ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
23 Mar 2026 04:10 PM IST
| ICICIBANK 30-MAR-2026 1290 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.29
Theta: -0.58
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Mar | 1222.70 | 2 | -3.35 | 27.01 | 2,415 | 124 | 3,549 | |||||||||
| 20 Mar | 1245.40 | 5.15 | -1.2 | 21.24 | 4,882 | -108 | 3,426 | |||||||||
| 19 Mar | 1250.10 | 8.45 | -9.5 | 21.3 | 10,777 | 2,705 | 3,519 | |||||||||
| 18 Mar | 1289.30 | 18.4 | -1.35 | 16.17 | 8,023 | 127 | 840 | |||||||||
| 17 Mar | 1288.70 | 20 | 4.45 | 19.82 | 7,037 | -68 | 718 | |||||||||
| 16 Mar | 1272.90 | 15.3 | 2.3 | 23.05 | 2,440 | 59 | 786 | |||||||||
| 13 Mar | 1254.80 | 11.95 | -7.5 | 22 | 2,724 | 206 | 670 | |||||||||
| 12 Mar | 1266.50 | 20.5 | -11.2 | 23.71 | 3,034 | 173 | 477 | |||||||||
| 11 Mar | 1294.60 | 30.55 | -10.6 | 22.16 | 1,852 | -18 | 295 | |||||||||
| 10 Mar | 1311.90 | 41.3 | 13.05 | 19.32 | 2,091 | -17 | 313 | |||||||||
| 9 Mar | 1278.40 | 27.25 | -21.35 | 25.26 | 2,269 | 218 | 325 | |||||||||
| 6 Mar | 1313.40 | 48.75 | -36.35 | 21.79 | 101 | 24 | 109 | |||||||||
| 5 Mar | 1357.60 | 86.7 | -13.05 | - | 93 | 85 | 0 | |||||||||
| 4 Mar | 1365.40 | 86.7 | -13.05 | 17.82 | 93 | 85 | 85 | |||||||||
| 2 Mar | 1374.00 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1378.90 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1404.90 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1400.50 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 1384.80 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 1399.40 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 1394.50 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 1388.80 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 1408.20 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 1407.50 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1411.60 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1414.60 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1430.00 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Feb | 1406.10 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1406.50 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1396.30 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 1406.10 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 1396.50 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 1408.40 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 1389.70 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 1352.80 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 1334.20 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 1355.00 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1383.60 | 99.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1290 expiring on 30MAR2026
Delta for 1290 CE is 0.09
Historical price for 1290 CE is as follows
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 2, which was -3.35 lower than the previous day. The implied volatity was 27.01, the open interest changed by 124 which increased total open position to 3549
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 5.15, which was -1.2 lower than the previous day. The implied volatity was 21.24, the open interest changed by -108 which decreased total open position to 3426
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 8.45, which was -9.5 lower than the previous day. The implied volatity was 21.3, the open interest changed by 2705 which increased total open position to 3519
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 18.4, which was -1.35 lower than the previous day. The implied volatity was 16.17, the open interest changed by 127 which increased total open position to 840
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 20, which was 4.45 higher than the previous day. The implied volatity was 19.82, the open interest changed by -68 which decreased total open position to 718
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 15.3, which was 2.3 higher than the previous day. The implied volatity was 23.05, the open interest changed by 59 which increased total open position to 786
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 11.95, which was -7.5 lower than the previous day. The implied volatity was 22, the open interest changed by 206 which increased total open position to 670
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 20.5, which was -11.2 lower than the previous day. The implied volatity was 23.71, the open interest changed by 173 which increased total open position to 477
