 | 1,509 | -93 | 1,372 |
| 18 May | 1251.10 | 24.9 | -6.45 (-20.57%) | 19.98 | 969 | 84 | 1,464 |
| 15 May | 1244.50 | 30 | -0.6 (-1.96%) | 17.72 | 1,716 | 24 | 1,384 |
| 14 May | 1246.00 | 28.8 | -9.15 (-24.11%) | 16.99 | 1,321 | -82 | 1,360 |
| 13 May | 1235.60 | 37.7 | 1.15 (3.15%) | 0 | 1,072 | -85 | 1,442 |
| 12 May | 1240.30 | 35.2 | 13.5 (62.21%) | 0 | 1,107 | -133 | 1,528 |
| 11 May | 1266.40 | 21.8 | -1.9 (-8.02%) | 0 | 3,609 | 99 | 1,666 |
| 8 May | 1264.80 | 23.1 | 5.3 (29.78%) | 20.96 | 4,870 | 239 | 1,568 |
| 7 May | 1279.00 | 16.5 | 0.25 (1.54%) | 19.06 | 4,481 | 59 | 1,341 |
| 6 May | 1279.50 | 16.25 | -15.55 (-48.90%) | 18.17 | 4,430 | 166 | 1,286 |
| 5 May | 1251.30 | 32.25 | 8.75 (37.23%) | 19.77 | 1,853 | 126 | 1,123 |
| 4 May | 1270.80 | 23.75 | -5.5 (-18.80%) | 20.27 | 2,547 | 324 | 1,003 |
| 30 Apr | 1263.40 | 28.8 | 6.45 (28.86%) | 21.51 | 2,551 | 200 | 879 |
| 29 Apr | 1281.00 | 23.2 | 3.95 (20.52%) | 21.6 | 1,319 | 208 | 678 |
| 28 Apr | 1292.00 | 20.15 | 6.5 (47.62%) | 21.95 | 986 | 232 | 472 |
| 27 Apr | 1314.10 | 12.9 | 0.4 (3.20%) | 22.31 | 586 | 136 | 239 |
| 24 Apr | 1326.20 | 12 | 1.6 (15.38%) | 22.4 | 95 | 27 | 101 |
| 23 Apr | 1348.00 | 10.45 | 3.65 (53.68%) | 24.56 | 39 | 9 | 75 |
| 22 Apr | 1367.60 | 6.7 | 1.15 (20.72%) | 23.56 | 91 | 64 | 65 |
| 21 Apr | 1388.40 | 5.55 | -67.65 (-92.42%) | 24.56 | 1 | 0 | 0 |
| 20 Apr | 1356.20 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 1346.80 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 1345.50 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 1348.10 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 1351.10 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 1321.90 | 0 | 0 (0.00%) | 3.5 | 0 | 0 | 0 |
| 9 Apr | 1281.30 | 73.2 | 0 (0.00%) | 1.86 | 0 | 0 | 0 |
| 8 Apr | 1309.20 | 73.2 | 0 (0.00%) | 3.35 | 0 | 0 | 0 |
| 7 Apr | 1245.50 | 73.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 1231.40 | 73.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 1215.80 | 73.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 1212.70 | 73.2 | 0 (0.00%) | 0 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1270 expiring on 26MAY2026
Delta for 1270 PE is -0.54
Historical price for 1270 PE is as follows
On 22 May ICICIBANK was trading at 1264.30. The strike last trading price was 8.75, which was -18.95 lower than the previous day. The implied volatity was 14.01, the open interest changed by 50 which increased total open position to 1225
On 21 May ICICIBANK was trading at 1242.80. The strike last trading price was 27.7, which was -6.3 lower than the previous day. The implied volatity was 19.09, the open interest changed by -111 which decreased total open position to 1176
On 20 May ICICIBANK was trading at 1237.30. The strike last trading price was 33.85, which was 1.85 higher than the previous day. The implied volatity was 16.47, the open interest changed by -81 which decreased total open position to 1287
On 19 May ICICIBANK was trading at 1240.80. The strike last trading price was 30.7, which was 4.7 higher than the previous day. The implied volatity was 19.63, the open interest changed by -93 which decreased total open position to 1372
On 18 May ICICIBANK was trading at 1251.10. The strike last trading price was 24.9, which was -6.45 lower than the previous day. The implied volatity was 19.98, the open interest changed by 84 which increased total open position to 1464
On 15 May ICICIBANK was trading at 1244.50. The strike last trading price was 30, which was -0.6 lower than the previous day. The implied volatity was 17.72, the open interest changed by 24 which increased total open position to 1384
On 14 May ICICIBANK was trading at 1246.00. The strike last trading price was 28.8, which was -9.15 lower than the previous day. The implied volatity was 16.99, the open interest changed by -82 which decreased total open position to 1360
On 13 May ICICIBANK was trading at 1235.60. The strike last trading price was 37.7, which was 1.15 higher than the previous day. The implied volatity was 0, the open interest changed by -85 which decreased total open position to 1442
On 12 May ICICIBANK was trading at 1240.30. The strike last trading price was 35.2, which was 13.5 higher than the previous day. The implied volatity was 0, the open interest changed by -133 which decreased total open position to 1528
