ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
24 Apr 2026 01:37 PM IST
| ICICIBANK 28-Apr-2026 (4d) 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0
Theta: -0.23
Gamma: 0.00163
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1328.90 | 0.3 | -0.8 | 23.4 | 3,282 | -318 | 5,933 | |||||||||
| 23 Apr | 1348.00 | 1.15 | -2.3000000000000003 | 21.46 | 9,233 | -132 | 6,276 | |||||||||
| 22 Apr | 1367.60 | 3.35 | -6.1 | 18.63 | 12,169 | -355 | 6,408 | |||||||||
| 21 Apr | 1388.40 | 8.5 | 3 | 17.78 | 33,358 | 39 | 6,791 | |||||||||
| 20 Apr | 1356.20 | 5.3 | -4.2 | 24.19 | 36,466 | 1,638 | 6,829 | |||||||||
|
|
||||||||||||||||
| 17 Apr | 1346.80 | 10.2 | 0.14999999999999858 | 28.07 | 11,684 | 1,664 | 5,191 | |||||||||
| 16 Apr | 1345.50 | 10.15 | -0.75 | 29.35 | 9,556 | 78 | 3,533 | |||||||||
| 15 Apr | 1348.10 | 10.7 | -0.8500000000000014 | 27.9 | 9,166 | 1,135 | 3,401 | |||||||||
| 13 Apr | 1351.10 | 10.45 | 4.8999999999999995 | 26.05 | 9,293 | -351 | 2,203 | |||||||||
| 10 Apr | 1321.90 | 5.4 | 2.8000000000000003 | 23.1 | 5,371 | 451 | 2,554 | |||||||||
| 9 Apr | 1281.30 | 2.65 | -1.45 | 25.1 | 2,310 | -115 | 2,103 | |||||||||
| 8 Apr | 1309.20 | 3.95 | 2.3 | 22.05 | 4,560 | 687 | 2,216 | |||||||||
| 7 Apr | 1245.50 | 1.7 | 0.1 | 27.19 | 627 | 99 | 1,529 | |||||||||
| 6 Apr | 1231.40 | 1.4 | 0.05 | 28.61 | 381 | 93 | 1,433 | |||||||||
| 2 Apr | 1215.80 | 1.4 | -0.2 | 27.86 | 669 | -48 | 1,329 | |||||||||
| 1 Apr | 1212.70 | 1.6 | -0.7 | 28.47 | 1,256 | 190 | 1,375 | |||||||||
| 30 Mar | 1205.90 | 2.8 | -1.15 | 30.81 | 1,218 | -66 | 1,171 | |||||||||
| 27 Mar | 1233.80 | 3.95 | -0.9 | 27.62 | 839 | 81 | 1,240 | |||||||||
| 25 Mar | 1259.70 | 4.7 | -0.2 | 24.81 | 1,200 | 71 | 1,160 | |||||||||
| 24 Mar | 1251.20 | 4.95 | 0.55 | 25.62 | 1,120 | 151 | 1,082 | |||||||||
| 23 Mar | 1222.70 | 4.45 | -1.3 | 28.5 | 745 | -76 | 933 | |||||||||
| 20 Mar | 1245.40 | 5.9 | -0.15 | 25.7 | 603 | 108 | 1,008 | |||||||||
| 19 Mar | 1250.10 | 6.4 | -1.7 | 24.47 | 942 | 123 | 892 | |||||||||
| 18 Mar | 1289.30 | 8.2 | -0.8 | 21.07 | 403 | 87 | 767 | |||||||||
| 17 Mar | 1288.70 | 8.7 | 0.25 | 21.98 | 283 | 8 | 679 | |||||||||
| 16 Mar | 1272.90 | 8.5 | 0.7 | 24.44 | 501 | 124 | 670 | |||||||||
| 13 Mar | 1254.80 | 7.5 | -1.65 | 24.33 | 238 | 38 | 545 | |||||||||
| 12 Mar | 1266.50 | 9.15 | -3.45 | 23.43 | 454 | 104 | 507 | |||||||||
| 11 Mar | 1294.60 | 12.25 | -2.5 | 22.26 | 136 | 29 | 402 | |||||||||
| 10 Mar | 1311.90 | 14.8 | 2.85 | 20.37 | 341 | -25 | 372 | |||||||||
| 9 Mar | 1278.40 | 11.8 | -6 | 23.95 | 582 | 173 | 393 | |||||||||
| 6 Mar | 1313.40 | 18.2 | -6.8 | 21.02 | 3,328 | 97 | 218 | |||||||||
| 5 Mar | 1357.60 | 24.95 | -6 | 17.43 | 109 | 45 | 119 | |||||||||
| 4 Mar | 1365.40 | 30.3 | -2.35 | 16.61 | 122 | 19 | 74 | |||||||||
| 2 Mar | 1374.00 | 33.05 | -2.4 | 16.03 | 59 | 17 | 52 | |||||||||
| 27 Feb | 1378.90 | 35 | -15 | 15.2 | 22 | 11 | 34 | |||||||||
| 26 Feb | 1404.90 | 50 | 4.25 | 16.01 | 14 | 7 | 23 | |||||||||
| 25 Feb | 1400.50 | 45.75 | -2.85 | 14.32 | 17 | 15 | 15 | |||||||||
| 24 Feb | 1384.80 | 48.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 1399.40 | 48.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 1394.50 | 48.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 1388.80 | 48.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 1408.20 | 48.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 1407.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1411.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1414.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1430.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 1406.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1406.50 | 48.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1396.30 | 48.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 1406.10 | 48.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 1396.50 | 48.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 1408.40 | 48.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 1389.70 | 48.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 1352.80 | 48.6 | 0 | 0.98 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1334.20 | 0 | 0 | 1.2 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1355.00 | 0 | 0 | 0.57 | 0 | 0 | 0 | |||||||||
| 29 Jan | 1383.60 | 0 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1400 expiring on 28APR2026
Delta for 1400 CE is 0.02
Historical price for 1400 CE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 0.3, which was -0.8 lower than the previous day. The implied volatity was 23.4, the open interest changed by -318 which decreased total open position to 5933
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 1.15, which was -2.3000000000000003 lower than the previous day. The implied volatity was 21.46, the open interest changed by -132 which decreased total open position to 6276
