ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
24 Apr 2026 04:10 PM IST
| ICICIBANK 28-Apr-2026 (4d) 1360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0
Theta: -0.89
Gamma: 0.00743
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1326.20 | 2.4 | -5.449999999999999 | 21.69 | 11,376 | -2 | 1,590 | |||||||||
| 23 Apr | 1348.00 | 8 | -10.5 | 20.08 | 12,188 | -260 | 1,673 | |||||||||
| 22 Apr | 1367.60 | 18.65 | -14.700000000000003 | 19.01 | 4,381 | -168 | 1,940 | |||||||||
| 21 Apr | 1388.40 | 31.4 | 12.599999999999998 | 15.39 | 10,515 | -1,268 | 2,897 | |||||||||
| 20 Apr | 1356.20 | 17.8 | -4.349999999999998 | 24.77 | 25,641 | 1,154 | 4,443 | |||||||||
| 17 Apr | 1346.80 | 24.4 | 1.5499999999999972 | 28.5 | 9,481 | 1,231 | 3,304 | |||||||||
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| 16 Apr | 1345.50 | 22.65 | -1.75 | 29.39 | 9,775 | 233 | 2,134 | |||||||||
| 15 Apr | 1348.10 | 23.6 | -2.25 | 27.59 | 10,031 | 1,032 | 1,910 | |||||||||
| 13 Apr | 1351.10 | 23.35 | 9.450000000000001 | 25.96 | 5,198 | 281 | 873 | |||||||||
| 10 Apr | 1321.90 | 13.9 | 7.1000000000000005 | 23.16 | 1,565 | 21 | 567 | |||||||||
| 9 Apr | 1281.30 | 7 | -4.1 | 24.71 | 1,254 | -27 | 548 | |||||||||
| 8 Apr | 1309.20 | 10.7 | 7.25 | 21.78 | 1,895 | 245 | 577 | |||||||||
| 7 Apr | 1245.50 | 3.65 | 0.6 | 25.63 | 124 | 6 | 329 | |||||||||
| 6 Apr | 1231.40 | 2.9 | 0.25 | 27.11 | 157 | 19 | 322 | |||||||||
| 2 Apr | 1215.80 | 2.6 | -0.6 | 26.04 | 422 | -108 | 309 | |||||||||
| 1 Apr | 1212.70 | 3.2 | -1.45 | 27.34 | 545 | 20 | 418 | |||||||||
| 30 Mar | 1205.90 | 5 | -2.45 | 29.63 | 724 | 102 | 405 | |||||||||
| 27 Mar | 1233.80 | 7.35 | -2.2 | 26.76 | 462 | 77 | 302 | |||||||||
| 25 Mar | 1259.70 | 9.05 | -0.05 | 24.04 | 728 | -59 | 228 | |||||||||
| 24 Mar | 1251.20 | 9.15 | 1.45 | 24.76 | 299 | -68 | 287 | |||||||||
| 23 Mar | 1222.70 | 7.9 | -2.45 | 27.77 | 105 | -9 | 356 | |||||||||
| 20 Mar | 1245.40 | 10.6 | -0.75 | 25.02 | 202 | 6 | 365 | |||||||||
| 19 Mar | 1250.10 | 12.1 | -3.65 | 24.2 | 384 | 150 | 360 | |||||||||
| 18 Mar | 1289.30 | 15.5 | -1.15 | 20.37 | 111 | 11 | 211 | |||||||||
| 17 Mar | 1288.70 | 16.8 | 1.15 | 21.9 | 73 | 12 | 201 | |||||||||
| 16 Mar | 1272.90 | 15.6 | 1.95 | 24.38 | 164 | 85 | 189 | |||||||||
| 13 Mar | 1254.80 | 13.65 | -2.6 | 24.18 | 26 | 5 | 103 | |||||||||
| 12 Mar | 1266.50 | 16.4 | -7.4 | 23.22 | 119 | 79 | 98 | |||||||||
| 11 Mar | 1294.60 | 23.8 | -2.7 | 22.85 | 7 | 0 | 19 | |||||||||
| 10 Mar | 1311.90 | 27 | 6.75 | 20.55 | 15 | 7 | 18 | |||||||||
| 9 Mar | 1278.40 | 20.25 | -10.25 | 23.86 | 11 | 3 | 11 | |||||||||
| 6 Mar | 1313.40 | 30 | -37.8 | 20.53 | 19 | 8 | 8 | |||||||||
| 5 Mar | 1357.60 | 67.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1365.40 | 67.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 1374.00 | 67.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1378.90 | 67.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1404.90 | 67.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1400.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 1384.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 1399.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 1394.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 1388.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 1408.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 1407.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1411.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1414.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1430.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 1406.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1406.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1396.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 1406.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 1396.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 1408.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 1389.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 1352.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 1334.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 1355.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1383.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1360 expiring on 28APR2026
Delta for 1360 CE is 0.15
Historical price for 1360 CE is as follows
On 24 Apr ICICIBANK was trading at 1326.20. The strike last trading price was 2.4, which was -5.449999999999999 lower than the previous day. The implied volatity was 21.69, the open interest changed by -2 which decreased total open position to 1590
