Historical option data for ICICIBANK
02 Jun 2026 12:33 PM IST
| ICICIBANK 30-Jun-2026 (28d) 1280 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 0.01
Theta: -0.41
Gamma: 0.00469
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 1224.50 | 8.85 | -3.35 (-27.46%) | 19.2 | 3,175 | -44 | 6,832 | |||||||||
| 1 Jun | 1239.70 | 12.6 | -10.65 (-45.81%) | 18.84 | 9,763 | 4,863 | 6,875 | |||||||||
| 29 May | 1256.40 | 24.5 | -4.95 (-16.81%) | 20.81 | 8,357 | 278 | 2,032 | |||||||||
| 27 May | 1272.70 | 29.9 | -4.6 (-13.33%) | 19.62 | 4,308 | 586 | 1,754 | |||||||||
| 26 May | 1279.10 | 35.4 | -5.95 (-14.39%) | 19.81 | 1,715 | 164 | 1,166 | |||||||||
| 25 May | 1291.80 | 42.5 | 10.5 (32.81%) | 19.31 | 2,815 | 96 | 1,005 | |||||||||
| 22 May | 1264.30 | 33.1 | 9.1 (37.92%) | 21.45 | 1,846 | 623 | 909 | |||||||||
| 21 May | 1242.80 | 23.9 | 0.9 (3.91%) | 21.75 | 198 | 8 | 286 | |||||||||
| 20 May | 1237.30 | 23.35 | -2.65 (-10.19%) | 22.9 | 213 | 58 | 279 | |||||||||
| 19 May | 1240.80 | 26 | -3 (-10.34%) | 22.97 | 173 | 98 | 220 | |||||||||
| 18 May | 1251.10 | 28.85 | 0.85 (3.04%) | 21.92 | 87 | -5 | 125 | |||||||||
| 15 May | 1244.50 | 27.8 | -3.85 (-12.16%) | 22.21 | 46 | -9 | 130 | |||||||||
| 14 May | 1246.00 | 31.65 | 4.65 (17.22%) | 22.24 | 20 | 7 | 138 | |||||||||
| 13 May | 1235.60 | 27 | -1.2 (-4.26%) | 0 | 45 | 16 | 123 | |||||||||
| 12 May | 1240.30 | 28.2 | -11.65 (-29.23%) | 0 | 39 | 1 | 108 | |||||||||
| 11 May | 1266.40 | 39 | 0.2 (0.52%) | 0 | 99 | 46 | 107 | |||||||||
| 8 May | 1264.80 | 39.35 | -5.85 (-12.94%) | 21.24 | 46 | 20 | 51 | |||||||||
| 7 May | 1279.00 | 45 | -4.1 (-8.35%) | 21.51 | 34 | 7 | 30 | |||||||||
| 6 May | 1279.50 | 48 | 11.4 (31.15%) | 21.8 | 8 | 1 | 22 | |||||||||
| 5 May | 1251.30 | 36.6 | -10.85 (-22.87%) | 22.49 | 36 | 4 | 20 | |||||||||
| 4 May | 1270.80 | 47.45 | 4.45 (10.35%) | 22.94 | 25 | 13 | 15 | |||||||||
| 30 Apr | 1263.40 | 43 | 9.2 (27.22%) | 21.36 | 2 | 1 | 1 | |||||||||
| 29 Apr | 1281.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1351.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1321.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1281.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1309.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1245.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1231.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 1215.80 | 0 | 0 (0.00%) | 1.6 | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1280 expiring on 30JUN2026
Delta for 1280 CE is 0.24
Historical price for 1280 CE is as follows
On 2 Jun ICICIBANK was trading at 1224.50. The strike last trading price was 8.85, which was -3.35 lower than the previous day. The implied volatity was 19.2, the open interest changed by -44 which decreased total open position to 6832
On 1 Jun ICICIBANK was trading at 1239.70. The strike last trading price was 12.6, which was -10.65 lower than the previous day. The implied volatity was 18.84, the open interest changed by 4863 which increased total open position to 6875
On 29 May ICICIBANK was trading at 1256.40. The strike last trading price was 24.5, which was -4.95 lower than the previous day. The implied volatity was 20.81, the open interest changed by 278 which increased total open position to 2032
On 27 May ICICIBANK was trading at 1272.70. The strike last trading price was 29.9, which was -4.6 lower than the previous day. The implied volatity was 19.62, the open interest changed by 586 which increased total open position to 1754
On 26 May ICICIBANK was trading at 1279.10. The strike last trading price was 35.4, which was -5.95 lower than the previous day. The implied volatity was 19.81, the open interest changed by 164 which increased total open position to 1166
On 25 May ICICIBANK was trading at 1291.80. The strike last trading price was 42.5, which was 10.5 higher than the previous day. The implied volatity was 19.31, the open interest changed by 96 which increased total open position to 1005
