ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Apr 2026 04:10 PM IST
| ICICIBANK 28-Apr-2026 (7d) 1330 CE | ||||||||||||||||
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Delta: 0.69
Vega: 0.01
Theta: -1.18
Gamma: 0.00662
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Apr | 1356.20 | 36.2 | -2.299999999999997 | 25.86 | 1,493 | -32 | 691 | |||||||||
| 17 Apr | 1346.80 | 40.65 | 2.1999999999999957 | 29.67 | 2,295 | -29 | 727 | |||||||||
| 16 Apr | 1345.50 | 38.1 | -1.8999999999999986 | 29.8 | 1,031 | 29 | 754 | |||||||||
| 15 Apr | 1348.10 | 39.6 | -2.9499999999999957 | 28.15 | 1,530 | -115 | 729 | |||||||||
| 13 Apr | 1351.10 | 39.9 | 13.649999999999999 | 24.68 | 5,133 | -31 | 864 | |||||||||
| 10 Apr | 1321.90 | 26 | 12.35 | 23.42 | 3,006 | 139 | 901 | |||||||||
| 9 Apr | 1281.30 | 13.9 | -7.7 | 24.94 | 1,282 | 68 | 760 | |||||||||
| 8 Apr | 1309.20 | 21.35 | 14.5 | 22.49 | 2,077 | 346 | 692 | |||||||||
| 7 Apr | 1245.50 | 6.95 | 1.15 | 25.01 | 346 | 5 | 345 | |||||||||
| 6 Apr | 1231.40 | 5.65 | 0.65 | 26.88 | 352 | 15 | 331 | |||||||||
| 2 Apr | 1215.80 | 4.8 | -0.9 | 25.53 | 250 | 4 | 315 | |||||||||
| 1 Apr | 1212.70 | 5.65 | -1.95 | 26.89 | 408 | 28 | 311 | |||||||||
| 30 Mar | 1205.90 | 8.8 | -3.35 | 30.01 | 372 | 12 | 285 | |||||||||
| 27 Mar | 1233.80 | 12.25 | -3.5 | 26.74 | 217 | -21 | 272 | |||||||||
| 25 Mar | 1259.70 | 15.65 | 0.75 | 24.36 | 158 | 5 | 290 | |||||||||
| 24 Mar | 1251.20 | 14.9 | 2.65 | 24.59 | 181 | 61 | 285 | |||||||||
| 23 Mar | 1222.70 | 12.6 | -4.05 | 27.75 | 181 | 89 | 224 | |||||||||
| 20 Mar | 1245.40 | 16.95 | -1.15 | 25.1 | 47 | 3 | 134 | |||||||||
| 19 Mar | 1250.10 | 19.4 | -6.85 | 24.39 | 35 | 22 | 131 | |||||||||
| 18 Mar | 1289.30 | 26.25 | -0.65 | 21.04 | 25 | -1 | 109 | |||||||||
| 17 Mar | 1288.70 | 25.7 | 1.75 | 21.58 | 36 | -12 | 110 | |||||||||
| 16 Mar | 1272.90 | 23.95 | 4 | 24.56 | 19 | 12 | 121 | |||||||||
| 13 Mar | 1254.80 | 19.85 | -4.9 | 23.57 | 44 | 8 | 109 | |||||||||
| 12 Mar | 1266.50 | 25 | -7.55 | 23.36 | 53 | 21 | 101 | |||||||||
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| 11 Mar | 1294.60 | 32.5 | -6.5 | 22.3 | 11 | 2 | 81 | |||||||||
| 10 Mar | 1311.90 | 39.25 | 9.2 | 20.32 | 17 | -6 | 79 | |||||||||
| 9 Mar | 1278.40 | 30.05 | -14.15 | 24.19 | 49 | -1 | 85 | |||||||||
| 6 Mar | 1313.40 | 44.25 | -45.75 | 21.09 | 140 | 93 | 93 | |||||||||
| 5 Mar | 1357.60 | 90 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1365.40 | 90 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 1374.00 | 90 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1378.90 | 90 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1404.90 | 90 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1330 expiring on 28APR2026
Delta for 1330 CE is 0.69
Historical price for 1330 CE is as follows
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 36.2, which was -2.299999999999997 lower than the previous day. The implied volatity was 25.86, the open interest changed by -32 which decreased total open position to 691
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 40.65, which was 2.1999999999999957 higher than the previous day. The implied volatity was 29.67, the open interest changed by -29 which decreased total open position to 727
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 38.1, which was -1.8999999999999986 lower than the previous day. The implied volatity was 29.8, the open interest changed by 29 which increased total open position to 754
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 39.6, which was -2.9499999999999957 lower than the previous day. The implied volatity was 28.15, the open interest changed by -115 which decreased total open position to 729
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 39.9, which was 13.649999999999999 higher than the previous day. The implied volatity was 24.68, the open interest changed by -31 which decreased total open position to 864
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 26, which was 12.35 higher than the previous day. The implied volatity was 23.42, the open interest changed by 139 which increased total open position to 901
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 13.9, which was -7.7 lower than the previous day. The implied volatity was 24.94, the open interest changed by 68 which increased total open position to 760
