ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
24 Apr 2026 01:36 PM IST
| ICICIBANK 28-Apr-2026 (4d) 1390 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0
Theta: -0.37
Gamma: 0.00276
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1329.40 | 0.6 | -1.25 | 23.02 | 4,907 | 261 | 1,930 | |||||||||
| 23 Apr | 1348.00 | 2.05 | -3.6000000000000005 | 21.39 | 8,635 | 303 | 2,168 | |||||||||
| 22 Apr | 1367.60 | 5.65 | -8.2 | 18.8 | 8,534 | -375 | 1,879 | |||||||||
| 21 Apr | 1388.40 | 12.75 | 5.2 | 17.04 | 12,192 | 346 | 2,241 | |||||||||
| 20 Apr | 1356.20 | 7.2 | -4.499999999999999 | 23.83 | 11,004 | 1,138 | 1,933 | |||||||||
| 17 Apr | 1346.80 | 13 | 0.5500000000000007 | 28.23 | 3,537 | -31 | 787 | |||||||||
| 16 Apr | 1345.50 | 12.5 | -0.9000000000000004 | 29.22 | 2,240 | 224 | 817 | |||||||||
| 15 Apr | 1348.10 | 13.15 | -1.049999999999999 | 27.74 | 2,333 | 143 | 597 | |||||||||
| 13 Apr | 1351.10 | 12.9 | 6.050000000000001 | 25.96 | 2,272 | 245 | 460 | |||||||||
| 10 Apr | 1321.90 | 6.8 | 3.55 | 22.86 | 840 | -43 | 217 | |||||||||
| 9 Apr | 1281.30 | 3.35 | -2.05 | 24.88 | 579 | 64 | 259 | |||||||||
| 8 Apr | 1309.20 | 5.05 | 3.15 | 21.84 | 754 | 83 | 195 | |||||||||
| 7 Apr | 1245.50 | 1.95 | 0.05 | 26.51 | 77 | 23 | 122 | |||||||||
| 6 Apr | 1231.40 | 1.8 | 0.2 | 28.63 | 49 | 24 | 99 | |||||||||
| 2 Apr | 1215.80 | 1.65 | -0.2 | 27.48 | 93 | -1 | 74 | |||||||||
| 1 Apr | 1212.70 | 1.8 | -1.05 | 27.89 | 128 | 21 | 76 | |||||||||
| 30 Mar | 1205.90 | 3.15 | -1.45 | 30.33 | 119 | -2 | 55 | |||||||||
| 27 Mar | 1233.80 | 4.55 | -1 | 27.3 | 221 | 8 | 58 | |||||||||
| 25 Mar | 1259.70 | 5.55 | -0.05 | 24.62 | 32 | 0 | 49 | |||||||||
| 24 Mar | 1251.20 | 5.55 | 0.65 | 25.11 | 134 | 17 | 48 | |||||||||
| 23 Mar | 1222.70 | 4.9 | -1.8 | 27.96 | 23 | -1 | 26 | |||||||||
| 20 Mar | 1245.40 | 6.75 | -0.15 | 25.42 | 24 | 7 | 25 | |||||||||
| 19 Mar | 1250.10 | 6.95 | -3.1 | 23.78 | 30 | 3 | 18 | |||||||||
| 18 Mar | 1289.30 | 10.05 | 0.1 | 21.22 | 6 | 3 | 14 | |||||||||
| 17 Mar | 1288.70 | 10.45 | -10.5 | - | 9 | 0 | 11 | |||||||||
| 16 Mar | 1272.90 | 10.45 | -10.5 | 24.86 | 9 | -6 | 10 | |||||||||
| 13 Mar | 1254.80 | 20.95 | -7.55 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1266.50 | 20.95 | -7.55 | - | 0 | 0 | 16 | |||||||||
| 11 Mar | 1294.60 | 20.95 | -7.55 | - | 0 | 0 | 16 | |||||||||
| 10 Mar | 1311.90 | 20.95 | -7.55 | - | 0 | 0 | 16 | |||||||||
| 9 Mar | 1278.40 | 20.95 | -7.55 | - | 0 | 0 | 16 | |||||||||
| 6 Mar | 1313.40 | 20.95 | -7.55 | 21.2 | 25 | 13 | 14 | |||||||||
| 5 Mar | 1357.60 | 28.5 | -25 | 17.26 | 1 | 0 | 0 | |||||||||
| 4 Mar | 1365.40 | 53.5 | 0 | 0.06 | 0 | 0 | 0 | |||||||||
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| 2 Mar | 1374.00 | 53.5 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
| 27 Feb | 1378.90 | 53.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1404.90 | 53.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1390 expiring on 28APR2026
Delta for 1390 CE is 0.04
Historical price for 1390 CE is as follows
On 24 Apr ICICIBANK was trading at 1329.40. The strike last trading price was 0.6, which was -1.25 lower than the previous day. The implied volatity was 23.02, the open interest changed by 261 which increased total open position to 1930
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 2.05, which was -3.6000000000000005 lower than the previous day. The implied volatity was 21.39, the open interest changed by 303 which increased total open position to 2168
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 5.65, which was -8.2 lower than the previous day. The implied volatity was 18.8, the open interest changed by -375 which decreased total open position to 1879
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 12.75, which was 5.2 higher than the previous day. The implied volatity was 17.04, the open interest changed by 346 which increased total open position to 2241
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 7.2, which was -4.499999999999999 lower than the previous day. The implied volatity was 23.83, the open interest changed by 1138 which increased total open position to 1933
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 13, which was 0.5500000000000007 higher than the previous day. The implied volatity was 28.23, the open interest changed by -31 which decreased total open position to 787
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 12.5, which was -0.9000000000000004 lower than the previous day. The implied volatity was 29.22, the open interest changed by 224 which increased total open position to 817
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 13.15, which was -1.049999999999999 lower than the previous day. The implied volatity was 27.74, the open interest changed by 143 which increased total open position to 597
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 12.9, which was 6.050000000000001 higher than the previous day. The implied volatity was 25.96, the open interest changed by 245 which increased total open position to 460
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 6.8, which was 3.55 higher than the previous day. The implied volatity was 22.86, the open interest changed by -43 which decreased total open position to 217
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 3.35, which was -2.05 lower than the previous day. The implied volatity was 24.88, the open interest changed by 64 which increased total open position to 259
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 5.05, which was 3.15 higher than the previous day. The implied volatity was 21.84, the open interest changed by 83 which increased total open position to 195
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 1.95, which was 0.05 higher than the previous day. The implied volatity was 26.51, the open interest changed by 23 which increased total open position to 122