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 3.35, which was -6.1 lower than the previous day. The implied volatity was 18.63, the open interest changed by -355 which decreased total open position to 6408
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 8.5, which was 3 higher than the previous day. The implied volatity was 17.78, the open interest changed by 39 which increased total open position to 6791
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 5.3, which was -4.2 lower than the previous day. The implied volatity was 24.19, the open interest changed by 1638 which increased total open position to 6829
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 10.2, which was 0.14999999999999858 higher than the previous day. The implied volatity was 28.07, the open interest changed by 1664 which increased total open position to 5191
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 10.15, which was -0.75 lower than the previous day. The implied volatity was 29.35, the open interest changed by 78 which increased total open position to 3533
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 10.7, which was -0.8500000000000014 lower than the previous day. The implied volatity was 27.9, the open interest changed by 1135 which increased total open position to 3401
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 10.45, which was 4.8999999999999995 higher than the previous day. The implied volatity was 26.05, the open interest changed by -351 which decreased total open position to 2203
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 5.4, which was 2.8000000000000003 higher than the previous day. The implied volatity was 23.1, the open interest changed by 451 which increased total open position to 2554
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 2.65, which was -1.45 lower than the previous day. The implied volatity was 25.1, the open interest changed by -115 which decreased total open position to 2103
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 3.95, which was 2.3 higher than the previous day. The implied volatity was 22.05, the open interest changed by 687 which increased total open position to 2216
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 1.7, which was 0.1 higher than the previous day. The implied volatity was 27.19, the open interest changed by 99 which increased total open position to 1529
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 28.61, the open interest changed by 93 which increased total open position to 1433
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 1.4, which was -0.2 lower than the previous day. The implied volatity was 27.86, the open interest changed by -48 which decreased total open position to 1329
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 1.6, which was -0.7 lower than the previous day. The implied volatity was 28.47, the open interest changed by 190 which increased total open position to 1375
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 2.8, which was -1.15 lower than the previous day. The implied volatity was 30.81, the open interest changed by -66 which decreased total open position to 1171
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 3.95, which was -0.9 lower than the previous day. The implied volatity was 27.62, the open interest changed by 81 which increased total open position to 1240
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 4.7, which was -0.2 lower than the previous day. The implied volatity was 24.81, the open interest changed by 71 which increased total open position to 1160
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 4.95, which was 0.55 higher than the previous day. The implied volatity was 25.62, the open interest changed by 151 which increased total open position to 1082
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 4.45, which was -1.3 lower than the previous day. The implied volatity was 28.5, the open interest changed by -76 which decreased total open position to 933
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 5.9, which was -0.15 lower than the previous day. The implied volatity was 25.7, the open interest changed by 108 which increased total open position to 1008
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 6.4, which was -1.7 lower than the previous day. The implied volatity was 24.47, the open interest changed by 123 which increased total open position to 892
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 8.2, which was -0.8 lower than the previous day. The implied volatity was 21.07, the open interest changed by 87 which increased total open position to 767
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 8.7, which was 0.25 higher than the previous day. The implied volatity was 21.98, the open interest changed by 8 which increased total open position to 679