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 30.55, which was -10.6 lower than the previous day. The implied volatity was 22.16, the open interest changed by -18 which decreased total open position to 295
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 41.3, which was 13.05 higher than the previous day. The implied volatity was 19.32, the open interest changed by -17 which decreased total open position to 313
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 27.25, which was -21.35 lower than the previous day. The implied volatity was 25.26, the open interest changed by 218 which increased total open position to 325
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 48.75, which was -36.35 lower than the previous day. The implied volatity was 21.79, the open interest changed by 24 which increased total open position to 109
On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 86.7, which was -13.05 lower than the previous day. The implied volatity was -, the open interest changed by 85 which increased total open position to 0
On 4 Mar ICICIBANK was trading at 1365.40. The strike last trading price was 86.7, which was -13.05 lower than the previous day. The implied volatity was 17.82, the open interest changed by 85 which increased total open position to 85
On 2 Mar ICICIBANK was trading at 1374.00. The strike last trading price was 99.75, 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 27 Feb ICICIBANK was trading at 1378.90. The strike last trading price was 99.75, 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 26 Feb ICICIBANK was trading at 1404.90. The strike last trading price was 99.75, 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 25 Feb ICICIBANK was trading at 1400.50. The strike last trading price was 99.75, 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 24 Feb ICICIBANK was trading at 1384.80. The strike last trading price was 99.75, 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 23 Feb ICICIBANK was trading at 1399.40. The strike last trading price was 99.75, 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 20 Feb ICICIBANK was trading at 1394.50. The strike last trading price was 99.75, 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 19 Feb ICICIBANK was trading at 1388.80. The strike last trading price was 99.75, 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 18 Feb ICICIBANK was trading at 1408.20. The strike last trading price was 99.75, 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 17 Feb ICICIBANK was trading at 1407.50. The strike last trading price was 99.75, 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 16 Feb ICICIBANK was trading at 1411.60. The strike last trading price was 99.75, 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 13 Feb ICICIBANK was trading at 1414.60. The strike last trading price was 99.75, 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 12 Feb ICICIBANK was trading at 1430.00. The strike last trading price was 99.75, 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 11 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 99.75, 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 10 Feb ICICIBANK was trading at 1406.50. The strike last trading price was 99.75, 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 9 Feb ICICIBANK was trading at 1396.30. The strike last trading price was 99.75, 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 6 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 99.75, 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 5 Feb ICICIBANK was trading at 1396.50. The strike last trading price was 99.75, 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 4 Feb ICICIBANK was trading at 1408.40. The strike last trading price was 99.75, 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 3 Feb ICICIBANK was trading at 1389.70. The strike last trading price was 99.75, 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 99.75, 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 1 Feb ICICIBANK was trading at 1334.20. The strike last trading price was 99.75, 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 30 Jan ICICIBANK was trading at 1355.00. The strike last trading price was 99.75, 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 99.75, 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
| ICICIBANK 30MAR2026 1290 PE | |||||||
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Delta: -0.82
Vega: 0.45
Theta: -0.96
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Mar | 1222.70 | 69 | 22.55 | 38.84 | 145 | -47 | 612 |
| 20 Mar | 1245.40 | 44.45 | 1.8 | 25.41 | 521 | -52 | 660 |