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 8, which was -10.5 lower than the previous day. The implied volatity was 20.08, the open interest changed by -260 which decreased total open position to 1673
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 18.65, which was -14.700000000000003 lower than the previous day. The implied volatity was 19.01, the open interest changed by -168 which decreased total open position to 1940
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 31.4, which was 12.599999999999998 higher than the previous day. The implied volatity was 15.39, the open interest changed by -1268 which decreased total open position to 2897
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 17.8, which was -4.349999999999998 lower than the previous day. The implied volatity was 24.77, the open interest changed by 1154 which increased total open position to 4443
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 24.4, which was 1.5499999999999972 higher than the previous day. The implied volatity was 28.5, the open interest changed by 1231 which increased total open position to 3304
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 22.65, which was -1.75 lower than the previous day. The implied volatity was 29.39, the open interest changed by 233 which increased total open position to 2134
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 23.6, which was -2.25 lower than the previous day. The implied volatity was 27.59, the open interest changed by 1032 which increased total open position to 1910
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 23.35, which was 9.450000000000001 higher than the previous day. The implied volatity was 25.96, the open interest changed by 281 which increased total open position to 873
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 13.9, which was 7.1000000000000005 higher than the previous day. The implied volatity was 23.16, the open interest changed by 21 which increased total open position to 567
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 7, which was -4.1 lower than the previous day. The implied volatity was 24.71, the open interest changed by -27 which decreased total open position to 548
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 10.7, which was 7.25 higher than the previous day. The implied volatity was 21.78, the open interest changed by 245 which increased total open position to 577
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 3.65, which was 0.6 higher than the previous day. The implied volatity was 25.63, the open interest changed by 6 which increased total open position to 329
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 2.9, which was 0.25 higher than the previous day. The implied volatity was 27.11, the open interest changed by 19 which increased total open position to 322
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 2.6, which was -0.6 lower than the previous day. The implied volatity was 26.04, the open interest changed by -108 which decreased total open position to 309
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 3.2, which was -1.45 lower than the previous day. The implied volatity was 27.34, the open interest changed by 20 which increased total open position to 418
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 5, which was -2.45 lower than the previous day. The implied volatity was 29.63, the open interest changed by 102 which increased total open position to 405
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 7.35, which was -2.2 lower than the previous day. The implied volatity was 26.76, the open interest changed by 77 which increased total open position to 302
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 9.05, which was -0.05 lower than the previous day. The implied volatity was 24.04, the open interest changed by -59 which decreased total open position to 228
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 9.15, which was 1.45 higher than the previous day. The implied volatity was 24.76, the open interest changed by -68 which decreased total open position to 287
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 7.9, which was -2.45 lower than the previous day. The implied volatity was 27.77, the open interest changed by -9 which decreased total open position to 356
