ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
06 Mar 2026 04:10 PM IST
| ICICIBANK 30-MAR-2026 1350 CE | ||||||||||||||||
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Delta: 0.36
Vega: 1.26
Theta: -0.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 1313.40 | 15.85 | -14.3 | 19.8 | 11,741 | 2,235 | 3,034 | |||||||||
| 5 Mar | 1357.60 | 29.5 | -9.7 | 16.14 | 3,598 | 314 | 790 | |||||||||
| 4 Mar | 1365.40 | 39.4 | -4.7 | 15.7 | 4,273 | 131 | 490 | |||||||||
| 2 Mar | 1374.00 | 44.15 | -5 | 14.9 | 817 | 136 | 362 | |||||||||
| 27 Feb | 1378.90 | 48.8 | -21.4 | 14.44 | 267 | 68 | 225 | |||||||||
| 26 Feb | 1404.90 | 70 | 6.75 | 16.94 | 87 | -2 | 158 | |||||||||
| 25 Feb | 1400.50 | 63.2 | 8.75 | 12.37 | 126 | -16 | 161 | |||||||||
| 24 Feb | 1384.80 | 54.9 | -10.25 | 14.17 | 173 | 31 | 169 | |||||||||
| 23 Feb | 1399.40 | 64.55 | 1.65 | 11.9 | 92 | 19 | 137 | |||||||||
| 20 Feb | 1394.50 | 62.05 | 3.25 | 12.43 | 170 | -38 | 118 | |||||||||
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| 19 Feb | 1388.80 | 58.1 | -15.55 | 12.49 | 98 | 5 | 157 | |||||||||
| 18 Feb | 1408.20 | 73.75 | 0.8 | 12.68 | 64 | -6 | 153 | |||||||||
| 17 Feb | 1407.50 | 72.65 | -5.1 | 11.89 | 112 | 4 | 159 | |||||||||
| 16 Feb | 1411.60 | 77.45 | -4.25 | 7.48 | 26 | 16 | 154 | |||||||||
| 13 Feb | 1414.60 | 81.7 | -13 | 10.42 | 14 | -6 | 138 | |||||||||
| 12 Feb | 1430.00 | 95.5 | 17.55 | 8.62 | 23 | 0 | 145 | |||||||||
| 11 Feb | 1406.10 | 78.25 | 2.85 | 11.05 | 255 | -71 | 152 | |||||||||
| 10 Feb | 1406.50 | 73.15 | 8.05 | 9.66 | 112 | -94 | 223 | |||||||||
| 9 Feb | 1396.30 | 65 | -9 | 9.34 | 80 | 47 | 317 | |||||||||
| 6 Feb | 1406.10 | 74 | 1 | 6.11 | 273 | 191 | 270 | |||||||||
| 5 Feb | 1396.50 | 71.3 | -7.85 | 13.78 | 82 | -13 | 80 | |||||||||
| 4 Feb | 1408.40 | 79.75 | 10.75 | 12.29 | 97 | 70 | 94 | |||||||||
| 3 Feb | 1389.70 | 69 | 31 | 14.67 | 32 | 16 | 24 | |||||||||
| 2 Feb | 1352.80 | 38 | -14 | 12.32 | 6 | 0 | 2 | |||||||||
| 1 Feb | 1334.20 | 52 | -5.05 | 23.59 | 2 | 0 | 0 | |||||||||
| 30 Jan | 1355.00 | 57.05 | -3 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1383.60 | 57.05 | -3 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 1367.70 | 57.05 | -3 | 14.91 | 2 | 1 | 1 | |||||||||
For Icici Bank Ltd. - strike price 1350 expiring on 30MAR2026
Delta for 1350 CE is 0.36
Historical price for 1350 CE is as follows
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 15.85, which was -14.3 lower than the previous day. The implied volatity was 19.8, the open interest changed by 2235 which increased total open position to 3034
On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 29.5, which was -9.7 lower than the previous day. The implied volatity was 16.14, the open interest changed by 314 which increased total open position to 790
On 4 Mar ICICIBANK was trading at 1365.40. The strike last trading price was 39.4, which was -4.7 lower than the previous day. The implied volatity was 15.7, the open interest changed by 131 which increased total open position to 490
On 2 Mar ICICIBANK was trading at 1374.00. The strike last trading price was 44.15, which was -5 lower than the previous day. The implied volatity was 14.9, the open interest changed by 136 which increased total open position to 362
On 27 Feb ICICIBANK was trading at 1378.90. The strike last trading price was 48.8, which was -21.4 lower than the previous day. The implied volatity was 14.44, the open interest changed by 68 which increased total open position to 225
On 26 Feb ICICIBANK was trading at 1404.90. The strike last trading price was 70, which was 6.75 higher than the previous day. The implied volatity was 16.94, the open interest changed by -2 which decreased total open position to 158
On 25 Feb ICICIBANK was trading at 1400.50. The strike last trading price was 63.2, which was 8.75 higher than the previous day. The implied volatity was 12.37, the open interest changed by -16 which decreased total open position to 161
On 24 Feb ICICIBANK was trading at 1384.80. The strike last trading price was 54.9, which was -10.25 lower than the previous day. The implied volatity was 14.17, the open interest changed by 31 which increased total open position to 169