On 22 May ICICIBANK was trading at 1264.30. The strike last trading price was 33.1, which was 9.1 higher than the previous day. The implied volatity was 21.45, the open interest changed by 623 which increased total open position to 909
On 21 May ICICIBANK was trading at 1242.80. The strike last trading price was 23.9, which was 0.9 higher than the previous day. The implied volatity was 21.75, the open interest changed by 8 which increased total open position to 286
On 20 May ICICIBANK was trading at 1237.30. The strike last trading price was 23.35, which was -2.65 lower than the previous day. The implied volatity was 22.9, the open interest changed by 58 which increased total open position to 279
On 19 May ICICIBANK was trading at 1240.80. The strike last trading price was 26, which was -3 lower than the previous day. The implied volatity was 22.97, the open interest changed by 98 which increased total open position to 220
On 18 May ICICIBANK was trading at 1251.10. The strike last trading price was 28.85, which was 0.85 higher than the previous day. The implied volatity was 21.92, the open interest changed by -5 which decreased total open position to 125
On 15 May ICICIBANK was trading at 1244.50. The strike last trading price was 27.8, which was -3.85 lower than the previous day. The implied volatity was 22.21, the open interest changed by -9 which decreased total open position to 130
On 14 May ICICIBANK was trading at 1246.00. The strike last trading price was 31.65, which was 4.65 higher than the previous day. The implied volatity was 22.24, the open interest changed by 7 which increased total open position to 138
On 13 May ICICIBANK was trading at 1235.60. The strike last trading price was 27, which was -1.2 lower than the previous day. The implied volatity was 0, the open interest changed by 16 which increased total open position to 123
On 12 May ICICIBANK was trading at 1240.30. The strike last trading price was 28.2, which was -11.65 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 108
On 11 May ICICIBANK was trading at 1266.40. The strike last trading price was 39, which was 0.2 higher than the previous day. The implied volatity was 0, the open interest changed by 46 which increased total open position to 107
On 8 May ICICIBANK was trading at 1264.80. The strike last trading price was 39.35, which was -5.85 lower than the previous day. The implied volatity was 21.24, the open interest changed by 20 which increased total open position to 51
On 7 May ICICIBANK was trading at 1279.00. The strike last trading price was 45, which was -4.1 lower than the previous day. The implied volatity was 21.51, the open interest changed by 7 which increased total open position to 30
On 6 May ICICIBANK was trading at 1279.50. The strike last trading price was 48, which was 11.4 higher than the previous day. The implied volatity was 21.8, the open interest changed by 1 which increased total open position to 22
On 5 May ICICIBANK was trading at 1251.30. The strike last trading price was 36.6, which was -10.85 lower than the previous day. The implied volatity was 22.49, the open interest changed by 4 which increased total open position to 20
On 4 May ICICIBANK was trading at 1270.80. The strike last trading price was 47.45, which was 4.45 higher than the previous day. The implied volatity was 22.94, the open interest changed by 13 which increased total open position to 15
On 30 Apr ICICIBANK was trading at 1263.40. The strike last trading price was 43, which was 9.2 higher than the previous day. The implied volatity was 21.36, the open interest changed by 1 which increased total open position to 1
