Historical option data for ICICIBANK
24 Jun 2026 12:26 PM IST
| ICICIBANK 30-Jun-2026 (6d) 1320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 0
Theta: -0.16
Gamma: 0.00322
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 1374.40 | 55.4 | 31.4 (130.83%) | 20.1 | 457 | -12 | 5,098 | |||||||||
| 23 Jun | 1338.30 | 22.75 | -12.25 (-35.00%) | 16.96 | 1,002 | -114 | 5,111 | |||||||||
| 22 Jun | 1352.40 | 34.5 | 1.5 (4.55%) | 14.27 | 574 | -217 | 5,225 | |||||||||
| 19 Jun | 1346.50 | 33.95 | 1.95 (6.09%) | 15.07 | 1,148 | -28 | 5,442 | |||||||||
| 18 Jun | 1342.30 | 31 | 5 (19.23%) | 16.72 | 1,869 | -58 | 5,470 | |||||||||
| 17 Jun | 1336.80 | 26.7 | -0.3 (-1.11%) | 15.07 | 1,746 | -2 | 5,539 | |||||||||
| 16 Jun | 1334.30 | 27 | 1 (3.85%) | 15.74 | 2,996 | -111 | 5,541 | |||||||||
| 15 Jun | 1327.60 | 26.15 | -7.85 (-23.09%) | 18.63 | 3,320 | -162 | 5,667 | |||||||||
| 12 Jun | 1340.80 | 33.45 | 12.45 (59.29%) | 15.65 | 9,395 | -113 | 5,837 | |||||||||
| 11 Jun | 1317.00 | 20.35 | 8.35 (69.58%) | 17.78 | 29,355 | 3,449 | 5,949 | |||||||||
| 10 Jun | 1293.30 | 12.7 | 5.7 (81.43%) | 18.18 | 10,106 | 119 | 2,512 | |||||||||
| 9 Jun | 1275.00 | 7.65 | 2.65 (53.00%) | 17.66 | 5,047 | 390 | 2,394 | |||||||||
| 8 Jun | 1250.20 | 5.25 | -1.75 (-25.00%) | 20.39 | 2,245 | 262 | 1,983 | |||||||||
| 5 Jun | 1262.10 | 7 | 0 (0.00%) | 18.74 | 4,060 | 59 | 1,721 | |||||||||
| 4 Jun | 1251.70 | 7.05 | 1.05 (17.50%) | 20.08 | 2,786 | -38 | 1,662 | |||||||||
| 3 Jun | 1242.00 | 6.2 | 2.2 (55.00%) | 20.66 | 2,589 | 202 | 1,698 | |||||||||
| 2 Jun | 1226.60 | 3.95 | -0.4 (-9.20%) | 19.73 | 1,197 | -77 | 1,497 | |||||||||
| 1 Jun | 1239.70 | 4.5 | -5 (-52.63%) | 18.7 | 2,806 | 206 | 1,583 | |||||||||
| 29 May | 1256.40 | 9.9 | -2.85 (-22.35%) | 19.01 | 3,338 | 177 | 1,377 | |||||||||
| 27 May | 1272.70 | 13 | -2.7 (-17.20%) | 18.28 | 3,242 | 538 | 1,201 | |||||||||
| 26 May | 1279.10 | 16 | -5.25 (-24.71%) | 18.2 | 1,896 | 119 | 661 | |||||||||
| 25 May | 1291.80 | 21.65 | 5.65 (35.31%) | 18.49 | 1,028 | 220 | 544 | |||||||||
| 22 May | 1264.30 | 16.3 | 4.3 (35.83%) | 20.25 | 844 | -9 | 319 | |||||||||
| 21 May | 1242.80 | 11.65 | -0.35 (-2.92%) | 21.33 | 301 | 154 | 328 | |||||||||
| 20 May | 1237.30 | 12 | -2 (-14.29%) | 22.51 | 110 | 22 | 174 | |||||||||
| 19 May | 1240.80 | 13.7 | -1.3 (-8.67%) | 22.73 | 197 | 30 | 152 | |||||||||
| 18 May | 1251.10 | 15.1 | 0.1 (0.67%) | 21.39 | 92 | -4 | 122 | |||||||||
| 15 May | 1244.50 | 15.1 | -0.9 (-5.63%) | 21.29 | 70 | 20 | 126 | |||||||||
| 14 May | 1246.00 | 15.65 | 0.95 (6.46%) | 21.69 | 114 | -3 | 106 | |||||||||
| 13 May | 1235.60 | 14.5 | -1.25 (-7.94%) | 0 | 124 | 12 | 110 | |||||||||
| 12 May | 1240.30 | 15.7 | -7.4 (-32.03%) | 0 | 50 | 7 | 93 | |||||||||
| 11 May | 1266.40 | 22.8 | 0.2 (0.88%) | 0 | 49 | 4 | 80 | |||||||||
| 8 May | 1264.80 | 22.7 | -6 (-20.91%) | 20.88 | 45 | 10 | 77 | |||||||||
| 7 May | 1279.00 | 28.35 | -0.5 (-1.73%) | 20.79 | 15 | 3 | 67 | |||||||||
| 6 May | 1279.50 | 28.85 | 7.75 (36.73%) | 21.22 | 44 | 6 | 64 | |||||||||
| 5 May | 1251.30 | 21 | -7 (-25.00%) | 22.06 | 26 | 18 | 58 | |||||||||
| 4 May | 1270.80 | 28 | 0.25 (0.90%) | 21.96 | 15 | 28 | 40 | |||||||||
| 30 Apr | 1263.40 | 28.1 | -5.35 (-15.99%) | 22.36 | 35 | 22 | 34 | |||||||||
| 29 Apr | 1281.00 | 33.45 | 10.95 (48.67%) | 21.66 | 19 | 11 | 11 | |||||||||
| 28 Apr | 1292.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 1314.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 1326.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 1348.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 1367.60 | - | - | - | 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 | |||||||||
| 10 Apr | 1321.90 | 22.5 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1281.30 | 22.5 | 0 (0.00%) | 0.27 | 0 | 0 | 0 | |||||||||
