[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1281 -11.00 (-0.85%)
L: 1276.2 H: 1296.8

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Historical option data for ICICIBANK

29 Apr 2026 04:10 PM IST
ICICIBANK 26-May-2026 (26d) 1320 CE
Delta: 0.34
Vega: 0.01
Theta: -0.59
Gamma: 0.00471
Date Close Ltp Change IV Volume OI Chg OI
29 Apr 1281.00 16.95 -5.900000000000002 22.2 3,933 663 2,336
28 Apr 1292.00 22.5 -13.200000000000003 23.14 3,536 987 1,672
27 Apr 1314.10 36.3 -8.450000000000003 23.58 2,349 559 701
24 Apr 1326.20 44.3 -14.900000000000006 24.18 254 66 138
23 Apr 1348.00 59.2 -13.799999999999997 23.65 76 45 70
22 Apr 1367.60 73 -15.099999999999994 24.33 5 2 24
21 Apr 1388.40 88.1 20.599999999999994 21.82 6 3 21
20 Apr 1356.20 67.5 2.0999999999999943 24.68 15 -3 18
17 Apr 1346.80 67 0.75 25.07 9 -2 22
16 Apr 1345.50 66.25 1.0499999999999972 25.17 5 0 25
15 Apr 1348.10 65.2 -1.2999999999999972 24.71 30 6 26
13 Apr 1351.10 66.5 17.9 24.32 69 -2 20
10 Apr 1321.90 48 14.200000000000003 22.46 23 0 22
9 Apr 1281.30 33.85 -9.5 23.2 19 6 21
8 Apr 1309.20 43.35 21.4 21.23 12 4 15
7 Apr 1245.50 21.5 0.85 23.19 12 11 12
6 Apr 1231.40 20.65 -89 26.16 1 0 0
2 Apr 1215.80 109.65 0 4.74 0 0 0
1 Apr 1212.70 109.65 0 4.68 0 0 0
30 Mar 1205.90 109.65 0 5.19 0 0 0
27 Mar 1233.80 109.65 0 3.38 0 0 0
25 Mar 1259.70 109.65 0 1.95 0 0 0
24 Mar 1251.20 109.65 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 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 1320 expiring on 26MAY2026

Delta for 1320 CE is 0.34

Historical price for 1320 CE is as follows

On 29 Apr ICICIBANK was trading at 1281.00. The strike last trading price was 16.95, which was -5.900000000000002 lower than the previous day. The implied volatity was 22.2, the open interest changed by 663 which increased total open position to 2336


On 28 Apr ICICIBANK was trading at 1292.00. The strike last trading price was 22.5, which was -13.200000000000003 lower than the previous day. The implied volatity was 23.14, the open interest changed by 987 which increased total open position to 1672


On 27 Apr ICICIBANK was trading at 1314.10. The strike last trading price was 36.3, which was -8.450000000000003 lower than the previous day. The implied volatity was 23.58, the open interest changed by 559 which increased total open position to 701


On 24 Apr ICICIBANK was trading at 1326.20. The strike last trading price was 44.3, which was -14.900000000000006 lower than the previous day. The implied volatity was 24.18, the open interest changed by 66 which increased total open position to 138


On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 59.2, which was -13.799999999999997 lower than the previous day. The implied volatity was 23.65, the open interest changed by 45 which increased total open position to 70


On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 73, which was -15.099999999999994 lower than the previous day. The implied volatity was 24.33, the open interest changed by 2 which increased total open position to 24


On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 88.1, which was 20.599999999999994 higher than the previous day. The implied volatity was 21.82, the open interest changed by 3 which increased total open position to 21


On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 67.5, which was 2.0999999999999943 higher than the previous day. The implied volatity was 24.68, the open interest changed by -3 which decreased total open position to 18


On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 67, which was 0.75 higher than the previous day. The implied volatity was 25.07, the open interest changed by -2 which decreased total open position to 22


On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 66.25, which was 1.0499999999999972 higher than the previous day. The implied volatity was 25.17, the open interest changed by 0 which decreased total open position to 25


On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 65.2, which was -1.2999999999999972 lower than the previous day. The implied volatity was 24.71, the open interest changed by 6 which increased total open position to 26


On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 66.5, which was 17.9 higher than the previous day. The implied volatity was 24.32, the open interest changed by -2 which decreased total open position to 20


On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 48, which was 14.200000000000003 higher than the previous day. The implied volatity was 22.46, the open interest changed by 0 which decreased total open position to 22


On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 33.85, which was -9.5 lower than the previous day. The implied volatity was 23.2, the open interest changed by 6 which increased total open position to 21


On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 43.35, which was 21.4 higher than the previous day. The implied volatity was 21.23, the open interest changed by 4 which increased total open position to 15


On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 21.5, which was 0.85 higher than the previous day. The implied volatity was 23.19, the open interest changed by 11 which increased total open position to 12