On 29 Apr ICICIBANK was trading at 1281.00. 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 13 Apr ICICIBANK was trading at 1351.10. 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 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 -, 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 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 8 Apr ICICIBANK was trading at 1309.20. 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 7 Apr ICICIBANK was trading at 1245.50. 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 6 Apr ICICIBANK was trading at 1231.40. 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 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.6, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 30-Jun-2026 (28d) 1280 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0.01
Theta: -0.02
Gamma: 0.00515
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 1224.50 | 51.3 | 8.1 (18.75%) | 12.54 | 168 | -10 | 1,877 |
| 1 Jun | 1239.70 | 43.05 | 12.05 (38.87%) | 14.34 | 1,239 | -79 | 1,889 |
| 29 May | 1256.40 | 29.6 | 4.1 (16.08%) | 14.28 | 7,613 | 300 | 1,971 |
| 27 May | 1272.70 | 25 | 1.6 (6.84%) | 15.51 | 5,506 | -66 | 1,667 |
| 26 May | 1279.10 | 22.7 | 2.3 (11.27%) | 16.64 | 1,991 | 195 | 1,731 |
| 25 May | 1291.80 | 18.85 | -15.25 (-44.72%) | 17.28 | 1,303 | 315 | 1,536 |
| 22 May | 1264.30 | 32.4 | -15.6 (-32.50%) | 17.86 | 2,496 | 1,095 | 1,219 |
| 21 May | 1242.80 | 48 | -6 (-11.11%) | 18.56 | 22 | 0 | 124 |
| 20 May | 1237.30 | 54 | 1.75 (3.35%) | 19.66 | 112 | 90 | 123 |
| 19 May | 1240.80 | 52.5 | 7.35 (16.28%) | 20.38 | 44 | 11 | 32 |
| 18 May | 1251.10 | 45.15 | -5.85 (-11.47%) | 20.15 | 4 | 1 | 20 |
| 15 May | 1244.50 | 51 | 0 (0.00%) | - | 0 | 0 | 19 |
| 14 May | 1246.00 | 51 | 0 (0.00%) | 0 | 0 | 0 | 19 |
| 13 May | 1235.60 | 51 | 0 (0.00%) | 0 | 0 | 0 | 19 |
| 12 May | 1240.30 | 51 | 12.8 (33.51%) | 0 | 2 | -1 | 19 |
| 11 May | 1266.40 | 38.2 | -0.8 (-2.05%) | 0 | 21 | 4 | 19 |
| 8 May | 1264.80 | 39 | 4.2 (12.07%) | 19.76 | 1 | 0 | 14 |
| 7 May | 1279.00 | 34.8 | -10.2 (-22.67%) | 18.94 | 14 | 13 | 14 |
| 6 May | 1279.50 | 45 | 45 | - | 0 | 0 | 1 |
| 5 May | 1251.30 | 45 | 45 | - | 0 | 0 | 1 |
| 4 May | 1270.80 | 45 | 45 | - | 0 | 0 | 1 |
| 30 Apr | 1263.40 | 45 | -39.95 (-47.03%) | 21.11 | 1 | 0 | 0 |
| 29 Apr | 1281.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 1351.10 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 1321.90 | 0 | 0 (0.00%) | 2.03 | 0 | 0 | 0 |
| 9 Apr | 1281.30 | 0 | 0 (0.00%) | 1.63 | 0 | 0 | 0 |
| 8 Apr | 1309.20 | 0 | 0 (0.00%) | 2.79 | 0 | 0 | 0 |
| 7 Apr | 1245.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 1231.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 1215.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1280 expiring on 30JUN2026
Delta for 1280 PE is -0.86
Historical price for 1280 PE is as follows
On 2 Jun ICICIBANK was trading at 1224.50. The strike last trading price was 51.3, which was 8.1 higher than the previous day. The implied volatity was 12.54, the open interest changed by -10 which decreased total open position to 1877
On 1 Jun ICICIBANK was trading at 1239.70. The strike last trading price was 43.05, which was 12.05 higher than the previous day. The implied volatity was 14.34, the open interest changed by -79 which decreased total open position to 1889
On 29 May ICICIBANK was trading at 1256.40. The strike last trading price was 29.6, which was 4.1 higher than the previous day. The implied volatity was 14.28, the open interest changed by 300 which increased total open position to 1971
On 27 May ICICIBANK was trading at 1272.70. The strike last trading price was 25, which was 1.6 higher than the previous day. The implied volatity was 15.51, the open interest changed by -66 which decreased total open position to 1667
On 26 May ICICIBANK was trading at 1279.10. The strike last trading price was 22.7, which was 2.3 higher than the previous day. The implied volatity was 16.64, the open interest changed by 195 which increased total open position to 1731
On 25 May ICICIBANK was trading at 1291.80. The strike last trading price was 18.85, which was -15.25 lower than the previous day. The implied volatity was 17.28, the open interest changed by 315 which increased total open position to 1536