| 8 Apr | 1309.20 | 22.5 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1245.50 | 22.5 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1231.40 | 22.5 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1320 expiring on 30JUN2026
Delta for 1320 CE is 0.94
Historical price for 1320 CE is as follows
On 24 Jun ICICIBANK was trading at 1374.40. The strike last trading price was 55.4, which was 31.4 higher than the previous day. The implied volatity was 20.1, the open interest changed by -12 which decreased total open position to 5098
On 23 Jun ICICIBANK was trading at 1338.30. The strike last trading price was 22.75, which was -12.25 lower than the previous day. The implied volatity was 16.96, the open interest changed by -114 which decreased total open position to 5111
On 22 Jun ICICIBANK was trading at 1352.40. The strike last trading price was 34.5, which was 1.5 higher than the previous day. The implied volatity was 14.27, the open interest changed by -217 which decreased total open position to 5225
On 19 Jun ICICIBANK was trading at 1346.50. The strike last trading price was 33.95, which was 1.95 higher than the previous day. The implied volatity was 15.07, the open interest changed by -28 which decreased total open position to 5442
On 18 Jun ICICIBANK was trading at 1342.30. The strike last trading price was 31, which was 5 higher than the previous day. The implied volatity was 16.72, the open interest changed by -58 which decreased total open position to 5470
On 17 Jun ICICIBANK was trading at 1336.80. The strike last trading price was 26.7, which was -0.3 lower than the previous day. The implied volatity was 15.07, the open interest changed by -2 which decreased total open position to 5539
On 16 Jun ICICIBANK was trading at 1334.30. The strike last trading price was 27, which was 1 higher than the previous day. The implied volatity was 15.74, the open interest changed by -111 which decreased total open position to 5541
On 15 Jun ICICIBANK was trading at 1327.60. The strike last trading price was 26.15, which was -7.85 lower than the previous day. The implied volatity was 18.63, the open interest changed by -162 which decreased total open position to 5667
On 12 Jun ICICIBANK was trading at 1340.80. The strike last trading price was 33.45, which was 12.45 higher than the previous day. The implied volatity was 15.65, the open interest changed by -113 which decreased total open position to 5837
On 11 Jun ICICIBANK was trading at 1317.00. The strike last trading price was 20.35, which was 8.35 higher than the previous day. The implied volatity was 17.78, the open interest changed by 3449 which increased total open position to 5949
On 10 Jun ICICIBANK was trading at 1293.30. The strike last trading price was 12.7, which was 5.7 higher than the previous day. The implied volatity was 18.18, the open interest changed by 119 which increased total open position to 2512
On 9 Jun ICICIBANK was trading at 1275.00. The strike last trading price was 7.65, which was 2.65 higher than the previous day. The implied volatity was 17.66, the open interest changed by 390 which increased total open position to 2394
On 8 Jun ICICIBANK was trading at 1250.20. The strike last trading price was 5.25, which was -1.75 lower than the previous day. The implied volatity was 20.39, the open interest changed by 262 which increased total open position to 1983
On 5 Jun ICICIBANK was trading at 1262.10. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 18.74, the open interest changed by 59 which increased total open position to 1721
On 4 Jun ICICIBANK was trading at 1251.70. The strike last trading price was 7.05, which was 1.05 higher than the previous day. The implied volatity was 20.08, the open interest changed by -38 which decreased total open position to 1662
