ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
24 Apr 2026 01:37 PM IST
| ICICIBANK 28-Apr-2026 (4d) 1310 CE | ||||||||||||||||
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Delta: 0.77
Vega: 0
Theta: -1.09
Gamma: 0.01041
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1328.90 | 24.95 | -14.45 | 20.15 | 457 | 14 | 366 | |||||||||
| 23 Apr | 1348.00 | 38.25 | -20.950000000000003 | 17.72 | 153 | -9 | 353 | |||||||||
| 22 Apr | 1367.60 | 59.3 | -16.549999999999997 | 22.84 | 83 | 27 | 362 | |||||||||
| 21 Apr | 1388.40 | 76.1 | 22.849999999999994 | 26.89 | 69 | -25 | 353 | |||||||||
| 20 Apr | 1356.20 | 51.6 | 0 | 26.79 | 229 | -48 | 380 | |||||||||
| 17 Apr | 1346.80 | 53.3 | 1.8499999999999943 | 28.73 | 313 | -41 | 428 | |||||||||
| 16 Apr | 1345.50 | 51.75 | -1.5 | 30.13 | 193 | -67 | 469 | |||||||||
| 15 Apr | 1348.10 | 53.05 | -3.5500000000000043 | 28.53 | 364 | -49 | 538 | |||||||||
| 13 Apr | 1351.10 | 52.4 | 15.549999999999997 | 23.53 | 2,211 | -69 | 587 | |||||||||
| 10 Apr | 1321.90 | 37 | 16.4 | 23.85 | 2,782 | -159 | 654 | |||||||||
| 9 Apr | 1281.30 | 21.2 | -10.35 | 25.51 | 2,398 | 77 | 810 | |||||||||
| 8 Apr | 1309.20 | 31 | 20.4 | 22.76 | 3,633 | 480 | 733 | |||||||||
| 7 Apr | 1245.50 | 10.75 | 1.75 | 24.93 | 310 | 35 | 254 | |||||||||
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| 6 Apr | 1231.40 | 8.2 | 0.65 | 26.3 | 310 | 33 | 218 | |||||||||
| 2 Apr | 1215.80 | 7.3 | -1.15 | 25.43 | 230 | -1 | 186 | |||||||||
| 1 Apr | 1212.70 | 8.4 | -1.65 | 26.9 | 462 | 32 | 187 | |||||||||
| 30 Mar | 1205.90 | 11.7 | -4.9 | 29.56 | 229 | 51 | 157 | |||||||||
| 27 Mar | 1233.80 | 16.85 | -4.85 | 26.77 | 212 | 28 | 105 | |||||||||
| 25 Mar | 1259.70 | 21.2 | 0.7 | 24.22 | 97 | -32 | 78 | |||||||||
| 24 Mar | 1251.20 | 20.5 | 3.85 | 24.7 | 93 | 46 | 111 | |||||||||
| 23 Mar | 1222.70 | 16.8 | -11.05 | 27.69 | 74 | 35 | 63 | |||||||||
| 20 Mar | 1245.40 | 27.85 | 4.2 | 28.59 | 6 | -3 | 26 | |||||||||
| 19 Mar | 1250.10 | 25.9 | -8.5 | 24.57 | 47 | 18 | 29 | |||||||||
| 18 Mar | 1289.30 | 34.05 | -15.7 | 20.65 | 30 | 9 | 10 | |||||||||
| 17 Mar | 1288.70 | 49.75 | -54.85 | - | 0 | 0 | 1 | |||||||||
| 16 Mar | 1272.90 | 49.75 | -54.85 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1254.80 | 49.75 | -54.85 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1266.50 | 49.75 | -54.85 | - | 0 | 0 | 1 | |||||||||
| 11 Mar | 1294.60 | 49.75 | -54.85 | - | 0 | 0 | 1 | |||||||||
| 10 Mar | 1311.90 | 49.75 | -54.85 | 20.37 | 4 | 0 | 0 | |||||||||
| 9 Mar | 1278.40 | 104.6 | 0 | 1.07 | 0 | 0 | 0 | |||||||||
| 6 Mar | 1313.40 | 104.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1357.60 | 104.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1365.40 | 104.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 1374.00 | 104.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1378.90 | 104.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1310 expiring on 28APR2026
Delta for 1310 CE is 0.77
Historical price for 1310 CE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 24.95, which was -14.45 lower than the previous day. The implied volatity was 20.15, the open interest changed by 14 which increased total open position to 366
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 38.25, which was -20.950000000000003 lower than the previous day. The implied volatity was 17.72, the open interest changed by -9 which decreased total open position to 353
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 59.3, which was -16.549999999999997 lower than the previous day. The implied volatity was 22.84, the open interest changed by 27 which increased total open position to 362
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 76.1, which was 22.849999999999994 higher than the previous day. The implied volatity was 26.89, the open interest changed by -25 which decreased total open position to 353
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 51.6, which was 0 lower than the previous day. The implied volatity was 26.79, the open interest changed by -48 which decreased total open position to 380
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 53.3, which was 1.8499999999999943 higher than the previous day. The implied volatity was 28.73, the open interest changed by -41 which decreased total open position to 428
