Historical option data for ICICIBANK
26 May 2026 04:10 PM IST
| ICICIBANK 30-Jun-2026 (34d) 1300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.45
Vega: 0.02
Theta: -0.5
Gamma: 0.00525
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 1279.10 | 24.5 | -5.75 (-19.01%) | 18.91 | 7,985 | 655 | 3,015 | |||||||||
| 25 May | 1291.80 | 31.1 | 8.1 (35.22%) | 18.93 | 4,399 | 167 | 2,331 | |||||||||
| 22 May | 1264.30 | 23.8 | 6.8 (40.00%) | 20.85 | 5,334 | 679 | 2,175 | |||||||||
| 21 May | 1242.80 | 17.2 | 0.2 (1.18%) | 21.59 | 971 | 188 | 1,473 | |||||||||
| 20 May | 1237.30 | 17 | -2 (-10.53%) | 22.72 | 1,658 | 196 | 1,287 | |||||||||
| 19 May | 1240.80 | 19.45 | -1.55 (-7.38%) | 22.89 | 2,556 | 591 | 1,090 | |||||||||
| 18 May | 1251.10 | 21.6 | 1.6 (8.00%) | 21.9 | 647 | 38 | 501 | |||||||||
| 15 May | 1244.50 | 20.75 | -0.85 (-3.94%) | 21.35 | 244 | 11 | 463 | |||||||||
| 14 May | 1246.00 | 21.95 | 2.15 (10.86%) | 21.64 | 348 | 30 | 452 | |||||||||
| 13 May | 1235.60 | 19.55 | -1.9 (-8.86%) | 0 | 285 | 87 | 422 | |||||||||
| 12 May | 1240.30 | 22.35 | -7.95 (-26.24%) | 22.22 | 251 | 3 | 335 | |||||||||
| 11 May | 1266.40 | 29.35 | -0.6 (-2.00%) | 0 | 144 | 21 | 334 | |||||||||
| 8 May | 1264.80 | 30 | -6.2 (-17.13%) | 20.83 | 326 | 139 | 314 | |||||||||
| 7 May | 1279.00 | 36.6 | -1.2 (-3.17%) | 20.88 | 174 | 35 | 174 | |||||||||
| 6 May | 1279.50 | 37.05 | 9.35 (33.75%) | 21.33 | 138 | 16 | 139 | |||||||||
| 5 May | 1251.30 | 27.2 | -8.9 (-24.65%) | 22.07 | 106 | 65 | 123 | |||||||||
| 4 May | 1270.80 | 36.1 | 1.2 (3.44%) | 21.81 | 32 | 17 | 58 | |||||||||
| 30 Apr | 1263.40 | 35.55 | -8 (-18.37%) | 22.25 | 48 | 13 | 54 | |||||||||
| 29 Apr | 1281.00 | 43.5 | 15.85 (57.32%) | 22.48 | 51 | 41 | 41 | |||||||||
| 28 Apr | 1292.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 1314.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 1326.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 1348.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 1367.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 1388.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 1356.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 1346.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 1345.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 1348.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1351.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1321.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1281.30 | 27.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1309.20 | 27.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1245.50 | 27.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1231.40 | 27.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 1215.80 | 27.65 | 0 (0.00%) | 2.47 | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1300 expiring on 30JUN2026
Delta for 1300 CE is 0.45
Historical price for 1300 CE is as follows
On 26 May ICICIBANK was trading at 1279.10. The strike last trading price was 24.5, which was -5.75 lower than the previous day. The implied volatity was 18.91, the open interest changed by 655 which increased total open position to 3015
On 25 May ICICIBANK was trading at 1291.80. The strike last trading price was 31.1, which was 8.1 higher than the previous day. The implied volatity was 18.93, the open interest changed by 167 which increased total open position to 2331
On 22 May ICICIBANK was trading at 1264.30. The strike last trading price was 23.8, which was 6.8 higher than the previous day. The implied volatity was 20.85, the open interest changed by 679 which increased total open position to 2175
On 21 May ICICIBANK was trading at 1242.80. The strike last trading price was 17.2, which was 0.2 higher than the previous day. The implied volatity was 21.59, the open interest changed by 188 which increased total open position to 1473
On 20 May ICICIBANK was trading at 1237.30. The strike last trading price was 17, which was -2 lower than the previous day. The implied volatity was 22.72, the open interest changed by 196 which increased total open position to 1287
On 19 May ICICIBANK was trading at 1240.80. The strike last trading price was 19.45, which was -1.55 lower than the previous day. The implied volatity was 22.89, the open interest changed by 591 which increased total open position to 1090
On 18 May ICICIBANK was trading at 1251.10. The strike last trading price was 21.6, which was 1.6 higher than the previous day. The implied volatity was 21.9, the open interest changed by 38 which increased total open position to 501