On 3 Jun ICICIBANK was trading at 1242.00. The strike last trading price was 6.2, which was 2.2 higher than the previous day. The implied volatity was 20.66, the open interest changed by 202 which increased total open position to 1698
On 2 Jun ICICIBANK was trading at 1226.60. The strike last trading price was 3.95, which was -0.4 lower than the previous day. The implied volatity was 19.73, the open interest changed by -77 which decreased total open position to 1497
On 1 Jun ICICIBANK was trading at 1239.70. The strike last trading price was 4.5, which was -5 lower than the previous day. The implied volatity was 18.7, the open interest changed by 206 which increased total open position to 1583
On 29 May ICICIBANK was trading at 1256.40. The strike last trading price was 9.9, which was -2.85 lower than the previous day. The implied volatity was 19.01, the open interest changed by 177 which increased total open position to 1377
On 27 May ICICIBANK was trading at 1272.70. The strike last trading price was 13, which was -2.7 lower than the previous day. The implied volatity was 18.28, the open interest changed by 538 which increased total open position to 1201
On 26 May ICICIBANK was trading at 1279.10. The strike last trading price was 16, which was -5.25 lower than the previous day. The implied volatity was 18.2, the open interest changed by 119 which increased total open position to 661
On 25 May ICICIBANK was trading at 1291.80. The strike last trading price was 21.65, which was 5.65 higher than the previous day. The implied volatity was 18.49, the open interest changed by 220 which increased total open position to 544
On 22 May ICICIBANK was trading at 1264.30. The strike last trading price was 16.3, which was 4.3 higher than the previous day. The implied volatity was 20.25, the open interest changed by -9 which decreased total open position to 319
On 21 May ICICIBANK was trading at 1242.80. The strike last trading price was 11.65, which was -0.35 lower than the previous day. The implied volatity was 21.33, the open interest changed by 154 which increased total open position to 328
On 20 May ICICIBANK was trading at 1237.30. The strike last trading price was 12, which was -2 lower than the previous day. The implied volatity was 22.51, the open interest changed by 22 which increased total open position to 174
On 19 May ICICIBANK was trading at 1240.80. The strike last trading price was 13.7, which was -1.3 lower than the previous day. The implied volatity was 22.73, the open interest changed by 30 which increased total open position to 152
On 18 May ICICIBANK was trading at 1251.10. The strike last trading price was 15.1, which was 0.1 higher than the previous day. The implied volatity was 21.39, the open interest changed by -4 which decreased total open position to 122
On 15 May ICICIBANK was trading at 1244.50. The strike last trading price was 15.1, which was -0.9 lower than the previous day. The implied volatity was 21.29, the open interest changed by 20 which increased total open position to 126
On 14 May ICICIBANK was trading at 1246.00. The strike last trading price was 15.65, which was 0.95 higher than the previous day. The implied volatity was 21.69, the open interest changed by -3 which decreased total open position to 106
On 13 May ICICIBANK was trading at 1235.60. The strike last trading price was 14.5, which was -1.25 lower than the previous day. The implied volatity was 0, the open interest changed by 12 which increased total open position to 110
On 12 May ICICIBANK was trading at 1240.30. The strike last trading price was 15.7, which was -7.4 lower than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 93
On 11 May ICICIBANK was trading at 1266.40. The strike last trading price was 22.8, which was 0.2 higher than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 80
