ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
09 Apr 2026 09:36 AM IST
| ICICIBANK 28-Apr-2026 (19d) 1270 CE | ||||||||||||||||
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Delta: 0.69
Vega: 1.05
Theta: -0.88
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 1295.20 | 46.8 | -10.45 | 23.59 | 35 | 8 | 800 | |||||||||
| 8 Apr | 1309.20 | 57.4 | 33.5 | 23.9 | 580 | -95 | 792 | |||||||||
| 7 Apr | 1245.50 | 24.15 | 3.85 | 25.59 | 991 | 37 | 884 | |||||||||
| 6 Apr | 1231.40 | 18.8 | 2.05 | 27.03 | 1,004 | 42 | 844 | |||||||||
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| 2 Apr | 1215.80 | 16.5 | -1.65 | 25.97 | 1,091 | -195 | 802 | |||||||||
| 1 Apr | 1212.70 | 17.95 | -2.1 | 27.58 | 1,222 | 91 | 997 | |||||||||
| 30 Mar | 1205.90 | 22.6 | -8.05 | 30.52 | 958 | 4 | 910 | |||||||||
| 27 Mar | 1233.80 | 30.25 | -8.25 | 27.05 | 447 | 71 | 906 | |||||||||
| 25 Mar | 1259.70 | 38.45 | 2.25 | 25.04 | 827 | 226 | 836 | |||||||||
| 24 Mar | 1251.20 | 36.6 | 7.15 | 25.28 | 182 | 13 | 611 | |||||||||
| 23 Mar | 1222.70 | 29.8 | -9.1 | 28.42 | 881 | 512 | 595 | |||||||||
| 20 Mar | 1245.40 | 37.9 | -3.95 | 25.2 | 77 | 37 | 82 | |||||||||
| 19 Mar | 1250.10 | 44 | -12 | 25.41 | 95 | 11 | 42 | |||||||||
| 18 Mar | 1289.30 | 56 | -2 | 20.54 | 28 | -2 | 31 | |||||||||
| 17 Mar | 1288.70 | 58 | 6.35 | 23.43 | 34 | 4 | 33 | |||||||||
| 16 Mar | 1272.90 | 51.65 | 8.45 | 26.14 | 8 | 2 | 28 | |||||||||
| 13 Mar | 1254.80 | 42.8 | -8.7 | 23.84 | 87 | -42 | 28 | |||||||||
| 12 Mar | 1266.50 | 52 | -8 | 24.06 | 334 | 60 | 70 | |||||||||
| 11 Mar | 1294.60 | 60 | -6.1 | 20.1 | 3 | 0 | 13 | |||||||||
| 10 Mar | 1311.90 | 66.1 | 6.1 | 13.54 | 1 | 0 | 14 | |||||||||
| 9 Mar | 1278.40 | 60 | -76.85 | 25.75 | 21 | 13 | 13 | |||||||||
| 6 Mar | 1313.40 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1357.60 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1365.40 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 1374.00 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1378.90 | 136.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1270 expiring on 28APR2026
Delta for 1270 CE is 0.69
Historical price for 1270 CE is as follows
On 9 Apr ICICIBANK was trading at 1295.20. The strike last trading price was 46.8, which was -10.45 lower than the previous day. The implied volatity was 23.59, the open interest changed by 8 which increased total open position to 800
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 57.4, which was 33.5 higher than the previous day. The implied volatity was 23.9, the open interest changed by -95 which decreased total open position to 792
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 24.15, which was 3.85 higher than the previous day. The implied volatity was 25.59, the open interest changed by 37 which increased total open position to 884
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 18.8, which was 2.05 higher than the previous day. The implied volatity was 27.03, the open interest changed by 42 which increased total open position to 844
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 16.5, which was -1.65 lower than the previous day. The implied volatity was 25.97, the open interest changed by -195 which decreased total open position to 802
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 17.95, which was -2.1 lower than the previous day. The implied volatity was 27.58, the open interest changed by 91 which increased total open position to 997
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 22.6, which was -8.05 lower than the previous day. The implied volatity was 30.52, the open interest changed by 4 which increased total open position to 910
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 30.25, which was -8.25 lower than the previous day. The implied volatity was 27.05, the open interest changed by 71 which increased total open position to 906
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 38.45, which was 2.25 higher than the previous day. The implied volatity was 25.04, the open interest changed by 226 which increased total open position to 836
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 36.6, which was 7.15 higher than the previous day. The implied volatity was 25.28, the open interest changed by 13 which increased total open position to 611
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 29.8, which was -9.1 lower than the previous day. The implied volatity was 28.42, the open interest changed by 512 which increased total open position to 595
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 37.9, which was -3.95 lower than the previous day. The implied volatity was 25.2, the open interest changed by 37 which increased total open position to 82
