[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1326.2 -21.80 (-1.62%)
L: 1324 H: 1348.8

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Historical option data for ICICIBANK

24 Apr 2026 04:10 PM IST
ICICIBANK 28-Apr-2026 (2d) 1370 CE
Delta: 0.1
Vega: 0
Theta: -0.72
Gamma: 0.00536
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 1326.20 1.6 -3.35 23.02 6,387 312 1,971
23 Apr 1348.00 5.05 -8 20.18 11,277 -39 1,670
22 Apr 1367.60 13 -12.55 18.7 9,565 332 1,708
21 Apr 1388.40 24.35 10.200000000000001 16.55 14,203 -3,072 1,422
20 Apr 1356.20 13.6 -4.9 24.04 27,785 3,078 5,265
17 Apr 1346.80 19.9 1.1499999999999986 27.9 5,478 602 2,286
16 Apr 1345.50 18.85 -1.25 29.3 7,074 16 1,683
15 Apr 1348.10 19.4 -1.7000000000000028 27.43 5,216 193 1,668
13 Apr 1351.10 19.25 8.25 25.85 3,990 176 1,459
10 Apr 1321.90 10.8 5.500000000000001 22.74 1,207 70 1,284
9 Apr 1281.30 5.45 -3.25 24.66 1,061 17 1,216
8 Apr 1309.20 8.3 5.55 21.66 2,049 817 1,192
7 Apr 1245.50 2.85 0.4 25.67 129 -11 375
6 Apr 1231.40 2.15 0 26.8 368 -3 387
2 Apr 1215.80 2.05 -0.6 26.06 1,247 152 440
1 Apr 1212.70 2.65 -1.05 27.53 334 13 288
30 Mar 1205.90 3.8 -2.65 28.98 454 -62 275
27 Mar 1233.80 6.45 -1.85 27.16 424 92 337
25 Mar 1259.70 7.7 -0.2 24.23 341 159 245
24 Mar 1251.20 7.75 0.75 24.86 73 10 86
23 Mar 1222.70 7 -1.85 28.13 35 -4 77
20 Mar 1245.40 9.15 -0.6 25.17 35 8 81
19 Mar 1250.10 10.4 -3.2 24.29 23 1 71
18 Mar 1289.30 13.6 -0.3 20.78 67 55 70
17 Mar 1288.70 13.9 1.95 21.59 1 0 15
16 Mar 1272.90 11.95 -0.25 23.13 1 0 14
13 Mar 1254.80 12.2 -3 24.53 1 -1 0
12 Mar 1266.50 15.2 -8.15 23.95 9 -1 15
11 Mar 1294.60 23.35 6.35 - 0 0 16
10 Mar 1311.90 23.35 6.35 20.46 11 -4 16
9 Mar 1278.40 17 -9.75 23.38 9 2 19
6 Mar 1313.40 26.75 -14 20.74 21 8 16
5 Mar 1357.60 39.6 -6.4 18.26 8 3 7
4 Mar 1365.40 46 -1.85 16.97 4 2 4
2 Mar 1374.00 47.85 -16.55 15.48 4 2 2
27 Feb 1378.90 64.4 0 - 0 0 0
26 Feb 1404.90 64.4 0 - 0 0 0


For Icici Bank Ltd. - strike price 1370 expiring on 28APR2026

Delta for 1370 CE is 0.1

Historical price for 1370 CE is as follows

On 24 Apr ICICIBANK was trading at 1326.20. The strike last trading price was 1.6, which was -3.35 lower than the previous day. The implied volatity was 23.02, the open interest changed by 312 which increased total open position to 1971


On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 5.05, which was -8 lower than the previous day. The implied volatity was 20.18, the open interest changed by -39 which decreased total open position to 1670


On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 13, which was -12.55 lower than the previous day. The implied volatity was 18.7, the open interest changed by 332 which increased total open position to 1708


On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 24.35, which was 10.200000000000001 higher than the previous day. The implied volatity was 16.55, the open interest changed by -3072 which decreased total open position to 1422


On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 13.6, which was -4.9 lower than the previous day. The implied volatity was 24.04, the open interest changed by 3078 which increased total open position to 5265


On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 19.9, which was 1.1499999999999986 higher than the previous day. The implied volatity was 27.9, the open interest changed by 602 which increased total open position to 2286


On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 18.85, which was -1.25 lower than the previous day. The implied volatity was 29.3, the open interest changed by 16 which increased total open position to 1683


On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 19.4, which was -1.7000000000000028 lower than the previous day. The implied volatity was 27.43, the open interest changed by 193 which increased total open position to 1668


On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 19.25, which was 8.25 higher than the previous day. The implied volatity was 25.85, the open interest changed by 176 which increased total open position to 1459


On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 10.8, which was 5.500000000000001 higher than the previous day. The implied volatity was 22.74, the open interest changed by 70 which increased total open position to 1284


On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 5.45, which was -3.25 lower than the previous day. The implied volatity was 24.66, the open interest changed by 17 which increased total open position to 1216


