Historical option data for ICICIBANK
29 Jun 2026 10:49 AM IST
| ICICIBANK 28-Jul-2026 (25d) 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.5
Vega: 0.02
Theta: -0.65
Gamma: 0.00475
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1390.40 | 31.85 | 0.1 (0.31%) | 21.25 | 2,095 | -142 | 2,945 | |||||||||
| 25 Jun | 1387.50 | 32.6 | 8 (32.52%) | 21.2 | 7,253 | 1,035 | 3,107 | |||||||||
| 24 Jun | 1373.60 | 24.4 | 11.95 (95.98%) | 19.72 | 3,632 | 492 | 2,072 | |||||||||
| 23 Jun | 1338.30 | 12.35 | -3.65 (-22.81%) | 19.59 | 1,771 | 595 | 1,580 | |||||||||
| 22 Jun | 1352.40 | 15.6 | -0.4 (-2.50%) | 18.62 | 715 | 284 | 978 | |||||||||
| 19 Jun | 1346.50 | 16.4 | 2.4 (17.14%) | 18.74 | 298 | 31 | 694 | |||||||||
| 18 Jun | 1342.30 | 14.5 | 1.5 (11.54%) | 18.85 | 304 | -31 | 666 | |||||||||
| 17 Jun | 1336.80 | 12.95 | -2.05 (-13.67%) | 18.33 | 303 | 15 | 699 | |||||||||
| 16 Jun | 1334.30 | 15 | 0 (0.00%) | 19.74 | 149 | 1 | 684 | |||||||||
| 15 Jun | 1327.60 | 15.2 | -2.8 (-15.56%) | 20.77 | 649 | 161 | 683 | |||||||||
| 12 Jun | 1340.80 | 17.25 | 4.25 (32.69%) | 19.12 | 374 | 70 | 522 | |||||||||
| 11 Jun | 1317.00 | 13.2 | 3.2 (32.00%) | 20.52 | 490 | 132 | 451 | |||||||||
| 10 Jun | 1293.30 | 9.9 | 1.9 (23.75%) | 21.43 | 219 | 37 | 318 | |||||||||
| 9 Jun | 1275.00 | 7.65 | 1.65 (27.50%) | 21.62 | 301 | 128 | 283 | |||||||||
| 8 Jun | 1250.20 | 6.3 | -0.7 (-10.00%) | 23.52 | 75 | 11 | 155 | |||||||||
| 5 Jun | 1262.10 | 7.05 | 0.05 (0.71%) | 21.99 | 140 | 41 | 144 | |||||||||
| 4 Jun | 1251.70 | 6.7 | 0.7 (11.67%) | 22.5 | 117 | 16 | 104 | |||||||||
| 3 Jun | 1242.00 | 5.75 | 1.75 (43.75%) | 22.61 | 82 | -5 | 88 | |||||||||
| 2 Jun | 1226.60 | 4.5 | -0.5 (-10.00%) | 22.47 | 84 | 17 | 92 | |||||||||
| 1 Jun | 1239.70 | 4.6 | -2.4 (-34.29%) | 21.5 | 65 | 30 | 76 | |||||||||
| 29 May | 1256.40 | 7.25 | -1.75 (-19.44%) | 20.93 | 52 | 44 | 45 | |||||||||
| 27 May | 1272.70 | 8.9 | -21.1 (-70.33%) | 20.41 | 4 | 1 | 1 | |||||||||
| 18 May | 1251.10 | 0 | -30 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1244.50 | 0 | -30 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1246.00 | 0 | -30 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1235.60 | 0 | -30 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1266.40 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
| 5 May | 1251.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 1270.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 1263.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 1281.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1400 expiring on 28JUL2026
Delta for 1400 CE is 0.5
Historical price for 1400 CE is as follows
On 29 Jun ICICIBANK was trading at 1390.40. The strike last trading price was 31.85, which was 0.1 higher than the previous day. The implied volatity was 21.25, the open interest changed by -142 which decreased total open position to 2945
On 25 Jun ICICIBANK was trading at 1387.50. The strike last trading price was 32.6, which was 8 higher than the previous day. The implied volatity was 21.2, the open interest changed by 1035 which increased total open position to 3107
On 24 Jun ICICIBANK was trading at 1373.60. The strike last trading price was 24.4, which was 11.95 higher than the previous day. The implied volatity was 19.72, the open interest changed by 492 which increased total open position to 2072
On 23 Jun ICICIBANK was trading at 1338.30. The strike last trading price was 12.35, which was -3.65 lower than the previous day. The implied volatity was 19.59, the open interest changed by 595 which increased total open position to 1580
On 22 Jun ICICIBANK was trading at 1352.40. The strike last trading price was 15.6, which was -0.4 lower than the previous day. The implied volatity was 18.62, the open interest changed by 284 which increased total open position to 978
On 19 Jun ICICIBANK was trading at 1346.50. The strike last trading price was 16.4, which was 2.4 higher than the previous day. The implied volatity was 18.74, the open interest changed by 31 which increased total open position to 694