On 22 May ICICIBANK was trading at 1264.30. The strike last trading price was 32.4, which was -15.6 lower than the previous day. The implied volatity was 17.86, the open interest changed by 1095 which increased total open position to 1219
On 21 May ICICIBANK was trading at 1242.80. The strike last trading price was 48, which was -6 lower than the previous day. The implied volatity was 18.56, the open interest changed by 0 which decreased total open position to 124
On 20 May ICICIBANK was trading at 1237.30. The strike last trading price was 54, which was 1.75 higher than the previous day. The implied volatity was 19.66, the open interest changed by 90 which increased total open position to 123
On 19 May ICICIBANK was trading at 1240.80. The strike last trading price was 52.5, which was 7.35 higher than the previous day. The implied volatity was 20.38, the open interest changed by 11 which increased total open position to 32
On 18 May ICICIBANK was trading at 1251.10. The strike last trading price was 45.15, which was -5.85 lower than the previous day. The implied volatity was 20.15, the open interest changed by 1 which increased total open position to 20
On 15 May ICICIBANK was trading at 1244.50. The strike last trading price was 51, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 14 May ICICIBANK was trading at 1246.00. The strike last trading price was 51, 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 19
On 13 May ICICIBANK was trading at 1235.60. The strike last trading price was 51, 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 19
On 12 May ICICIBANK was trading at 1240.30. The strike last trading price was 51, which was 12.8 higher than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 19
On 11 May ICICIBANK was trading at 1266.40. The strike last trading price was 38.2, which was -0.8 lower than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 19
On 8 May ICICIBANK was trading at 1264.80. The strike last trading price was 39, which was 4.2 higher than the previous day. The implied volatity was 19.76, the open interest changed by 0 which decreased total open position to 14
On 7 May ICICIBANK was trading at 1279.00. The strike last trading price was 34.8, which was -10.2 lower than the previous day. The implied volatity was 18.94, the open interest changed by 13 which increased total open position to 14
On 6 May ICICIBANK was trading at 1279.50. The strike last trading price was 45, which was 45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May ICICIBANK was trading at 1251.30. The strike last trading price was 45, which was 45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 May ICICIBANK was trading at 1270.80. The strike last trading price was 45, which was 45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Apr ICICIBANK was trading at 1263.40. The strike last trading price was 45, which was -39.95 lower than the previous day. The implied volatity was 21.11, the open interest changed by 0 which decreased total open position to 0
On 29 Apr ICICIBANK was trading at 1281.00. 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 13 Apr ICICIBANK was trading at 1351.10. 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 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 2.03, 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 0, which was 0 lower than the previous day. The implied volatity was 1.63, 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 0, which was 0 lower than the previous day. The implied volatity was 2.79, 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 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 6 Apr ICICIBANK was trading at 1231.40. 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 Apr ICICIBANK was trading at 1215.80. 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