On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 8.3, which was 5.55 higher than the previous day. The implied volatity was 21.66, the open interest changed by 817 which increased total open position to 1192


On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 2.85, which was 0.4 higher than the previous day. The implied volatity was 25.67, the open interest changed by -11 which decreased total open position to 375


On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 2.15, which was 0 lower than the previous day. The implied volatity was 26.8, the open interest changed by -3 which decreased total open position to 387


On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 2.05, which was -0.6 lower than the previous day. The implied volatity was 26.06, the open interest changed by 152 which increased total open position to 440


On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 2.65, which was -1.05 lower than the previous day. The implied volatity was 27.53, the open interest changed by 13 which increased total open position to 288


On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 3.8, which was -2.65 lower than the previous day. The implied volatity was 28.98, the open interest changed by -62 which decreased total open position to 275


On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 6.45, which was -1.85 lower than the previous day. The implied volatity was 27.16, the open interest changed by 92 which increased total open position to 337


On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 7.7, which was -0.2 lower than the previous day. The implied volatity was 24.23, the open interest changed by 159 which increased total open position to 245


On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 7.75, which was 0.75 higher than the previous day. The implied volatity was 24.86, the open interest changed by 10 which increased total open position to 86


On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 7, which was -1.85 lower than the previous day. The implied volatity was 28.13, the open interest changed by -4 which decreased total open position to 77


On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 9.15, which was -0.6 lower than the previous day. The implied volatity was 25.17, the open interest changed by 8 which increased total open position to 81


On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 10.4, which was -3.2 lower than the previous day. The implied volatity was 24.29, the open interest changed by 1 which increased total open position to 71


On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 13.6, which was -0.3 lower than the previous day. The implied volatity was 20.78, the open interest changed by 55 which increased total open position to 70


On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 13.9, which was 1.95 higher than the previous day. The implied volatity was 21.59, the open interest changed by 0 which decreased total open position to 15


On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 11.95, which was -0.25 lower than the previous day. The implied volatity was 23.13, the open interest changed by 0 which decreased total open position to 14


On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 12.2, which was -3 lower than the previous day. The implied volatity was 24.53, the open interest changed by -1 which decreased total open position to 0


On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 15.2, which was -8.15 lower than the previous day. The implied volatity was 23.95, the open interest changed by -1 which decreased total open position to 15


On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 23.35, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 23.35, which was 6.35 higher than the previous day. The implied volatity was 20.46, the open interest changed by -4 which decreased total open position to 16


On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 17, which was -9.75 lower than the previous day. The implied volatity was 23.38, the open interest changed by 2 which increased total open position to 19


On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 26.75, which was -14 lower than the previous day. The implied volatity was 20.74, the open interest changed by 8 which increased total open position to 16


On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 39.6, which was -6.4 lower than the previous day. The implied volatity was 18.26, the open interest changed by 3 which increased total open position to 7


On 4 Mar ICICIBANK was trading at 1365.40. The strike last trading price was 46, which was -1.85 lower than the previous day. The implied volatity was 16.97, the open interest changed by 2 which increased total open position to 4


On 2 Mar ICICIBANK was trading at 1374.00. The strike last trading price was 47.85, which was -16.55 lower than the previous day. The implied volatity was 15.48, the open interest changed by 2 which increased total open position to 2


On 27 Feb ICICIBANK was trading at 1378.90. The strike last trading price was 64.4, 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 64.4, 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 (2d) 1370 PE
Delta: -0.96
Vega: 0
Theta: -0.08
Gamma: 0.00375
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 1326.20 43.75 15.2 17.19 452 -56 462
23 Apr 1348.00 28.45 13.399999999999999 22.95 3,465 -576 532
22 Apr 1367.60 14.85 6.1 20.1 8,002 -454 1,109
21 Apr 1388.40 9.1 -17.549999999999997 20.58 10,846 529 1,566
20 Apr 1356.20 27.6 -9.600000000000001 24.32 7,269 507 1,046
17 Apr 1346.80 34.4 -6.300000000000004 27.01 821 135 537
16 Apr 1345.50 42.3 0.09999999999999432 29.19 1,621 144 401
15 Apr 1348.10 42.35 1.5500000000000043 30.31 832 98 258
13 Apr 1351.10 43.35 -17.65 30.29 313 112 166
10 Apr 1321.90 61 -24.450000000000003 24.65 42 15 54
9 Apr 1281.30 85.45 16.55 25.54 7 4 39
8 Apr 1309.20 68.9 -70.9 22.82 6 -1 36
7 Apr 1245.50 139.8 2 54.92 1 0 36
6 Apr 1231.40 137.8 -14.1 32.2 3 1 36
2 Apr 1215.80 151.9 32.9 - 0 0 35
1 Apr 1212.70 151.9 32.9 - 0 0 35
30 Mar 1205.90 151.9 32.9 30.3 8 7 36
27 Mar 1233.80 119 10.15 21.09 12 9 26
25 Mar 1259.70 108.8 -12.25 26.46 12 9 14
24 Mar 1251.20 120.1 14.1 32.39 4 3 4
23 Mar 1222.70 106 72.1 - 0 0 1
20 Mar 1245.40 106 72.1 18.71 1 0 0
19 Mar 1250.10 33.9 0 - 0 0 0
18 Mar 1289.30 33.9 0 - 0 0 0
17 Mar 1288.70 33.9 0 - 0 0 0
16 Mar 1272.90 33.9 0 - 0 0 0
13 Mar 1254.80 33.9 0 - 0 0 0
12 Mar 1266.50 33.9 0 - 0 0 0
11 Mar 1294.60 33.9 0 - 0 0 0
10 Mar 1311.90 33.9 0 - 0 0 0
9 Mar 1278.40 33.9 0 - 0 0 0
6 Mar 1313.40 33.9 0 - 0 0 0
5 Mar 1357.60 33.9 0 0.21 0 0 0
4 Mar 1365.40 33.9 0 1.03 0 0 0
2 Mar 1374.00 33.9 0 1.3 0 0 0
27 Feb 1378.90 33.9 0 1.62 0 0 0
26 Feb 1404.90 33.9 0 2.7 0 0 0


