ICICIBANK

Icici Bank Ltd.

1355 -28.60 (-2.07%)

L: 1353.2 H: 1381.9

Back to Option Chain

Historical option data for ICICIBANK
30 Jan 2026 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

ICICIBANK 24-FEB-2026 1370 CE
Delta: 0.48 Vega: 1.42 Theta: -0.66 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
30 Jan	1355.00	22.35 ₹ 15,645	-14.95 -10465.00	17.01	6,517 45,61,900	1,232 8,62,400	2,457 17,19,900
29 Jan	1383.60	38 ₹ 26,600	10.9 7630.00	16.15	4,953 34,67,100	-256 -1,79,200	1,226 8,58,200
28 Jan	1367.70	27.2 ₹ 19,040	0.7 490.00	15.38	3,768 26,37,600	39 27,300	1,483 10,38,100
27 Jan	1361.40	27.6 ₹ 19,320	8.4 5880.00	15.68	4,102 28,71,400	709 4,96,300	1,447 10,12,900
23 Jan	1343.40	19.25 ₹ 13,475	-0.65 -455.00	15.53	1,542 10,79,400	-59 -41,300	735 5,14,500
22 Jan	1345.50	20.05 ₹ 14,035	-2.95 -2065.00	15.43	1,419 9,93,300	149 1,04,300	794 5,55,800
21 Jan	1349.00	21.85 ₹ 15,295	-14.25 -9975.00	16.24	1,026 7,18,200	325 2,27,500	640 4,48,000
20 Jan	1375.80	36.1 ₹ 25,270	-2.95 -2065.00	15.22	185 1,29,500	-14 -9,800	315 2,20,500
19 Jan	1380.60	38.4 ₹ 26,880	-33.95 -23765.00	15.47	2,020 14,14,000	326 2,28,200	329 2,30,300
16 Jan	1410.80	72.35 ₹ 50,645	12.35 8645.00	20.28	1 700	0 0	2 1,400
14 Jan	1418.40	60 ₹ 42,000	21.95 15365.00	-	0 0	0 0	2 1,400
13 Jan	1437.00	60 ₹ 42,000	21.95 15365.00	-	0 0	0 0	0 0
12 Jan	1413.10	60 ₹ 42,000	21.95 15365.00	-	0 0	0 0	2 1,400
9 Jan	1404.30	60 ₹ 42,000	21.95 15365.00	-	0 0	0 0	2 1,400
8 Jan	1435.00	60 ₹ 42,000	21.95 15365.00	-	0 0	0 0	2 1,400
7 Jan	1427.70	60 ₹ 42,000	21.95 15365.00	-	0 0	0 0	2 1,400
6 Jan	1411.20	60 ₹ 42,000	21.95 15365.00	8.6	1 700	0 0	2 1,400

5 Jan	1371.50	38.05 ₹ 26,635	7.2 5040.00	13.16	2 1,400	0 0	2 1,400
2 Jan	1355.40	30.85 ₹ 21,595	-4.85 -3395.00	13.79	3 2,100	1 700	1 700
1 Jan	1338.00	35.7 ₹ 24,990	0 0.00	0.74	0 0	0 0	0 0
31 Dec	1342.90	35.7 ₹ 24,990	0 0.00	0.39	0 0	0 0	0 0

For Icici Bank Ltd. - strike price 1370 expiring on 24FEB2026

Delta for 1370 CE is 0.48

Historical price for 1370 CE is as follows

On 30 Jan ICICIBANK was trading at 1355.00. The strike last trading price was 22.35, which was -14.95 lower than the previous day. The implied volatity was 17.01, the open interest changed by 1232 which increased total open position to 2457

On 29 Jan ICICIBANK was trading at 1383.60. The strike last trading price was 38, which was 10.9 higher than the previous day. The implied volatity was 16.15, the open interest changed by -256 which decreased total open position to 1226

On 28 Jan ICICIBANK was trading at 1367.70. The strike last trading price was 27.2, which was 0.7 higher than the previous day. The implied volatity was 15.38, the open interest changed by 39 which increased total open position to 1483

On 27 Jan ICICIBANK was trading at 1361.40. The strike last trading price was 27.6, which was 8.4 higher than the previous day. The implied volatity was 15.68, the open interest changed by 709 which increased total open position to 1447

On 23 Jan ICICIBANK was trading at 1343.40. The strike last trading price was 19.25, which was -0.65 lower than the previous day. The implied volatity was 15.53, the open interest changed by -59 which decreased total open position to 735

On 22 Jan ICICIBANK was trading at 1345.50. The strike last trading price was 20.05, which was -2.95 lower than the previous day. The implied volatity was 15.43, the open interest changed by 149 which increased total open position to 794

