[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1374 -4.90 (-0.36%)
L: 1355 H: 1379.2

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Historical option data for ICICIBANK

02 Mar 2026 04:10 PM IST
ICICIBANK 30-MAR-2026 1380 CE
Delta: 0.55
Vega: 1.51
Theta: -0.59
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 1374.00 24.7 -3.65 14.46 4,755 324 1,104
27 Feb 1378.90 28.45 -16.25 14.08 2,274 426 780
26 Feb 1404.90 42.85 3.45 13.49 466 25 352
25 Feb 1400.50 39.05 6.65 12.2 789 105 328
24 Feb 1384.80 32.15 -9.2 13 658 38 220
23 Feb 1399.40 41.3 1.7 12.58 274 97 184
20 Feb 1394.50 40.15 2.85 13.13 158 13 86
19 Feb 1388.80 37.75 -12.8 13.53 63 33 70
18 Feb 1408.20 49.6 0.1 12.91 18 4 36
17 Feb 1407.50 49.5 -5.35 13.01 23 8 31
16 Feb 1411.60 55 -5.25 12.11 5 2 23
13 Feb 1414.60 59.7 -4.5 13.01 12 1 21
12 Feb 1430.00 64.2 12.75 6.58 2 0 20
11 Feb 1406.10 51.45 7.95 - 0 0 20
10 Feb 1406.50 51.45 7.95 12.46 1 0 20
9 Feb 1396.30 43.5 -5.1 11.4 3 -1 20
6 Feb 1406.10 48.6 -5 6.28 5 0 21
5 Feb 1396.50 53.6 -3.4 16.11 2 1 20
4 Feb 1408.40 57 14.75 13.15 2 0 18
3 Feb 1389.70 42.1 17.75 11.87 79 -40 18
2 Feb 1352.80 24.45 0.55 13.35 54 9 57
1 Feb 1334.20 23 -10.15 15.97 26 19 46
30 Jan 1355.00 33.15 -8.65 15.43 31 24 26
29 Jan 1383.60 41.8 6.15 11.61 2 0 0
28 Jan 1367.70 35.65 -3.05 13.38 3 0 2
27 Jan 1361.40 38.7 11.25 14.86 3 0 1
23 Jan 1343.40 27.45 -26.65 13.91 2 0 2
22 Jan 1345.50 54.1 -5.9 - 0 0 2
21 Jan 1349.00 54.1 -5.9 - 0 0 2
20 Jan 1375.80 54.1 -5.9 17.97 1 0 1
19 Jan 1380.60 60 13.95 - 0 0 1
16 Jan 1410.80 60 13.95 - 0 0 1
14 Jan 1418.40 60 13.95 - 0 0 1
13 Jan 1437.00 60 13.95 - 0 0 0
12 Jan 1413.10 60 13.95 - 0 0 1
9 Jan 1404.30 60 13.95 - 0 0 1
8 Jan 1435.00 60 13.95 - 0 0 1
7 Jan 1427.70 60 13.95 - 0 0 1
6 Jan 1411.20 60 13.95 - 1 0 0
5 Jan 1371.50 46.05 0 - 0 0 0
2 Jan 1355.40 46.05 0 - 0 0 0
1 Jan 1338.00 46.05 0 0.49 0 0 0
31 Dec 1342.90 0 - - 0 0 0


For Icici Bank Ltd. - strike price 1380 expiring on 30MAR2026

Delta for 1380 CE is 0.55

Historical price for 1380 CE is as follows

On 2 Mar ICICIBANK was trading at 1374.00. The strike last trading price was 24.7, which was -3.65 lower than the previous day. The implied volatity was 14.46, the open interest changed by 324 which increased total open position to 1104


On 27 Feb ICICIBANK was trading at 1378.90. The strike last trading price was 28.45, which was -16.25 lower than the previous day. The implied volatity was 14.08, the open interest changed by 426 which increased total open position to 780


On 26 Feb ICICIBANK was trading at 1404.90. The strike last trading price was 42.85, which was 3.45 higher than the previous day. The implied volatity was 13.49, the open interest changed by 25 which increased total open position to 352