On 18 Jun ICICIBANK was trading at 1342.30. The strike last trading price was 14.5, which was 1.5 higher than the previous day. The implied volatity was 18.85, the open interest changed by -31 which decreased total open position to 666
On 17 Jun ICICIBANK was trading at 1336.80. The strike last trading price was 12.95, which was -2.05 lower than the previous day. The implied volatity was 18.33, the open interest changed by 15 which increased total open position to 699
On 16 Jun ICICIBANK was trading at 1334.30. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 19.74, the open interest changed by 1 which increased total open position to 684
On 15 Jun ICICIBANK was trading at 1327.60. The strike last trading price was 15.2, which was -2.8 lower than the previous day. The implied volatity was 20.77, the open interest changed by 161 which increased total open position to 683
On 12 Jun ICICIBANK was trading at 1340.80. The strike last trading price was 17.25, which was 4.25 higher than the previous day. The implied volatity was 19.12, the open interest changed by 70 which increased total open position to 522
On 11 Jun ICICIBANK was trading at 1317.00. The strike last trading price was 13.2, which was 3.2 higher than the previous day. The implied volatity was 20.52, the open interest changed by 132 which increased total open position to 451
On 10 Jun ICICIBANK was trading at 1293.30. The strike last trading price was 9.9, which was 1.9 higher than the previous day. The implied volatity was 21.43, the open interest changed by 37 which increased total open position to 318
On 9 Jun ICICIBANK was trading at 1275.00. The strike last trading price was 7.65, which was 1.65 higher than the previous day. The implied volatity was 21.62, the open interest changed by 128 which increased total open position to 283
On 8 Jun ICICIBANK was trading at 1250.20. The strike last trading price was 6.3, which was -0.7 lower than the previous day. The implied volatity was 23.52, the open interest changed by 11 which increased total open position to 155
On 5 Jun ICICIBANK was trading at 1262.10. The strike last trading price was 7.05, which was 0.05 higher than the previous day. The implied volatity was 21.99, the open interest changed by 41 which increased total open position to 144
On 4 Jun ICICIBANK was trading at 1251.70. The strike last trading price was 6.7, which was 0.7 higher than the previous day. The implied volatity was 22.5, the open interest changed by 16 which increased total open position to 104
On 3 Jun ICICIBANK was trading at 1242.00. The strike last trading price was 5.75, which was 1.75 higher than the previous day. The implied volatity was 22.61, the open interest changed by -5 which decreased total open position to 88
On 2 Jun ICICIBANK was trading at 1226.60. The strike last trading price was 4.5, which was -0.5 lower than the previous day. The implied volatity was 22.47, the open interest changed by 17 which increased total open position to 92
On 1 Jun ICICIBANK was trading at 1239.70. The strike last trading price was 4.6, which was -2.4 lower than the previous day. The implied volatity was 21.5, the open interest changed by 30 which increased total open position to 76
On 29 May ICICIBANK was trading at 1256.40. The strike last trading price was 7.25, which was -1.75 lower than the previous day. The implied volatity was 20.93, the open interest changed by 44 which increased total open position to 45
On 27 May ICICIBANK was trading at 1272.70. The strike last trading price was 8.9, which was -21.1 lower than the previous day. The implied volatity was 20.41, the open interest changed by 1 which increased total open position to 1
