Historical option data for ICICIBANK
29 Jun 2026 10:49 AM IST
| ICICIBANK 28-Jul-2026 (27d) 1390 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 0.02
Theta: -0.65
Gamma: 0.00473
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1390.40 | 36.75 | -0.25 (-0.68%) | 21.2 | 602 | 83 | 782 | |||||||||
| 25 Jun | 1387.50 | 37.8 | 9.05 (31.48%) | 21.43 | 2,567 | 521 | 701 | |||||||||
| 24 Jun | 1373.60 | 28.55 | 13.85 (94.22%) | 19.72 | 295 | 102 | 180 | |||||||||
| 23 Jun | 1338.30 | 13.95 | -6.05 (-30.25%) | 19.68 | 131 | 39 | 77 | |||||||||
| 22 Jun | 1352.40 | 19.6 | 0.6 (3.16%) | 19.11 | 14 | 2 | 36 | |||||||||
| 19 Jun | 1346.50 | 19.5 | 1.5 (8.33%) | 18.9 | 15 | 0 | 35 | |||||||||
| 18 Jun | 1342.30 | 17.8 | 2.8 (18.67%) | 18.74 | 40 | 1 | 21 | |||||||||
| 17 Jun | 1336.80 | 15.6 | -0.4 (-2.50%) | 18.22 | 44 | -1 | 21 | |||||||||
| 16 Jun | 1334.30 | 16.4 | -1.6 (-8.89%) | 19.66 | 9 | -1 | 22 | |||||||||
| 15 Jun | 1327.60 | 17.75 | -3.25 (-15.48%) | 20.6 | 12 | 1 | 23 | |||||||||
| 12 Jun | 1340.80 | 20.95 | 2.95 (16.39%) | 19.52 | 22 | 18 | 18 | |||||||||
For Icici Bank Ltd. - strike price 1390 expiring on 28JUL2026
Delta for 1390 CE is 0.54
Historical price for 1390 CE is as follows
On 29 Jun ICICIBANK was trading at 1390.40. The strike last trading price was 36.75, which was -0.25 lower than the previous day. The implied volatity was 21.2, the open interest changed by 83 which increased total open position to 782
On 25 Jun ICICIBANK was trading at 1387.50. The strike last trading price was 37.8, which was 9.05 higher than the previous day. The implied volatity was 21.43, the open interest changed by 521 which increased total open position to 701
On 24 Jun ICICIBANK was trading at 1373.60. The strike last trading price was 28.55, which was 13.85 higher than the previous day. The implied volatity was 19.72, the open interest changed by 102 which increased total open position to 180
On 23 Jun ICICIBANK was trading at 1338.30. The strike last trading price was 13.95, which was -6.05 lower than the previous day. The implied volatity was 19.68, the open interest changed by 39 which increased total open position to 77
On 22 Jun ICICIBANK was trading at 1352.40. The strike last trading price was 19.6, which was 0.6 higher than the previous day. The implied volatity was 19.11, the open interest changed by 2 which increased total open position to 36
On 19 Jun ICICIBANK was trading at 1346.50. The strike last trading price was 19.5, which was 1.5 higher than the previous day. The implied volatity was 18.9, the open interest changed by 0 which decreased total open position to 35
On 18 Jun ICICIBANK was trading at 1342.30. The strike last trading price was 17.8, which was 2.8 higher than the previous day. The implied volatity was 18.74, the open interest changed by 1 which increased total open position to 21
On 17 Jun ICICIBANK was trading at 1336.80. The strike last trading price was 15.6, which was -0.4 lower than the previous day. The implied volatity was 18.22, the open interest changed by -1 which decreased total open position to 21
On 16 Jun ICICIBANK was trading at 1334.30. The strike last trading price was 16.4, which was -1.6 lower than the previous day. The implied volatity was 19.66, the open interest changed by -1 which decreased total open position to 22
On 15 Jun ICICIBANK was trading at 1327.60. The strike last trading price was 17.75, which was -3.25 lower than the previous day. The implied volatity was 20.6, the open interest changed by 1 which increased total open position to 23