For Icici Bank Ltd. - strike price 1370 expiring on 28APR2026

Delta for 1370 PE is -0.96

Historical price for 1370 PE is as follows

On 24 Apr ICICIBANK was trading at 1326.20. The strike last trading price was 43.75, which was 15.2 higher than the previous day. The implied volatity was 17.19, the open interest changed by -56 which decreased total open position to 462


On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 28.45, which was 13.399999999999999 higher than the previous day. The implied volatity was 22.95, the open interest changed by -576 which decreased total open position to 532


On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 14.85, which was 6.1 higher than the previous day. The implied volatity was 20.1, the open interest changed by -454 which decreased total open position to 1109


On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 9.1, which was -17.549999999999997 lower than the previous day. The implied volatity was 20.58, the open interest changed by 529 which increased total open position to 1566


On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 27.6, which was -9.600000000000001 lower than the previous day. The implied volatity was 24.32, the open interest changed by 507 which increased total open position to 1046


On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 34.4, which was -6.300000000000004 lower than the previous day. The implied volatity was 27.01, the open interest changed by 135 which increased total open position to 537


On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 42.3, which was 0.09999999999999432 higher than the previous day. The implied volatity was 29.19, the open interest changed by 144 which increased total open position to 401


On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 42.35, which was 1.5500000000000043 higher than the previous day. The implied volatity was 30.31, the open interest changed by 98 which increased total open position to 258


On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 43.35, which was -17.65 lower than the previous day. The implied volatity was 30.29, the open interest changed by 112 which increased total open position to 166


On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 61, which was -24.450000000000003 lower than the previous day. The implied volatity was 24.65, the open interest changed by 15 which increased total open position to 54


On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 85.45, which was 16.55 higher than the previous day. The implied volatity was 25.54, the open interest changed by 4 which increased total open position to 39


On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 68.9, which was -70.9 lower than the previous day. The implied volatity was 22.82, the open interest changed by -1 which decreased total open position to 36


On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 139.8, which was 2 higher than the previous day. The implied volatity was 54.92, the open interest changed by 0 which decreased total open position to 36


On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 137.8, which was -14.1 lower than the previous day. The implied volatity was 32.2, the open interest changed by 1 which increased total open position to 36


On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 151.9, which was 32.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35


On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 151.9, which was 32.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35


On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 151.9, which was 32.9 higher than the previous day. The implied volatity was 30.3, the open interest changed by 7 which increased total open position to 36


On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 119, which was 10.15 higher than the previous day. The implied volatity was 21.09, the open interest changed by 9 which increased total open position to 26


On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 108.8, which was -12.25 lower than the previous day. The implied volatity was 26.46, the open interest changed by 9 which increased total open position to 14


On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 120.1, which was 14.1 higher than the previous day. The implied volatity was 32.39, the open interest changed by 3 which increased total open position to 4


On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 106, which was 72.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 106, which was 72.1 higher than the previous day. The implied volatity was 18.71, the open interest changed by 0 which decreased total open position to 0


On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 33.9, 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 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 33.9, 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 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 33.9, 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 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 33.9, 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 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 33.9, 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 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 33.9, 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 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 33.9, 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 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 33.9, 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 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 33.9, 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 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 33.9, 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 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 33.9, which was 0 lower than the previous day. The implied volatity was 0.21, 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 33.9, which was 0 lower than the previous day. The implied volatity was 1.03, 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 33.9, which was 0 lower than the previous day. The implied volatity was 1.3, 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 33.9, which was 0 lower than the previous day. The implied volatity was 1.62, 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 33.9, which was 0 lower than the previous day. The implied volatity was 2.7, the open interest changed by 0 which decreased total open position to 0