On 18 May ICICIBANK was trading at 1251.10. The strike last trading price was 0, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ICICIBANK was trading at 1244.50. The strike last trading price was 0, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ICICIBANK was trading at 1246.00. The strike last trading price was 0, which was -30 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ICICIBANK was trading at 1235.60. The strike last trading price was 0, which was -30 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ICICIBANK was trading at 1266.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 5 May ICICIBANK was trading at 1251.30. 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 May ICICIBANK was trading at 1270.80. 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 30 Apr ICICIBANK was trading at 1263.40. 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 29 Apr ICICIBANK was trading at 1281.00. 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
| ICICIBANK 28-Jul-2026 (25d) 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0.02
Theta: -0.44
Gamma: 0.0048
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1390.40 | 35 | 0 (0.00%) | 21.04 | 1,182 | 161 | 2,974 |
| 25 Jun | 1387.50 | 34 | -9 (-20.93%) | 18.6 | 4,687 | 1,467 | 2,812 |
| 24 Jun | 1373.60 | 44 | -21 (-32.31%) | 19.61 | 781 | 125 | 1,344 |
| 23 Jun | 1338.30 | 70 | 14.65 (26.47%) | 18.01 | 758 | 160 | 1,220 |
| 22 Jun | 1352.40 | 55.75 | -0.95 (-1.68%) | 17.81 | 295 | 55 | 1,060 |
| 19 Jun | 1346.50 | 56.7 | -1.55 (-2.66%) | 17.79 | 12 | 4 | 1,004 |
| 18 Jun | 1342.30 | 58.25 | -7.55 (-11.47%) | 15.39 | 31 | 5 | 999 |
| 17 Jun | 1336.80 | 66 | -4.1 (-5.85%) | 17.17 | 856 | 721 | 994 |
| 16 Jun | 1334.30 | 70.1 | -3.85 (-5.21%) | 17.03 | 1 | 0 | 273 |
| 15 Jun | 1327.60 | 73.4 | 6.1 (9.06%) | 17.67 | 313 | 208 | 274 |
| 12 Jun | 1340.80 | 67.3 | -18.75 (-21.79%) | 19.41 | 65 | 33 | 64 |
| 11 Jun | 1317.00 | 86.8 | -17.2 (-16.54%) | 19.05 | 37 | 21 | 33 |
| 10 Jun | 1293.30 | 104 | -18.25 (-14.93%) | 20.47 | 10 | 6 | 12 |
| 9 Jun | 1275.00 | 122.25 | -11.15 (-8.36%) | 18.89 | 5 | 4 | 5 |
| 8 Jun | 1250.20 | 133.4 | 133.4 | - | 1 | 0 | 1 |
| 5 Jun | 1262.10 | 133.4 | 15.9 (13.53%) | 20.67 | 1 | 1 | 1 |
| 4 Jun | 1251.70 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 1242.00 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 1226.60 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 1239.70 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 1256.40 | 0 | 0 | - | 0 | 0 | 0 |
| 27 May | 1272.70 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 1251.10 | 0 | -117.5 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1244.50 | 0 | -117.5 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1246.00 | 0 | -117.5 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1235.60 | 0 | -117.5 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1266.40 | 0 | 0 | - | 0 | 10 | 10 |
| 5 May | 1251.30 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 1270.80 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 1263.40 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 1281.00 | 0 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1400 expiring on 28JUL2026
Delta for 1400 PE is -0.5
Historical price for 1400 PE is as follows
On 29 Jun ICICIBANK was trading at 1390.40. The strike last trading price was 35, which was 0 lower than the previous day. The implied volatity was 21.04, the open interest changed by 161 which increased total open position to 2974
On 25 Jun ICICIBANK was trading at 1387.50. The strike last trading price was 34, which was -9 lower than the previous day. The implied volatity was 18.6, the open interest changed by 1467 which increased total open position to 2812
On 24 Jun ICICIBANK was trading at 1373.60. The strike last trading price was 44, which was -21 lower than the previous day. The implied volatity was 19.61, the open interest changed by 125 which increased total open position to 1344
On 23 Jun ICICIBANK was trading at 1338.30. The strike last trading price was 70, which was 14.65 higher than the previous day. The implied volatity was 18.01, the open interest changed by 160 which increased total open position to 1220
On 22 Jun ICICIBANK was trading at 1352.40. The strike last trading price was 55.75, which was -0.95 lower than the previous day. The implied volatity was 17.81, the open interest changed by 55 which increased total open position to 1060