On 23 Feb ICICIBANK was trading at 1399.40. The strike last trading price was 64.55, which was 1.65 higher than the previous day. The implied volatity was 11.9, the open interest changed by 19 which increased total open position to 137
On 20 Feb ICICIBANK was trading at 1394.50. The strike last trading price was 62.05, which was 3.25 higher than the previous day. The implied volatity was 12.43, the open interest changed by -38 which decreased total open position to 118
On 19 Feb ICICIBANK was trading at 1388.80. The strike last trading price was 58.1, which was -15.55 lower than the previous day. The implied volatity was 12.49, the open interest changed by 5 which increased total open position to 157
On 18 Feb ICICIBANK was trading at 1408.20. The strike last trading price was 73.75, which was 0.8 higher than the previous day. The implied volatity was 12.68, the open interest changed by -6 which decreased total open position to 153
On 17 Feb ICICIBANK was trading at 1407.50. The strike last trading price was 72.65, which was -5.1 lower than the previous day. The implied volatity was 11.89, the open interest changed by 4 which increased total open position to 159
On 16 Feb ICICIBANK was trading at 1411.60. The strike last trading price was 77.45, which was -4.25 lower than the previous day. The implied volatity was 7.48, the open interest changed by 16 which increased total open position to 154
On 13 Feb ICICIBANK was trading at 1414.60. The strike last trading price was 81.7, which was -13 lower than the previous day. The implied volatity was 10.42, the open interest changed by -6 which decreased total open position to 138
On 12 Feb ICICIBANK was trading at 1430.00. The strike last trading price was 95.5, which was 17.55 higher than the previous day. The implied volatity was 8.62, the open interest changed by 0 which decreased total open position to 145
On 11 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 78.25, which was 2.85 higher than the previous day. The implied volatity was 11.05, the open interest changed by -71 which decreased total open position to 152
On 10 Feb ICICIBANK was trading at 1406.50. The strike last trading price was 73.15, which was 8.05 higher than the previous day. The implied volatity was 9.66, the open interest changed by -94 which decreased total open position to 223
On 9 Feb ICICIBANK was trading at 1396.30. The strike last trading price was 65, which was -9 lower than the previous day. The implied volatity was 9.34, the open interest changed by 47 which increased total open position to 317
On 6 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 74, which was 1 higher than the previous day. The implied volatity was 6.11, the open interest changed by 191 which increased total open position to 270
On 5 Feb ICICIBANK was trading at 1396.50. The strike last trading price was 71.3, which was -7.85 lower than the previous day. The implied volatity was 13.78, the open interest changed by -13 which decreased total open position to 80
On 4 Feb ICICIBANK was trading at 1408.40. The strike last trading price was 79.75, which was 10.75 higher than the previous day. The implied volatity was 12.29, the open interest changed by 70 which increased total open position to 94
On 3 Feb ICICIBANK was trading at 1389.70. The strike last trading price was 69, which was 31 higher than the previous day. The implied volatity was 14.67, the open interest changed by 16 which increased total open position to 24
On 2 Feb ICICIBANK was trading at 1352.80. The strike last trading price was 38, which was -14 lower than the previous day. The implied volatity was 12.32, the open interest changed by 0 which decreased total open position to 2
On 1 Feb ICICIBANK was trading at 1334.20. The strike last trading price was 52, which was -5.05 lower than the previous day. The implied volatity was 23.59, 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 57.05, which was -3 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 57.05, which was -3 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 57.05, which was -3 lower than the previous day. The implied volatity was 14.91, the open interest changed by 1 which increased total open position to 1