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 8.5, which was 0.7 higher than the previous day. The implied volatity was 24.44, the open interest changed by 124 which increased total open position to 670
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 7.5, which was -1.65 lower than the previous day. The implied volatity was 24.33, the open interest changed by 38 which increased total open position to 545
On 12 Mar ICICIBANK was trading at 1266.50. The strike last trading price was 9.15, which was -3.45 lower than the previous day. The implied volatity was 23.43, the open interest changed by 104 which increased total open position to 507
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 12.25, which was -2.5 lower than the previous day. The implied volatity was 22.26, the open interest changed by 29 which increased total open position to 402
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 14.8, which was 2.85 higher than the previous day. The implied volatity was 20.37, the open interest changed by -25 which decreased total open position to 372
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 11.8, which was -6 lower than the previous day. The implied volatity was 23.95, the open interest changed by 173 which increased total open position to 393
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 18.2, which was -6.8 lower than the previous day. The implied volatity was 21.02, the open interest changed by 97 which increased total open position to 218
On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 24.95, which was -6 lower than the previous day. The implied volatity was 17.43, the open interest changed by 45 which increased total open position to 119
On 4 Mar ICICIBANK was trading at 1365.40. The strike last trading price was 30.3, which was -2.35 lower than the previous day. The implied volatity was 16.61, the open interest changed by 19 which increased total open position to 74
On 2 Mar ICICIBANK was trading at 1374.00. The strike last trading price was 33.05, which was -2.4 lower than the previous day. The implied volatity was 16.03, the open interest changed by 17 which increased total open position to 52
On 27 Feb ICICIBANK was trading at 1378.90. The strike last trading price was 35, which was -15 lower than the previous day. The implied volatity was 15.2, the open interest changed by 11 which increased total open position to 34
On 26 Feb ICICIBANK was trading at 1404.90. The strike last trading price was 50, which was 4.25 higher than the previous day. The implied volatity was 16.01, the open interest changed by 7 which increased total open position to 23
On 25 Feb ICICIBANK was trading at 1400.50. The strike last trading price was 45.75, which was -2.85 lower than the previous day. The implied volatity was 14.32, the open interest changed by 15 which increased total open position to 15
On 24 Feb ICICIBANK was trading at 1384.80. The strike last trading price was 48.6, 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 Feb ICICIBANK was trading at 1399.40. The strike last trading price was 48.6, 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 Feb ICICIBANK was trading at 1394.50. The strike last trading price was 48.6, 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 Feb ICICIBANK was trading at 1388.80. The strike last trading price was 48.6, 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 Feb ICICIBANK was trading at 1408.20. The strike last trading price was 48.6, 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 Feb ICICIBANK was trading at 1407.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb ICICIBANK was trading at 1411.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb ICICIBANK was trading at 1414.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb ICICIBANK was trading at 1430.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb ICICIBANK was trading at 1406.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb ICICIBANK was trading at 1406.50. The strike last trading price was 48.6, 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 Feb ICICIBANK was trading at 1396.30. The strike last trading price was 48.6, 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 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 48.6, 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 Feb ICICIBANK was trading at 1396.50. The strike last trading price was 48.6, 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 Feb ICICIBANK was trading at 1408.40. The strike last trading price was 48.6, 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 3 Feb ICICIBANK was trading at 1389.70. The strike last trading price was 48.6, 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 Feb ICICIBANK was trading at 1352.80. The strike last trading price was 48.6, which was 0 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0