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 10.6, which was -0.75 lower than the previous day. The implied volatity was 25.02, the open interest changed by 6 which increased total open position to 365
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 12.1, which was -3.65 lower than the previous day. The implied volatity was 24.2, the open interest changed by 150 which increased total open position to 360
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 15.5, which was -1.15 lower than the previous day. The implied volatity was 20.37, the open interest changed by 11 which increased total open position to 211
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 16.8, which was 1.15 higher than the previous day. The implied volatity was 21.9, the open interest changed by 12 which increased total open position to 201
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 15.6, which was 1.95 higher than the previous day. The implied volatity was 24.38, the open interest changed by 85 which increased total open position to 189
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 13.65, which was -2.6 lower than the previous day. The implied volatity was 24.18, the open interest changed by 5 which increased total open position to 103
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 16.4, which was -7.4 lower than the previous day. The implied volatity was 23.22, the open interest changed by 79 which increased total open position to 98
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 23.8, which was -2.7 lower than the previous day. The implied volatity was 22.85, the open interest changed by 0 which decreased total open position to 19
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 27, which was 6.75 higher than the previous day. The implied volatity was 20.55, the open interest changed by 7 which increased total open position to 18
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 20.25, which was -10.25 lower than the previous day. The implied volatity was 23.86, the open interest changed by 3 which increased total open position to 11
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 30, which was -37.8 lower than the previous day. The implied volatity was 20.53, the open interest changed by 8 which increased total open position to 8
On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 67.8, 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 67.8, 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 67.8, 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 67.8, 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 67.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb ICICIBANK was trading at 1400.50. 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 24 Feb ICICIBANK was trading at 1384.80. 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 23 Feb ICICIBANK was trading at 1399.40. 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 Feb ICICIBANK was trading at 1394.50. 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 19 Feb ICICIBANK was trading at 1388.80. 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 18 Feb ICICIBANK was trading at 1408.20. 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 Feb ICICIBANK was trading at 1407.50. 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 16 Feb ICICIBANK was trading at 1411.60. 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 13 Feb ICICIBANK was trading at 1414.60. 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 12 Feb ICICIBANK was trading at 1430.00. 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 11 Feb ICICIBANK was trading at 1406.10. 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 Feb ICICIBANK was trading at 1406.50. 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 9 Feb ICICIBANK was trading at 1396.30. 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 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb ICICIBANK was trading at 1396.50. 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 4 Feb ICICIBANK was trading at 1408.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb ICICIBANK was trading at 1389.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb ICICIBANK was trading at 1352.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb ICICIBANK was trading at 1334.20. 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 30 Jan ICICIBANK was trading at 1355.00. 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 29 Jan ICICIBANK was trading at 1383.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 28-Apr-2026 (4d) 1360 PE | |||||||