On 8 May ICICIBANK was trading at 1264.80. The strike last trading price was 22.7, which was -6 lower than the previous day. The implied volatity was 20.88, the open interest changed by 10 which increased total open position to 77
On 7 May ICICIBANK was trading at 1279.00. The strike last trading price was 28.35, which was -0.5 lower than the previous day. The implied volatity was 20.79, the open interest changed by 3 which increased total open position to 67
On 6 May ICICIBANK was trading at 1279.50. The strike last trading price was 28.85, which was 7.75 higher than the previous day. The implied volatity was 21.22, the open interest changed by 6 which increased total open position to 64
On 5 May ICICIBANK was trading at 1251.30. The strike last trading price was 21, which was -7 lower than the previous day. The implied volatity was 22.06, the open interest changed by 18 which increased total open position to 58
On 4 May ICICIBANK was trading at 1270.80. The strike last trading price was 28, which was 0.25 higher than the previous day. The implied volatity was 21.96, the open interest changed by 28 which increased total open position to 40
On 30 Apr ICICIBANK was trading at 1263.40. The strike last trading price was 28.1, which was -5.35 lower than the previous day. The implied volatity was 22.36, the open interest changed by 22 which increased total open position to 34
On 29 Apr ICICIBANK was trading at 1281.00. The strike last trading price was 33.45, which was 10.95 higher than the previous day. The implied volatity was 21.66, the open interest changed by 11 which increased total open position to 11
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 -, 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 24 Apr ICICIBANK was trading at 1326.20. 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 23 Apr ICICIBANK was trading at 1348.00. 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 22 Apr ICICIBANK was trading at 1367.60. 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 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 -, 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 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 22.5, 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 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 22.5, which was 0 lower than the previous day. The implied volatity was 0.27, 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 22.5, 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 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 22.5, 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 22.5, 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
| ICICIBANK 30-Jun-2026 (6d) 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0
Theta: -0.18
Gamma: 0.00324
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 1374.40 | 1 | -3.4 (-77.27%) | 20.45 | 5,214 | -168 | 2,555 |
| 23 Jun | 1338.30 | 5.05 | 2.55 (102.00%) | 15.48 | 5,226 | -96 | 2,763 |
| 22 Jun | 1352.40 | 2.55 | -1.75 (-40.70%) | 15.84 | 1,617 | -9 | 2,859 |
| 19 Jun | 1346.50 | 3.85 | -0.9 (-18.95%) | 15 | 3,610 | -100 | 2,875 |
| 18 Jun | 1342.30 | 5 | -3.25 (-39.39%) | 14.15 | 4,338 | -11 | 2,975 |
| 17 Jun | 1336.80 | 8.25 | -0.95 (-10.33%) | 15.85 | 4,560 | 20 | 2,995 |
| 16 Jun | 1334.30 | 9.25 | -3.3 (-26.29%) | 15.94 | 5,630 | 438 | 2,975 |
| 15 Jun | 1327.60 | 12.15 | 1.2 (10.96%) | 15.82 | 8,462 | -218 | 2,538 |
| 12 Jun | 1340.80 | 10.55 | -11.4 (-51.94%) | 17.02 | 11,497 | 745 | 2,760 |
| 11 Jun | 1317.00 | 22.65 | -12.55 (-35.65%) | 17.81 | 18,571 | 1,529 | 2,012 |
| 10 Jun | 1293.30 | 35.15 | -12.3 (-25.92%) | 17.73 | 1,611 | 167 | 483 |
| 9 Jun | 1275.00 | 48.7 | -10.4 (-17.60%) | 16.45 | 193 | -30 | 317 |
| 8 Jun | 1250.20 | 59.1 | 59.1 | - | 77 | 0 | 347 |
| 5 Jun | 1262.10 | 60 | -5 (-7.69%) | 17.68 | 77 | -13 | 347 |
| 4 Jun | 1251.70 | 64.95 | -8.25 (-11.27%) | 13.82 | 93 | 31 | 359 |
| 3 Jun | 1242.00 | 72.9 | -10.65 (-12.75%) | 12.8 | 117 | 20 | 327 |