On 15 May ICICIBANK was trading at 1244.50. The strike last trading price was 20.75, which was -0.85 lower than the previous day. The implied volatity was 21.35, the open interest changed by 11 which increased total open position to 463
On 14 May ICICIBANK was trading at 1246.00. The strike last trading price was 21.95, which was 2.15 higher than the previous day. The implied volatity was 21.64, the open interest changed by 30 which increased total open position to 452
On 13 May ICICIBANK was trading at 1235.60. The strike last trading price was 19.55, which was -1.9 lower than the previous day. The implied volatity was 0, the open interest changed by 87 which increased total open position to 422
On 12 May ICICIBANK was trading at 1240.30. The strike last trading price was 22.35, which was -7.95 lower than the previous day. The implied volatity was 22.22, the open interest changed by 3 which increased total open position to 335
On 11 May ICICIBANK was trading at 1266.40. The strike last trading price was 29.35, which was -0.6 lower than the previous day. The implied volatity was 0, the open interest changed by 21 which increased total open position to 334
On 8 May ICICIBANK was trading at 1264.80. The strike last trading price was 30, which was -6.2 lower than the previous day. The implied volatity was 20.83, the open interest changed by 139 which increased total open position to 314
On 7 May ICICIBANK was trading at 1279.00. The strike last trading price was 36.6, which was -1.2 lower than the previous day. The implied volatity was 20.88, the open interest changed by 35 which increased total open position to 174
On 6 May ICICIBANK was trading at 1279.50. The strike last trading price was 37.05, which was 9.35 higher than the previous day. The implied volatity was 21.33, the open interest changed by 16 which increased total open position to 139
On 5 May ICICIBANK was trading at 1251.30. The strike last trading price was 27.2, which was -8.9 lower than the previous day. The implied volatity was 22.07, the open interest changed by 65 which increased total open position to 123
On 4 May ICICIBANK was trading at 1270.80. The strike last trading price was 36.1, which was 1.2 higher than the previous day. The implied volatity was 21.81, the open interest changed by 17 which increased total open position to 58
On 30 Apr ICICIBANK was trading at 1263.40. The strike last trading price was 35.55, which was -8 lower than the previous day. The implied volatity was 22.25, the open interest changed by 13 which increased total open position to 54
On 29 Apr ICICIBANK was trading at 1281.00. The strike last trading price was 43.5, which was 15.85 higher than the previous day. The implied volatity was 22.48, the open interest changed by 41 which increased total open position to 41
On 28 Apr ICICIBANK was trading at 1292.00. 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 Apr ICICIBANK was trading at 1314.10. 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 24 Apr ICICIBANK was trading at 1326.20. 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 23 Apr ICICIBANK was trading at 1348.00. 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 22 Apr ICICIBANK was trading at 1367.60. 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 21 Apr ICICIBANK was trading at 1388.40. 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 20 Apr ICICIBANK was trading at 1356.20. 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 Apr ICICIBANK was trading at 1346.80. 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 Apr ICICIBANK was trading at 1345.50. 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 15 Apr ICICIBANK was trading at 1348.10. 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 13 Apr ICICIBANK was trading at 1351.10. 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 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 27.65, 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 27.65, 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 27.65, 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 27.65, 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 27.65, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 30-Jun-2026 (34d) 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 0.02
Theta: -0.22
Gamma: 0.00637
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 1279.10 | 31.3 | 2.75 (9.63%) | 15.48 | 6,039 | 1,001 | 3,524 |