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Delta: -0.9
Vega: 0
Theta: -0.38
Gamma: 0.00697
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1326.20 | 34.6 | 13.350000000000001 | 17.99 | 1,336 | -96 | 847 |
| 23 Apr | 1348.00 | 21.15 | 10.649999999999999 | 22.11 | 3,790 | -385 | 942 |
| 22 Apr | 1367.60 | 10.2 | 3.9499999999999993 | 19.95 | 6,985 | -103 | 1,327 |
| 21 Apr | 1388.40 | 6.3 | -15.099999999999998 | 21.83 | 10,441 | 249 | 1,741 |
| 20 Apr | 1356.20 | 22.25 | -9.350000000000001 | 24.82 | 11,925 | 438 | 1,534 |
| 17 Apr | 1346.80 | 28.95 | -5.800000000000001 | 27.75 | 1,370 | 76 | 1,091 |
| 16 Apr | 1345.50 | 35.95 | -0.25 | 28.93 | 4,430 | 317 | 1,015 |
| 15 Apr | 1348.10 | 36.55 | 1.2999999999999972 | 30.22 | 3,135 | 330 | 697 |
| 13 Apr | 1351.10 | 37.2 | -12.449999999999996 | 28.23 | 1,016 | 101 | 382 |
| 10 Apr | 1321.90 | 50.75 | -28 | 25.71 | 175 | 3 | 281 |
| 9 Apr | 1281.30 | 78.35 | 21.55 | 27.09 | 56 | 17 | 276 |
| 8 Apr | 1309.20 | 57.1 | -54.2 | 24.61 | 71 | 10 | 258 |
| 7 Apr | 1245.50 | 111.55 | -12.15 | 32.21 | 6 | 1 | 247 |
| 6 Apr | 1231.40 | 123.7 | -18.3 | 19.16 | 2 | 0 | 247 |
| 2 Apr | 1215.80 | 142 | 0.9 | 35.3 | 8 | 1 | 246 |
| 1 Apr | 1212.70 | 141.4 | 0.25 | 29.63 | 174 | 79 | 244 |
| 30 Mar | 1205.90 | 141.15 | 25 | 27.44 | 108 | 87 | 165 |
| 27 Mar | 1233.80 | 116.15 | 15.7 | 25.02 | 32 | 22 | 77 |
| 25 Mar | 1259.70 | 101.65 | -10.35 | 27.37 | 9 | 3 | 53 |
| 24 Mar | 1251.20 | 112 | -23 | 32.18 | 34 | 21 | 49 |
| 23 Mar | 1222.70 | 135 | 31.75 | 33.3 | 1 | 0 | 27 |
| 20 Mar | 1245.40 | 103.25 | -5.75 | 22.12 | 3 | 1 | 26 |
| 19 Mar | 1250.10 | 109 | 31 | 32.72 | 1 | 0 | 24 |
| 18 Mar | 1289.30 | 78 | -0.2 | 26.64 | 1 | 0 | 23 |
| 17 Mar | 1288.70 | 78 | -29 | 24.36 | 10 | 7 | 21 |
| 16 Mar | 1272.90 | 107 | 32.4 | - | 1 | 0 | 0 |
| 13 Mar | 1254.80 | 107 | 32.4 | 28.02 | 1 | 0 | 0 |
| 12 Mar | 1266.50 | 74.6 | -10.75 | - | 0 | 0 | 0 |
| 11 Mar | 1294.60 | 74.6 | -10.75 | - | 0 | 0 | 14 |
| 10 Mar | 1311.90 | 74.6 | -10.75 | 30.68 | 39 | -29 | 15 |
| 9 Mar | 1278.40 | 88.75 | 36.75 | 25.08 | 62 | 32 | 45 |
| 6 Mar | 1313.40 | 52 | 15.65 | 18.93 | 4 | 1 | 12 |
| 5 Mar | 1357.60 | 36.35 | 14.85 | - | 13 | 8 | 0 |
| 4 Mar | 1365.40 | 36.35 | 14.85 | 23.58 | 13 | 6 | 9 |
| 2 Mar | 1374.00 | 21.5 | 5.4 | - | 0 | 2 | 0 |
| 27 Feb | 1378.90 | 21.5 | 5.4 | 17.51 | 2 | 1 | 2 |
| 26 Feb | 1404.90 | 16.1 | -29.45 | 18.12 | 1 | 0 | 0 |
| 25 Feb | 1400.50 | - | - | - | 0 | 0 | 0 |
| 24 Feb | 1384.80 | - | - | - | 0 | 0 | 0 |
| 23 Feb | 1399.40 | - | - | - | 0 | 0 | 0 |
| 20 Feb | 1394.50 | - | - | - | 0 | 0 | 0 |
| 19 Feb | 1388.80 | - | - | - | 0 | 0 | 0 |
| 18 Feb | 1408.20 | - | - | - | 0 | 0 | 0 |
| 17 Feb | 1407.50 | - | - | - | 0 | 0 | 0 |
| 16 Feb | 1411.60 | - | - | - | 0 | 0 | 0 |
| 13 Feb | 1414.60 | - | - | - | 0 | 0 | 0 |
| 12 Feb | 1430.00 | - | - | - | 0 | 0 | 0 |
| 11 Feb | 1406.10 | - | - | - | 0 | 0 | 0 |
| 10 Feb | 1406.50 | 45.55 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 1396.30 | 45.55 | 0 | 2.93 | 0 | 0 | 0 |
| 6 Feb | 1406.10 | 45.55 | 0 | 3.06 | 0 | 0 | 0 |
| 5 Feb | 1396.50 | 45.55 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1408.40 | 45.55 | 0 | 2.85 | 0 | 0 | 0 |
| 3 Feb | 1389.70 | 45.55 | 0 | 2.49 | 0 | 0 | 0 |
| 2 Feb | 1352.80 | 45.55 | 0 | 0.42 | 0 | 0 | 0 |
| 1 Feb | 1334.20 | 45.55 | 0 | 1.24 | 0 | 0 | 0 |
| 30 Jan | 1355.00 | 45.55 | 0 | 2.17 | 0 | 0 | 0 |
| 29 Jan | 1383.60 | 45.55 | 0 | 1.51 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1360 expiring on 28APR2026
Delta for 1360 PE is -0.9
Historical price for 1360 PE is as follows
On 24 Apr ICICIBANK was trading at 1326.20. The strike last trading price was 34.6, which was 13.350000000000001 higher than the previous day. The implied volatity was 17.99, the open interest changed by -96 which decreased total open position to 847
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 21.15, which was 10.649999999999999 higher than the previous day. The implied volatity was 22.11, the open interest changed by -385 which decreased total open position to 942
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 10.2, which was 3.9499999999999993 higher than the previous day. The implied volatity was 19.95, the open interest changed by -103 which decreased total open position to 1327
