[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1403.6 +18.80 (1.36%)
L: 1388.2 H: 1407.4

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Historical option data for ICICIBANK

25 Feb 2026 02:25 PM IST
ICICIBANK 30-MAR-2026 1400 CE
Delta: 0.65
Vega: 1.56
Theta: -0.5
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
25 Feb 1404.80 28.5 7.4 11.04 9,877 446 3,128
24 Feb 1384.80 21.25 -7.3 13.04 5,933 1,515 2,682
23 Feb 1399.40 28.3 0.6 12.53 2,776 295 1,169
20 Feb 1394.50 28.35 2.2 13.34 2,276 37 888
19 Feb 1388.80 26.4 -10.15 13.59 1,358 342 844
18 Feb 1408.20 36 -1.05 12.96 776 134 485
17 Feb 1407.50 36.35 -4.7 13.23 665 23 350
16 Feb 1411.60 41.5 -5.4 12.83 230 13 327
13 Feb 1414.60 47 -6.5 14.12 135 43 301
12 Feb 1430.00 53.6 15.35 9.87 324 -7 258
11 Feb 1406.10 39.5 2.45 11.84 137 24 266
10 Feb 1406.50 30.55 -1.9 8.47 198 -29 248
9 Feb 1396.30 32.4 -5.8 12.28 271 83 277
6 Feb 1406.10 39.25 3.4 10.81 127 -22 196
5 Feb 1396.50 36.25 -6.65 13.4 117 32 222
4 Feb 1408.40 42.3 10.75 12.59 154 8 190
3 Feb 1389.70 32.15 14.7 12.81 311 40 181
2 Feb 1352.80 17 -0.25 13.48 138 23 141
1 Feb 1334.20 17.2 -7.15 16.37 109 34 119
30 Jan 1355.00 24.5 -10.9 15.41 103 19 87
29 Jan 1383.60 36.5 7.5 14.52 75 12 68
28 Jan 1367.70 29.3 0.7 14.93 71 27 56
27 Jan 1361.40 29 7.25 14.83 36 3 27
23 Jan 1343.40 21.75 -1.65 14.86 14 3 23
22 Jan 1345.50 23.4 -0.9 15.26 10 7 20
21 Jan 1349.00 24.3 -11.7 15.5 8 0 13
20 Jan 1375.80 36 -1 14.72 2 -1 12
19 Jan 1380.60 37 13 14.49 9 6 13
16 Jan 1410.80 24 -14.15 - 0 0 7
14 Jan 1418.40 24 -14.15 - 0 0 7
13 Jan 1437.00 24 -14.15 - 0 0 0
12 Jan 1413.10 24 -14.15 - 0 0 7
9 Jan 1404.30 24 -14.15 - 0 0 7
8 Jan 1435.00 24 -14.15 - 0 0 7
7 Jan 1427.70 24 -14.15 - 0 0 7
6 Jan 1411.20 24 -14.15 - 0 0 7
5 Jan 1371.50 24 -14.15 - 0 0 7
2 Jan 1355.40 24 -14.15 - 0 0 7
1 Jan 1338.00 24 -14.15 - 0 0 7
31 Dec 1342.90 0 - - 0 0 0


For Icici Bank Ltd. - strike price 1400 expiring on 30MAR2026

Delta for 1400 CE is 0.65

Historical price for 1400 CE is as follows

On 25 Feb ICICIBANK was trading at 1404.80. The strike last trading price was 28.5, which was 7.4 higher than the previous day. The implied volatity was 11.04, the open interest changed by 446 which increased total open position to 3128


On 24 Feb ICICIBANK was trading at 1384.80. The strike last trading price was 21.25, which was -7.3 lower than the previous day. The implied volatity was 13.04, the open interest changed by 1515 which increased total open position to 2682


On 23 Feb ICICIBANK was trading at 1399.40. The strike last trading price was 28.3, which was 0.6 higher than the previous day. The implied volatity was 12.53, the open interest changed by 295 which increased total open position to 1169


On 20 Feb ICICIBANK was trading at 1394.50. The strike last trading price was 28.35, which was 2.2 higher than the previous day. The implied volatity was 13.34, the open interest changed by 37 which increased total open position to 888