| ICICIBANK 30MAR2026 1350 PE | |||||||
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Delta: -0.62
Vega: 1.28
Theta: -0.37
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 1313.40 | 45.5 | 27.1 | 22.62 | 3,400 | 121 | 1,623 |
| 5 Mar | 1357.60 | 19.8 | -0.3 | 18.18 | 5,649 | 54 | 1,489 |
| 4 Mar | 1365.40 | 20.05 | 5.8 | 22.3 | 6,465 | 732 | 1,436 |
| 2 Mar | 1374.00 | 14.5 | 3.4 | 19.15 | 3,798 | 18 | 701 |
| 27 Feb | 1378.90 | 11 | 4.65 | 16.82 | 2,015 | 26 | 673 |
| 26 Feb | 1404.90 | 6.4 | -0.45 | 16.73 | 1,026 | -15 | 648 |
| 25 Feb | 1400.50 | 7.1 | -1.9 | 16.62 | 1,435 | 91 | 659 |
| 24 Feb | 1384.80 | 9.05 | 2.25 | 15.8 | 1,509 | 141 | 566 |
| 23 Feb | 1399.40 | 6.85 | -1.4 | 16.25 | 529 | 20 | 425 |
| 20 Feb | 1394.50 | 8.25 | -2.1 | 16.1 | 443 | 41 | 403 |
| 19 Feb | 1388.80 | 10.7 | 3.3 | 16.93 | 349 | 85 | 360 |
| 18 Feb | 1408.20 | 7.4 | -0.95 | 16.91 | 153 | 33 | 273 |
| 17 Feb | 1407.50 | 8.4 | -0.1 | 17.43 | 173 | 42 | 241 |
| 16 Feb | 1411.60 | 8.1 | -0.85 | 18.18 | 200 | 39 | 199 |
| 13 Feb | 1414.60 | 9.3 | 3.15 | 19.01 | 165 | 5 | 138 |
| 12 Feb | 1430.00 | 6.1 | -2.1 | 18.27 | 118 | 72 | 132 |
| 11 Feb | 1406.10 | 8.2 | -0.1 | 17 | 24 | 7 | 60 |
| 10 Feb | 1406.50 | 8.3 | -2.15 | 16.29 | 36 | 12 | 54 |
| 9 Feb | 1396.30 | 10.8 | 1.75 | 16.69 | 102 | -34 | 41 |
| 6 Feb | 1406.10 | 8.85 | -1.8 | 16.76 | 82 | 1 | 74 |
| 5 Feb | 1396.50 | 11.05 | 1.7 | 16.36 | 14 | 0 | 73 |
| 4 Feb | 1408.40 | 9.35 | -1.85 | 16.66 | 87 | 51 | 74 |
| 3 Feb | 1389.70 | 11.4 | -13.7 | 15.47 | 24 | 13 | 22 |
| 2 Feb | 1352.80 | 24.8 | 4.4 | 16.48 | 11 | 6 | 8 |
| 1 Feb | 1334.20 | 20.4 | -2.1 | - | 0 | 0 | 2 |
| 30 Jan | 1355.00 | 20.4 | -2.1 | 15.21 | 1 | 0 | 1 |
| 29 Jan | 1383.60 | 22.5 | -12 | - | 0 | 0 | 0 |
| 28 Jan | 1367.70 | 22.5 | -12 | 17.97 | 1 | 0 | 0 |
For Icici Bank Ltd. - strike price 1350 expiring on 30MAR2026
Delta for 1350 PE is -0.62
Historical price for 1350 PE is as follows
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 45.5, which was 27.1 higher than the previous day. The implied volatity was 22.62, the open interest changed by 121 which increased total open position to 1623
On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 19.8, which was -0.3 lower than the previous day. The implied volatity was 18.18, the open interest changed by 54 which increased total open position to 1489
On 4 Mar ICICIBANK was trading at 1365.40. The strike last trading price was 20.05, which was 5.8 higher than the previous day. The implied volatity was 22.3, the open interest changed by 732 which increased total open position to 1436
On 2 Mar ICICIBANK was trading at 1374.00. The strike last trading price was 14.5, which was 3.4 higher than the previous day. The implied volatity was 19.15, the open interest changed by 18 which increased total open position to 701
On 27 Feb ICICIBANK was trading at 1378.90. The strike last trading price was 11, which was 4.65 higher than the previous day. The implied volatity was 16.82, the open interest changed by 26 which increased total open position to 673
On 26 Feb ICICIBANK was trading at 1404.90. The strike last trading price was 6.4, which was -0.45 lower than the previous day. The implied volatity was 16.73, the open interest changed by -15 which decreased total open position to 648
On 25 Feb ICICIBANK was trading at 1400.50. The strike last trading price was 7.1, which was -1.9 lower than the previous day. The implied volatity was 16.62, the open interest changed by 91 which increased total open position to 659
On 24 Feb ICICIBANK was trading at 1384.80. The strike last trading price was 9.05, which was 2.25 higher than the previous day. The implied volatity was 15.8, the open interest changed by 141 which increased total open position to 566
On 23 Feb ICICIBANK was trading at 1399.40. The strike last trading price was 6.85, which was -1.4 lower than the previous day. The implied volatity was 16.25, the open interest changed by 20 which increased total open position to 425
