ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
24 Apr 2026 01:37 PM IST
| ICICIBANK 28-Apr-2026 (4d) 1290 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0
Theta: -0.75
Gamma: 0.00564
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1328.90 | 41.65 | -16.4 | 22.83 | 47 | -12 | 186 | |||||||||
| 23 Apr | 1348.00 | 58.05 | -22.60000000000001 | 12.84 | 21 | 4 | 199 | |||||||||
| 22 Apr | 1367.60 | 80.65 | -16.64999999999999 | 27.14 | 33 | -25 | 195 | |||||||||
| 21 Apr | 1388.40 | 95.6 | 23.049999999999997 | 30.16 | 21 | -7 | 221 | |||||||||
| 20 Apr | 1356.20 | 72.55 | 4.75 | 28.37 | 53 | -8 | 229 | |||||||||
| 17 Apr | 1346.80 | 68.65 | 1.1000000000000085 | 30.26 | 56 | -15 | 238 | |||||||||
| 16 Apr | 1345.50 | 67.3 | -0.5 | 30.9 | 81 | 11 | 254 | |||||||||
| 15 Apr | 1348.10 | 67.85 | -4.25 | 28.41 | 104 | -1 | 244 | |||||||||
| 13 Apr | 1351.10 | 67.35 | 16.849999999999994 | 23.39 | 455 | -128 | 243 | |||||||||
| 10 Apr | 1321.90 | 49.7 | 19.950000000000003 | 23.86 | 1,080 | -221 | 369 | |||||||||
| 9 Apr | 1281.30 | 30.5 | -12.9 | 26.03 | 2,360 | 369 | 599 | |||||||||
| 8 Apr | 1309.20 | 42.85 | 26.6 | 23.01 | 885 | 8 | 232 | |||||||||
| 7 Apr | 1245.50 | 16.35 | 2.7 | 25.11 | 332 | 16 | 221 | |||||||||
| 6 Apr | 1231.40 | 12.55 | 0.9 | 26.51 | 355 | 62 | 211 | |||||||||
| 2 Apr | 1215.80 | 11.25 | -1.25 | 25.75 | 251 | -9 | 147 | |||||||||
| 1 Apr | 1212.70 | 12.25 | -1.85 | 26.99 | 422 | 2 | 156 | |||||||||
| 30 Mar | 1205.90 | 16.6 | -6.1 | 30.11 | 200 | 49 | 154 | |||||||||
| 27 Mar | 1233.80 | 22.75 | -7.05 | 26.85 | 161 | 27 | 100 | |||||||||
| 25 Mar | 1259.70 | 28.85 | 1.4 | 24.53 | 88 | 6 | 70 | |||||||||
| 24 Mar | 1251.20 | 27.25 | 5.1 | 24.64 | 57 | 7 | 63 | |||||||||
| 23 Mar | 1222.70 | 21.85 | -8.05 | 27.48 | 35 | 16 | 54 | |||||||||
| 20 Mar | 1245.40 | 30.05 | -3 | 25.49 | 41 | 0 | 39 | |||||||||
| 19 Mar | 1250.10 | 34 | -10.9 | 24.86 | 65 | 18 | 39 | |||||||||
| 18 Mar | 1289.30 | 44 | 0.15 | 20.5 | 26 | 10 | 20 | |||||||||
| 17 Mar | 1288.70 | 43.85 | 4.25 | 21.74 | 2 | 1 | 10 | |||||||||
| 16 Mar | 1272.90 | 39.6 | 5.55 | 24.8 | 11 | 0 | 8 | |||||||||
| 13 Mar | 1254.80 | 34.05 | -8.5 | 23.92 | 4 | 1 | 8 | |||||||||
| 12 Mar | 1266.50 | 42.55 | -23.8 | 24.35 | 5 | 3 | 7 | |||||||||
| 11 Mar | 1294.60 | 66.35 | 18.65 | - | 0 | 0 | 4 | |||||||||
| 10 Mar | 1311.90 | 66.35 | 18.65 | 23 | 2 | -1 | 3 | |||||||||
| 9 Mar | 1278.40 | 47 | -26 | 24.31 | 5 | 2 | 3 | |||||||||
| 6 Mar | 1313.40 | 73 | -47.25 | 24.44 | 1 | 0 | 0 | |||||||||
| 5 Mar | 1357.60 | 120.25 | 0 | - | 0 | 0 | 0 | |||||||||
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| 4 Mar | 1365.40 | 120.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 1374.00 | 120.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1378.90 | 120.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1290 expiring on 28APR2026
Delta for 1290 CE is 0.89
Historical price for 1290 CE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 41.65, which was -16.4 lower than the previous day. The implied volatity was 22.83, the open interest changed by -12 which decreased total open position to 186
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 58.05, which was -22.60000000000001 lower than the previous day. The implied volatity was 12.84, the open interest changed by 4 which increased total open position to 199
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 80.65, which was -16.64999999999999 lower than the previous day. The implied volatity was 27.14, the open interest changed by -25 which decreased total open position to 195
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 95.6, which was 23.049999999999997 higher than the previous day. The implied volatity was 30.16, the open interest changed by -7 which decreased total open position to 221
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 72.55, which was 4.75 higher than the previous day. The implied volatity was 28.37, the open interest changed by -8 which decreased total open position to 229
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 68.65, which was 1.1000000000000085 higher than the previous day. The implied volatity was 30.26, the open interest changed by -15 which decreased total open position to 238
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 67.3, which was -0.5 lower than the previous day. The implied volatity was 30.9, the open interest changed by 11 which increased total open position to 254
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 67.85, which was -4.25 lower than the previous day. The implied volatity was 28.41, the open interest changed by -1 which decreased total open position to 244