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 1.8, which was 0.2 higher than the previous day. The implied volatity was 28.63, the open interest changed by 24 which increased total open position to 99
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 1.65, which was -0.2 lower than the previous day. The implied volatity was 27.48, the open interest changed by -1 which decreased total open position to 74
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 1.8, which was -1.05 lower than the previous day. The implied volatity was 27.89, the open interest changed by 21 which increased total open position to 76
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 3.15, which was -1.45 lower than the previous day. The implied volatity was 30.33, the open interest changed by -2 which decreased total open position to 55
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 4.55, which was -1 lower than the previous day. The implied volatity was 27.3, the open interest changed by 8 which increased total open position to 58
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 5.55, which was -0.05 lower than the previous day. The implied volatity was 24.62, the open interest changed by 0 which decreased total open position to 49
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 5.55, which was 0.65 higher than the previous day. The implied volatity was 25.11, the open interest changed by 17 which increased total open position to 48
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 4.9, which was -1.8 lower than the previous day. The implied volatity was 27.96, the open interest changed by -1 which decreased total open position to 26
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 6.75, which was -0.15 lower than the previous day. The implied volatity was 25.42, the open interest changed by 7 which increased total open position to 25
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 6.95, which was -3.1 lower than the previous day. The implied volatity was 23.78, the open interest changed by 3 which increased total open position to 18
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 10.05, which was 0.1 higher than the previous day. The implied volatity was 21.22, the open interest changed by 3 which increased total open position to 14
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 10.45, which was -10.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 10.45, which was -10.5 lower than the previous day. The implied volatity was 24.86, the open interest changed by -6 which decreased total open position to 10
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 20.95, which was -7.55 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 20.95, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 20.95, which was -7.55 lower 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 20.95, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 20.95, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 20.95, which was -7.55 lower than the previous day. The implied volatity was 21.2, the open interest changed by 13 which increased total open position to 14
On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 28.5, which was -25 lower than the previous day. The implied volatity was 17.26, 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 53.5, which was 0 lower than the previous day. The implied volatity was 0.06, 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 53.5, which was 0 lower than the previous day. The implied volatity was 0.03, 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 53.5, 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 53.5, 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) 1390 PE | |||||||
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Delta: -0.95
Vega: 0
Theta: -0.44
Gamma: 0.00306
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1329.40 | 57.85 | 11.75 | 23.69 | 60 | -37 | 372 |
| 23 Apr | 1348.00 | 45.3 | 17.65 | 25.97 | 458 | -171 | 410 |
| 22 Apr | 1367.60 | 27.15 | 10.45 | 19.83 | 1,860 | -480 | 582 |
| 21 Apr | 1388.40 | 17.55 | -22.8 | 20.5 | 5,824 | 618 | 1,113 |
| 20 Apr | 1356.20 | 41.05 | -9.25 | 23.66 | 1,340 | 330 | 497 |
| 17 Apr | 1346.80 | 48 | -6.149999999999999 | 27.48 | 148 | -1 | 161 |
| 16 Apr | 1345.50 | 55.95 | 0.4000000000000057 | 29.13 | 491 | 77 | 163 |
| 15 Apr | 1348.10 | 55.75 | 2.049999999999997 | 30.38 | 150 | 28 | 84 |
| 13 Apr | 1351.10 | 56.2 | -48.849999999999994 | 30.35 | 31 | 10 | 56 |
| 10 Apr | 1321.90 | 105.05 | 105.05 | - | 0 | 0 | 46 |
| 9 Apr | 1281.30 | 105.05 | 23 | 29.04 | 2 | -1 | 45 |
| 8 Apr | 1309.20 | 82.05 | -113.6 | 26.53 | 21 | 5 | 46 |
| 7 Apr | 1245.50 | 195.65 | 23.65 | - | 0 | 0 | 41 |
| 6 Apr | 1231.40 | 195.65 | 23.65 | - | 0 | 0 | 41 |
| 2 Apr | 1215.80 | 195.65 | 23.65 | 66.35 | 4 | -2 | 42 |
| 1 Apr | 1212.70 | 172 | 37 | - | 0 | 0 | 44 |
| 30 Mar | 1205.90 | 172 | 37 | 33.52 | 43 | 39 | 43 |
| 27 Mar | 1233.80 | 135 | 92.2 | 18.46 | 4 | 3 | 3 |
| 25 Mar | 1259.70 | 42.8 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1251.20 | 42.8 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 1222.70 | 42.8 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1245.40 | 42.8 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 1250.10 | 42.8 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 1289.30 | 42.8 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1288.70 | 42.8 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 1272.90 | 42.8 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1254.80 | 42.8 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1266.50 | 42.8 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1294.60 | 42.8 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 1311.90 | 42.8 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 1278.40 | 42.8 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 1313.40 | 42.8 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 1357.60 | 42.8 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 1365.40 | 42.8 | 0 | 0.28 | 0 | 0 | 0 |