On 12 Jun ICICIBANK was trading at 1340.80. The strike last trading price was 20.95, which was 2.95 higher than the previous day. The implied volatity was 19.52, the open interest changed by 18 which increased total open position to 18
| ICICIBANK 28-Jul-2026 (27d) 1390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.02
Theta: -0.44
Gamma: 0.00474
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1390.40 | 30 | 0 (0.00%) | 21.18 | 700 | 181 | 729 |
| 25 Jun | 1387.50 | 30 | -8 (-21.05%) | 18.93 | 2,003 | 471 | 556 |
| 24 Jun | 1373.60 | 37 | -13 (-26.00%) | 19.6 | 154 | 64 | 83 |
| 23 Jun | 1338.30 | 50.4 | -7.15 (-12.42%) | 18.07 | 10 | 1 | 21 |
| 22 Jun | 1352.40 | 57.55 | 57.55 | - | 4 | 0 | 20 |
| 19 Jun | 1346.50 | 57.55 | 57.55 (-10.78%) | 15.74 | 4 | 0 | 20 |
| 18 Jun | 1342.30 | 57.55 | -6.95 (-10.78%) | 15.74 | 4 | 2 | 20 |
| 17 Jun | 1336.80 | 64.5 | 64.5 (-10.10%) | 17.64 | 2 | 0 | 18 |
| 16 Jun | 1334.30 | 64.5 | -7.25 (-10.10%) | 17.64 | 2 | 2 | 18 |
| 15 Jun | 1327.60 | 71.75 | 71.75 (-37.42%) | 25.34 | 16 | 0 | 16 |
| 12 Jun | 1340.80 | 71.75 | -42.9 (-37.42%) | 25.34 | 16 | 16 | 16 |
For Icici Bank Ltd. - strike price 1390 expiring on 28JUL2026
Delta for 1390 PE is -0.46
Historical price for 1390 PE is as follows
On 29 Jun ICICIBANK was trading at 1390.40. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was 21.18, the open interest changed by 181 which increased total open position to 729
On 25 Jun ICICIBANK was trading at 1387.50. The strike last trading price was 30, which was -8 lower than the previous day. The implied volatity was 18.93, the open interest changed by 471 which increased total open position to 556
On 24 Jun ICICIBANK was trading at 1373.60. The strike last trading price was 37, which was -13 lower than the previous day. The implied volatity was 19.6, the open interest changed by 64 which increased total open position to 83
On 23 Jun ICICIBANK was trading at 1338.30. The strike last trading price was 50.4, which was -7.15 lower than the previous day. The implied volatity was 18.07, the open interest changed by 1 which increased total open position to 21
On 22 Jun ICICIBANK was trading at 1352.40. The strike last trading price was 57.55, which was 57.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 19 Jun ICICIBANK was trading at 1346.50. The strike last trading price was 57.55, which was 57.55 higher than the previous day. The implied volatity was 15.74, the open interest changed by 0 which decreased total open position to 20
On 18 Jun ICICIBANK was trading at 1342.30. The strike last trading price was 57.55, which was -6.95 lower than the previous day. The implied volatity was 15.74, the open interest changed by 2 which increased total open position to 20
On 17 Jun ICICIBANK was trading at 1336.80. The strike last trading price was 64.5, which was 64.5 higher than the previous day. The implied volatity was 17.64, the open interest changed by 0 which decreased total open position to 18
On 16 Jun ICICIBANK was trading at 1334.30. The strike last trading price was 64.5, which was -7.25 lower than the previous day. The implied volatity was 17.64, the open interest changed by 2 which increased total open position to 18
On 15 Jun ICICIBANK was trading at 1327.60. The strike last trading price was 71.75, which was 71.75 higher than the previous day. The implied volatity was 25.34, the open interest changed by 0 which decreased total open position to 16
On 12 Jun ICICIBANK was trading at 1340.80. The strike last trading price was 71.75, which was -42.9 lower than the previous day. The implied volatity was 25.34, the open interest changed by 16 which increased total open position to 16