On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 20.65, which was -89 lower than the previous day. The implied volatity was 26.16, 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 109.65, which was 0 lower than the previous day. The implied volatity was 4.74, 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 109.65, which was 0 lower than the previous day. The implied volatity was 4.68, 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 109.65, which was 0 lower than the previous day. The implied volatity was 5.19, 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 109.65, which was 0 lower than the previous day. The implied volatity was 3.38, 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 109.65, which was 0 lower than the previous day. The implied volatity was 1.95, 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 109.65, 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 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 (26d) 1320 PE
Delta: -0.68
Vega: 0.01
Theta: -0.32
Gamma: 0.0051
Date Close Ltp Change IV Volume OI Chg OI
29 Apr 1281.00 49.6 7.550000000000004 19.91 1,068 293 1,396
28 Apr 1292.00 43.25 12.2 20.32 1,712 356 1,103
27 Apr 1314.10 29.45 1.4499999999999993 20.6 1,441 275 743
24 Apr 1326.20 28.35 5.450000000000003 21.77 243 -15 467
23 Apr 1348.00 22.15 5.799999999999997 22.89 227 2 482
22 Apr 1367.60 15.95 4.949999999999999 22.43 318 155 480
21 Apr 1388.40 11.45 -10.350000000000001 22.07 490 274 326
20 Apr 1356.20 22.55 -2.1499999999999986 23.79 97 39 51
17 Apr 1346.80 23.85 -3.1499999999999986 22.64 9 4 11
16 Apr 1345.50 27 -3 24.56 4 3 6
15 Apr 1348.10 30 6.899999999999999 25.47 3 2 2
13 Apr 1351.10 0 0 - 0 0 0
10 Apr 1321.90 0 0 0.49 0 0 0
9 Apr 1281.30 23.1 0 0.01 0 0 0
8 Apr 1309.20 23.1 0 0.39 0 0 0
7 Apr 1245.50 23.1 0 - 0 0 0
6 Apr 1231.40 23.1 0 - 0 0 0
2 Apr 1215.80 23.1 0 - 0 0 0
1 Apr 1212.70 23.1 0 - 0 0 0
30 Mar 1205.90 23.1 0 - 0 0 0
27 Mar 1233.80 23.1 0 - 0 0 0
25 Mar 1259.70 23.1 0 - 0 0 0
24 Mar 1251.20 23.1 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 23.1 0 - 0 0 0
13 Mar 1254.80 23.1 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 23.1 0 - 0 0 0
6 Mar 1313.40 23.1 0 1.03 0 0 0
5 Mar 1357.60 23.1 0 - 0 0 0
4 Mar 1365.40 23.1 0 3.45 0 0 0
2 Mar 1374.00 23.1 0 3.55 0 0 0
27 Feb 1378.90 23.1 0 4.55 0 0 0


For Icici Bank Ltd. - strike price 1320 expiring on 26MAY2026

Delta for 1320 PE is -0.68

Historical price for 1320 PE is as follows

On 29 Apr ICICIBANK was trading at 1281.00. The strike last trading price was 49.6, which was 7.550000000000004 higher than the previous day. The implied volatity was 19.91, the open interest changed by 293 which increased total open position to 1396


On 28 Apr ICICIBANK was trading at 1292.00. The strike last trading price was 43.25, which was 12.2 higher than the previous day. The implied volatity was 20.32, the open interest changed by 356 which increased total open position to 1103


On 27 Apr ICICIBANK was trading at 1314.10. The strike last trading price was 29.45, which was 1.4499999999999993 higher than the previous day. The implied volatity was 20.6, the open interest changed by 275 which increased total open position to 743


On 24 Apr ICICIBANK was trading at 1326.20. The strike last trading price was 28.35, which was 5.450000000000003 higher than the previous day. The implied volatity was 21.77, the open interest changed by -15 which decreased total open position to 467


On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 22.15, which was 5.799999999999997 higher than the previous day. The implied volatity was 22.89, the open interest changed by 2 which increased total open position to 482


On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 15.95, which was 4.949999999999999 higher than the previous day. The implied volatity was 22.43, the open interest changed by 155 which increased total open position to 480


On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 11.45, which was -10.350000000000001 lower than the previous day. The implied volatity was 22.07, the open interest changed by 274 which increased total open position to 326


On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 22.55, which was -2.1499999999999986 lower than the previous day. The implied volatity was 23.79, the open interest changed by 39 which increased total open position to 51


On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 23.85, which was -3.1499999999999986 lower than the previous day. The implied volatity was 22.64, the open interest changed by 4 which increased total open position to 11


On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 27, which was -3 lower than the previous day. The implied volatity was 24.56, the open interest changed by 3 which increased total open position to 6


On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 30, which was 6.899999999999999 higher than the previous day. The implied volatity was 25.47, the open interest changed by 2 which increased total open position to 2


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 0.49, 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 23.1, which was 0 lower than the previous day. The implied volatity was 0.01, 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 23.1, which was 0 lower than the previous day. The implied volatity was 0.39, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, 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 23.1, which was 0 lower than the previous day. The implied volatity was 1.03, 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 23.1, 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 23.1, which was 0 lower than the previous day. The implied volatity was 3.45, 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 23.1, which was 0 lower than the previous day. The implied volatity was 3.55, 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 23.1, which was 0 lower than the previous day. The implied volatity was 4.55, the open interest changed by 0 which decreased total open position to 0