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 44, which was -12 lower than the previous day. The implied volatity was 25.41, the open interest changed by 11 which increased total open position to 42
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 56, which was -2 lower than the previous day. The implied volatity was 20.54, the open interest changed by -2 which decreased total open position to 31
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 58, which was 6.35 higher than the previous day. The implied volatity was 23.43, the open interest changed by 4 which increased total open position to 33
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 51.65, which was 8.45 higher than the previous day. The implied volatity was 26.14, the open interest changed by 2 which increased total open position to 28
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 42.8, which was -8.7 lower than the previous day. The implied volatity was 23.84, the open interest changed by -42 which decreased total open position to 28
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 52, which was -8 lower than the previous day. The implied volatity was 24.06, the open interest changed by 60 which increased total open position to 70
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 60, which was -6.1 lower than the previous day. The implied volatity was 20.1, the open interest changed by 0 which decreased total open position to 13
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 66.1, which was 6.1 higher than the previous day. The implied volatity was 13.54, the open interest changed by 0 which decreased total open position to 14
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 60, which was -76.85 lower than the previous day. The implied volatity was 25.75, the open interest changed by 13 which increased total open position to 13
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 136.85, 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 136.85, 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 136.85, 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 136.85, 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 136.85, 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 (19d) 1270 PE | |||||||
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Delta: -0.33
Vega: 1.08
Theta: -0.65
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 1295.20 | 18.55 | 4.45 | 27.46 | 157 | -42 | 363 |
| 8 Apr | 1309.20 | 14 | -29.95 | 26.54 | 1,188 | 122 | 405 |
| 7 Apr | 1245.50 | 44 | -10.5 | 30.35 | 342 | 49 | 275 |
| 6 Apr | 1231.40 | 54.8 | -11.4 | 29.01 | 80 | -11 | 225 |
| 2 Apr | 1215.80 | 64.85 | -1.95 | 29.27 | 29 | 9 | 237 |
| 1 Apr | 1212.70 | 67.05 | -10.7 | 28.81 | 141 | 8 | 228 |
| 30 Mar | 1205.90 | 74.75 | 16.75 | 33.68 | 166 | -7 | 221 |
| 27 Mar | 1233.80 | 58.4 | 16.2 | 31.99 | 204 | 75 | 228 |
| 25 Mar | 1259.70 | 42 | -6.9 | 27.48 | 193 | 61 | 152 |
| 24 Mar | 1251.20 | 48.9 | -20.15 | 29.81 | 41 | 24 | 90 |
| 23 Mar | 1222.70 | 70 | 18.45 | 33.53 | 39 | 2 | 68 |
| 20 Mar | 1245.40 | 51.2 | 2.85 | 29.25 | 92 | 13 | 68 |
| 19 Mar | 1250.10 | 45.9 | 18.8 | 28.69 | 38 | 3 | 55 |
| 18 Mar | 1289.30 | 27 | -6.45 | 25.06 | 36 | 19 | 52 |
| 17 Mar | 1288.70 | 33.45 | -13.65 | 27.66 | 8 | 5 | 32 |
| 16 Mar | 1272.90 | 47.1 | 0.1 | 30.89 | 1 | 0 | 27 |
| 13 Mar | 1254.80 | 47 | 4.7 | 26.72 | 3 | 1 | 27 |
| 12 Mar | 1266.50 | 41.85 | 14.8 | 27.42 | 4 | 0 | 25 |
| 11 Mar | 1294.60 | 27.05 | 3.9 | 23.88 | 8 | 4 | 24 |
| 10 Mar | 1311.90 | 22.35 | -16.95 | 24.65 | 8 | 6 | 20 |
| 9 Mar | 1278.40 | 39.3 | 19.4 | 26.61 | 2 | 0 | 14 |
| 6 Mar | 1313.40 | 19.9 | 8.9 | 22.88 | 1 | 0 | 14 |
| 5 Mar | 1357.60 | 11 | 3.45 | 22.35 | 17 | 14 | 14 |
| 4 Mar | 1365.40 | 7.55 | 0 | 6.12 | 0 | 0 | 0 |
| 2 Mar | 1374.00 | 7.55 | 0 | 6.49 | 0 | 0 | 0 |
| 27 Feb | 1378.90 | 7.55 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1270 expiring on 28APR2026
Delta for 1270 PE is -0.33
Historical price for 1270 PE is as follows
On 9 Apr ICICIBANK was trading at 1295.20. The strike last trading price was 18.55, which was 4.45 higher than the previous day. The implied volatity was 27.46, the open interest changed by -42 which decreased total open position to 363
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 14, which was -29.95 lower than the previous day. The implied volatity was 26.54, the open interest changed by 122 which increased total open position to 405
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 44, which was -10.5 lower than the previous day. The implied volatity was 30.35, the open interest changed by 49 which increased total open position to 275
