[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1263.4 0.00 (0.00%)
L: 1259 H: 1272.2

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Historical option data for ICICIBANK

30 Apr 2026 04:10 PM IST
ICICIBANK 26-May-2026 (25d) 1300 CE
Delta: 0.37
Vega: 0.01
Theta: -0.63
Gamma: 0.00485
Date Close Ltp Change IV Volume OI Chg OI
30 Apr 1263.40 18.85 -6.199999999999999 22.81 9,237 967 4,673
29 Apr 1281.00 24.35 -7.299999999999997 22.31 8,715 1,803 3,706
28 Apr 1292.00 31.9 -15.200000000000003 23.94 4,044 1,556 1,876
27 Apr 1314.10 48.2 -8.25 24.35 617 128 319
24 Apr 1326.20 56.3 -14.150000000000006 24.51 155 53 188
23 Apr 1348.00 70.75 -16.25 24.04 66 13 133
22 Apr 1367.60 87.6 -16.35000000000001 24.72 95 28 119
21 Apr 1388.40 101.55 20.14999999999999 23.66 79 -6 92
20 Apr 1356.20 81.15 3.8000000000000114 25.72 130 -10 107
17 Apr 1346.80 79 0.5999999999999943 24.71 89 5 117
16 Apr 1345.50 77.5 -1.25 26.99 93 17 111
15 Apr 1348.10 78.35 -3.450000000000003 25.5 65 -11 92
13 Apr 1351.10 80.5 18.85 26.16 136 26 103
10 Apr 1321.90 61.5 18.25 23.87 141 -10 76
9 Apr 1281.30 42.5 -11.8 23.1 167 52 85
8 Apr 1309.20 54.3 24.65 21.29 56 8 32
7 Apr 1245.50 30 2.55 24.35 29 11 24
6 Apr 1231.40 27.95 -96.2 27.16 15 12 12
2 Apr 1215.80 124.15 0 3.75 0 0 0
1 Apr 1212.70 124.15 0 3.69 0 0 0
30 Mar 1205.90 0 0 4.18 0 0 0
27 Mar 1233.80 0 0 2.35 0 0 0
25 Mar 1259.70 0 0 0.98 0 0 0
24 Mar 1251.20 0 0 1.48 0 0 0
23 Mar 1222.70 - - - 0 0 0
20 Mar 1245.40 - - - 0 0 0
19 Mar 1250.10 - - - 0 0 0
18 Mar 1289.30 - - - 0 0 0
17 Mar 1288.70 - - - 0 0 0
16 Mar 1272.90 0 0 - 0 0 0
13 Mar 1254.80 0 0 - 0 0 0
12 Mar 1266.50 - - - 0 0 0
11 Mar 1294.60 - - - 0 0 0
10 Mar 1311.90 - - - 0 0 0
9 Mar 1278.40 0 0 - 0 0 0
6 Mar 1313.40 0 0 - 0 0 0
5 Mar 1357.60 0 0 - 0 0 0
4 Mar 1365.40 0 0 - 0 0 0
2 Mar 1374.00 0 0 - 0 0 0
27 Feb 1378.90 0 0 - 0 0 0


For Icici Bank Ltd. - strike price 1300 expiring on 26MAY2026

Delta for 1300 CE is 0.37

Historical price for 1300 CE is as follows

On 30 Apr ICICIBANK was trading at 1263.40. The strike last trading price was 18.85, which was -6.199999999999999 lower than the previous day. The implied volatity was 22.81, the open interest changed by 967 which increased total open position to 4673


On 29 Apr ICICIBANK was trading at 1281.00. The strike last trading price was 24.35, which was -7.299999999999997 lower than the previous day. The implied volatity was 22.31, the open interest changed by 1803 which increased total open position to 3706


On 28 Apr ICICIBANK was trading at 1292.00. The strike last trading price was 31.9, which was -15.200000000000003 lower than the previous day. The implied volatity was 23.94, the open interest changed by 1556 which increased total open position to 1876


On 27 Apr ICICIBANK was trading at 1314.10. The strike last trading price was 48.2, which was -8.25 lower than the previous day. The implied volatity was 24.35, the open interest changed by 128 which increased total open position to 319


On 24 Apr ICICIBANK was trading at 1326.20. The strike last trading price was 56.3, which was -14.150000000000006 lower than the previous day. The implied volatity was 24.51, the open interest changed by 53 which increased total open position to 188


On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 70.75, which was -16.25 lower than the previous day. The implied volatity was 24.04, the open interest changed by 13 which increased total open position to 133


On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 87.6, which was -16.35000000000001 lower than the previous day. The implied volatity was 24.72, the open interest changed by 28 which increased total open position to 119


On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 101.55, which was 20.14999999999999 higher than the previous day. The implied volatity was 23.66, the open interest changed by -6 which decreased total open position to 92