On 1 Feb ICICIBANK was trading at 1334.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.2, the open interest changed by 0 which decreased total open position to 0
On 30 Jan ICICIBANK was trading at 1355.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0
On 29 Jan ICICIBANK was trading at 1383.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 28-Apr-2026 (4d) 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.97
Vega: 0
Theta: -0.28
Gamma: 0.00191
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1328.90 | 67.9 | 12.550000000000004 | 24.09 | 78 | -35 | 1,307 |
| 23 Apr | 1348.00 | 54.5 | 19.200000000000003 | 26.66 | 333 | -72 | 1,344 |
| 22 Apr | 1367.60 | 34.75 | 12.45 | 19.72 | 1,418 | -326 | 1,415 |
| 21 Apr | 1388.40 | 23.4 | -24.6 | 21.82 | 3,081 | 374 | 1,772 |
| 20 Apr | 1356.20 | 49.95 | -8.699999999999996 | 25.68 | 892 | -14 | 1,398 |
| 17 Apr | 1346.80 | 55.1 | -6.100000000000001 | 27.91 | 704 | -367 | 1,425 |
| 16 Apr | 1345.50 | 63.5 | 0.8500000000000014 | 29.16 | 633 | -115 | 1,792 |
| 15 Apr | 1348.10 | 63 | 2 | 30.41 | 480 | -41 | 1,907 |
| 13 Apr | 1351.10 | 64.8 | -16.150000000000006 | 29.47 | 399 | -36 | 1,948 |
| 10 Apr | 1321.90 | 81.45 | -32.39999999999999 | 25.42 | 137 | -22 | 1,979 |
| 9 Apr | 1281.30 | 114.05 | 25.25 | 29.35 | 57 | 15 | 2,001 |
| 8 Apr | 1309.20 | 89.65 | -61.35 | 25.63 | 1,402 | 876 | 1,987 |
| 7 Apr | 1245.50 | 150 | -11.35 | 37.52 | 67 | 58 | 1,110 |
| 6 Apr | 1231.40 | 160.2 | -17.95 | 22.22 | 10 | -1 | 1,050 |
| 2 Apr | 1215.80 | 180.25 | 1.2 | 39.46 | 34 | 17 | 1,050 |
| 1 Apr | 1212.70 | 179 | -7.2 | 30.6 | 130 | 4 | 1,036 |
| 30 Mar | 1205.90 | 184.5 | 23.6 | 39.05 | 240 | 218 | 1,030 |
| 27 Mar | 1233.80 | 161 | 24.1 | 37.13 | 356 | 322 | 811 |
| 25 Mar | 1259.70 | 137.85 | -9.2 | 30.33 | 61 | 36 | 490 |
| 24 Mar | 1251.20 | 145.7 | -24.75 | 33.34 | 242 | 206 | 450 |
| 23 Mar | 1222.70 | 170.45 | 23.3 | 34.82 | 144 | 93 | 243 |
| 20 Mar | 1245.40 | 148.5 | 5 | 33.25 | 25 | 17 | 149 |
| 19 Mar | 1250.10 | 137.65 | 31.05 | 30.6 | 50 | 2 | 132 |
| 18 Mar | 1289.30 | 107.4 | -4.6 | 26.64 | 51 | 22 | 128 |
| 17 Mar | 1288.70 | 112 | -19 | 27.12 | 4 | 1 | 106 |
| 16 Mar | 1272.90 | 131 | 30 | 30.02 | 19 | 6 | 105 |
| 13 Mar | 1254.80 | 101 | 4.65 | - | 0 | 0 | 0 |
| 12 Mar | 1266.50 | 101 | 4.65 | - | 0 | -1 | 0 |
| 11 Mar | 1294.60 | 101 | 4.65 | 21.55 | 2 | 0 | 100 |
| 10 Mar | 1311.90 | 96.35 | -23.65 | 28.2 | 9 | -2 | 101 |
| 9 Mar | 1278.40 | 120 | 30.6 | 25.63 | 25 | 7 | 103 |
| 6 Mar | 1313.40 | 90 | 32.65 | 25.05 | 62 | 23 | 96 |
| 5 Mar | 1357.60 | 57.35 | 7.85 | 20.27 | 3 | 0 | 73 |
| 4 Mar | 1365.40 | 49.5 | -1.15 | 20.7 | 11 | 9 | 73 |
| 2 Mar | 1374.00 | 50.65 | 12.95 | 22.53 | 30 | 7 | 61 |
| 27 Feb | 1378.90 | 38.95 | 11.7 | 17.97 | 52 | 25 | 53 |
| 26 Feb | 1404.90 | 28.1 | -1.45 | 17.33 | 16 | 14 | 28 |
| 25 Feb | 1400.50 | 28.5 | -1.5 | 17.15 | 14 | 12 | 13 |
| 24 Feb | 1384.80 | 30 | -35.75 | - | 0 | 0 | 1 |
| 23 Feb | 1399.40 | 30 | -35.75 | - | 0 | 0 | 1 |
| 20 Feb | 1394.50 | 30 | -35.75 | - | 0 | 0 | 1 |
| 19 Feb | 1388.80 | 30 | -35.75 | - | 0 | 0 | 1 |
| 18 Feb | 1408.20 | 30 | -35.75 | 18.66 | 2 | 1 | 1 |
| 17 Feb | 1407.50 | - | - | - | 0 | 0 | 0 |
| 16 Feb | 1411.60 | - | - | - | 0 | 0 | 0 |
| 13 Feb | 1414.60 | - | - | - | 0 | 0 | 0 |
| 12 Feb | 1430.00 | - | - | - | 0 | 0 | 0 |
| 11 Feb | 1406.10 | - | - | - | 0 | 0 | 0 |
| 10 Feb | 1406.50 | 65.75 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 1396.30 | 65.75 | 0 | 1.1 | 0 | 0 | 0 |
| 6 Feb | 1406.10 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1396.50 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1408.40 | 0 | 0 | 1.71 | 0 | 0 | 0 |
| 3 Feb | 1389.70 | 0 | 0 | 0.97 | 0 | 0 | 0 |
| 2 Feb | 1352.80 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1334.20 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1355.00 | 0 | 0 | 0.12 | 0 | 0 | 0 |
| 29 Jan | 1383.60 | 0 | 0 | 0.79 | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1400 expiring on 28APR2026
Delta for 1400 PE is -0.97
Historical price for 1400 PE is as follows
On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 67.9, which was 12.550000000000004 higher than the previous day. The implied volatity was 24.09, the open interest changed by -35 which decreased total open position to 1307
On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 54.5, which was 19.200000000000003 higher than the previous day. The implied volatity was 26.66, the open interest changed by -72 which decreased total open position to 1344
On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 34.75, which was 12.45 higher than the previous day. The implied volatity was 19.72, the open interest changed by -326 which decreased total open position to 1415
On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 23.4, which was -24.6 lower than the previous day. The implied volatity was 21.82, the open interest changed by 374 which increased total open position to 1772