On 19 Jun ICICIBANK was trading at 1346.50. The strike last trading price was 56.7, which was -1.55 lower than the previous day. The implied volatity was 17.79, the open interest changed by 4 which increased total open position to 1004
On 18 Jun ICICIBANK was trading at 1342.30. The strike last trading price was 58.25, which was -7.55 lower than the previous day. The implied volatity was 15.39, the open interest changed by 5 which increased total open position to 999
On 17 Jun ICICIBANK was trading at 1336.80. The strike last trading price was 66, which was -4.1 lower than the previous day. The implied volatity was 17.17, the open interest changed by 721 which increased total open position to 994
On 16 Jun ICICIBANK was trading at 1334.30. The strike last trading price was 70.1, which was -3.85 lower than the previous day. The implied volatity was 17.03, the open interest changed by 0 which decreased total open position to 273
On 15 Jun ICICIBANK was trading at 1327.60. The strike last trading price was 73.4, which was 6.1 higher than the previous day. The implied volatity was 17.67, the open interest changed by 208 which increased total open position to 274
On 12 Jun ICICIBANK was trading at 1340.80. The strike last trading price was 67.3, which was -18.75 lower than the previous day. The implied volatity was 19.41, the open interest changed by 33 which increased total open position to 64
On 11 Jun ICICIBANK was trading at 1317.00. The strike last trading price was 86.8, which was -17.2 lower than the previous day. The implied volatity was 19.05, the open interest changed by 21 which increased total open position to 33
On 10 Jun ICICIBANK was trading at 1293.30. The strike last trading price was 104, which was -18.25 lower than the previous day. The implied volatity was 20.47, the open interest changed by 6 which increased total open position to 12
On 9 Jun ICICIBANK was trading at 1275.00. The strike last trading price was 122.25, which was -11.15 lower than the previous day. The implied volatity was 18.89, the open interest changed by 4 which increased total open position to 5
On 8 Jun ICICIBANK was trading at 1250.20. The strike last trading price was 133.4, which was 133.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun ICICIBANK was trading at 1262.10. The strike last trading price was 133.4, which was 15.9 higher than the previous day. The implied volatity was 20.67, the open interest changed by 1 which increased total open position to 1
On 4 Jun ICICIBANK was trading at 1251.70. 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 3 Jun ICICIBANK was trading at 1242.00. 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 2 Jun ICICIBANK was trading at 1226.60. 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 Jun ICICIBANK was trading at 1239.70. 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 29 May ICICIBANK was trading at 1256.40. 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 27 May ICICIBANK was trading at 1272.70. 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 18 May ICICIBANK was trading at 1251.10. The strike last trading price was 0, which was -117.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May ICICIBANK was trading at 1244.50. The strike last trading price was 0, which was -117.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May ICICIBANK was trading at 1246.00. The strike last trading price was 0, which was -117.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May ICICIBANK was trading at 1235.60. The strike last trading price was 0, which was -117.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May ICICIBANK was trading at 1266.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 5 May ICICIBANK was trading at 1251.30. 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 May ICICIBANK was trading at 1270.80. 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 30 Apr ICICIBANK was trading at 1263.40. 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 29 Apr ICICIBANK was trading at 1281.00. 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