On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 81.15, which was 3.8000000000000114 higher than the previous day. The implied volatity was 25.72, the open interest changed by -10 which decreased total open position to 107


On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 79, which was 0.5999999999999943 higher than the previous day. The implied volatity was 24.71, the open interest changed by 5 which increased total open position to 117


On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 77.5, which was -1.25 lower than the previous day. The implied volatity was 26.99, the open interest changed by 17 which increased total open position to 111


On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 78.35, which was -3.450000000000003 lower than the previous day. The implied volatity was 25.5, the open interest changed by -11 which decreased total open position to 92


On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 80.5, which was 18.85 higher than the previous day. The implied volatity was 26.16, the open interest changed by 26 which increased total open position to 103


On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 61.5, which was 18.25 higher than the previous day. The implied volatity was 23.87, the open interest changed by -10 which decreased total open position to 76


On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 42.5, which was -11.8 lower than the previous day. The implied volatity was 23.1, the open interest changed by 52 which increased total open position to 85


On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 54.3, which was 24.65 higher than the previous day. The implied volatity was 21.29, the open interest changed by 8 which increased total open position to 32


On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 30, which was 2.55 higher than the previous day. The implied volatity was 24.35, the open interest changed by 11 which increased total open position to 24


On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 27.95, which was -96.2 lower than the previous day. The implied volatity was 27.16, the open interest changed by 12 which increased total open position to 12


On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 124.15, which was 0 lower than the previous day. The implied volatity was 3.75, 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 124.15, which was 0 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0


On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0


On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0


On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0


On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 0, 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 23 Mar ICICIBANK was trading at 1222.70. 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 20 Mar ICICIBANK was trading at 1245.40. 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 19 Mar ICICIBANK was trading at 1250.10. 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 18 Mar ICICIBANK was trading at 1289.30. 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 17 Mar ICICIBANK was trading at 1288.70. 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 16 Mar ICICIBANK was trading at 1272.90. 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 13 Mar ICICIBANK was trading at 1254.80. 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 12 Mar ICICIBANK was trading at 1266.50. 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 11 Mar ICICIBANK was trading at 1294.60. 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 Mar ICICIBANK was trading at 1311.90. 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 9 Mar ICICIBANK was trading at 1278.40. 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 6 Mar ICICIBANK was trading at 1313.40. 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 5 Mar ICICIBANK was trading at 1357.60. 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 4 Mar ICICIBANK was trading at 1365.40. 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 Mar ICICIBANK was trading at 1374.00. 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 27 Feb ICICIBANK was trading at 1378.90. 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


ICICIBANK 26-May-2026 (25d) 1300 PE
Delta: -0.65
Vega: 0.01
Theta: -0.36
Gamma: 0.00532
Date Close Ltp Change IV Volume OI Chg OI
30 Apr 1263.40 45 8.75 20.45 1,493 215 3,788
29 Apr 1281.00 37.4 6.449999999999999 20.79 4,611 681 3,576
28 Apr 1292.00 32.75 10.45 21 5,911 1,241 2,892
27 Apr 1314.10 21.3 0.8500000000000014 21.14 1,988 296 1,656
24 Apr 1326.20 20.3 3.9499999999999993 21.85 867 53 1,358
23 Apr 1348.00 15.75 4.300000000000001 22.89 750 156 1,305
22 Apr 1367.60 11.3 3.1000000000000014 22.92 472 81 1,144
21 Apr 1388.40 8.3 -8.099999999999998 22.79 782 -9 1,063
20 Apr 1356.20 16.8 -2.1499999999999986 24.13 1,130 154 1,072
17 Apr 1346.80 17.5 -5.100000000000001 23.57 1,099 582 891
16 Apr 1345.50 23.1 -0.8999999999999986 24.94 300 -5 305
15 Apr 1348.10 23.95 -0.9499999999999993 26.31 424 -43 310
13 Apr 1351.10 25.7 -5.449999999999999 27.1 514 276 352
10 Apr 1321.90 31.4 -16.050000000000004 24.29 55 17 76
9 Apr 1281.30 46.55 12.65 25.38 126 14 58
8 Apr 1309.20 34 -37 24.47 64 34 44
7 Apr 1245.50 71 -14.35 28.2 12 7 9
6 Apr 1231.40 85.35 67.4 29.32 2 0 0
2 Apr 1215.80 17.95 0 - 0 0 0
1 Apr 1212.70 17.95 0 - 0 0 0
30 Mar 1205.90 17.95 0 - 0 0 0
27 Mar 1233.80 17.95 0 - 0 0 0
25 Mar 1259.70 17.95 0 - 0 0 0
24 Mar 1251.20 17.95 0 - 0 0 0
23 Mar 1222.70 - - - 0 0 0
20 Mar 1245.40 - - - 0 0 0
19 Mar 1250.10 - - - 0 0 0
18 Mar 1289.30 - - - 0 0 0
17 Mar 1288.70 - - - 0 0 0
16 Mar 1272.90 17.95 0 - 0 0 0
13 Mar 1254.80 17.95 0 - 0 0 0
12 Mar 1266.50 - - - 0 0 0
11 Mar 1294.60 - - - 0 0 0
10 Mar 1311.90 - - - 0 0 0
9 Mar 1278.40 17.95 0 - 0 0 0
6 Mar 1313.40 17.95 0 1.99 0 0 0
5 Mar 1357.60 17.95 0 3.76 0 0 0
4 Mar 1365.40 17.95 0 3.53 0 0 0
2 Mar 1374.00 17.95 0 4.2 0 0 0
27 Feb 1378.90 17.95 0 4.93 0 0 0


