Historical option data for ICICIBANK
22 Jun 2026 01:18 PM IST
| ICICIBANK 28-Jul-2026 (36d) 1360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.02
Theta: -0.52
Gamma: 0.00494
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 1357.20 | 34.15 | 2.15 (6.72%) | 18.77 | 417 | 72 | 218 | |||||||||
| 19 Jun | 1346.50 | 31.75 | 2.75 (9.48%) | 18.87 | 162 | 38 | 147 | |||||||||
| 18 Jun | 1342.30 | 29 | 3 (11.54%) | 19.26 | 96 | 26 | 109 | |||||||||
| 17 Jun | 1336.80 | 25.8 | -2.2 (-7.86%) | 18.19 | 57 | 34 | 80 | |||||||||
| 16 Jun | 1334.30 | 28 | 1 (3.70%) | 19.48 | 53 | 16 | 45 | |||||||||
| 15 Jun | 1327.60 | 28 | -5 (-15.15%) | 20.64 | 37 | 10 | 28 | |||||||||
| 12 Jun | 1340.80 | 32 | 7 (28.00%) | 19.37 | 31 | -7 | 17 | |||||||||
| 11 Jun | 1317.00 | 24.65 | 4.65 (23.25%) | 20.71 | 46 | -3 | 24 | |||||||||
| 10 Jun | 1293.30 | 19.8 | 4.8 (32.00%) | 20.79 | 24 | 17 | 27 | |||||||||
| 9 Jun | 1275.00 | 14.8 | 2.8 (23.33%) | 21.18 | 1 | 0 | 9 | |||||||||
| 8 Jun | 1250.20 | 12 | 0 (0.00%) | 23.1 | 1 | 1 | 9 | |||||||||
| 5 Jun | 1262.10 | 12.4 | -29.6 (-70.48%) | 21.61 | 12 | 8 | 8 | |||||||||
| 18 May | 1251.10 | 0 | -42 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1244.50 | 0 | -42 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1246.00 | 0 | -42 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1235.60 | 0 | -42 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1360 expiring on 28JUL2026
Delta for 1360 CE is 0.53
Historical price for 1360 CE is as follows
On 22 Jun ICICIBANK was trading at 1357.20. The strike last trading price was 34.15, which was 2.15 higher than the previous day. The implied volatity was 18.77, the open interest changed by 72 which increased total open position to 218
On 19 Jun ICICIBANK was trading at 1346.50. The strike last trading price was 31.75, which was 2.75 higher than the previous day. The implied volatity was 18.87, the open interest changed by 38 which increased total open position to 147
On 18 Jun ICICIBANK was trading at 1342.30. The strike last trading price was 29, which was 3 higher than the previous day. The implied volatity was 19.26, the open interest changed by 26 which increased total open position to 109
On 17 Jun ICICIBANK was trading at 1336.80. The strike last trading price was 25.8, which was -2.2 lower than the previous day. The implied volatity was 18.19, the open interest changed by 34 which increased total open position to 80
On 16 Jun ICICIBANK was trading at 1334.30. The strike last trading price was 28, which was 1 higher than the previous day. The implied volatity was 19.48, the open interest changed by 16 which increased total open position to 45
On 15 Jun ICICIBANK was trading at 1327.60. The strike last trading price was 28, which was -5 lower than the previous day. The implied volatity was 20.64, the open interest changed by 10 which increased total open position to 28
On 12 Jun ICICIBANK was trading at 1340.80. The strike last trading price was 32, which was 7 higher than the previous day. The implied volatity was 19.37, the open interest changed by -7 which decreased total open position to 17
On 11 Jun ICICIBANK was trading at 1317.00. The strike last trading price was 24.65, which was 4.65 higher than the previous day. The implied volatity was 20.71, the open interest changed by -3 which decreased total open position to 24
On 10 Jun ICICIBANK was trading at 1293.30. The strike last trading price was 19.8, which was 4.8 higher than the previous day. The implied volatity was 20.79, the open interest changed by 17 which increased total open position to 27
On 9 Jun ICICIBANK was trading at 1275.00. The strike last trading price was 14.8, which was 2.8 higher than the previous day. The implied volatity was 21.18, the open interest changed by 0 which decreased total open position to 9
On 8 Jun ICICIBANK was trading at 1250.20. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 23.1, the open interest changed by 1 which increased total open position to 9
On 5 Jun ICICIBANK was trading at 1262.10. The strike last trading price was 12.4, which was -29.6 lower than the previous day. The implied volatity was 21.61, the open interest changed by 8 which increased total open position to 8
