ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
13 Mar 2026 04:10 PM IST
| ICICIBANK 30-MAR-2026 1310 CE | ||||||||||||||||
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Delta: 0.22
Vega: 0.79
Theta: -0.58
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 1254.80 | 7.1 | -5.1 | 21.83 | 2,291 | 504 | 1,824 | |||||||||
| 12 Mar | 1266.50 | 13.15 | -8.25 | 23.4 | 3,176 | -6 | 1,333 | |||||||||
| 11 Mar | 1294.60 | 20.4 | -8.4 | 21.69 | 5,195 | -544 | 1,361 | |||||||||
| 10 Mar | 1311.90 | 28.75 | 9.3 | 20.04 | 6,184 | 725 | 1,891 | |||||||||
| 9 Mar | 1278.40 | 18.7 | -16.6 | 24.73 | 3,963 | 874 | 1,169 | |||||||||
| 6 Mar | 1313.40 | 36 | -33.6 | 21.4 | 1,035 | 257 | 294 | |||||||||
| 5 Mar | 1357.60 | 70.55 | -14.7 | - | 53 | 37 | 0 | |||||||||
| 4 Mar | 1365.40 | 70.55 | -14.7 | 15.24 | 53 | 36 | 36 | |||||||||
| 2 Mar | 1374.00 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1378.90 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1404.90 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1400.50 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 1384.80 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 1399.40 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 1394.50 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 1388.80 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 1408.20 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 1407.50 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
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| 16 Feb | 1411.60 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1414.60 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1430.00 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 1406.10 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1406.50 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1396.30 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 1406.10 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 1396.50 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 1408.40 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 1389.70 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 1352.80 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 1334.20 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 1355.00 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1383.60 | 85.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 1367.70 | 85.25 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1310 expiring on 30MAR2026
Delta for 1310 CE is 0.22
Historical price for 1310 CE is as follows
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 7.1, which was -5.1 lower than the previous day. The implied volatity was 21.83, the open interest changed by 504 which increased total open position to 1824
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 13.15, which was -8.25 lower than the previous day. The implied volatity was 23.4, the open interest changed by -6 which decreased total open position to 1333
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 20.4, which was -8.4 lower than the previous day. The implied volatity was 21.69, the open interest changed by -544 which decreased total open position to 1361
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 28.75, which was 9.3 higher than the previous day. The implied volatity was 20.04, the open interest changed by 725 which increased total open position to 1891
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 18.7, which was -16.6 lower than the previous day. The implied volatity was 24.73, the open interest changed by 874 which increased total open position to 1169
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 36, which was -33.6 lower than the previous day. The implied volatity was 21.4, the open interest changed by 257 which increased total open position to 294
On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 70.55, which was -14.7 lower than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 0
On 4 Mar ICICIBANK was trading at 1365.40. The strike last trading price was 70.55, which was -14.7 lower than the previous day. The implied volatity was 15.24, the open interest changed by 36 which increased total open position to 36
On 2 Mar ICICIBANK was trading at 1374.00. The strike last trading price was 85.25, 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 85.25, 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 26 Feb ICICIBANK was trading at 1404.90. The strike last trading price was 85.25, 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 25 Feb ICICIBANK was trading at 1400.50. The strike last trading price was 85.25, 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 24 Feb ICICIBANK was trading at 1384.80. The strike last trading price was 85.25, 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 23 Feb ICICIBANK was trading at 1399.40. The strike last trading price was 85.25, 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 20 Feb ICICIBANK was trading at 1394.50. The strike last trading price was 85.25, 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 19 Feb ICICIBANK was trading at 1388.80. The strike last trading price was 85.25, 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 18 Feb ICICIBANK was trading at 1408.20. The strike last trading price was 85.25, 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 17 Feb ICICIBANK was trading at 1407.50. The strike last trading price was 85.25, 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 16 Feb ICICIBANK was trading at 1411.60. The strike last trading price was 85.25, 