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 6.3, which was -15.099999999999998 lower than the previous day. The implied volatity was 21.83, the open interest changed by 249 which increased total open position to 1741
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 22.25, which was -9.350000000000001 lower than the previous day. The implied volatity was 24.82, the open interest changed by 438 which increased total open position to 1534
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 28.95, which was -5.800000000000001 lower than the previous day. The implied volatity was 27.75, the open interest changed by 76 which increased total open position to 1091
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 35.95, which was -0.25 lower than the previous day. The implied volatity was 28.93, the open interest changed by 317 which increased total open position to 1015
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 36.55, which was 1.2999999999999972 higher than the previous day. The implied volatity was 30.22, the open interest changed by 330 which increased total open position to 697
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 37.2, which was -12.449999999999996 lower than the previous day. The implied volatity was 28.23, the open interest changed by 101 which increased total open position to 382
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 50.75, which was -28 lower than the previous day. The implied volatity was 25.71, the open interest changed by 3 which increased total open position to 281
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 78.35, which was 21.55 higher than the previous day. The implied volatity was 27.09, the open interest changed by 17 which increased total open position to 276
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 57.1, which was -54.2 lower than the previous day. The implied volatity was 24.61, the open interest changed by 10 which increased total open position to 258
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 111.55, which was -12.15 lower than the previous day. The implied volatity was 32.21, the open interest changed by 1 which increased total open position to 247
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 123.7, which was -18.3 lower than the previous day. The implied volatity was 19.16, the open interest changed by 0 which decreased total open position to 247
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 142, which was 0.9 higher than the previous day. The implied volatity was 35.3, the open interest changed by 1 which increased total open position to 246
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 141.4, which was 0.25 higher than the previous day. The implied volatity was 29.63, the open interest changed by 79 which increased total open position to 244
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 141.15, which was 25 higher than the previous day. The implied volatity was 27.44, the open interest changed by 87 which increased total open position to 165
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 116.15, which was 15.7 higher than the previous day. The implied volatity was 25.02, the open interest changed by 22 which increased total open position to 77
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 101.65, which was -10.35 lower than the previous day. The implied volatity was 27.37, the open interest changed by 3 which increased total open position to 53
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 112, which was -23 lower than the previous day. The implied volatity was 32.18, the open interest changed by 21 which increased total open position to 49
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 135, which was 31.75 higher than the previous day. The implied volatity was 33.3, the open interest changed by 0 which decreased total open position to 27
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 103.25, which was -5.75 lower than the previous day. The implied volatity was 22.12, the open interest changed by 1 which increased total open position to 26
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 109, which was 31 higher than the previous day. The implied volatity was 32.72, the open interest changed by 0 which decreased total open position to 24
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 78, which was -0.2 lower than the previous day. The implied volatity was 26.64, the open interest changed by 0 which decreased total open position to 23