| 2 Jun | 1226.60 | 82.5 | 7.3 (9.71%) | 19.82 | 92 | -20 | 307 |
| 1 Jun | 1239.70 | 75.25 | 19.9 (35.95%) | 18.38 | 60 | -6 | 326 |
| 29 May | 1256.40 | 55.45 | 6.95 (14.33%) | 11.63 | 383 | 76 | 336 |
| 27 May | 1272.70 | 48.2 | 4 (9.05%) | 14.26 | 288 | 18 | 260 |
| 26 May | 1279.10 | 43.05 | 3.5 (8.85%) | 14.57 | 620 | 143 | 240 |
| 25 May | 1291.80 | 37.4 | -18.9 (-33.57%) | 16.25 | 127 | 44 | 97 |
| 22 May | 1264.30 | 55.3 | -22.95 (-29.33%) | 16.87 | 27 | 17 | 53 |
| 21 May | 1242.80 | 78.25 | -8.05 (-9.33%) | 17.54 | 16 | 14 | 34 |
| 20 May | 1237.30 | 86.3 | 11.8 (15.84%) | 18.82 | 1 | 0 | 19 |
| 19 May | 1240.80 | 74.5 | -8 (-9.70%) | 18.06 | 6 | 0 | 14 |
| 18 May | 1251.10 | 82.5 | 6.25 (8.20%) | 16.67 | 8 | 3 | 14 |
| 15 May | 1244.50 | 76.25 | 0 (0.00%) | - | 0 | 0 | 11 |
| 14 May | 1246.00 | 76.25 | 0 (0.00%) | 0 | 0 | 0 | 11 |
| 13 May | 1235.60 | 76.25 | 0 (0.00%) | 0 | 0 | 0 | 11 |
| 12 May | 1240.30 | 76.25 | 6.5 (9.32%) | 0 | 2 | 2 | 11 |
| 11 May | 1266.40 | 69.75 | 0 (0.00%) | 0 | 0 | 0 | 9 |
| 8 May | 1264.80 | 69.75 | 69.75 | - | 0 | 0 | 9 |
| 7 May | 1279.00 | 69.75 | 69.75 (-4.32%) | 18.76 | 0 | 0 | 9 |
| 6 May | 1279.50 | 69.75 | -3.15 (-4.32%) | 18.76 | 1 | 0 | 9 |
| 5 May | 1251.30 | 72.9 | 12 (19.70%) | 19.04 | 1 | 0 | 9 |
| 4 May | 1270.80 | 61.2 | -3.4 (-5.26%) | 19.41 | 8 | 3 | 7 |
| 30 Apr | 1263.40 | 64.6 | -48.35 (-42.81%) | 19.03 | 4 | 2 | 2 |
| 29 Apr | 1281.00 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 1292.00 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 1314.10 | - | - | - | 0 | 0 | 0 |
| 24 Apr | 1326.20 | - | - | - | 0 | 0 | 0 |
| 23 Apr | 1348.00 | - | - | - | 0 | 0 | 0 |
| 22 Apr | 1367.60 | - | - | - | 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 |
| 10 Apr | 1321.90 | 0 | 0 (0.00%) | 0.21 | 0 | 0 | 0 |
| 9 Apr | 1281.30 | 0 | 0 (0.00%) | 0.25 | 0 | 0 | 0 |
| 8 Apr | 1309.20 | 0 | 0 (0.00%) | 0.99 | 0 | 0 | 0 |
| 7 Apr | 1245.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 1231.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1320 expiring on 30JUN2026
Delta for 1320 PE is -0.06
Historical price for 1320 PE is as follows
On 24 Jun ICICIBANK was trading at 1374.40. The strike last trading price was 1, which was -3.4 lower than the previous day. The implied volatity was 20.45, the open interest changed by -168 which decreased total open position to 2555
On 23 Jun ICICIBANK was trading at 1338.30. The strike last trading price was 5.05, which was 2.55 higher than the previous day. The implied volatity was 15.48, the open interest changed by -96 which decreased total open position to 2763
On 22 Jun ICICIBANK was trading at 1352.40. The strike last trading price was 2.55, which was -1.75 lower than the previous day. The implied volatity was 15.84, the open interest changed by -9 which decreased total open position to 2859
On 19 Jun ICICIBANK was trading at 1346.50. The strike last trading price was 3.85, which was -0.9 lower than the previous day. The implied volatity was 15, the open interest changed by -100 which decreased total open position to 2875
On 18 Jun ICICIBANK was trading at 1342.30. The strike last trading price was 5, which was -3.25 lower than the previous day. The implied volatity was 14.15, the open interest changed by -11 which decreased total open position to 2975
On 17 Jun ICICIBANK was trading at 1336.80. The strike last trading price was 8.25, which was -0.95 lower than the previous day. The implied volatity was 15.85, the open interest changed by 20 which increased total open position to 2995
On 16 Jun ICICIBANK was trading at 1334.30. The strike last trading price was 9.25, which was -3.3 lower than the previous day. The implied volatity was 15.94, the open interest changed by 438 which increased total open position to 2975