On 25 Feb ICICIBANK was trading at 1400.50. The strike last trading price was 39.05, which was 6.65 higher than the previous day. The implied volatity was 12.2, the open interest changed by 105 which increased total open position to 328


On 24 Feb ICICIBANK was trading at 1384.80. The strike last trading price was 32.15, which was -9.2 lower than the previous day. The implied volatity was 13, the open interest changed by 38 which increased total open position to 220


On 23 Feb ICICIBANK was trading at 1399.40. The strike last trading price was 41.3, which was 1.7 higher than the previous day. The implied volatity was 12.58, the open interest changed by 97 which increased total open position to 184


On 20 Feb ICICIBANK was trading at 1394.50. The strike last trading price was 40.15, which was 2.85 higher than the previous day. The implied volatity was 13.13, the open interest changed by 13 which increased total open position to 86


On 19 Feb ICICIBANK was trading at 1388.80. The strike last trading price was 37.75, which was -12.8 lower than the previous day. The implied volatity was 13.53, the open interest changed by 33 which increased total open position to 70


On 18 Feb ICICIBANK was trading at 1408.20. The strike last trading price was 49.6, which was 0.1 higher than the previous day. The implied volatity was 12.91, the open interest changed by 4 which increased total open position to 36


On 17 Feb ICICIBANK was trading at 1407.50. The strike last trading price was 49.5, which was -5.35 lower than the previous day. The implied volatity was 13.01, the open interest changed by 8 which increased total open position to 31


On 16 Feb ICICIBANK was trading at 1411.60. The strike last trading price was 55, which was -5.25 lower than the previous day. The implied volatity was 12.11, the open interest changed by 2 which increased total open position to 23


On 13 Feb ICICIBANK was trading at 1414.60. The strike last trading price was 59.7, which was -4.5 lower than the previous day. The implied volatity was 13.01, the open interest changed by 1 which increased total open position to 21


On 12 Feb ICICIBANK was trading at 1430.00. The strike last trading price was 64.2, which was 12.75 higher than the previous day. The implied volatity was 6.58, the open interest changed by 0 which decreased total open position to 20


On 11 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 51.45, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 10 Feb ICICIBANK was trading at 1406.50. The strike last trading price was 51.45, which was 7.95 higher than the previous day. The implied volatity was 12.46, the open interest changed by 0 which decreased total open position to 20


On 9 Feb ICICIBANK was trading at 1396.30. The strike last trading price was 43.5, which was -5.1 lower than the previous day. The implied volatity was 11.4, the open interest changed by -1 which decreased total open position to 20


On 6 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 48.6, which was -5 lower than the previous day. The implied volatity was 6.28, the open interest changed by 0 which decreased total open position to 21


On 5 Feb ICICIBANK was trading at 1396.50. The strike last trading price was 53.6, which was -3.4 lower than the previous day. The implied volatity was 16.11, the open interest changed by 1 which increased total open position to 20


On 4 Feb ICICIBANK was trading at 1408.40. The strike last trading price was 57, which was 14.75 higher than the previous day. The implied volatity was 13.15, the open interest changed by 0 which decreased total open position to 18


On 3 Feb ICICIBANK was trading at 1389.70. The strike last trading price was 42.1, which was 17.75 higher than the previous day. The implied volatity was 11.87, the open interest changed by -40 which decreased total open position to 18


On 2 Feb ICICIBANK was trading at 1352.80. The strike last trading price was 24.45, which was 0.55 higher than the previous day. The implied volatity was 13.35, the open interest changed by 9 which increased total open position to 57


On 1 Feb ICICIBANK was trading at 1334.20. The strike last trading price was 23, which was -10.15 lower than the previous day. The implied volatity was 15.97, the open interest changed by 19 which increased total open position to 46


On 30 Jan ICICIBANK was trading at 1355.00. The strike last trading price was 33.15, which was -8.65 lower than the previous day. The implied volatity was 15.43, the open interest changed by 24 which increased total open position to 26


On 29 Jan ICICIBANK was trading at 1383.60. The strike last trading price was 41.8, which was 6.15 higher than the previous day. The implied volatity was 11.61, the open interest changed by 0 which decreased total open position to 0