| 25 May | 1291.80 | 27 | -16.85 (-38.43%) | 16.77 | 2,143 | 538 | 2,510 |
| 22 May | 1264.30 | 43.55 | -17.8 (-29.01%) | 17.48 | 1,982 | 1,001 | 1,988 |
| 21 May | 1242.80 | 60.6 | -6.7 (-9.96%) | 17.8 | 424 | 344 | 987 |
| 20 May | 1237.30 | 66.85 | 0.75 (1.13%) | 19.31 | 246 | 170 | 643 |
| 19 May | 1240.80 | 64 | 6.3 (10.92%) | 19.66 | 205 | 123 | 475 |
| 18 May | 1251.10 | 57 | -6 (-9.52%) | 19.47 | 144 | 69 | 351 |
| 15 May | 1244.50 | 63 | 4.05 (6.87%) | 19.63 | 23 | 15 | 281 |
| 14 May | 1246.00 | 58.95 | -10.55 (-15.18%) | 17.38 | 26 | 7 | 266 |
| 13 May | 1235.60 | 69.5 | 2.6 (3.89%) | 0 | 83 | 52 | 259 |
| 12 May | 1240.30 | 66.9 | 17.25 (34.74%) | 0 | 1 | 0 | 206 |
| 11 May | 1266.40 | 50 | -1.95 (-3.75%) | 0 | 52 | -22 | 204 |
| 8 May | 1264.80 | 51.95 | 7.35 (16.48%) | 19.41 | 145 | 89 | 226 |
| 7 May | 1279.00 | 44 | 1.4 (3.29%) | 19.31 | 47 | 15 | 137 |
| 6 May | 1279.50 | 43.25 | -17.75 (-29.10%) | 19.15 | 61 | -13 | 122 |
| 5 May | 1251.30 | 61 | 10 (19.61%) | 19.37 | 14 | 11 | 134 |
| 4 May | 1270.80 | 51 | -4.3 (-7.78%) | 20.36 | 24 | 27 | 125 |
| 30 Apr | 1263.40 | 54.2 | 8.15 (17.70%) | 19.99 | 81 | 14 | 112 |
| 29 Apr | 1281.00 | 45.75 | 5.75 (14.37%) | 19.69 | 57 | 25 | 97 |
| 28 Apr | 1292.00 | 42 | 10.6 (33.76%) | 19.62 | 23 | 5 | 72 |
| 27 Apr | 1314.10 | 31.25 | 3 (10.62%) | 19.83 | 22 | 4 | 67 |
| 24 Apr | 1326.20 | 28.25 | 5.4 (23.63%) | 20.21 | 38 | 6 | 62 |
| 23 Apr | 1348.00 | 22.75 | 5.8 (34.22%) | 20.63 | 56 | 50 | 56 |
| 22 Apr | 1367.60 | 17 | 2.7 (18.88%) | 20.21 | 2 | 1 | 5 |
| 21 Apr | 1388.40 | - | - | - | 0 | 0 | 0 |
| 20 Apr | 1356.20 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 1346.80 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 1345.50 | - | - | - | 0 | 0 | 0 |
| 15 Apr | 1348.10 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 1351.10 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 1321.90 | 0 | 0 (0.00%) | 1.11 | 0 | 0 | 0 |
| 9 Apr | 1281.30 | 98.5 | 0 (0.00%) | 0.52 | 0 | 0 | 0 |
| 8 Apr | 1309.20 | 98.5 | 0 (0.00%) | 1.89 | 0 | 0 | 0 |
| 7 Apr | 1245.50 | 98.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 1231.40 | 98.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 1215.80 | 98.5 | 0 (0.00%) | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1300 expiring on 30JUN2026
Delta for 1300 PE is -0.57
Historical price for 1300 PE is as follows
On 26 May ICICIBANK was trading at 1279.10. The strike last trading price was 31.3, which was 2.75 higher than the previous day. The implied volatity was 15.48, the open interest changed by 1001 which increased total open position to 3524
On 25 May ICICIBANK was trading at 1291.80. The strike last trading price was 27, which was -16.85 lower than the previous day. The implied volatity was 16.77, the open interest changed by 538 which increased total open position to 2510
On 22 May ICICIBANK was trading at 1264.30. The strike last trading price was 43.55, which was -17.8 lower than the previous day. The implied volatity was 17.48, the open interest changed by 1001 which increased total open position to 1988
On 21 May ICICIBANK was trading at 1242.80. The strike last trading price was 60.6, which was -6.7 lower than the previous day. The implied volatity was 17.8, the open interest changed by 344 which increased total open position to 987
On 20 May ICICIBANK was trading at 1237.30. The strike last trading price was 66.85, which was 0.75 higher than the previous day. The implied volatity was 19.31, the open interest changed by 170 which increased total open position to 643
On 19 May ICICIBANK was trading at 1240.80. The strike last trading price was 64, which was 6.3 higher than the previous day. The implied volatity was 19.66, the open interest changed by 123 which increased total open position to 475
On 18 May ICICIBANK was trading at 1251.10. The strike last trading price was 57, which was -6 lower than the previous day. The implied volatity was 19.47, the open interest changed by 69 which increased total open position to 351
On 15 May ICICIBANK was trading at 1244.50. The strike last trading price was 63, which was 4.05 higher than the previous day. The implied volatity was 19.63, the open interest changed by 15 which increased total open position to 281
On 14 May ICICIBANK was trading at 1246.00. The strike last trading price was 58.95, which was -10.55 lower than the previous day. The implied volatity was 17.38, the open interest changed by 7 which increased total open position to 266