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 67.35, which was 16.849999999999994 higher than the previous day. The implied volatity was 23.39, the open interest changed by -128 which decreased total open position to 243
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 49.7, which was 19.950000000000003 higher than the previous day. The implied volatity was 23.86, the open interest changed by -221 which decreased total open position to 369
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 30.5, which was -12.9 lower than the previous day. The implied volatity was 26.03, the open interest changed by 369 which increased total open position to 599
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 42.85, which was 26.6 higher than the previous day. The implied volatity was 23.01, the open interest changed by 8 which increased total open position to 232
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 16.35, which was 2.7 higher than the previous day. The implied volatity was 25.11, the open interest changed by 16 which increased total open position to 221
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 12.55, which was 0.9 higher than the previous day. The implied volatity was 26.51, the open interest changed by 62 which increased total open position to 211
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 11.25, which was -1.25 lower than the previous day. The implied volatity was 25.75, the open interest changed by -9 which decreased total open position to 147
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 12.25, which was -1.85 lower than the previous day. The implied volatity was 26.99, the open interest changed by 2 which increased total open position to 156
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 16.6, which was -6.1 lower than the previous day. The implied volatity was 30.11, the open interest changed by 49 which increased total open position to 154
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 22.75, which was -7.05 lower than the previous day. The implied volatity was 26.85, the open interest changed by 27 which increased total open position to 100
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 28.85, which was 1.4 higher than the previous day. The implied volatity was 24.53, the open interest changed by 6 which increased total open position to 70
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 27.25, which was 5.1 higher than the previous day. The implied volatity was 24.64, the open interest changed by 7 which increased total open position to 63
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 21.85, which was -8.05 lower than the previous day. The implied volatity was 27.48, the open interest changed by 16 which increased total open position to 54
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 30.05, which was -3 lower than the previous day. The implied volatity was 25.49, the open interest changed by 0 which decreased total open position to 39
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 34, which was -10.9 lower than the previous day. The implied volatity was 24.86, the open interest changed by 18 which increased total open position to 39
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 44, which was 0.15 higher than the previous day. The implied volatity was 20.5, the open interest changed by 10 which increased total open position to 20
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 43.85, which was 4.25 higher than the previous day. The implied volatity was 21.74, the open interest changed by 1 which increased total open position to 10
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 39.6, which was 5.55 higher than the previous day. The implied volatity was 24.8, the open interest changed by 0 which decreased total open position to 8
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 34.05, which was -8.5 lower than the previous day. The implied volatity was 23.92, the open interest changed by 1 which increased total open position to 8
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 42.55, which was -23.8 lower than the previous day. The implied volatity was 24.35, the open interest changed by 3 which increased total open position to 7
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 66.35, which was 18.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 66.35, which was 18.65 higher than the previous day. The implied volatity was 23, the open interest changed by -1 which decreased total open position to 3
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 47, which was -26 lower than the previous day. The implied volatity was 24.31, the open interest changed by 2 which increased total open position to 3