On 15 Jun ICICIBANK was trading at 1327.60. The strike last trading price was 12.15, which was 1.2 higher than the previous day. The implied volatity was 15.82, the open interest changed by -218 which decreased total open position to 2538
On 12 Jun ICICIBANK was trading at 1340.80. The strike last trading price was 10.55, which was -11.4 lower than the previous day. The implied volatity was 17.02, the open interest changed by 745 which increased total open position to 2760
On 11 Jun ICICIBANK was trading at 1317.00. The strike last trading price was 22.65, which was -12.55 lower than the previous day. The implied volatity was 17.81, the open interest changed by 1529 which increased total open position to 2012
On 10 Jun ICICIBANK was trading at 1293.30. The strike last trading price was 35.15, which was -12.3 lower than the previous day. The implied volatity was 17.73, the open interest changed by 167 which increased total open position to 483
On 9 Jun ICICIBANK was trading at 1275.00. The strike last trading price was 48.7, which was -10.4 lower than the previous day. The implied volatity was 16.45, the open interest changed by -30 which decreased total open position to 317
On 8 Jun ICICIBANK was trading at 1250.20. The strike last trading price was 59.1, which was 59.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 347
On 5 Jun ICICIBANK was trading at 1262.10. The strike last trading price was 60, which was -5 lower than the previous day. The implied volatity was 17.68, the open interest changed by -13 which decreased total open position to 347
On 4 Jun ICICIBANK was trading at 1251.70. The strike last trading price was 64.95, which was -8.25 lower than the previous day. The implied volatity was 13.82, the open interest changed by 31 which increased total open position to 359
On 3 Jun ICICIBANK was trading at 1242.00. The strike last trading price was 72.9, which was -10.65 lower than the previous day. The implied volatity was 12.8, the open interest changed by 20 which increased total open position to 327
On 2 Jun ICICIBANK was trading at 1226.60. The strike last trading price was 82.5, which was 7.3 higher than the previous day. The implied volatity was 19.82, the open interest changed by -20 which decreased total open position to 307
On 1 Jun ICICIBANK was trading at 1239.70. The strike last trading price was 75.25, which was 19.9 higher than the previous day. The implied volatity was 18.38, the open interest changed by -6 which decreased total open position to 326
On 29 May ICICIBANK was trading at 1256.40. The strike last trading price was 55.45, which was 6.95 higher than the previous day. The implied volatity was 11.63, the open interest changed by 76 which increased total open position to 336
On 27 May ICICIBANK was trading at 1272.70. The strike last trading price was 48.2, which was 4 higher than the previous day. The implied volatity was 14.26, the open interest changed by 18 which increased total open position to 260
On 26 May ICICIBANK was trading at 1279.10. The strike last trading price was 43.05, which was 3.5 higher than the previous day. The implied volatity was 14.57, the open interest changed by 143 which increased total open position to 240
On 25 May ICICIBANK was trading at 1291.80. The strike last trading price was 37.4, which was -18.9 lower than the previous day. The implied volatity was 16.25, the open interest changed by 44 which increased total open position to 97
On 22 May ICICIBANK was trading at 1264.30. The strike last trading price was 55.3, which was -22.95 lower than the previous day. The implied volatity was 16.87, the open interest changed by 17 which increased total open position to 53
On 21 May ICICIBANK was trading at 1242.80. The strike last trading price was 78.25, which was -8.05 lower than the previous day. The implied volatity was 17.54, the open interest changed by 14 which increased total open position to 34