On 28 Jan ICICIBANK was trading at 1367.70. The strike last trading price was 35.65, which was -3.05 lower than the previous day. The implied volatity was 13.38, the open interest changed by 0 which decreased total open position to 2


On 27 Jan ICICIBANK was trading at 1361.40. The strike last trading price was 38.7, which was 11.25 higher than the previous day. The implied volatity was 14.86, the open interest changed by 0 which decreased total open position to 1


On 23 Jan ICICIBANK was trading at 1343.40. The strike last trading price was 27.45, which was -26.65 lower than the previous day. The implied volatity was 13.91, the open interest changed by 0 which decreased total open position to 2


On 22 Jan ICICIBANK was trading at 1345.50. The strike last trading price was 54.1, which was -5.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 21 Jan ICICIBANK was trading at 1349.00. The strike last trading price was 54.1, which was -5.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 20 Jan ICICIBANK was trading at 1375.80. The strike last trading price was 54.1, which was -5.9 lower than the previous day. The implied volatity was 17.97, the open interest changed by 0 which decreased total open position to 1


On 19 Jan ICICIBANK was trading at 1380.60. The strike last trading price was 60, which was 13.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Jan ICICIBANK was trading at 1410.80. The strike last trading price was 60, which was 13.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 14 Jan ICICIBANK was trading at 1418.40. The strike last trading price was 60, which was 13.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 13 Jan ICICIBANK was trading at 1437.00. The strike last trading price was 60, which was 13.95 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 13.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Jan ICICIBANK was trading at 1404.30. The strike last trading price was 60, which was 13.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 8 Jan ICICIBANK was trading at 1435.00. The strike last trading price was 60, which was 13.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 7 Jan ICICIBANK was trading at 1427.70. The strike last trading price was 60, which was 13.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Jan ICICIBANK was trading at 1411.20. The strike last trading price was 60, which was 13.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jan ICICIBANK was trading at 1371.50. The strike last trading price was 46.05, 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 Jan ICICIBANK was trading at 1355.40. The strike last trading price was 46.05, 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 Jan ICICIBANK was trading at 1338.00. The strike last trading price was 46.05, which was 0 lower than the previous day. The implied volatity was 0.49, 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 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


ICICIBANK 30MAR2026 1380 PE
Delta: -0.46
Vega: 1.51
Theta: -0.31
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 1374.00 25.15 4.35 18.3 3,254 67 1,201
27 Feb 1378.90 20.6 8.8 16.13 3,801 130 1,141
26 Feb 1404.90 12.2 -0.5 15.64 2,455 -39 1,012
25 Feb 1400.50 13.25 -3.9 15.48 3,049 145 1,061
24 Feb 1384.80 17.2 4.3 15.1 2,541 314 920
23 Feb 1399.40 13.05 -2.25 15.24 657 91 603
20 Feb 1394.50 15.2 -4.2 15.22 839 121 516
19 Feb 1388.80 20 6.05 16.85 511 124 399
18 Feb 1408.20 13.6 -1.4 16.25 211 54 275
17 Feb 1407.50 15.4 0.9 17.06 358 108 220
16 Feb 1411.60 14 -0.25 17.45 174 -10 112
13 Feb 1414.60 15 4.65 18.08 351 -52 124
12 Feb 1430.00 10.15 -4.3 17.28 318 58 178
11 Feb 1406.10 14.45 0.15 16.44 13 0 121
10 Feb 1406.50 14.3 -5.2 15.45 44 16 122
9 Feb 1396.30 19.5 3.5 16.7 22 3 106
6 Feb 1406.10 16 -2.25 16.66 28 13 103
5 Feb 1396.50 18.25 2.75 15.59 59 26 90
4 Feb 1408.40 15.5 -3.8 15.9 520 47 61
3 Feb 1389.70 19.3 -21.4 14.85 7 3 14
2 Feb 1352.80 40.7 0.2 17.4 1 0 11
1 Feb 1334.20 40.7 12.65 - 0 0 11
30 Jan 1355.00 40.7 12.65 18.5 13 6 9
29 Jan 1383.60 27 -10 17.69 4 2 3
28 Jan 1367.70 37 18.5 19.06 1 0 0
27 Jan 1361.40 18.5 -6.5 - 0 0 0
23 Jan 1343.40 18.5 -6.5 - 0 0 0
22 Jan 1345.50 18.5 -6.5 - 0 0 0
21 Jan 1349.00 18.5 -6.5 - 0 0 0
20 Jan 1375.80 18.5 -6.5 - 0 0 0
19 Jan 1380.60 18.5 -6.5 - 0 0 0
16 Jan 1410.80 18.5 -6.5 - 0 0 0
14 Jan 1418.40 18.5 -6.5 - 0 0 0
13 Jan 1437.00 18.5 -6.5 19.61 1 0 0
12 Jan 1413.10 25 -38.15 20.41 1 0 0
9 Jan 1404.30 63.15 0 - 0 0 0
8 Jan 1435.00 63.15 0 - 0 0 0
7 Jan 1427.70 63.15 0 - 0 0 0
6 Jan 1411.20 63.15 0 2.62 0 0 0
5 Jan 1371.50 63.15 0 - 0 0 0
2 Jan 1355.40 63.15 0 0.42 0 0 0
1 Jan 1338.00 63.15 0 - 0 0 0
31 Dec 1342.90 0 - - 0 0 0