On 13 May ICICIBANK was trading at 1235.60. The strike last trading price was 69.5, which was 2.6 higher than the previous day. The implied volatity was 0, the open interest changed by 52 which increased total open position to 259
On 12 May ICICIBANK was trading at 1240.30. The strike last trading price was 66.9, which was 17.25 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 206
On 11 May ICICIBANK was trading at 1266.40. The strike last trading price was 50, which was -1.95 lower than the previous day. The implied volatity was 0, the open interest changed by -22 which decreased total open position to 204
On 8 May ICICIBANK was trading at 1264.80. The strike last trading price was 51.95, which was 7.35 higher than the previous day. The implied volatity was 19.41, the open interest changed by 89 which increased total open position to 226
On 7 May ICICIBANK was trading at 1279.00. The strike last trading price was 44, which was 1.4 higher than the previous day. The implied volatity was 19.31, the open interest changed by 15 which increased total open position to 137
On 6 May ICICIBANK was trading at 1279.50. The strike last trading price was 43.25, which was -17.75 lower than the previous day. The implied volatity was 19.15, the open interest changed by -13 which decreased total open position to 122
On 5 May ICICIBANK was trading at 1251.30. The strike last trading price was 61, which was 10 higher than the previous day. The implied volatity was 19.37, the open interest changed by 11 which increased total open position to 134
On 4 May ICICIBANK was trading at 1270.80. The strike last trading price was 51, which was -4.3 lower than the previous day. The implied volatity was 20.36, the open interest changed by 27 which increased total open position to 125
On 30 Apr ICICIBANK was trading at 1263.40. The strike last trading price was 54.2, which was 8.15 higher than the previous day. The implied volatity was 19.99, the open interest changed by 14 which increased total open position to 112
On 29 Apr ICICIBANK was trading at 1281.00. The strike last trading price was 45.75, which was 5.75 higher than the previous day. The implied volatity was 19.69, the open interest changed by 25 which increased total open position to 97
On 28 Apr ICICIBANK was trading at 1292.00. The strike last trading price was 42, which was 10.6 higher than the previous day. The implied volatity was 19.62, the open interest changed by 5 which increased total open position to 72
On 27 Apr ICICIBANK was trading at 1314.10. The strike last trading price was 31.25, which was 3 higher than the previous day. The implied volatity was 19.83, the open interest changed by 4 which increased total open position to 67
On 24 Apr ICICIBANK was trading at 1326.20. The strike last trading price was 28.25, which was 5.4 higher than the previous day. The implied volatity was 20.21, the open interest changed by 6 which increased total open position to 62
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 22.75, which was 5.8 higher than the previous day. The implied volatity was 20.63, the open interest changed by 50 which increased total open position to 56
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 17, which was 2.7 higher than the previous day. The implied volatity was 20.21, the open interest changed by 1 which increased total open position to 5
On 21 Apr ICICIBANK was trading at 1388.40. 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 20 Apr ICICIBANK was trading at 1356.20. 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 Apr ICICIBANK was trading at 1346.80. 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 Apr ICICIBANK was trading at 1345.50. 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 15 Apr ICICIBANK was trading at 1348.10. 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 13 Apr ICICIBANK was trading at 1351.10. 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 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 1.11, 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 98.5, which was 0 lower than the previous day. The implied volatity was 0.52, 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 98.5, which was 0 lower than the previous day. The implied volatity was 1.89, 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 98.5, 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 98.5, 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 98.5, 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