On 20 May ICICIBANK was trading at 1237.30. The strike last trading price was 86.3, which was 11.8 higher than the previous day. The implied volatity was 18.82, the open interest changed by 0 which decreased total open position to 19
On 19 May ICICIBANK was trading at 1240.80. The strike last trading price was 74.5, which was -8 lower than the previous day. The implied volatity was 18.06, the open interest changed by 0 which decreased total open position to 14
On 18 May ICICIBANK was trading at 1251.10. The strike last trading price was 82.5, which was 6.25 higher than the previous day. The implied volatity was 16.67, the open interest changed by 3 which increased total open position to 14
On 15 May ICICIBANK was trading at 1244.50. The strike last trading price was 76.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 14 May ICICIBANK was trading at 1246.00. The strike last trading price was 76.25, 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 11
On 13 May ICICIBANK was trading at 1235.60. The strike last trading price was 76.25, 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 11
On 12 May ICICIBANK was trading at 1240.30. The strike last trading price was 76.25, which was 6.5 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 11
On 11 May ICICIBANK was trading at 1266.40. The strike last trading price was 69.75, 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 9
On 8 May ICICIBANK was trading at 1264.80. The strike last trading price was 69.75, which was 69.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 7 May ICICIBANK was trading at 1279.00. The strike last trading price was 69.75, which was 69.75 higher than the previous day. The implied volatity was 18.76, the open interest changed by 0 which decreased total open position to 9
On 6 May ICICIBANK was trading at 1279.50. The strike last trading price was 69.75, which was -3.15 lower than the previous day. The implied volatity was 18.76, the open interest changed by 0 which decreased total open position to 9
On 5 May ICICIBANK was trading at 1251.30. The strike last trading price was 72.9, which was 12 higher than the previous day. The implied volatity was 19.04, the open interest changed by 0 which decreased total open position to 9
On 4 May ICICIBANK was trading at 1270.80. The strike last trading price was 61.2, which was -3.4 lower than the previous day. The implied volatity was 19.41, the open interest changed by 3 which increased total open position to 7
On 30 Apr ICICIBANK was trading at 1263.40. The strike last trading price was 64.6, which was -48.35 lower than the previous day. The implied volatity was 19.03, the open interest changed by 2 which increased total open position to 2
On 29 Apr ICICIBANK was trading at 1281.00. 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 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 -, 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 24 Apr ICICIBANK was trading at 1326.20. 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 23 Apr ICICIBANK was trading at 1348.00. 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 22 Apr ICICIBANK was trading at 1367.60. 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 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 -, 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 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 0.21, 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 0, which was 0 lower than the previous day. The implied volatity was 0.25, 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 0, which was 0 lower than the previous day. The implied volatity was 0.99, 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 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 Apr ICICIBANK was trading at 1231.40. 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