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 73, which was -47.25 lower than the previous day. The implied volatity was 24.44, 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 120.25, 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 120.25, 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 120.25, 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 120.25, 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 (4d) 1290 PE | |||||||
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Delta: -0.07
Vega: 0
Theta: -0.23
Gamma: 0.00461
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1328.90 | 0.8 | -0.5 | 18.93 | 1,094 | 41 | 517 |
| 23 Apr | 1348.00 | 1.1 | 0.3500000000000001 | 24.13 | 836 | -155 | 478 |
| 22 Apr | 1367.60 | 0.75 | -0.25 | 25.81 | 277 | 26 | 633 |
| 21 Apr | 1388.40 | 1.05 | -2.1500000000000004 | 29.9 | 734 | 17 | 606 |
| 20 Apr | 1356.20 | 3.5 | -3.7 | 28.48 | 1,780 | -41 | 588 |
| 17 Apr | 1346.80 | 6.5 | -2.9499999999999993 | 29.81 | 1,774 | 87 | 622 |
| 16 Apr | 1345.50 | 9.9 | -1.1500000000000004 | 30.45 | 878 | -8 | 537 |
| 15 Apr | 1348.10 | 10.9 | -0.6999999999999993 | 32.2 | 929 | -78 | 544 |
| 13 Apr | 1351.10 | 12.1 | -4.700000000000001 | 31.58 | 1,686 | 22 | 642 |
| 10 Apr | 1321.90 | 17.35 | -15.25 | 27.72 | 1,485 | 129 | 620 |
| 9 Apr | 1281.30 | 31.55 | 11.8 | 27.1 | 2,894 | -134 | 497 |
| 8 Apr | 1309.20 | 19.9 | -35.3 | 25.82 | 2,037 | 522 | 631 |
| 7 Apr | 1245.50 | 55.75 | -10.95 | 29.88 | 18 | -7 | 110 |
| 6 Apr | 1231.40 | 66.7 | -30.3 | 27.02 | 3 | 2 | 116 |
| 2 Apr | 1215.80 | 97 | 17.45 | 44.69 | 2 | -1 | 114 |
| 1 Apr | 1212.70 | 79.55 | -7.9 | 26.8 | 28 | 12 | 116 |
| 30 Mar | 1205.90 | 87.45 | 16.05 | 32.7 | 95 | 74 | 103 |
| 27 Mar | 1233.80 | 70.75 | 18.4 | 32.02 | 25 | 14 | 29 |
| 25 Mar | 1259.70 | 52.1 | -8.15 | 26.91 | 6 | 3 | 16 |
| 24 Mar | 1251.20 | 60.5 | 1.2 | 30.01 | 5 | 0 | 13 |
| 23 Mar | 1222.70 | 59.3 | 24.2 | - | 0 | 0 | 13 |
| 20 Mar | 1245.40 | 59.3 | 24.2 | - | 0 | 0 | 13 |
| 19 Mar | 1250.10 | 59.3 | 24.2 | 30.33 | 13 | 4 | 11 |
| 18 Mar | 1289.30 | 35.1 | -13.45 | 24.94 | 12 | 5 | 7 |
| 17 Mar | 1288.70 | 48.55 | 12.55 | - | 0 | 0 | 2 |
| 16 Mar | 1272.90 | 48.55 | 12.55 | - | 0 | 0 | 0 |
| 13 Mar | 1254.80 | 48.55 | 12.55 | - | 0 | -1 | 0 |
| 12 Mar | 1266.50 | 48.55 | 12.55 | 25.68 | 2 | -1 | 2 |
| 11 Mar | 1294.60 | 36 | 5.85 | 24.15 | 1 | 0 | 2 |
| 10 Mar | 1311.90 | 30.15 | 19.45 | 25.14 | 2 | 1 | 1 |
| 9 Mar | 1278.40 | 10.7 | 0 | 0.19 | 0 | 0 | 0 |
| 6 Mar | 1313.40 | 10.7 | 0 | 2.52 | 0 | 0 | 0 |
| 5 Mar | 1357.60 | 10.7 | 0 | 4.51 | 0 | 0 | 0 |
| 4 Mar | 1365.40 | 10.7 | 0 | 5.24 | 0 | 0 | 0 |
| 2 Mar | 1374.00 | 10.7 | 0 | 5.41 | 0 | 0 | 0 |
| 27 Feb | 1378.90 | 10.7 | 0 | 5.64 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1290 expiring on 28APR2026
Delta for 1290 PE is -0.07
Historical price for 1290 PE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 0.8, which was -0.5 lower than the previous day. The implied volatity was 18.93, the open interest changed by 41 which increased total open position to 517
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 1.1, which was 0.3500000000000001 higher than the previous day. The implied volatity was 24.13, the open interest changed by -155 which decreased total open position to 478
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 25.81, the open interest changed by 26 which increased total open position to 633
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 1.05, which was -2.1500000000000004 lower than the previous day. The implied volatity was 29.9, the open interest changed by 17 which increased total open position to 606
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 3.5, which was -3.7 lower than the previous day. The implied volatity was 28.48, the open interest changed by -41 which decreased total open position to 588
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 6.5, which was -2.9499999999999993 lower than the previous day. The implied volatity was 29.81, the open interest changed by 87 which increased total open position to 622
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 9.9, which was -1.1500000000000004 lower than the previous day. The implied volatity was 30.45, the open interest changed by -8 which decreased total open position to 537
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 10.9, which was -0.6999999999999993 lower than the previous day. The implied volatity was 32.2, the open interest changed by -78 which decreased total open position to 544
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 12.1, which was -4.700000000000001 lower than the previous day. The implied volatity was 31.58, the open interest changed by 22 which increased total open position to 642