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 21.35, which was 14.5 higher than the previous day. The implied volatity was 22.49, the open interest changed by 346 which increased total open position to 692
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 6.95, which was 1.15 higher than the previous day. The implied volatity was 25.01, the open interest changed by 5 which increased total open position to 345
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 5.65, which was 0.65 higher than the previous day. The implied volatity was 26.88, the open interest changed by 15 which increased total open position to 331
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 4.8, which was -0.9 lower than the previous day. The implied volatity was 25.53, the open interest changed by 4 which increased total open position to 315
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 5.65, which was -1.95 lower than the previous day. The implied volatity was 26.89, the open interest changed by 28 which increased total open position to 311
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 8.8, which was -3.35 lower than the previous day. The implied volatity was 30.01, the open interest changed by 12 which increased total open position to 285
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 12.25, which was -3.5 lower than the previous day. The implied volatity was 26.74, the open interest changed by -21 which decreased total open position to 272
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 15.65, which was 0.75 higher than the previous day. The implied volatity was 24.36, the open interest changed by 5 which increased total open position to 290
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 14.9, which was 2.65 higher than the previous day. The implied volatity was 24.59, the open interest changed by 61 which increased total open position to 285
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 12.6, which was -4.05 lower than the previous day. The implied volatity was 27.75, the open interest changed by 89 which increased total open position to 224
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 16.95, which was -1.15 lower than the previous day. The implied volatity was 25.1, the open interest changed by 3 which increased total open position to 134
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 19.4, which was -6.85 lower than the previous day. The implied volatity was 24.39, the open interest changed by 22 which increased total open position to 131
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 26.25, which was -0.65 lower than the previous day. The implied volatity was 21.04, the open interest changed by -1 which decreased total open position to 109
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 25.7, which was 1.75 higher than the previous day. The implied volatity was 21.58, the open interest changed by -12 which decreased total open position to 110
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 23.95, which was 4 higher than the previous day. The implied volatity was 24.56, the open interest changed by 12 which increased total open position to 121
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 19.85, which was -4.9 lower than the previous day. The implied volatity was 23.57, the open interest changed by 8 which increased total open position to 109
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 25, which was -7.55 lower than the previous day. The implied volatity was 23.36, the open interest changed by 21 which increased total open position to 101
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 32.5, which was -6.5 lower than the previous day. The implied volatity was 22.3, the open interest changed by 2 which increased total open position to 81
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 39.25, which was 9.2 higher than the previous day. The implied volatity was 20.32, the open interest changed by -6 which decreased total open position to 79
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 30.05, which was -14.15 lower than the previous day. The implied volatity was 24.19, the open interest changed by -1 which decreased total open position to 85
