[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1329 -19.00 (-1.41%)
L: 1328.7 H: 1348.8

Back to Option Chain


Historical option data for ICICIBANK

24 Apr 2026 01:36 PM IST
ICICIBANK 28-Apr-2026 (4d) 1350 CE
Delta: 0.26
Vega: 0
Theta: -1.15
Gamma: 0.01112
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 1329.40 4.6 -7 20.03 7,361 381 2,039
23 Apr 1348.00 11.8 -13.3 19.59 12,879 177 1,681
22 Apr 1367.60 25.15 -16.300000000000004 18.94 3,337 -272 1,504
21 Apr 1388.40 39.45 15.400000000000002 17.51 6,175 -1,642 1,784
20 Apr 1356.20 23.45 -3.9499999999999993 24.8 15,096 -1,000 3,465
17 Apr 1346.80 29.4 1.9499999999999993 28.66 11,179 1,062 4,424
16 Apr 1345.50 27.2 -1.9499999999999993 29.55 10,456 -433 3,360
15 Apr 1348.10 28.55 -2.5 27.94 14,739 1,746 3,808
13 Apr 1351.10 28 10.7 26.06 10,138 256 2,110
10 Apr 1321.90 17.4 8.7 23.1 5,191 106 1,859
9 Apr 1281.30 8.85 -5.25 24.72 3,082 208 1,751
8 Apr 1309.20 13.7 9.35 22.01 4,429 520 1,542
7 Apr 1245.50 4.4 0.6 25.19 748 47 1,024
6 Apr 1231.40 3.5 0.2 26.75 723 128 974
2 Apr 1215.80 3.15 -0.75 25.78 1,034 -17 895
1 Apr 1212.70 3.8 -1.35 27.05 1,232 53 919
30 Mar 1205.90 6.15 -2.65 29.86 1,283 329 877
27 Mar 1233.80 8.75 -2.65 26.75 703 52 549
25 Mar 1259.70 11.1 0.15 24.28 731 13 498
24 Mar 1251.20 10.65 1.65 24.56 531 104 485
23 Mar 1222.70 9.55 -2.65 28.05 465 43 382
20 Mar 1245.40 12.55 -0.6 25.13 452 49 340
19 Mar 1250.10 14.3 -4.05 24.31 322 10 290
18 Mar 1289.30 18.7 -1.35 20.61 283 46 275
17 Mar 1288.70 20.05 2.2 22.19 170 17 228
16 Mar 1272.90 17.2 2.15 23.84 171 0 212
13 Mar 1254.80 15 -3.75 23.64 144 66 208
12 Mar 1266.50 19.15 -6.5 23.38 191 23 142
11 Mar 1294.60 25 -5.5 22.21 37 0 120
10 Mar 1311.90 30.5 7.55 20.37 82 -44 122
9 Mar 1278.40 22.45 -12.5 23.52 223 84 167
6 Mar 1313.40 35.5 -16.5 21.28 165 83 84
5 Mar 1357.60 52 -7.15 19.12 3 1 2
4 Mar 1365.40 59.15 -17.4 17.52 1 0 0
2 Mar 1374.00 76.55 0 - 0 0 0
27 Feb 1378.90 76.55 0 - 0 0 0
26 Feb 1404.90 76.55 0 - 0 0 0


For Icici Bank Ltd. - strike price 1350 expiring on 28APR2026

Delta for 1350 CE is 0.26

Historical price for 1350 CE is as follows

On 24 Apr ICICIBANK was trading at 1329.40. The strike last trading price was 4.6, which was -7 lower than the previous day. The implied volatity was 20.03, the open interest changed by 381 which increased total open position to 2039


On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 11.8, which was -13.3 lower than the previous day. The implied volatity was 19.59, the open interest changed by 177 which increased total open position to 1681


On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 25.15, which was -16.300000000000004 lower than the previous day. The implied volatity was 18.94, the open interest changed by -272 which decreased total open position to 1504


On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 39.45, which was 15.400000000000002 higher than the previous day. The implied volatity was 17.51, the open interest changed by -1642 which decreased total open position to 1784


On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 23.45, which was -3.9499999999999993 lower than the previous day. The implied volatity was 24.8, the open interest changed by -1000 which decreased total open position to 3465