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 51.75, which was -1.5 lower than the previous day. The implied volatity was 30.13, the open interest changed by -67 which decreased total open position to 469
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 53.05, which was -3.5500000000000043 lower than the previous day. The implied volatity was 28.53, the open interest changed by -49 which decreased total open position to 538
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 52.4, which was 15.549999999999997 higher than the previous day. The implied volatity was 23.53, the open interest changed by -69 which decreased total open position to 587
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 37, which was 16.4 higher than the previous day. The implied volatity was 23.85, the open interest changed by -159 which decreased total open position to 654
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 21.2, which was -10.35 lower than the previous day. The implied volatity was 25.51, the open interest changed by 77 which increased total open position to 810
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 31, which was 20.4 higher than the previous day. The implied volatity was 22.76, the open interest changed by 480 which increased total open position to 733
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 10.75, which was 1.75 higher than the previous day. The implied volatity was 24.93, the open interest changed by 35 which increased total open position to 254
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 8.2, which was 0.65 higher than the previous day. The implied volatity was 26.3, the open interest changed by 33 which increased total open position to 218
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 7.3, which was -1.15 lower than the previous day. The implied volatity was 25.43, the open interest changed by -1 which decreased total open position to 186
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 8.4, which was -1.65 lower than the previous day. The implied volatity was 26.9, the open interest changed by 32 which increased total open position to 187
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 11.7, which was -4.9 lower than the previous day. The implied volatity was 29.56, the open interest changed by 51 which increased total open position to 157
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 16.85, which was -4.85 lower than the previous day. The implied volatity was 26.77, the open interest changed by 28 which increased total open position to 105
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 21.2, which was 0.7 higher than the previous day. The implied volatity was 24.22, the open interest changed by -32 which decreased total open position to 78
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 20.5, which was 3.85 higher than the previous day. The implied volatity was 24.7, the open interest changed by 46 which increased total open position to 111
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 16.8, which was -11.05 lower than the previous day. The implied volatity was 27.69, the open interest changed by 35 which increased total open position to 63
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 27.85, which was 4.2 higher than the previous day. The implied volatity was 28.59, the open interest changed by -3 which decreased total open position to 26
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 25.9, which was -8.5 lower than the previous day. The implied volatity was 24.57, the open interest changed by 18 which increased total open position to 29
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 34.05, which was -15.7 lower than the previous day. The implied volatity was 20.65, the open interest changed by 9 which increased total open position to 10
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 49.75, which was -54.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 49.75, which was -54.85 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 49.75, which was -54.85 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 49.75, which was -54.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 49.75, which was -54.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 49.75, which was -54.85 lower than the previous day. The implied volatity was 20.37, 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 104.6, which was 0 lower than the previous day. The implied volatity was 1.07, 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 104.6, 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 104.6, 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 104.6, 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 104.6, 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 104.6, 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) 1310 PE | |||||||