On 18 May ICICIBANK was trading at 1251.10. The strike last trading price was 0, which was -42 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ICICIBANK was trading at 1244.50. The strike last trading price was 0, which was -42 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ICICIBANK was trading at 1246.00. The strike last trading price was 0, which was -42 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ICICIBANK was trading at 1235.60. The strike last trading price was 0, which was -42 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 28-Jul-2026 (36d) 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.02
Theta: -0.3
Gamma: 0.00509
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 1357.20 | 29.7 | -2.55 (-7.91%) | 18.25 | 149 | 67 | 217 |
| 19 Jun | 1346.50 | 32.15 | -1.75 (-5.16%) | 17.25 | 63 | 36 | 148 |
| 18 Jun | 1342.30 | 33.75 | -5.95 (-14.99%) | 15.52 | 38 | 29 | 112 |
| 17 Jun | 1336.80 | 39.7 | -1.05 (-2.58%) | 17.38 | 56 | 49 | 81 |
| 16 Jun | 1334.30 | 40.75 | 40.75 (-12.83%) | 19.17 | 1 | 0 | 32 |
| 15 Jun | 1327.60 | 40.75 | -6 (-12.83%) | 19.17 | 1 | 0 | 31 |
| 12 Jun | 1340.80 | 46.75 | -8.35 (-15.15%) | 20.15 | 3 | 2 | 30 |
| 11 Jun | 1317.00 | 55.1 | -14.75 (-21.12%) | 21.45 | 15 | 13 | 27 |
| 10 Jun | 1293.30 | 69.85 | -20.6 (-22.78%) | 17.43 | 15 | 13 | 13 |
| 9 Jun | 1275.00 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 1250.20 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 1262.10 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 1251.10 | 0 | 0 | - | 0 | 0 | 0 |
| 15 May | 1244.50 | 0 | 0 | - | 0 | 0 | 0 |
| 14 May | 1246.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 May | 1235.60 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1360 expiring on 28JUL2026
Delta for 1360 PE is -0.47
Historical price for 1360 PE is as follows
On 22 Jun ICICIBANK was trading at 1357.20. The strike last trading price was 29.7, which was -2.55 lower than the previous day. The implied volatity was 18.25, the open interest changed by 67 which increased total open position to 217
On 19 Jun ICICIBANK was trading at 1346.50. The strike last trading price was 32.15, which was -1.75 lower than the previous day. The implied volatity was 17.25, the open interest changed by 36 which increased total open position to 148
On 18 Jun ICICIBANK was trading at 1342.30. The strike last trading price was 33.75, which was -5.95 lower than the previous day. The implied volatity was 15.52, the open interest changed by 29 which increased total open position to 112
On 17 Jun ICICIBANK was trading at 1336.80. The strike last trading price was 39.7, which was -1.05 lower than the previous day. The implied volatity was 17.38, the open interest changed by 49 which increased total open position to 81
On 16 Jun ICICIBANK was trading at 1334.30. The strike last trading price was 40.75, which was 40.75 higher than the previous day. The implied volatity was 19.17, the open interest changed by 0 which decreased total open position to 32
On 15 Jun ICICIBANK was trading at 1327.60. The strike last trading price was 40.75, which was -6 lower than the previous day. The implied volatity was 19.17, the open interest changed by 0 which decreased total open position to 31
On 12 Jun ICICIBANK was trading at 1340.80. The strike last trading price was 46.75, which was -8.35 lower than the previous day. The implied volatity was 20.15, the open interest changed by 2 which increased total open position to 30
On 11 Jun ICICIBANK was trading at 1317.00. The strike last trading price was 55.1, which was -14.75 lower than the previous day. The implied volatity was 21.45, the open interest changed by 13 which increased total open position to 27
On 10 Jun ICICIBANK was trading at 1293.30. The strike last trading price was 69.85, which was -20.6 lower than the previous day. The implied volatity was 17.43, the open interest changed by 13 which increased total open position to 13
On 9 Jun ICICIBANK was trading at 1275.00. 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 8 Jun ICICIBANK was trading at 1250.20. 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 5 Jun ICICIBANK was trading at 1262.10. 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 18 May ICICIBANK was trading at 1251.10. 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 15 May ICICIBANK was trading at 1244.50. 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 14 May ICICIBANK was trading at 1246.00. 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 13 May ICICIBANK was trading at 1235.60. 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