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 13 Feb ICICIBANK was trading at 1414.60. The strike last trading price was 85.25, 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 12 Feb ICICIBANK was trading at 1430.00. The strike last trading price was 85.25, 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 11 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 85.25, 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 10 Feb ICICIBANK was trading at 1406.50. The strike last trading price was 85.25, 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 9 Feb ICICIBANK was trading at 1396.30. The strike last trading price was 85.25, 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 6 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 85.25, 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 5 Feb ICICIBANK was trading at 1396.50. The strike last trading price was 85.25, 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 Feb ICICIBANK was trading at 1408.40. The strike last trading price was 85.25, 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 3 Feb ICICIBANK was trading at 1389.70. The strike last trading price was 85.25, 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 Feb ICICIBANK was trading at 1352.80. The strike last trading price was 85.25, 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 1 Feb ICICIBANK was trading at 1334.20. The strike last trading price was 85.25, 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 30 Jan ICICIBANK was trading at 1355.00. The strike last trading price was 85.25, 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 29 Jan ICICIBANK was trading at 1383.60. The strike last trading price was 85.25, 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 28 Jan ICICIBANK was trading at 1367.70. The strike last trading price was 85.25, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 30MAR2026 1310 PE | |||||||
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Delta: -0.71
Vega: 0.93
Theta: -0.56
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 1254.80 | 63.15 | 13.05 | 30.06 | 103 | -45 | 420 |
| 12 Mar | 1266.50 | 48.25 | 12.95 | 24.83 | 310 | -6 | 465 |
| 11 Mar | 1294.60 | 36.35 | 12.55 | 25.76 | 2,291 | -229 | 471 |
| 10 Mar | 1311.90 | 23.1 | -23.3 | 22.76 | 2,569 | 268 | 705 |
| 9 Mar | 1278.40 | 47.35 | 20.8 | 25.74 | 741 | -103 | 440 |
| 6 Mar | 1313.40 | 25.85 | 17.55 | 24.09 | 3,971 | 336 | 543 |
| 5 Mar | 1357.60 | 9.05 | -1.55 | 19.98 | 413 | -5 | 207 |
| 4 Mar | 1365.40 | 10.7 | 4.4 | 24.3 | 1,042 | -3 | 212 |
| 2 Mar | 1374.00 | 6.35 | 1.75 | 20.33 | 387 | -9 | 215 |
| 27 Feb | 1378.90 | 4.65 | 1.7 | 18.31 | 531 | 58 | 224 |
| 26 Feb | 1404.90 | 2.95 | -0.4 | 18.83 | 273 | 59 | 166 |
| 25 Feb | 1400.50 | 3.4 | -0.85 | 18.82 | 279 | -79 | 115 |
| 24 Feb | 1384.80 | 4.3 | 1.2 | 18.1 | 332 | 161 | 194 |
| 23 Feb | 1399.40 | 3.1 | -0.65 | 18.11 | 19 | 2 | 33 |
| 20 Feb | 1394.50 | 3.75 | -0.95 | 17.74 | 33 | 0 | 31 |
| 19 Feb | 1388.80 | 4.95 | 1.35 | 18.31 | 35 | -7 | 31 |
| 18 Feb | 1408.20 | 3.6 | -0.45 | 18.64 | 12 | -1 | 38 |
| 17 Feb | 1407.50 | 4.05 | -0.25 | 18.92 | 25 | -10 | 39 |
| 16 Feb | 1411.60 | 4.2 | -0.3 | 19.86 | 43 | -24 | 49 |
| 13 Feb | 1414.60 | 5.15 | -0.45 | 20.72 | 69 | -12 | 74 |
| 12 Feb | 1430.00 | 5.7 | 0.2 | - | 0 | 0 | 86 |
| 11 Feb | 1406.10 | 5.7 | 0.2 | - | 0 | 0 | 86 |
| 10 Feb | 1406.50 | 5.7 | 0.2 | - | 0 | 0 | 86 |
| 9 Feb | 1396.30 | 5.7 | 0.2 | 18.07 | 42 | -35 | 87 |
| 6 Feb | 1406.10 | 5.5 | -0.3 | 19.13 | 11 | -5 | 123 |
| 5 Feb | 1396.50 | 5.8 | 0 | 17.8 | 244 | 112 | 128 |
| 4 Feb | 1408.40 | 5.8 | -1.2 | 18.85 | 1 | 0 | 16 |
| 3 Feb | 1389.70 | 7 | -6.8 | 17.86 | 5 | 0 | 15 |
| 2 Feb | 1352.80 | 13.8 | -6.55 | 17.95 | 19 | 13 | 16 |
| 1 Feb | 1334.20 | 20.35 | 8.25 | 18.63 | 2 | 0 | 1 |
| 30 Jan | 1355.00 | 12.1 | -8.05 | - | 0 | 0 | 1 |
| 29 Jan | 1383.60 | 12.1 | -8.05 | 20.69 | 1 | 0 | 0 |
| 28 Jan | 1367.70 | 20.15 | 0 | 4.1 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1310 expiring on 30MAR2026
Delta for 1310 PE is -0.71
Historical price for 1310 PE is as follows
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 63.15, which was 13.05 higher than the previous day. The implied volatity was 30.06, the open interest changed by -45 which decreased total open position to 420
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 48.25, which was 12.95 higher than the previous day. The implied volatity was 24.83, the open interest changed by -6 which decreased total open position to 465
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 36.35, which was 12.55 higher than the previous day. The implied volatity was 25.76, the open interest changed by -229 which decreased total open position to 471
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 23.1, which was -23.3 lower than the previous day. The implied volatity was 22.76, the open interest changed by 268 which increased total open position to 705
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 47.35, which was 20.8 higher than the previous day. The implied volatity was 25.74, the open interest changed by -103 which decreased total open position to 440
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 25.85, which was 17.55 higher than the previous day. The implied volatity was 24.09, the open interest changed by 336 which increased total open position to 543
On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 9.05, which was -1.55 lower than the previous day. The implied volatity was 19.98, the open interest changed by -5 which decreased total open position to 207