On 21 Jan ICICIBANK was trading at 1349.00. The strike last trading price was 21.85, which was -14.25 lower than the previous day. The implied volatity was 16.24, the open interest changed by 325 which increased total open position to 640

On 20 Jan ICICIBANK was trading at 1375.80. The strike last trading price was 36.1, which was -2.95 lower than the previous day. The implied volatity was 15.22, the open interest changed by -14 which decreased total open position to 315

On 19 Jan ICICIBANK was trading at 1380.60. The strike last trading price was 38.4, which was -33.95 lower than the previous day. The implied volatity was 15.47, the open interest changed by 326 which increased total open position to 329

On 16 Jan ICICIBANK was trading at 1410.80. The strike last trading price was 72.35, which was 12.35 higher than the previous day. The implied volatity was 20.28, the open interest changed by 0 which decreased total open position to 2

On 14 Jan ICICIBANK was trading at 1418.40. The strike last trading price was 60, which was 21.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 13 Jan ICICIBANK was trading at 1437.00. The strike last trading price was 60, which was 21.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Jan ICICIBANK was trading at 1413.10. The strike last trading price was 60, which was 21.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 9 Jan ICICIBANK was trading at 1404.30. The strike last trading price was 60, which was 21.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 8 Jan ICICIBANK was trading at 1435.00. The strike last trading price was 60, which was 21.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 7 Jan ICICIBANK was trading at 1427.70. The strike last trading price was 60, which was 21.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 6 Jan ICICIBANK was trading at 1411.20. The strike last trading price was 60, which was 21.95 higher than the previous day. The implied volatity was 8.6, the open interest changed by 0 which decreased total open position to 2

On 5 Jan ICICIBANK was trading at 1371.50. The strike last trading price was 38.05, which was 7.2 higher than the previous day. The implied volatity was 13.16, the open interest changed by 0 which decreased total open position to 2

On 2 Jan ICICIBANK was trading at 1355.40. The strike last trading price was 30.85, which was -4.85 lower than the previous day. The implied volatity was 13.79, the open interest changed by 1 which increased total open position to 1

On 1 Jan ICICIBANK was trading at 1338.00. The strike last trading price was 35.7, which was 0 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0

On 31 Dec ICICIBANK was trading at 1342.90. The strike last trading price was 35.7, which was 0 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0

ICICIBANK 24FEB2026 1370 PE
Delta: -0.51 Vega: 1.42 Theta: -0.35 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
30 Jan	1355.00	29.15 ₹ 20,405	13.1 9170.00	19.24	4,715 33,00,500	295 2,06,500	1,918 13,42,600
29 Jan	1383.60	15.65 ₹ 10,955	-7.85 -5495.00	17.91	3,324 23,26,800	397 2,77,900	1,622 11,35,400
28 Jan	1367.70	23 ₹ 16,100	-1.45 -1015.00	18.24	2,850 19,95,000	285 1,99,500	1,225 8,57,500
27 Jan	1361.40	24.7 ₹ 17,290	-12 -8400.00	18.8	1,872 13,10,400	304 2,12,800	944 6,60,800
23 Jan	1343.40	35.7 ₹ 24,990	2.3 1610.00	18.34	561 3,92,700	-119 -83,300	640 4,48,000
22 Jan	1345.50	33.1 ₹ 23,170	-3.2 -2240.00	16.91	700 4,90,000	293 2,05,100	760 5,32,000
21 Jan	1349.00	37.9 ₹ 26,530	16.35 11445.00	19.71	589 4,12,300	85 59,500	467 3,26,900
20 Jan	1375.80	21.65 ₹ 15,155	0.15 105.00	17.82	254 1,77,800	19 13,300	382 2,67,400
19 Jan	1380.60	21.95 ₹ 15,365	0.8 560.00	18.33	753 5,27,100	252 1,76,400	360 2,52,000
16 Jan	1410.80	20.6 ₹ 14,420	5.1 3570.00	24.08	384 2,68,800	85 59,500	110 77,000
14 Jan	1418.40	15.7 ₹ 10,990	4.6 3220.00	21.11	12 8,400	10 7,000	25 17,500
13 Jan	1437.00	11.1 ₹ 7,770	-2.2 -1540.00	20.79	4 2,800	0 0	15 10,500
12 Jan	1413.10	13.3 ₹ 9,310	-3.45 -2415.00	-	0 0	0 0	15 10,500
9 Jan	1404.30	13.3 ₹ 9,310	-3.45 -2415.00	-	0 0	0 0	15 10,500
8 Jan	1435.00	13.3 ₹ 9,310	-3.45 -2415.00	-	0 0	0 0	15 10,500
7 Jan	1427.70	13.3 ₹ 9,310	-3.45 -2415.00	19.76	2 1,400	0 0	15 10,500
6 Jan	1411.20	16.6 ₹ 11,620	-33.95 -23765.00	19.32	16 11,200	15 10,500	15 10,500
5 Jan	1371.50	50.55 ₹ 35,385	0 0.00	1.17	0 0	0 0	0 0
2 Jan	1355.40	50.55 ₹ 35,385	0 0.00	0.35	0 0	0 0	0 0
1 Jan	1338.00	50.55 ₹ 35,385	0 0.00	-	0 0	0 0	0 0
31 Dec	1342.90	50.55 ₹ 35,385	0 0.00	-	0 0	0 0	0 0