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 17.35, which was -15.25 lower than the previous day. The implied volatity was 27.72, the open interest changed by 129 which increased total open position to 620
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 31.55, which was 11.8 higher than the previous day. The implied volatity was 27.1, the open interest changed by -134 which decreased total open position to 497
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 19.9, which was -35.3 lower than the previous day. The implied volatity was 25.82, the open interest changed by 522 which increased total open position to 631
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 55.75, which was -10.95 lower than the previous day. The implied volatity was 29.88, the open interest changed by -7 which decreased total open position to 110
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 66.7, which was -30.3 lower than the previous day. The implied volatity was 27.02, the open interest changed by 2 which increased total open position to 116
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 97, which was 17.45 higher than the previous day. The implied volatity was 44.69, the open interest changed by -1 which decreased total open position to 114
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 79.55, which was -7.9 lower than the previous day. The implied volatity was 26.8, the open interest changed by 12 which increased total open position to 116
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 87.45, which was 16.05 higher than the previous day. The implied volatity was 32.7, the open interest changed by 74 which increased total open position to 103
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 70.75, which was 18.4 higher than the previous day. The implied volatity was 32.02, the open interest changed by 14 which increased total open position to 29
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 52.1, which was -8.15 lower than the previous day. The implied volatity was 26.91, the open interest changed by 3 which increased total open position to 16
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 60.5, which was 1.2 higher than the previous day. The implied volatity was 30.01, the open interest changed by 0 which decreased total open position to 13
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 59.3, which was 24.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 59.3, which was 24.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 59.3, which was 24.2 higher than the previous day. The implied volatity was 30.33, the open interest changed by 4 which increased total open position to 11
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 35.1, which was -13.45 lower than the previous day. The implied volatity was 24.94, the open interest changed by 5 which increased total open position to 7
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 48.55, which was 12.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 48.55, which was 12.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 48.55, which was 12.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 48.55, which was 12.55 higher than the previous day. The implied volatity was 25.68, the open interest changed by -1 which decreased total open position to 2
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 36, which was 5.85 higher than the previous day. The implied volatity was 24.15, the open interest changed by 0 which decreased total open position to 2
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 30.15, which was 19.45 higher than the previous day. The implied volatity was 25.14, the open interest changed by 1 which increased total open position to 1
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 10.7, which was 0 lower than the previous day. The implied volatity was 0.19, 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 10.7, which was 0 lower than the previous day. The implied volatity was 2.52, 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 10.7, which was 0 lower than the previous day. The implied volatity was 4.51, 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 10.7, which was 0 lower than the previous day. The implied volatity was 5.24, 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 10.7, which was 0 lower than the previous day. The implied volatity was 5.41, 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 10.7, which was 0 lower than the previous day. The implied volatity was 5.64, the open interest changed by 0 which decreased total open position to 0