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 78, which was -29 lower than the previous day. The implied volatity was 24.36, the open interest changed by 7 which increased total open position to 21
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 107, which was 32.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 107, which was 32.4 higher than the previous day. The implied volatity was 28.02, 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 74.6, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 74.6, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 74.6, which was -10.75 lower than the previous day. The implied volatity was 30.68, the open interest changed by -29 which decreased total open position to 15
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 88.75, which was 36.75 higher than the previous day. The implied volatity was 25.08, the open interest changed by 32 which increased total open position to 45
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 52, which was 15.65 higher than the previous day. The implied volatity was 18.93, the open interest changed by 1 which increased total open position to 12
On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 36.35, which was 14.85 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 4 Mar ICICIBANK was trading at 1365.40. The strike last trading price was 36.35, which was 14.85 higher than the previous day. The implied volatity was 23.58, the open interest changed by 6 which increased total open position to 9
On 2 Mar ICICIBANK was trading at 1374.00. The strike last trading price was 21.5, which was 5.4 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 27 Feb ICICIBANK was trading at 1378.90. The strike last trading price was 21.5, which was 5.4 higher than the previous day. The implied volatity was 17.51, the open interest changed by 1 which increased total open position to 2
On 26 Feb ICICIBANK was trading at 1404.90. The strike last trading price was 16.1, which was -29.45 lower than the previous day. The implied volatity was 18.12, the open interest changed by 0 which decreased total open position to 0
On 25 Feb ICICIBANK was trading at 1400.50. 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 24 Feb ICICIBANK was trading at 1384.80. 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 23 Feb ICICIBANK was trading at 1399.40. 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 Feb ICICIBANK was trading at 1394.50. 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 19 Feb ICICIBANK was trading at 1388.80. 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 18 Feb ICICIBANK was trading at 1408.20. 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 Feb ICICIBANK was trading at 1407.50. 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 16 Feb ICICIBANK was trading at 1411.60. 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 13 Feb ICICIBANK was trading at 1414.60. 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 12 Feb ICICIBANK was trading at 1430.00. 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 11 Feb ICICIBANK was trading at 1406.10. 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 Feb ICICIBANK was trading at 1406.50. The strike last trading price was 45.55, 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 9 Feb ICICIBANK was trading at 1396.30. The strike last trading price was 45.55, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0
On 6 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 45.55, which was 0 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0
On 5 Feb ICICIBANK was trading at 1396.50. The strike last trading price was 45.55, 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 4 Feb ICICIBANK was trading at 1408.40. The strike last trading price was 45.55, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0
On 3 Feb ICICIBANK was trading at 1389.70. The strike last trading price was 45.55, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0
On 2 Feb ICICIBANK was trading at 1352.80. The strike last trading price was 45.55, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
On 1 Feb ICICIBANK was trading at 1334.20. The strike last trading price was 45.55, which was 0 lower than the previous day. The implied volatity was 1.24, 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 45.55, which was 0 lower than the previous day. The implied volatity was 2.17, 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 45.55, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0