On 4 Mar ICICIBANK was trading at 1365.40. The strike last trading price was 10.7, which was 4.4 higher than the previous day. The implied volatity was 24.3, the open interest changed by -3 which decreased total open position to 212
On 2 Mar ICICIBANK was trading at 1374.00. The strike last trading price was 6.35, which was 1.75 higher than the previous day. The implied volatity was 20.33, the open interest changed by -9 which decreased total open position to 215
On 27 Feb ICICIBANK was trading at 1378.90. The strike last trading price was 4.65, which was 1.7 higher than the previous day. The implied volatity was 18.31, the open interest changed by 58 which increased total open position to 224
On 26 Feb ICICIBANK was trading at 1404.90. The strike last trading price was 2.95, which was -0.4 lower than the previous day. The implied volatity was 18.83, the open interest changed by 59 which increased total open position to 166
On 25 Feb ICICIBANK was trading at 1400.50. The strike last trading price was 3.4, which was -0.85 lower than the previous day. The implied volatity was 18.82, the open interest changed by -79 which decreased total open position to 115
On 24 Feb ICICIBANK was trading at 1384.80. The strike last trading price was 4.3, which was 1.2 higher than the previous day. The implied volatity was 18.1, the open interest changed by 161 which increased total open position to 194
On 23 Feb ICICIBANK was trading at 1399.40. The strike last trading price was 3.1, which was -0.65 lower than the previous day. The implied volatity was 18.11, the open interest changed by 2 which increased total open position to 33
On 20 Feb ICICIBANK was trading at 1394.50. The strike last trading price was 3.75, which was -0.95 lower than the previous day. The implied volatity was 17.74, the open interest changed by 0 which decreased total open position to 31
On 19 Feb ICICIBANK was trading at 1388.80. The strike last trading price was 4.95, which was 1.35 higher than the previous day. The implied volatity was 18.31, the open interest changed by -7 which decreased total open position to 31
On 18 Feb ICICIBANK was trading at 1408.20. The strike last trading price was 3.6, which was -0.45 lower than the previous day. The implied volatity was 18.64, the open interest changed by -1 which decreased total open position to 38
On 17 Feb ICICIBANK was trading at 1407.50. The strike last trading price was 4.05, which was -0.25 lower than the previous day. The implied volatity was 18.92, the open interest changed by -10 which decreased total open position to 39
On 16 Feb ICICIBANK was trading at 1411.60. The strike last trading price was 4.2, which was -0.3 lower than the previous day. The implied volatity was 19.86, the open interest changed by -24 which decreased total open position to 49
On 13 Feb ICICIBANK was trading at 1414.60. The strike last trading price was 5.15, which was -0.45 lower than the previous day. The implied volatity was 20.72, the open interest changed by -12 which decreased total open position to 74
On 12 Feb ICICIBANK was trading at 1430.00. The strike last trading price was 5.7, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 86
On 11 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 5.7, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 86
On 10 Feb ICICIBANK was trading at 1406.50. The strike last trading price was 5.7, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 86
On 9 Feb ICICIBANK was trading at 1396.30. The strike last trading price was 5.7, which was 0.2 higher than the previous day. The implied volatity was 18.07, the open interest changed by -35 which decreased total open position to 87
On 6 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 5.5, which was -0.3 lower than the previous day. The implied volatity was 19.13, the open interest changed by -5 which decreased total open position to 123
On 5 Feb ICICIBANK was trading at 1396.50. The strike last trading price was 5.8, which was 0 lower than the previous day. The implied volatity was 17.8, the open interest changed by 112 which increased total open position to 128
On 4 Feb ICICIBANK was trading at 1408.40. The strike last trading price was 5.8, which was -1.2 lower than the previous day. The implied volatity was 18.85, the open interest changed by 0 which decreased total open position to 16
On 3 Feb ICICIBANK was trading at 1389.70. The strike last trading price was 7, which was -6.8 lower than the previous day. The implied volatity was 17.86, the open interest changed by 0 which decreased total open position to 15
On 2 Feb ICICIBANK was trading at 1352.80. The strike last trading price was 13.8, which was -6.55 lower than the previous day. The implied volatity was 17.95, the open interest changed by 13 which increased total open position to 16
On 1 Feb ICICIBANK was trading at 1334.20. The strike last trading price was 20.35, which was 8.25 higher than the previous day. The implied volatity was 18.63, the open interest changed by 0 which decreased total open position to 1
On 30 Jan ICICIBANK was trading at 1355.00. The strike last trading price was 12.1, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Jan ICICIBANK was trading at 1383.60. The strike last trading price was 12.1, which was -8.05 lower than the previous day. The implied volatity was 20.69, the open interest changed by 0 which decreased total open position to 0
On 28 Jan ICICIBANK was trading at 1367.70. The strike last trading price was 20.15, which was 0 lower than the previous day. The implied volatity was 4.1, the open interest changed by 0 which decreased total open position to 0