On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 49.95, which was -8.699999999999996 lower than the previous day. The implied volatity was 25.68, the open interest changed by -14 which decreased total open position to 1398
On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 55.1, which was -6.100000000000001 lower than the previous day. The implied volatity was 27.91, the open interest changed by -367 which decreased total open position to 1425
On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 63.5, which was 0.8500000000000014 higher than the previous day. The implied volatity was 29.16, the open interest changed by -115 which decreased total open position to 1792
On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 63, which was 2 higher than the previous day. The implied volatity was 30.41, the open interest changed by -41 which decreased total open position to 1907
On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 64.8, which was -16.150000000000006 lower than the previous day. The implied volatity was 29.47, the open interest changed by -36 which decreased total open position to 1948
On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 81.45, which was -32.39999999999999 lower than the previous day. The implied volatity was 25.42, the open interest changed by -22 which decreased total open position to 1979
On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 114.05, which was 25.25 higher than the previous day. The implied volatity was 29.35, the open interest changed by 15 which increased total open position to 2001
On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 89.65, which was -61.35 lower than the previous day. The implied volatity was 25.63, the open interest changed by 876 which increased total open position to 1987
On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 150, which was -11.35 lower than the previous day. The implied volatity was 37.52, the open interest changed by 58 which increased total open position to 1110
On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 160.2, which was -17.95 lower than the previous day. The implied volatity was 22.22, the open interest changed by -1 which decreased total open position to 1050
On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 180.25, which was 1.2 higher than the previous day. The implied volatity was 39.46, the open interest changed by 17 which increased total open position to 1050
On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 179, which was -7.2 lower than the previous day. The implied volatity was 30.6, the open interest changed by 4 which increased total open position to 1036
On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 184.5, which was 23.6 higher than the previous day. The implied volatity was 39.05, the open interest changed by 218 which increased total open position to 1030
On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 161, which was 24.1 higher than the previous day. The implied volatity was 37.13, the open interest changed by 322 which increased total open position to 811
On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 137.85, which was -9.2 lower than the previous day. The implied volatity was 30.33, the open interest changed by 36 which increased total open position to 490
On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 145.7, which was -24.75 lower than the previous day. The implied volatity was 33.34, the open interest changed by 206 which increased total open position to 450
On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 170.45, which was 23.3 higher than the previous day. The implied volatity was 34.82, the open interest changed by 93 which increased total open position to 243
On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 148.5, which was 5 higher than the previous day. The implied volatity was 33.25, the open interest changed by 17 which increased total open position to 149
On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 137.65, which was 31.05 higher than the previous day. The implied volatity was 30.6, the open interest changed by 2 which increased total open position to 132
On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 107.4, which was -4.6 lower than the previous day. The implied volatity was 26.64, the open interest changed by 22 which increased total open position to 128
On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 112, which was -19 lower than the previous day. The implied volatity was 27.12, the open interest changed by 1 which increased total open position to 106
On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 131, which was 30 higher than the previous day. The implied volatity was 30.02, the open interest changed by 6 which increased total open position to 105