On 11 May ICICIBANK was trading at 1266.40. The strike last trading price was 21.8, which was -1.9 lower than the previous day. The implied volatity was 0, the open interest changed by 99 which increased total open position to 1666
On 8 May ICICIBANK was trading at 1264.80. The strike last trading price was 23.1, which was 5.3 higher than the previous day. The implied volatity was 20.96, the open interest changed by 239 which increased total open position to 1568
On 7 May ICICIBANK was trading at 1279.00. The strike last trading price was 16.5, which was 0.25 higher than the previous day. The implied volatity was 19.06, the open interest changed by 59 which increased total open position to 1341
On 6 May ICICIBANK was trading at 1279.50. The strike last trading price was 16.25, which was -15.55 lower than the previous day. The implied volatity was 18.17, the open interest changed by 166 which increased total open position to 1286
On 5 May ICICIBANK was trading at 1251.30. The strike last trading price was 32.25, which was 8.75 higher than the previous day. The implied volatity was 19.77, the open interest changed by 126 which increased total open position to 1123
On 4 May ICICIBANK was trading at 1270.80. The strike last trading price was 23.75, which was -5.5 lower than the previous day. The implied volatity was 20.27, the open interest changed by 324 which increased total open position to 1003
On 30 Apr ICICIBANK was trading at 1263.40. The strike last trading price was 28.8, which was 6.45 higher than the previous day. The implied volatity was 21.51, the open interest changed by 200 which increased total open position to 879
On 29 Apr ICICIBANK was trading at 1281.00. The strike last trading price was 23.2, which was 3.95 higher than the previous day. The implied volatity was 21.6, the open interest changed by 208 which increased total open position to 678
On 28 Apr ICICIBANK was trading at 1292.00. The strike last trading price was 20.15, which was 6.5 higher than the previous day. The implied volatity was 21.95, the open interest changed by 232 which increased total open position to 472
On 27 Apr ICICIBANK was trading at 1314.10. The strike last trading price was 12.9, which was 0.4 higher than the previous day. The implied volatity was 22.31, the open interest changed by 136 which increased total open position to 239
On 24 Apr ICICIBANK was trading at 1326.20. The strike last trading price was 12, which was 1.6 higher than the previous day. The implied volatity was 22.4, the open interest changed by 27 which increased total open position to 101
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 10.45, which was 3.65 higher than the previous day. The implied volatity was 24.56, the open interest changed by 9 which increased total open position to 75
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 6.7, which was 1.15 higher than the previous day. The implied volatity was 23.56, the open interest changed by 64 which increased total open position to 65
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 5.55, which was -67.65 lower than the previous day. The implied volatity was 24.56, the open interest changed by 0 which decreased total open position to 0
On 20 Apr ICICIBANK was trading at 1356.20. 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 17 Apr ICICIBANK was trading at 1346.80. 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 16 Apr ICICIBANK was trading at 1345.50. 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 15 Apr ICICIBANK was trading at 1348.10. 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 13 Apr ICICIBANK was trading at 1351.10. 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 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.5, the open interest changed by 0 which decreased total open position to 0
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 73.2, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 73.2, which was 0 lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 73.2, 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 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 73.2, 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 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 73.2, 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 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 73.2, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