| 19 Mar | 1250.10 | 38.35 | 21.05 | 25.8 | 1,570 | -276 | 716 |
| 18 Mar | 1289.30 | 16.75 | -3.9 | 21.62 | 5,414 | 38 | 985 |
| 17 Mar | 1288.70 | 20.4 | -12.15 | 21.88 | 3,413 | 416 | 937 |
| 16 Mar | 1272.90 | 33.9 | -13.65 | 24.24 | 279 | 25 | 520 |
| 13 Mar | 1254.80 | 47.55 | 10.2 | 28.28 | 446 | -84 | 492 |
| 12 Mar | 1266.50 | 36.25 | 10.45 | 25.51 | 1,356 | -289 | 574 |
| 11 Mar | 1294.60 | 26.5 | 10 | 26.16 | 3,904 | 82 | 882 |
| 10 Mar | 1311.90 | 15.9 | -18.6 | 23.4 | 2,430 | 231 | 801 |
| 9 Mar | 1278.40 | 36.05 | 16.8 | 26.24 | 1,937 | -61 | 569 |
| 6 Mar | 1313.40 | 18.95 | 13.35 | 24.89 | 2,318 | 416 | 629 |
| 5 Mar | 1357.60 | 6 | -1.8 | 20.91 | 278 | 3 | 212 |
| 4 Mar | 1365.40 | 7.95 | 3.8 | 25.55 | 659 | 70 | 213 |
| 2 Mar | 1374.00 | 4.2 | 1.35 | 21.15 | 551 | -27 | 142 |
| 27 Feb | 1378.90 | 2.8 | 0.8 | 18.8 | 364 | 50 | 138 |
| 26 Feb | 1404.90 | 2 | -0.4 | 19.84 | 130 | -7 | 89 |
| 25 Feb | 1400.50 | 2.45 | -0.55 | 20.06 | 193 | 72 | 96 |
| 24 Feb | 1384.80 | 3.05 | 0.55 | 19.28 | 43 | 13 | 22 |
| 23 Feb | 1399.40 | 2.5 | -0.4 | 19.77 | 12 | 4 | 9 |
| 20 Feb | 1394.50 | 2.9 | -0.25 | 19.2 | 3 | 1 | 4 |
| 19 Feb | 1388.80 | 3.1 | -1.6 | 18.68 | 2 | 0 | 2 |
| 18 Feb | 1408.20 | 4.7 | -5.3 | - | 0 | 0 | 2 |
| 17 Feb | 1407.50 | 4.7 | -5.3 | - | 0 | 0 | 2 |
| 16 Feb | 1411.60 | 4.7 | -5.3 | - | 0 | 0 | 2 |
| 13 Feb | 1414.60 | 4.7 | -5.3 | - | 0 | 0 | 2 |
| 12 Feb | 1430.00 | 4.7 | -5.3 | - | 0 | 0 | 2 |
| 11 Feb | 1406.10 | 4.7 | -5.3 | - | 0 | 0 | 2 |
| 10 Feb | 1406.50 | 4.7 | -5.3 | 20.82 | 1 | 0 | 2 |
| 9 Feb | 1396.30 | 10 | -2.15 | - | 0 | 0 | 2 |
| 6 Feb | 1406.10 | 10 | -2.15 | - | 0 | 0 | 2 |
| 5 Feb | 1396.50 | 10 | -2.15 | - | 0 | 0 | 2 |
| 4 Feb | 1408.40 | 10 | -2.15 | - | 0 | 0 | 2 |
| 3 Feb | 1389.70 | 10 | -2.15 | - | 0 | 0 | 2 |
| 2 Feb | 1352.80 | 10 | -2.15 | 18.09 | 1 | 0 | 1 |
| 1 Feb | 1334.20 | 12.15 | -2.7 | 17.2 | 1 | 0 | 0 |
| 30 Jan | 1355.00 | 14.85 | 0 | 4.62 | 0 | 0 | 0 |
| 29 Jan | 1383.60 | 14.85 | 0 | 5.88 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1290 expiring on 30MAR2026
Delta for 1290 PE is -0.82
Historical price for 1290 PE is as follows
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 69, which was 22.55 higher than the previous day. The implied volatity was 38.84, the open interest changed by -47 which decreased total open position to 612
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 44.45, which was 1.8 higher than the previous day. The implied volatity was 25.41, the open interest changed by -52 which decreased total open position to 660
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 38.35, which was 21.05 higher than the previous day. The implied volatity was 25.8, the open interest changed by -276 which decreased total open position to 716
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 16.75, which was -3.9 lower than the previous day. The implied volatity was 21.62, the open interest changed by 38 which increased total open position to 985
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 20.4, which was -12.15 lower than the previous day. The implied volatity was 21.88, the open interest changed by 416 which increased total open position to 937
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 33.9, which was -13.65 lower than the previous day. The implied volatity was 24.24, the open interest changed by 25 which increased total open position to 520
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 47.55, which was 10.2 higher than the previous day. The implied volatity was 28.28, the open interest changed by -84 which decreased total open position to 492
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 36.25, which was 10.45 higher than the previous day. The implied volatity was 25.51, the open interest changed by -289 which decreased total open position to 574
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 26.5, which was 10 higher than the previous day. The implied volatity was 26.16, the open interest changed by 82 which increased total open position to 882
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 15.9, which was -18.6 lower than the previous day. The implied volatity was 23.4, the open interest changed by 231 which increased total open position to 801
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 36.05, which was 16.8 higher than the previous day. The implied volatity was 26.24, the open interest changed by -61 which decreased total open position to 569
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 18.95, which was 13.35 higher than the previous day. The implied volatity was 24.89, the open interest changed by 416 which increased total open position to 629