On 19 Feb ICICIBANK was trading at 1388.80. The strike last trading price was 26.4, which was -10.15 lower than the previous day. The implied volatity was 13.59, the open interest changed by 342 which increased total open position to 844


On 18 Feb ICICIBANK was trading at 1408.20. The strike last trading price was 36, which was -1.05 lower than the previous day. The implied volatity was 12.96, the open interest changed by 134 which increased total open position to 485


On 17 Feb ICICIBANK was trading at 1407.50. The strike last trading price was 36.35, which was -4.7 lower than the previous day. The implied volatity was 13.23, the open interest changed by 23 which increased total open position to 350


On 16 Feb ICICIBANK was trading at 1411.60. The strike last trading price was 41.5, which was -5.4 lower than the previous day. The implied volatity was 12.83, the open interest changed by 13 which increased total open position to 327


On 13 Feb ICICIBANK was trading at 1414.60. The strike last trading price was 47, which was -6.5 lower than the previous day. The implied volatity was 14.12, the open interest changed by 43 which increased total open position to 301


On 12 Feb ICICIBANK was trading at 1430.00. The strike last trading price was 53.6, which was 15.35 higher than the previous day. The implied volatity was 9.87, the open interest changed by -7 which decreased total open position to 258


On 11 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 39.5, which was 2.45 higher than the previous day. The implied volatity was 11.84, the open interest changed by 24 which increased total open position to 266


On 10 Feb ICICIBANK was trading at 1406.50. The strike last trading price was 30.55, which was -1.9 lower than the previous day. The implied volatity was 8.47, the open interest changed by -29 which decreased total open position to 248


On 9 Feb ICICIBANK was trading at 1396.30. The strike last trading price was 32.4, which was -5.8 lower than the previous day. The implied volatity was 12.28, the open interest changed by 83 which increased total open position to 277


On 6 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 39.25, which was 3.4 higher than the previous day. The implied volatity was 10.81, the open interest changed by -22 which decreased total open position to 196


On 5 Feb ICICIBANK was trading at 1396.50. The strike last trading price was 36.25, which was -6.65 lower than the previous day. The implied volatity was 13.4, the open interest changed by 32 which increased total open position to 222


On 4 Feb ICICIBANK was trading at 1408.40. The strike last trading price was 42.3, which was 10.75 higher than the previous day. The implied volatity was 12.59, the open interest changed by 8 which increased total open position to 190


On 3 Feb ICICIBANK was trading at 1389.70. The strike last trading price was 32.15, which was 14.7 higher than the previous day. The implied volatity was 12.81, the open interest changed by 40 which increased total open position to 181


On 2 Feb ICICIBANK was trading at 1352.80. The strike last trading price was 17, which was -0.25 lower than the previous day. The implied volatity was 13.48, the open interest changed by 23 which increased total open position to 141


On 1 Feb ICICIBANK was trading at 1334.20. The strike last trading price was 17.2, which was -7.15 lower than the previous day. The implied volatity was 16.37, the open interest changed by 34 which increased total open position to 119


On 30 Jan ICICIBANK was trading at 1355.00. The strike last trading price was 24.5, which was -10.9 lower than the previous day. The implied volatity was 15.41, the open interest changed by 19 which increased total open position to 87


On 29 Jan ICICIBANK was trading at 1383.60. The strike last trading price was 36.5, which was 7.5 higher than the previous day. The implied volatity was 14.52, the open interest changed by 12 which increased total open position to 68


On 28 Jan ICICIBANK was trading at 1367.70. The strike last trading price was 29.3, which was 0.7 higher than the previous day. The implied volatity was 14.93, the open interest changed by 27 which increased total open position to 56


On 27 Jan ICICIBANK was trading at 1361.40. The strike last trading price was 29, which was 7.25 higher than the previous day. The implied volatity was 14.83, the open interest changed by 3 which increased total open position to 27


On 23 Jan ICICIBANK was trading at 1343.40. The strike last trading price was 21.75, which was -1.65 lower than the previous day. The implied volatity was 14.86, the open interest changed by 3 which increased total open position to 23


On 22 Jan ICICIBANK was trading at 1345.50. The strike last trading price was 23.4, which was -0.9 lower than the previous day. The implied volatity was 15.26, the open interest changed by 7 which increased total open position to 20