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Delta: -0.22
Vega: 0
Theta: -0.75
Gamma: 0.01124
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1328.90 | 3.4 | 0.6000000000000001 | 18.1 | 2,602 | -62 | 871 |
| 23 Apr | 1348.00 | 2.65 | 1.25 | 22.33 | 4,648 | 44 | 931 |
| 22 Apr | 1367.60 | 1.35 | -0.09999999999999987 | 23.03 | 1,260 | -26 | 885 |
| 21 Apr | 1388.40 | 1.5 | -4 | 26.89 | 1,767 | -377 | 914 |
| 20 Apr | 1356.20 | 5.8 | -5.7 | 26.62 | 6,162 | 359 | 1,299 |
| 17 Apr | 1346.80 | 10.3 | -3.6499999999999986 | 28.95 | 2,193 | 103 | 929 |
| 16 Apr | 1345.50 | 14.75 | -0.9499999999999993 | 29.48 | 1,866 | -8 | 823 |
| 15 Apr | 1348.10 | 15.7 | -0.25 | 31.28 | 1,740 | -55 | 815 |
| 13 Apr | 1351.10 | 16.85 | -6.899999999999999 | 30.5 | 2,894 | 92 | 877 |
| 10 Apr | 1321.90 | 24.4 | -19.050000000000004 | 27.18 | 2,590 | 360 | 785 |
| 9 Apr | 1281.30 | 42.05 | 14.6 | 26.52 | 1,119 | -73 | 432 |
| 8 Apr | 1309.20 | 27.6 | -67 | 25.12 | 2,088 | 456 | 507 |
| 7 Apr | 1245.50 | 94.6 | -5.65 | - | 0 | 0 | 51 |
| 6 Apr | 1231.40 | 94.6 | -5.65 | - | 0 | 0 | 51 |
| 2 Apr | 1215.80 | 94.6 | -5.65 | - | 0 | 0 | 51 |
| 1 Apr | 1212.70 | 94.6 | -5.65 | 25.54 | 15 | 8 | 50 |
| 30 Mar | 1205.90 | 100.25 | 21.2 | 30.27 | 7 | -1 | 41 |
| 27 Mar | 1233.80 | 79.05 | 19.8 | 27.99 | 22 | 20 | 42 |
| 25 Mar | 1259.70 | 59.25 | -14.9 | 23.24 | 16 | 12 | 22 |
| 24 Mar | 1251.20 | 73 | -21 | 29.97 | 2 | -1 | 9 |
| 23 Mar | 1222.70 | 94 | 33.65 | 31.57 | 1 | 0 | 9 |
| 20 Mar | 1245.40 | 60.35 | 14.35 | - | 0 | 0 | 9 |
| 19 Mar | 1250.10 | 60.35 | 14.35 | 23.58 | 8 | 0 | 7 |
| 18 Mar | 1289.30 | 46 | -2.2 | 25.62 | 4 | 2 | 7 |
| 17 Mar | 1288.70 | 48.2 | 11.65 | 25.24 | 2 | 1 | 4 |
| 16 Mar | 1272.90 | 36.55 | 27.7 | - | 0 | 0 | 0 |
| 13 Mar | 1254.80 | 36.55 | 27.7 | - | 0 | 0 | 0 |
| 12 Mar | 1266.50 | 36.55 | 27.7 | - | 0 | 0 | 3 |
| 11 Mar | 1294.60 | 36.55 | 27.7 | - | 0 | 0 | 3 |
| 10 Mar | 1311.90 | 36.55 | 27.7 | 24.15 | 1 | 0 | 2 |
| 9 Mar | 1278.40 | 8.85 | -6 | - | 0 | 0 | 2 |
| 6 Mar | 1313.40 | 8.85 | -6 | - | 0 | 0 | 2 |
| 5 Mar | 1357.60 | 8.85 | -6 | - | 0 | 0 | 0 |
| 4 Mar | 1365.40 | 8.85 | -6 | - | 0 | 0 | 2 |
| 2 Mar | 1374.00 | 8.85 | -6 | - | 0 | 2 | 0 |
| 27 Feb | 1378.90 | 8.85 | -6 | 17.61 | 2 | 0 | 0 |
For Icici Bank Ltd. - strike price 1310 expiring on 28APR2026
Delta for 1310 PE is -0.22
Historical price for 1310 PE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 3.4, which was 0.6000000000000001 higher than the previous day. The implied volatity was 18.1, the open interest changed by -62 which decreased total open position to 871
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 2.65, which was 1.25 higher than the previous day. The implied volatity was 22.33, the open interest changed by 44 which increased total open position to 931
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 1.35, which was -0.09999999999999987 lower than the previous day. The implied volatity was 23.03, the open interest changed by -26 which decreased total open position to 885
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 1.5, which was -4 lower than the previous day. The implied volatity was 26.89, the open interest changed by -377 which decreased total open position to 914
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 5.8, which was -5.7 lower than the previous day. The implied volatity was 26.62, the open interest changed by 359 which increased total open position to 1299
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 10.3, which was -3.6499999999999986 lower than the previous day. The implied volatity was 28.95, the open interest changed by 103 which increased total open position to 929
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 14.75, which was -0.9499999999999993 lower than the previous day. The implied volatity was 29.48, the open interest changed by -8 which decreased total open position to 823