For Icici Bank Ltd. - strike price 1380 expiring on 30MAR2026

Delta for 1380 PE is -0.46

Historical price for 1380 PE is as follows

On 2 Mar ICICIBANK was trading at 1374.00. The strike last trading price was 25.15, which was 4.35 higher than the previous day. The implied volatity was 18.3, the open interest changed by 67 which increased total open position to 1201


On 27 Feb ICICIBANK was trading at 1378.90. The strike last trading price was 20.6, which was 8.8 higher than the previous day. The implied volatity was 16.13, the open interest changed by 130 which increased total open position to 1141


On 26 Feb ICICIBANK was trading at 1404.90. The strike last trading price was 12.2, which was -0.5 lower than the previous day. The implied volatity was 15.64, the open interest changed by -39 which decreased total open position to 1012


On 25 Feb ICICIBANK was trading at 1400.50. The strike last trading price was 13.25, which was -3.9 lower than the previous day. The implied volatity was 15.48, the open interest changed by 145 which increased total open position to 1061


On 24 Feb ICICIBANK was trading at 1384.80. The strike last trading price was 17.2, which was 4.3 higher than the previous day. The implied volatity was 15.1, the open interest changed by 314 which increased total open position to 920


On 23 Feb ICICIBANK was trading at 1399.40. The strike last trading price was 13.05, which was -2.25 lower than the previous day. The implied volatity was 15.24, the open interest changed by 91 which increased total open position to 603


On 20 Feb ICICIBANK was trading at 1394.50. The strike last trading price was 15.2, which was -4.2 lower than the previous day. The implied volatity was 15.22, the open interest changed by 121 which increased total open position to 516


On 19 Feb ICICIBANK was trading at 1388.80. The strike last trading price was 20, which was 6.05 higher than the previous day. The implied volatity was 16.85, the open interest changed by 124 which increased total open position to 399


On 18 Feb ICICIBANK was trading at 1408.20. The strike last trading price was 13.6, which was -1.4 lower than the previous day. The implied volatity was 16.25, the open interest changed by 54 which increased total open position to 275


On 17 Feb ICICIBANK was trading at 1407.50. The strike last trading price was 15.4, which was 0.9 higher than the previous day. The implied volatity was 17.06, the open interest changed by 108 which increased total open position to 220


On 16 Feb ICICIBANK was trading at 1411.60. The strike last trading price was 14, which was -0.25 lower than the previous day. The implied volatity was 17.45, the open interest changed by -10 which decreased total open position to 112


On 13 Feb ICICIBANK was trading at 1414.60. The strike last trading price was 15, which was 4.65 higher than the previous day. The implied volatity was 18.08, the open interest changed by -52 which decreased total open position to 124