On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 29.4, which was 1.9499999999999993 higher than the previous day. The implied volatity was 28.66, the open interest changed by 1062 which increased total open position to 4424


On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 27.2, which was -1.9499999999999993 lower than the previous day. The implied volatity was 29.55, the open interest changed by -433 which decreased total open position to 3360


On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 28.55, which was -2.5 lower than the previous day. The implied volatity was 27.94, the open interest changed by 1746 which increased total open position to 3808


On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 28, which was 10.7 higher than the previous day. The implied volatity was 26.06, the open interest changed by 256 which increased total open position to 2110


On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 17.4, which was 8.7 higher than the previous day. The implied volatity was 23.1, the open interest changed by 106 which increased total open position to 1859


On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 8.85, which was -5.25 lower than the previous day. The implied volatity was 24.72, the open interest changed by 208 which increased total open position to 1751


On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 13.7, which was 9.35 higher than the previous day. The implied volatity was 22.01, the open interest changed by 520 which increased total open position to 1542


On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 4.4, which was 0.6 higher than the previous day. The implied volatity was 25.19, the open interest changed by 47 which increased total open position to 1024


On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 3.5, which was 0.2 higher than the previous day. The implied volatity was 26.75, the open interest changed by 128 which increased total open position to 974


On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 3.15, which was -0.75 lower than the previous day. The implied volatity was 25.78, the open interest changed by -17 which decreased total open position to 895


On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 3.8, which was -1.35 lower than the previous day. The implied volatity was 27.05, the open interest changed by 53 which increased total open position to 919


On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 6.15, which was -2.65 lower than the previous day. The implied volatity was 29.86, the open interest changed by 329 which increased total open position to 877


On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 8.75, which was -2.65 lower than the previous day. The implied volatity was 26.75, the open interest changed by 52 which increased total open position to 549


On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 11.1, which was 0.15 higher than the previous day. The implied volatity was 24.28, the open interest changed by 13 which increased total open position to 498


On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 10.65, which was 1.65 higher than the previous day. The implied volatity was 24.56, the open interest changed by 104 which increased total open position to 485


On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 9.55, which was -2.65 lower than the previous day. The implied volatity was 28.05, the open interest changed by 43 which increased total open position to 382


On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 12.55, which was -0.6 lower than the previous day. The implied volatity was 25.13, the open interest changed by 49 which increased total open position to 340


On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 14.3, which was -4.05 lower than the previous day. The implied volatity was 24.31, the open interest changed by 10 which increased total open position to 290


On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 18.7, which was -1.35 lower than the previous day. The implied volatity was 20.61, the open interest changed by 46 which increased total open position to 275


On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 20.05, which was 2.2 higher than the previous day. The implied volatity was 22.19, the open interest changed by 17 which increased total open position to 228


On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 17.2, which was 2.15 higher than the previous day. The implied volatity was 23.84, the open interest changed by 0 which decreased total open position to 212


On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 15, which was -3.75 lower than the previous day. The implied volatity was 23.64, the open interest changed by 66 which increased total open position to 208


On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 19.15, which was -6.5 lower than the previous day. The implied volatity was 23.38, the open interest changed by 23 which increased total open position to 142


On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 25, which was -5.5 lower than the previous day. The implied volatity was 22.21, the open interest changed by 0 which decreased total open position to 120


On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 30.5, which was 7.55 higher than the previous day. The implied volatity was 20.37, the open interest changed by -44 which decreased total open position to 122


On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 22.45, which was -12.5 lower than the previous day. The implied volatity was 23.52, the open interest changed by 84 which increased total open position to 167


On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 35.5, which was -16.5 lower than the previous day. The implied volatity was 21.28, the open interest changed by 83 which increased total open position to 84


On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 52, which was -7.15 lower than the previous day. The implied volatity was 19.12, the open interest changed by 1 which increased total open position to 2