On 13 Mar ICICIBANK was trading at 1254.80. The strike last trading price was 101, which was 4.65 higher 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 101, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 101, which was 4.65 higher than the previous day. The implied volatity was 21.55, the open interest changed by 0 which decreased total open position to 100
On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 96.35, which was -23.65 lower than the previous day. The implied volatity was 28.2, the open interest changed by -2 which decreased total open position to 101
On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 120, which was 30.6 higher than the previous day. The implied volatity was 25.63, the open interest changed by 7 which increased total open position to 103
On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 90, which was 32.65 higher than the previous day. The implied volatity was 25.05, the open interest changed by 23 which increased total open position to 96
On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 57.35, which was 7.85 higher than the previous day. The implied volatity was 20.27, the open interest changed by 0 which decreased total open position to 73
On 4 Mar ICICIBANK was trading at 1365.40. The strike last trading price was 49.5, which was -1.15 lower than the previous day. The implied volatity was 20.7, the open interest changed by 9 which increased total open position to 73
On 2 Mar ICICIBANK was trading at 1374.00. The strike last trading price was 50.65, which was 12.95 higher than the previous day. The implied volatity was 22.53, the open interest changed by 7 which increased total open position to 61
On 27 Feb ICICIBANK was trading at 1378.90. The strike last trading price was 38.95, which was 11.7 higher than the previous day. The implied volatity was 17.97, the open interest changed by 25 which increased total open position to 53
On 26 Feb ICICIBANK was trading at 1404.90. The strike last trading price was 28.1, which was -1.45 lower than the previous day. The implied volatity was 17.33, the open interest changed by 14 which increased total open position to 28
On 25 Feb ICICIBANK was trading at 1400.50. The strike last trading price was 28.5, which was -1.5 lower than the previous day. The implied volatity was 17.15, the open interest changed by 12 which increased total open position to 13
On 24 Feb ICICIBANK was trading at 1384.80. The strike last trading price was 30, which was -35.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Feb ICICIBANK was trading at 1399.40. The strike last trading price was 30, which was -35.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Feb ICICIBANK was trading at 1394.50. The strike last trading price was 30, which was -35.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Feb ICICIBANK was trading at 1388.80. The strike last trading price was 30, which was -35.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Feb ICICIBANK was trading at 1408.20. The strike last trading price was 30, which was -35.75 lower than the previous day. The implied volatity was 18.66, the open interest changed by 1 which increased total open position to 1
On 17 Feb ICICIBANK was trading at 1407.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb ICICIBANK was trading at 1411.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb ICICIBANK was trading at 1414.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb ICICIBANK was trading at 1430.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb ICICIBANK was trading at 1406.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb ICICIBANK was trading at 1406.50. The strike last trading price was 65.75, 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 Feb ICICIBANK was trading at 1396.30. The strike last trading price was 65.75, which was 0 lower than the previous day. The implied volatity was 1.1, the open interest changed by 0 which decreased total open position to 0
On 6 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 0, 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 Feb ICICIBANK was trading at 1396.50. The strike last trading price was 0, 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 Feb ICICIBANK was trading at 1408.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.71, the open interest changed by 0 which decreased total open position to 0
On 3 Feb ICICIBANK was trading at 1389.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0
On 2 Feb ICICIBANK was trading at 1352.80. The strike last trading price was 0, 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 Feb ICICIBANK was trading at 1334.20. The strike last trading price was 0, 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 30 Jan ICICIBANK was trading at 1355.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 29 Jan ICICIBANK was trading at 1383.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0