On 12 Feb ICICIBANK was trading at 1430.00. The strike last trading price was 10.15, which was -4.3 lower than the previous day. The implied volatity was 17.28, the open interest changed by 58 which increased total open position to 178


On 11 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 14.45, which was 0.15 higher than the previous day. The implied volatity was 16.44, the open interest changed by 0 which decreased total open position to 121


On 10 Feb ICICIBANK was trading at 1406.50. The strike last trading price was 14.3, which was -5.2 lower than the previous day. The implied volatity was 15.45, the open interest changed by 16 which increased total open position to 122


On 9 Feb ICICIBANK was trading at 1396.30. The strike last trading price was 19.5, which was 3.5 higher than the previous day. The implied volatity was 16.7, the open interest changed by 3 which increased total open position to 106


On 6 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 16, which was -2.25 lower than the previous day. The implied volatity was 16.66, the open interest changed by 13 which increased total open position to 103


On 5 Feb ICICIBANK was trading at 1396.50. The strike last trading price was 18.25, which was 2.75 higher than the previous day. The implied volatity was 15.59, the open interest changed by 26 which increased total open position to 90


On 4 Feb ICICIBANK was trading at 1408.40. The strike last trading price was 15.5, which was -3.8 lower than the previous day. The implied volatity was 15.9, the open interest changed by 47 which increased total open position to 61


On 3 Feb ICICIBANK was trading at 1389.70. The strike last trading price was 19.3, which was -21.4 lower than the previous day. The implied volatity was 14.85, the open interest changed by 3 which increased total open position to 14


On 2 Feb ICICIBANK was trading at 1352.80. The strike last trading price was 40.7, which was 0.2 higher than the previous day. The implied volatity was 17.4, the open interest changed by 0 which decreased total open position to 11


On 1 Feb ICICIBANK was trading at 1334.20. The strike last trading price was 40.7, which was 12.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 30 Jan ICICIBANK was trading at 1355.00. The strike last trading price was 40.7, which was 12.65 higher than the previous day. The implied volatity was 18.5, the open interest changed by 6 which increased total open position to 9


On 29 Jan ICICIBANK was trading at 1383.60. The strike last trading price was 27, which was -10 lower than the previous day. The implied volatity was 17.69, the open interest changed by 2 which increased total open position to 3


On 28 Jan ICICIBANK was trading at 1367.70. The strike last trading price was 37, which was 18.5 higher than the previous day. The implied volatity was 19.06, the open interest changed by 0 which decreased total open position to 0


On 27 Jan ICICIBANK was trading at 1361.40. The strike last trading price was 18.5, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Jan ICICIBANK was trading at 1343.40. The strike last trading price was 18.5, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Jan ICICIBANK was trading at 1345.50. The strike last trading price was 18.5, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jan ICICIBANK was trading at 1349.00. The strike last trading price was 18.5, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jan ICICIBANK was trading at 1375.80. The strike last trading price was 18.5, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jan ICICIBANK was trading at 1380.60. The strike last trading price was 18.5, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan ICICIBANK was trading at 1410.80. The strike last trading price was 18.5, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan ICICIBANK was trading at 1418.40. The strike last trading price was 18.5, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan ICICIBANK was trading at 1437.00. The strike last trading price was 18.5, which was -6.5 lower than the previous day. The implied volatity was 19.61, 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 25, which was -38.15 lower than the previous day. The implied volatity was 20.41, the open interest changed by 0 which decreased total open position to 0


On 9 Jan ICICIBANK was trading at 1404.30. The strike last trading price was 63.15, 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 Jan ICICIBANK was trading at 1435.00. The strike last trading price was 63.15, 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 7 Jan ICICIBANK was trading at 1427.70. The strike last trading price was 63.15, 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 Jan ICICIBANK was trading at 1411.20. The strike last trading price was 63.15, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0


On 5 Jan ICICIBANK was trading at 1371.50. The strike last trading price was 63.15, 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 Jan ICICIBANK was trading at 1355.40. The strike last trading price was 63.15, 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 Jan ICICIBANK was trading at 1338.00. The strike last trading price was 63.15, 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 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0