On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 6, which was -1.8 lower than the previous day. The implied volatity was 20.91, the open interest changed by 3 which increased total open position to 212
On 4 Mar ICICIBANK was trading at 1365.40. The strike last trading price was 7.95, which was 3.8 higher than the previous day. The implied volatity was 25.55, the open interest changed by 70 which increased total open position to 213
On 2 Mar ICICIBANK was trading at 1374.00. The strike last trading price was 4.2, which was 1.35 higher than the previous day. The implied volatity was 21.15, the open interest changed by -27 which decreased total open position to 142
On 27 Feb ICICIBANK was trading at 1378.90. The strike last trading price was 2.8, which was 0.8 higher than the previous day. The implied volatity was 18.8, the open interest changed by 50 which increased total open position to 138
On 26 Feb ICICIBANK was trading at 1404.90. The strike last trading price was 2, which was -0.4 lower than the previous day. The implied volatity was 19.84, the open interest changed by -7 which decreased total open position to 89
On 25 Feb ICICIBANK was trading at 1400.50. The strike last trading price was 2.45, which was -0.55 lower than the previous day. The implied volatity was 20.06, the open interest changed by 72 which increased total open position to 96
On 24 Feb ICICIBANK was trading at 1384.80. The strike last trading price was 3.05, which was 0.55 higher than the previous day. The implied volatity was 19.28, the open interest changed by 13 which increased total open position to 22
On 23 Feb ICICIBANK was trading at 1399.40. The strike last trading price was 2.5, which was -0.4 lower than the previous day. The implied volatity was 19.77, the open interest changed by 4 which increased total open position to 9
On 20 Feb ICICIBANK was trading at 1394.50. The strike last trading price was 2.9, which was -0.25 lower than the previous day. The implied volatity was 19.2, the open interest changed by 1 which increased total open position to 4
On 19 Feb ICICIBANK was trading at 1388.80. The strike last trading price was 3.1, which was -1.6 lower than the previous day. The implied volatity was 18.68, the open interest changed by 0 which decreased total open position to 2
On 18 Feb ICICIBANK was trading at 1408.20. The strike last trading price was 4.7, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Feb ICICIBANK was trading at 1407.50. The strike last trading price was 4.7, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Feb ICICIBANK was trading at 1411.60. The strike last trading price was 4.7, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb ICICIBANK was trading at 1414.60. The strike last trading price was 4.7, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb ICICIBANK was trading at 1430.00. The strike last trading price was 4.7, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 4.7, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb ICICIBANK was trading at 1406.50. The strike last trading price was 4.7, which was -5.3 lower than the previous day. The implied volatity was 20.82, the open interest changed by 0 which decreased total open position to 2
On 9 Feb ICICIBANK was trading at 1396.30. The strike last trading price was 10, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 10, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb ICICIBANK was trading at 1396.50. The strike last trading price was 10, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb ICICIBANK was trading at 1408.40. The strike last trading price was 10, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Feb ICICIBANK was trading at 1389.70. The strike last trading price was 10, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Feb ICICIBANK was trading at 1352.80. The strike last trading price was 10, which was -2.15 lower than the previous day. The implied volatity was 18.09, the open interest changed by 0 which decreased total open position to 1
On 1 Feb ICICIBANK was trading at 1334.20. The strike last trading price was 12.15, which was -2.7 lower than the previous day. The implied volatity was 17.2, 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 14.85, which was 0 lower than the previous day. The implied volatity was 4.62, 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 14.85, which was 0 lower than the previous day. The implied volatity was 5.88, the open interest changed by 0 which decreased total open position to 0