For Icici Bank Ltd. - strike price 1300 expiring on 26MAY2026

Delta for 1300 PE is -0.65

Historical price for 1300 PE is as follows

On 30 Apr ICICIBANK was trading at 1263.40. The strike last trading price was 45, which was 8.75 higher than the previous day. The implied volatity was 20.45, the open interest changed by 215 which increased total open position to 3788


On 29 Apr ICICIBANK was trading at 1281.00. The strike last trading price was 37.4, which was 6.449999999999999 higher than the previous day. The implied volatity was 20.79, the open interest changed by 681 which increased total open position to 3576


On 28 Apr ICICIBANK was trading at 1292.00. The strike last trading price was 32.75, which was 10.45 higher than the previous day. The implied volatity was 21, the open interest changed by 1241 which increased total open position to 2892


On 27 Apr ICICIBANK was trading at 1314.10. The strike last trading price was 21.3, which was 0.8500000000000014 higher than the previous day. The implied volatity was 21.14, the open interest changed by 296 which increased total open position to 1656


On 24 Apr ICICIBANK was trading at 1326.20. The strike last trading price was 20.3, which was 3.9499999999999993 higher than the previous day. The implied volatity was 21.85, the open interest changed by 53 which increased total open position to 1358


On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 15.75, which was 4.300000000000001 higher than the previous day. The implied volatity was 22.89, the open interest changed by 156 which increased total open position to 1305


On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 11.3, which was 3.1000000000000014 higher than the previous day. The implied volatity was 22.92, the open interest changed by 81 which increased total open position to 1144


On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 8.3, which was -8.099999999999998 lower than the previous day. The implied volatity was 22.79, the open interest changed by -9 which decreased total open position to 1063


On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 16.8, which was -2.1499999999999986 lower than the previous day. The implied volatity was 24.13, the open interest changed by 154 which increased total open position to 1072


On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 17.5, which was -5.100000000000001 lower than the previous day. The implied volatity was 23.57, the open interest changed by 582 which increased total open position to 891


On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 23.1, which was -0.8999999999999986 lower than the previous day. The implied volatity was 24.94, the open interest changed by -5 which decreased total open position to 305


On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 23.95, which was -0.9499999999999993 lower than the previous day. The implied volatity was 26.31, the open interest changed by -43 which decreased total open position to 310


On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 25.7, which was -5.449999999999999 lower than the previous day. The implied volatity was 27.1, the open interest changed by 276 which increased total open position to 352


On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 31.4, which was -16.050000000000004 lower than the previous day. The implied volatity was 24.29, the open interest changed by 17 which increased total open position to 76


On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 46.55, which was 12.65 higher than the previous day. The implied volatity was 25.38, the open interest changed by 14 which increased total open position to 58


On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 34, which was -37 lower than the previous day. The implied volatity was 24.47, the open interest changed by 34 which increased total open position to 44


On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 71, which was -14.35 lower than the previous day. The implied volatity was 28.2, the open interest changed by 7 which increased total open position to 9


On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 85.35, which was 67.4 higher than the previous day. The implied volatity was 29.32, 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 17.95, 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 17.95, 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 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 17.95, 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 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 17.95, 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 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 17.95, 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 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 17.95, 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 Mar ICICIBANK was trading at 1222.70. 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 20 Mar ICICIBANK was trading at 1245.40. 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 19 Mar ICICIBANK was trading at 1250.10. 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 18 Mar ICICIBANK was trading at 1289.30. 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 17 Mar ICICIBANK was trading at 1288.70. 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 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 17.95, 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 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 17.95, 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 Mar ICICIBANK was trading at 1266.50. 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 11 Mar ICICIBANK was trading at 1294.60. 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 Mar ICICIBANK was trading at 1311.90. 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 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 17.95, 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 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 17.95, which was 0 lower than the previous day. The implied volatity was 1.99, 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 17.95, which was 0 lower than the previous day. The implied volatity was 3.76, 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 17.95, which was 0 lower than the previous day. The implied volatity was 3.53, 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 17.95, which was 0 lower than the previous day. The implied volatity was 4.2, 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 17.95, which was 0 lower than the previous day. The implied volatity was 4.93, the open interest changed by 0 which decreased total open position to 0