On 4 Mar ICICIBANK was trading at 1365.40. The strike last trading price was 59.15, which was -17.4 lower than the previous day. The implied volatity was 17.52, 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 76.55, 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 76.55, 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 76.55, 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 (4d) 1350 PE
Delta: -0.75
Vega: 0
Theta: -0.83
Gamma: 0.01157
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 1329.40 23.05 7.9 18.63 2,639 -379 1,085
23 Apr 1348.00 15.15 8 21.8 9,844 -141 1,465
22 Apr 1367.60 6.9 2.3500000000000005 20.3 7,339 -191 1,912
21 Apr 1388.40 4.45 -12.5 21.87 10,148 17 2,142
20 Apr 1356.20 17.35 -9.149999999999999 24.81 13,530 326 2,952
17 Apr 1346.80 24.05 -5.599999999999998 27.55 5,117 481 2,576
16 Apr 1345.50 30.75 -0.6000000000000014 29.1 6,252 214 2,092
15 Apr 1348.10 31.35 1.1000000000000014 30.38 7,122 161 1,877
13 Apr 1351.10 32.05 -11.450000000000003 30.34 4,382 667 1,750
10 Apr 1321.90 44.3 -26.5 25.85 630 27 1,084
9 Apr 1281.30 70.25 20.35 26.87 163 32 1,053
8 Apr 1309.20 49.9 -52.85 24.42 1,297 -220 1,020
7 Apr 1245.50 102 -14.5 30.77 137 -55 1,241
6 Apr 1231.40 116 -26.9 25.11 14 2 1,297
2 Apr 1215.80 142.9 11.3 45.83 15 -6 1,296
1 Apr 1212.70 131.95 -7.1 28.92 440 -9 1,303
30 Mar 1205.90 137.4 20.45 34.65 1,014 970 1,312
27 Mar 1233.80 117 23.4 34.35 159 116 345
25 Mar 1259.70 93.6 -9.65 27.21 23 16 229
24 Mar 1251.20 102.35 -26.75 30.6 50 42 211
23 Mar 1222.70 129 26.25 35.16 96 86 167
20 Mar 1245.40 102.75 3.55 28.57 51 30 81
19 Mar 1250.10 100.9 27.9 32.15 30 4 59
18 Mar 1289.30 73 -3.5 27.66 3 0 52
17 Mar 1288.70 76.5 -5 27.81 2 0 52
16 Mar 1272.90 81.5 -13.5 22.25 8 -4 54
13 Mar 1254.80 95 12 24.97 3 1 59
12 Mar 1266.50 83 13 24.03 5 3 61
11 Mar 1294.60 70 13.4 24.82 14 7 57
10 Mar 1311.90 57 -20.2 24.21 21 9 50
9 Mar 1278.40 75.75 17.65 21.53 3 0 40
6 Mar 1313.40 56.3 24.3 23.97 30 5 39
5 Mar 1357.60 32 -2.65 20.68 23 19 33
4 Mar 1365.40 34.65 9.65 24.76 21 8 14
2 Mar 1374.00 25 -1.35 20.45 7 6 6
27 Feb 1378.90 26.35 0 2.64 0 0 0
26 Feb 1404.90 26.35 0 3.68 0 0 0


For Icici Bank Ltd. - strike price 1350 expiring on 28APR2026

Delta for 1350 PE is -0.75

Historical price for 1350 PE is as follows

On 24 Apr ICICIBANK was trading at 1329.40. The strike last trading price was 23.05, which was 7.9 higher than the previous day. The implied volatity was 18.63, the open interest changed by -379 which decreased total open position to 1085


On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 15.15, which was 8 higher than the previous day. The implied volatity was 21.8, the open interest changed by -141 which decreased total open position to 1465


On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 6.9, which was 2.3500000000000005 higher than the previous day. The implied volatity was 20.3, the open interest changed by -191 which decreased total open position to 1912


On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 4.45, which was -12.5 lower than the previous day. The implied volatity was 21.87, the open interest changed by 17 which increased total open position to 2142


On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 17.35, which was -9.149999999999999 lower than the previous day. The implied volatity was 24.81, the open interest changed by 326 which increased total open position to 2952


On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 24.05, which was -5.599999999999998 lower than the previous day. The implied volatity was 27.55, the open interest changed by 481 which increased total open position to 2576


On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 30.75, which was -0.6000000000000014 lower than the previous day. The implied volatity was 29.1, the open interest changed by 214 which increased total open position to 2092