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 15.7, which was -0.25 lower than the previous day. The implied volatity was 31.28, the open interest changed by -55 which decreased total open position to 815
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 16.85, which was -6.899999999999999 lower than the previous day. The implied volatity was 30.5, the open interest changed by 92 which increased total open position to 877
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 24.4, which was -19.050000000000004 lower than the previous day. The implied volatity was 27.18, the open interest changed by 360 which increased total open position to 785
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 42.05, which was 14.6 higher than the previous day. The implied volatity was 26.52, the open interest changed by -73 which decreased total open position to 432
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 27.6, which was -67 lower than the previous day. The implied volatity was 25.12, the open interest changed by 456 which increased total open position to 507
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 94.6, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 94.6, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 94.6, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 94.6, which was -5.65 lower than the previous day. The implied volatity was 25.54, the open interest changed by 8 which increased total open position to 50
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 100.25, which was 21.2 higher than the previous day. The implied volatity was 30.27, the open interest changed by -1 which decreased total open position to 41
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 79.05, which was 19.8 higher than the previous day. The implied volatity was 27.99, the open interest changed by 20 which increased total open position to 42
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 59.25, which was -14.9 lower than the previous day. The implied volatity was 23.24, the open interest changed by 12 which increased total open position to 22
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 73, which was -21 lower than the previous day. The implied volatity was 29.97, the open interest changed by -1 which decreased total open position to 9
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 94, which was 33.65 higher than the previous day. The implied volatity was 31.57, the open interest changed by 0 which decreased total open position to 9
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 60.35, which was 14.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 60.35, which was 14.35 higher than the previous day. The implied volatity was 23.58, the open interest changed by 0 which decreased total open position to 7
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 46, which was -2.2 lower than the previous day. The implied volatity was 25.62, the open interest changed by 2 which increased total open position to 7
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 48.2, which was 11.65 higher than the previous day. The implied volatity was 25.24, the open interest changed by 1 which increased total open position to 4
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 36.55, which was 27.7 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 36.55, which was 27.7 higher 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 36.55, which was 27.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 36.55, which was 27.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 36.55, which was 27.7 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 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 8.85, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 8.85, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 8.85, which was -6 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 8.85, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Mar ICICIBANK was trading at 1374.00. The strike last trading price was 8.85, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 27 Feb ICICIBANK was trading at 1378.90. The strike last trading price was 8.85, which was -6 lower than the previous day. The implied volatity was 17.61, the open interest changed by 0 which decreased total open position to 0