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 44.25, which was -45.75 lower than the previous day. The implied volatity was 21.09, the open interest changed by 93 which increased total open position to 93
On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 90, 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 90, 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 90, 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 90, 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 90, 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 (7d) 1330 PE | |||||||
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Delta: -0.3
Vega: 0.01
Theta: -0.99
Gamma: 0.00659
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Apr | 1356.20 | 10.5 | -7.25 | 25.94 | 6,837 | -37 | 1,354 |
| 17 Apr | 1346.80 | 16.25 | -4.399999999999999 | 28.65 | 3,713 | 341 | 1,411 |
| 16 Apr | 1345.50 | 21.85 | -0.6999999999999993 | 29.93 | 2,943 | 140 | 1,076 |
| 15 Apr | 1348.10 | 22.55 | 0.3000000000000007 | 30.81 | 3,693 | -80 | 940 |
| 13 Apr | 1351.10 | 23.2 | -9.099999999999998 | 28.94 | 3,816 | 772 | 1,098 |
| 10 Apr | 1321.90 | 33.1 | -22.799999999999997 | 26.22 | 836 | 125 | 324 |
| 9 Apr | 1281.30 | 55.55 | 18.1 | 26.92 | 299 | -31 | 200 |
| 8 Apr | 1309.20 | 37.5 | -47.95 | 24.58 | 567 | 181 | 230 |
| 7 Apr | 1245.50 | 85.45 | -19.1 | 30.5 | 9 | 2 | 49 |
| 6 Apr | 1231.40 | 104.55 | -19.7 | - | 0 | 0 | 47 |
| 2 Apr | 1215.80 | 104.55 | -19.7 | - | 0 | 0 | 47 |
| 1 Apr | 1212.70 | 104.55 | -19.7 | 17.19 | 9 | 4 | 46 |
| 30 Mar | 1205.90 | 122.8 | 23.8 | 36.74 | 13 | 8 | 42 |
| 27 Mar | 1233.80 | 100 | 21.9 | 32.96 | 16 | 14 | 33 |
| 25 Mar | 1259.70 | 78.1 | -10.85 | 26.78 | 2 | 1 | 18 |
| 24 Mar | 1251.20 | 88.95 | -19.3 | 31.57 | 3 | 2 | 18 |
| 23 Mar | 1222.70 | 113.2 | 41.7 | 34.91 | 9 | 7 | 15 |
| 20 Mar | 1245.40 | 71.5 | -16.5 | 15.69 | 1 | 0 | 7 |
| 19 Mar | 1250.10 | 88 | 42.15 | - | 0 | 0 | 7 |
| 18 Mar | 1289.30 | 88 | 42.15 | - | 0 | 0 | 7 |
| 17 Mar | 1288.70 | 88 | 42.15 | - | 1 | 0 | 7 |
| 16 Mar | 1272.90 | 88 | 42.15 | 34.98 | 1 | 0 | 8 |
| 13 Mar | 1254.80 | 45.85 | -20.1 | - | 0 | 0 | 0 |
| 12 Mar | 1266.50 | 45.85 | -20.1 | - | 0 | 0 | 8 |
| 11 Mar | 1294.60 | 45.85 | -20.1 | - | 0 | 0 | 8 |
| 10 Mar | 1311.90 | 45.85 | -20.1 | 24.05 | 1 | 0 | 7 |
| 9 Mar | 1278.40 | 65.95 | 38.95 | 23.63 | 1 | 0 | 6 |
| 6 Mar | 1313.40 | 27 | 7.35 | - | 0 | 0 | 6 |
| 5 Mar | 1357.60 | 27 | 7.35 | - | 1 | 1 | 0 |
| 4 Mar | 1365.40 | 27 | 7.35 | 24.58 | 1 | 0 | 5 |
| 2 Mar | 1374.00 | 19.65 | 8.15 | 21.28 | 10 | 1 | 4 |
| 27 Feb | 1378.90 | 11.5 | -8.5 | - | 3 | 0 | 3 |
| 26 Feb | 1404.90 | 11.5 | -8.5 | 19.5 | 3 | 2 | 2 |
For Icici Bank Ltd. - strike price 1330 expiring on 28APR2026
Delta for 1330 PE is -0.3
Historical price for 1330 PE is as follows
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 10.5, which was -7.25 lower than the previous day. The implied volatity was 25.94, the open interest changed by -37 which decreased total open position to 1354
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 16.25, which was -4.399999999999999 lower than the previous day. The implied volatity was 28.65, the open interest changed by 341 which increased total open position to 1411
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 21.85, which was -0.6999999999999993 lower than the previous day. The implied volatity was 29.93, the open interest changed by 140 which increased total open position to 1076
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 22.55, which was 0.3000000000000007 higher than the previous day. The implied volatity was 30.81, the open interest changed by -80 which decreased total open position to 940
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 23.2, which was -9.099999999999998 lower than the previous day. The implied volatity was 28.94, the open interest changed by 772 which increased total open position to 1098
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 33.1, which was -22.799999999999997 lower than the previous day. The implied volatity was 26.22, the open interest changed by 125 which increased total open position to 324
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 55.55, which was 18.1 higher than the previous day. The implied volatity was 26.92, the open interest changed by -31 which decreased total open position to 200