On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 31.35, which was 1.1000000000000014 higher than the previous day. The implied volatity was 30.38, the open interest changed by 161 which increased total open position to 1877


On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 32.05, which was -11.450000000000003 lower than the previous day. The implied volatity was 30.34, the open interest changed by 667 which increased total open position to 1750


On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 44.3, which was -26.5 lower than the previous day. The implied volatity was 25.85, the open interest changed by 27 which increased total open position to 1084


On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 70.25, which was 20.35 higher than the previous day. The implied volatity was 26.87, the open interest changed by 32 which increased total open position to 1053


On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 49.9, which was -52.85 lower than the previous day. The implied volatity was 24.42, the open interest changed by -220 which decreased total open position to 1020


On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 102, which was -14.5 lower than the previous day. The implied volatity was 30.77, the open interest changed by -55 which decreased total open position to 1241


On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 116, which was -26.9 lower than the previous day. The implied volatity was 25.11, the open interest changed by 2 which increased total open position to 1297


On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 142.9, which was 11.3 higher than the previous day. The implied volatity was 45.83, the open interest changed by -6 which decreased total open position to 1296


On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 131.95, which was -7.1 lower than the previous day. The implied volatity was 28.92, the open interest changed by -9 which decreased total open position to 1303


On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 137.4, which was 20.45 higher than the previous day. The implied volatity was 34.65, the open interest changed by 970 which increased total open position to 1312


On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 117, which was 23.4 higher than the previous day. The implied volatity was 34.35, the open interest changed by 116 which increased total open position to 345


On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 93.6, which was -9.65 lower than the previous day. The implied volatity was 27.21, the open interest changed by 16 which increased total open position to 229


On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 102.35, which was -26.75 lower than the previous day. The implied volatity was 30.6, the open interest changed by 42 which increased total open position to 211


On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 129, which was 26.25 higher than the previous day. The implied volatity was 35.16, the open interest changed by 86 which increased total open position to 167


On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 102.75, which was 3.55 higher than the previous day. The implied volatity was 28.57, the open interest changed by 30 which increased total open position to 81


On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 100.9, which was 27.9 higher than the previous day. The implied volatity was 32.15, the open interest changed by 4 which increased total open position to 59


On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 73, which was -3.5 lower than the previous day. The implied volatity was 27.66, the open interest changed by 0 which decreased total open position to 52


On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 76.5, which was -5 lower than the previous day. The implied volatity was 27.81, the open interest changed by 0 which decreased total open position to 52


On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 81.5, which was -13.5 lower than the previous day. The implied volatity was 22.25, the open interest changed by -4 which decreased total open position to 54


On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 95, which was 12 higher than the previous day. The implied volatity was 24.97, the open interest changed by 1 which increased total open position to 59


On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 83, which was 13 higher than the previous day. The implied volatity was 24.03, the open interest changed by 3 which increased total open position to 61


On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 70, which was 13.4 higher than the previous day. The implied volatity was 24.82, the open interest changed by 7 which increased total open position to 57


On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 57, which was -20.2 lower than the previous day. The implied volatity was 24.21, the open interest changed by 9 which increased total open position to 50


On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 75.75, which was 17.65 higher than the previous day. The implied volatity was 21.53, the open interest changed by 0 which decreased total open position to 40


On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 56.3, which was 24.3 higher than the previous day. The implied volatity was 23.97, the open interest changed by 5 which increased total open position to 39


On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 32, which was -2.65 lower than the previous day. The implied volatity was 20.68, the open interest changed by 19 which increased total open position to 33


On 4 Mar ICICIBANK was trading at 1365.40. The strike last trading price was 34.65, which was 9.65 higher than the previous day. The implied volatity was 24.76, the open interest changed by 8 which increased total open position to 14


On 2 Mar ICICIBANK was trading at 1374.00. The strike last trading price was 25, which was -1.35 lower than the previous day. The implied volatity was 20.45, the open interest changed by 6 which increased total open position to 6


On 27 Feb ICICIBANK was trading at 1378.90. The strike last trading price was 26.35, which was 0 lower than the previous day. The implied volatity was 2.64, 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 26.35, which was 0 lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0