For Icici Bank Ltd. - strike price 1370 expiring on 24FEB2026

Delta for 1370 PE is -0.51

Historical price for 1370 PE is as follows

On 30 Jan ICICIBANK was trading at 1355.00. The strike last trading price was 29.15, which was 13.1 higher than the previous day. The implied volatity was 19.24, the open interest changed by 295 which increased total open position to 1918

On 29 Jan ICICIBANK was trading at 1383.60. The strike last trading price was 15.65, which was -7.85 lower than the previous day. The implied volatity was 17.91, the open interest changed by 397 which increased total open position to 1622

On 28 Jan ICICIBANK was trading at 1367.70. The strike last trading price was 23, which was -1.45 lower than the previous day. The implied volatity was 18.24, the open interest changed by 285 which increased total open position to 1225

On 27 Jan ICICIBANK was trading at 1361.40. The strike last trading price was 24.7, which was -12 lower than the previous day. The implied volatity was 18.8, the open interest changed by 304 which increased total open position to 944

On 23 Jan ICICIBANK was trading at 1343.40. The strike last trading price was 35.7, which was 2.3 higher than the previous day. The implied volatity was 18.34, the open interest changed by -119 which decreased total open position to 640

On 22 Jan ICICIBANK was trading at 1345.50. The strike last trading price was 33.1, which was -3.2 lower than the previous day. The implied volatity was 16.91, the open interest changed by 293 which increased total open position to 760

On 21 Jan ICICIBANK was trading at 1349.00. The strike last trading price was 37.9, which was 16.35 higher than the previous day. The implied volatity was 19.71, the open interest changed by 85 which increased total open position to 467

On 20 Jan ICICIBANK was trading at 1375.80. The strike last trading price was 21.65, which was 0.15 higher than the previous day. The implied volatity was 17.82, the open interest changed by 19 which increased total open position to 382

On 19 Jan ICICIBANK was trading at 1380.60. The strike last trading price was 21.95, which was 0.8 higher than the previous day. The implied volatity was 18.33, the open interest changed by 252 which increased total open position to 360

On 16 Jan ICICIBANK was trading at 1410.80. The strike last trading price was 20.6, which was 5.1 higher than the previous day. The implied volatity was 24.08, the open interest changed by 85 which increased total open position to 110

On 14 Jan ICICIBANK was trading at 1418.40. The strike last trading price was 15.7, which was 4.6 higher than the previous day. The implied volatity was 21.11, the open interest changed by 10 which increased total open position to 25

On 13 Jan ICICIBANK was trading at 1437.00. The strike last trading price was 11.1, which was -2.2 lower than the previous day. The implied volatity was 20.79, the open interest changed by 0 which decreased total open position to 15

On 12 Jan ICICIBANK was trading at 1413.10. The strike last trading price was 13.3, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15

On 9 Jan ICICIBANK was trading at 1404.30. The strike last trading price was 13.3, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15

On 8 Jan ICICIBANK was trading at 1435.00. The strike last trading price was 13.3, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15

On 7 Jan ICICIBANK was trading at 1427.70. The strike last trading price was 13.3, which was -3.45 lower than the previous day. The implied volatity was 19.76, the open interest changed by 0 which decreased total open position to 15

On 6 Jan ICICIBANK was trading at 1411.20. The strike last trading price was 16.6, which was -33.95 lower than the previous day. The implied volatity was 19.32, the open interest changed by 15 which increased total open position to 15

On 5 Jan ICICIBANK was trading at 1371.50. The strike last trading price was 50.55, which was 0 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0

On 2 Jan ICICIBANK was trading at 1355.40. The strike last trading price was 50.55, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0

On 1 Jan ICICIBANK was trading at 1338.00. The strike last trading price was 50.55, 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 31 Dec ICICIBANK was trading at 1342.90. The strike last trading price was 50.55, 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

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