On 20 Feb ICICIBANK was trading at 1394.50. The strike last trading price was 8.25, which was -2.1 lower than the previous day. The implied volatity was 16.1, the open interest changed by 41 which increased total open position to 403
On 19 Feb ICICIBANK was trading at 1388.80. The strike last trading price was 10.7, which was 3.3 higher than the previous day. The implied volatity was 16.93, the open interest changed by 85 which increased total open position to 360
On 18 Feb ICICIBANK was trading at 1408.20. The strike last trading price was 7.4, which was -0.95 lower than the previous day. The implied volatity was 16.91, the open interest changed by 33 which increased total open position to 273
On 17 Feb ICICIBANK was trading at 1407.50. The strike last trading price was 8.4, which was -0.1 lower than the previous day. The implied volatity was 17.43, the open interest changed by 42 which increased total open position to 241
On 16 Feb ICICIBANK was trading at 1411.60. The strike last trading price was 8.1, which was -0.85 lower than the previous day. The implied volatity was 18.18, the open interest changed by 39 which increased total open position to 199
On 13 Feb ICICIBANK was trading at 1414.60. The strike last trading price was 9.3, which was 3.15 higher than the previous day. The implied volatity was 19.01, the open interest changed by 5 which increased total open position to 138
On 12 Feb ICICIBANK was trading at 1430.00. The strike last trading price was 6.1, which was -2.1 lower than the previous day. The implied volatity was 18.27, the open interest changed by 72 which increased total open position to 132
On 11 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 8.2, which was -0.1 lower than the previous day. The implied volatity was 17, the open interest changed by 7 which increased total open position to 60
On 10 Feb ICICIBANK was trading at 1406.50. The strike last trading price was 8.3, which was -2.15 lower than the previous day. The implied volatity was 16.29, the open interest changed by 12 which increased total open position to 54
On 9 Feb ICICIBANK was trading at 1396.30. The strike last trading price was 10.8, which was 1.75 higher than the previous day. The implied volatity was 16.69, the open interest changed by -34 which decreased total open position to 41
On 6 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 8.85, which was -1.8 lower than the previous day. The implied volatity was 16.76, the open interest changed by 1 which increased total open position to 74
On 5 Feb ICICIBANK was trading at 1396.50. The strike last trading price was 11.05, which was 1.7 higher than the previous day. The implied volatity was 16.36, the open interest changed by 0 which decreased total open position to 73
On 4 Feb ICICIBANK was trading at 1408.40. The strike last trading price was 9.35, which was -1.85 lower than the previous day. The implied volatity was 16.66, the open interest changed by 51 which increased total open position to 74
On 3 Feb ICICIBANK was trading at 1389.70. The strike last trading price was 11.4, which was -13.7 lower than the previous day. The implied volatity was 15.47, the open interest changed by 13 which increased total open position to 22
On 2 Feb ICICIBANK was trading at 1352.80. The strike last trading price was 24.8, which was 4.4 higher than the previous day. The implied volatity was 16.48, the open interest changed by 6 which increased total open position to 8
On 1 Feb ICICIBANK was trading at 1334.20. The strike last trading price was 20.4, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Jan ICICIBANK was trading at 1355.00. The strike last trading price was 20.4, which was -2.1 lower than the previous day. The implied volatity was 15.21, 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 22.5, which was -12 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 22.5, which was -12 lower than the previous day. The implied volatity was 17.97, the open interest changed by 0 which decreased total open position to 0