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 54.8, which was -11.4 lower than the previous day. The implied volatity was 29.01, the open interest changed by -11 which decreased total open position to 225
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 64.85, which was -1.95 lower than the previous day. The implied volatity was 29.27, the open interest changed by 9 which increased total open position to 237
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 67.05, which was -10.7 lower than the previous day. The implied volatity was 28.81, the open interest changed by 8 which increased total open position to 228
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 74.75, which was 16.75 higher than the previous day. The implied volatity was 33.68, the open interest changed by -7 which decreased total open position to 221
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 58.4, which was 16.2 higher than the previous day. The implied volatity was 31.99, the open interest changed by 75 which increased total open position to 228
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 42, which was -6.9 lower than the previous day. The implied volatity was 27.48, the open interest changed by 61 which increased total open position to 152
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 48.9, which was -20.15 lower than the previous day. The implied volatity was 29.81, the open interest changed by 24 which increased total open position to 90
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 70, which was 18.45 higher than the previous day. The implied volatity was 33.53, the open interest changed by 2 which increased total open position to 68
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 51.2, which was 2.85 higher than the previous day. The implied volatity was 29.25, the open interest changed by 13 which increased total open position to 68
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 45.9, which was 18.8 higher than the previous day. The implied volatity was 28.69, the open interest changed by 3 which increased total open position to 55
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 27, which was -6.45 lower than the previous day. The implied volatity was 25.06, the open interest changed by 19 which increased total open position to 52
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 33.45, which was -13.65 lower than the previous day. The implied volatity was 27.66, the open interest changed by 5 which increased total open position to 32
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 47.1, which was 0.1 higher than the previous day. The implied volatity was 30.89, the open interest changed by 0 which decreased total open position to 27
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 47, which was 4.7 higher than the previous day. The implied volatity was 26.72, the open interest changed by 1 which increased total open position to 27
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 41.85, which was 14.8 higher than the previous day. The implied volatity was 27.42, the open interest changed by 0 which decreased total open position to 25
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 27.05, which was 3.9 higher than the previous day. The implied volatity was 23.88, the open interest changed by 4 which increased total open position to 24
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 22.35, which was -16.95 lower than the previous day. The implied volatity was 24.65, the open interest changed by 6 which increased total open position to 20
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 39.3, which was 19.4 higher than the previous day. The implied volatity was 26.61, the open interest changed by 0 which decreased total open position to 14
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 19.9, which was 8.9 higher than the previous day. The implied volatity was 22.88, the open interest changed by 0 which decreased total open position to 14
On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 11, which was 3.45 higher than the previous day. The implied volatity was 22.35, the open interest changed by 14 which increased total open position to 14
On 4 Mar ICICIBANK was trading at 1365.40. The strike last trading price was 7.55, which was 0 lower than the previous day. The implied volatity was 6.12, 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 7.55, which was 0 lower than the previous day. The implied volatity was 6.49, 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 7.55, 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