| 2 Mar | 1374.00 | 42.8 | 0 | 0.3 | 0 | 0 | 0 |
| 27 Feb | 1378.90 | 42.8 | 0 | 0.69 | 0 | 0 | 0 |
| 26 Feb | 1404.90 | 42.8 | 0 | 1.75 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1390 expiring on 28APR2026
Delta for 1390 PE is -0.95
Historical price for 1390 PE is as follows
On 24 Apr ICICIBANK was trading at 1329.40. The strike last trading price was 57.85, which was 11.75 higher than the previous day. The implied volatity was 23.69, the open interest changed by -37 which decreased total open position to 372
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 45.3, which was 17.65 higher than the previous day. The implied volatity was 25.97, the open interest changed by -171 which decreased total open position to 410
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 27.15, which was 10.45 higher than the previous day. The implied volatity was 19.83, the open interest changed by -480 which decreased total open position to 582
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 17.55, which was -22.8 lower than the previous day. The implied volatity was 20.5, the open interest changed by 618 which increased total open position to 1113
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 41.05, which was -9.25 lower than the previous day. The implied volatity was 23.66, the open interest changed by 330 which increased total open position to 497
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 48, which was -6.149999999999999 lower than the previous day. The implied volatity was 27.48, the open interest changed by -1 which decreased total open position to 161
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 55.95, which was 0.4000000000000057 higher than the previous day. The implied volatity was 29.13, the open interest changed by 77 which increased total open position to 163
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 55.75, which was 2.049999999999997 higher than the previous day. The implied volatity was 30.38, the open interest changed by 28 which increased total open position to 84
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 56.2, which was -48.849999999999994 lower than the previous day. The implied volatity was 30.35, the open interest changed by 10 which increased total open position to 56
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 105.05, which was 105.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 105.05, which was 23 higher than the previous day. The implied volatity was 29.04, the open interest changed by -1 which decreased total open position to 45
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 82.05, which was -113.6 lower than the previous day. The implied volatity was 26.53, the open interest changed by 5 which increased total open position to 46
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 195.65, which was 23.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 195.65, which was 23.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 195.65, which was 23.65 higher than the previous day. The implied volatity was 66.35, the open interest changed by -2 which decreased total open position to 42
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 172, which was 37 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 172, which was 37 higher than the previous day. The implied volatity was 33.52, the open interest changed by 39 which increased total open position to 43
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 135, which was 92.2 higher than the previous day. The implied volatity was 18.46, the open interest changed by 3 which increased total open position to 3
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 42.8, 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 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 42.8, 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 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 42.8, 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 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 42.8, 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 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 42.8, 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 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 42.8, 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 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 42.8, 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 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 42.8, 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 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 42.8, 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 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 42.8, 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 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 42.8, 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 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 42.8, 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 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 42.8, 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 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 42.8, 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 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 42.8, 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 42.8, which was 0 lower than the previous day. The implied volatity was 0.28, 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 42.8, which was 0 lower than the previous day. The implied volatity was 0.3, 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 42.8, which was 0 lower than the previous day. The implied volatity was 0.69, 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 42.8, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