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 37.5, which was -47.95 lower than the previous day. The implied volatity was 24.58, the open interest changed by 181 which increased total open position to 230
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 85.45, which was -19.1 lower than the previous day. The implied volatity was 30.5, the open interest changed by 2 which increased total open position to 49
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 104.55, which was -19.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 104.55, which was -19.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 104.55, which was -19.7 lower than the previous day. The implied volatity was 17.19, the open interest changed by 4 which increased total open position to 46
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 122.8, which was 23.8 higher than the previous day. The implied volatity was 36.74, the open interest changed by 8 which increased total open position to 42
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 100, which was 21.9 higher than the previous day. The implied volatity was 32.96, the open interest changed by 14 which increased total open position to 33
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 78.1, which was -10.85 lower than the previous day. The implied volatity was 26.78, the open interest changed by 1 which increased total open position to 18
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 88.95, which was -19.3 lower than the previous day. The implied volatity was 31.57, the open interest changed by 2 which increased total open position to 18
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 113.2, which was 41.7 higher than the previous day. The implied volatity was 34.91, the open interest changed by 7 which increased total open position to 15
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 71.5, which was -16.5 lower than the previous day. The implied volatity was 15.69, the open interest changed by 0 which decreased total open position to 7
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 88, which was 42.15 higher than the previous day. The implied volatity was -, 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 88, which was 42.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 88, which was 42.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 88, which was 42.15 higher than the previous day. The implied volatity was 34.98, the open interest changed by 0 which decreased total open position to 8
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 45.85, which was -20.1 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 45.85, which was -20.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 45.85, which was -20.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 45.85, which was -20.1 lower than the previous day. The implied volatity was 24.05, the open interest changed by 0 which decreased total open position to 7
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 65.95, which was 38.95 higher than the previous day. The implied volatity was 23.63, the open interest changed by 0 which decreased total open position to 6
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 27, which was 7.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 27, which was 7.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Mar ICICIBANK was trading at 1365.40. The strike last trading price was 27, which was 7.35 higher than the previous day. The implied volatity was 24.58, the open interest changed by 0 which decreased total open position to 5
On 2 Mar ICICIBANK was trading at 1374.00. The strike last trading price was 19.65, which was 8.15 higher than the previous day. The implied volatity was 21.28, the open interest changed by 1 which increased total open position to 4
On 27 Feb ICICIBANK was trading at 1378.90. The strike last trading price was 11.5, which was -8.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 26 Feb ICICIBANK was trading at 1404.90. The strike last trading price was 11.5, which was -8.5 lower than the previous day. The implied volatity was 19.5, the open interest changed by 2 which increased total open position to 2