On 21 Jan ICICIBANK was trading at 1349.00. The strike last trading price was 24.3, which was -11.7 lower than the previous day. The implied volatity was 15.5, the open interest changed by 0 which decreased total open position to 13


On 20 Jan ICICIBANK was trading at 1375.80. The strike last trading price was 36, which was -1 lower than the previous day. The implied volatity was 14.72, the open interest changed by -1 which decreased total open position to 12


On 19 Jan ICICIBANK was trading at 1380.60. The strike last trading price was 37, which was 13 higher than the previous day. The implied volatity was 14.49, the open interest changed by 6 which increased total open position to 13


On 16 Jan ICICIBANK was trading at 1410.80. The strike last trading price was 24, which was -14.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 14 Jan ICICIBANK was trading at 1418.40. The strike last trading price was 24, which was -14.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 13 Jan ICICIBANK was trading at 1437.00. The strike last trading price was 24, which was -14.15 lower 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 24, which was -14.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 9 Jan ICICIBANK was trading at 1404.30. The strike last trading price was 24, which was -14.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 8 Jan ICICIBANK was trading at 1435.00. The strike last trading price was 24, which was -14.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 7 Jan ICICIBANK was trading at 1427.70. The strike last trading price was 24, which was -14.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 6 Jan ICICIBANK was trading at 1411.20. The strike last trading price was 24, which was -14.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 5 Jan ICICIBANK was trading at 1371.50. The strike last trading price was 24, which was -14.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 2 Jan ICICIBANK was trading at 1355.40. The strike last trading price was 24, which was -14.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 1 Jan ICICIBANK was trading at 1338.00. The strike last trading price was 24, which was -14.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


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 1400 PE
Delta: -0.39
Vega: 1.62
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
25 Feb 1404.80 18.3 -7.3 15.57 6,749 402 3,636
24 Feb 1384.80 25.65 5.8 14.74 6,736 1,323 3,235
23 Feb 1399.40 19.8 -3.2 14.82 2,588 448 1,909
20 Feb 1394.50 22.75 -5.45 14.97 1,402 59 1,460
19 Feb 1388.80 28.85 8.55 16.92 1,230 110 1,388
18 Feb 1408.20 20 -1.8 15.96 824 109 1,206
17 Feb 1407.50 22.45 1.4 17.01 585 -52 1,090
16 Feb 1411.60 20.8 0.85 17.61 911 349 1,140
13 Feb 1414.60 21 5.95 17.82 611 53 811
12 Feb 1430.00 14.9 -6.05 17.11 1,287 226 750
11 Feb 1406.10 20.85 -0.9 16.3 149 46 524
10 Feb 1406.50 21.65 -5 15.68 137 33 478
9 Feb 1396.30 26.7 5 16.33 356 -5 445
6 Feb 1406.10 21.4 -4.15 15.95 216 49 450
5 Feb 1396.50 26.5 4.75 15.83 165 33 402
4 Feb 1408.40 22 -5.8 15.75 656 170 369
3 Feb 1389.70 28.3 -25.3 15.21 278 154 200
2 Feb 1352.80 53.6 -11.4 17.9 4 1 46
1 Feb 1334.20 65 12.5 18.2 20 2 51
30 Jan 1355.00 52 16.05 18.66 34 8 44
29 Jan 1383.60 34.9 -9.5 17.32 32 25 36
28 Jan 1367.70 44.4 0.4 17.88 6 2 10
27 Jan 1361.40 44 -15.85 17.37 2 0 6
23 Jan 1343.40 59.85 20.35 19.02 4 -2 7
22 Jan 1345.50 39.5 3.3 - 0 0 9
21 Jan 1349.00 39.5 3.3 - 0 0 9
20 Jan 1375.80 39.5 3.3 16.95 1 0 9
19 Jan 1380.60 36.2 -4 15.94 1 0 9
16 Jan 1410.80 40.2 17.2 23.62 9 4 9
14 Jan 1418.40 23 0 16.55 2 1 4
13 Jan 1437.00 23 -1.1 19.14 3 0 0
12 Jan 1413.10 24.1 -7.3 17.39 7 -3 5
9 Jan 1404.30 31.4 7.4 18.14 1 0 9
8 Jan 1435.00 24 -0.75 19.03 4 2 7
7 Jan 1427.70 24.75 -35.25 18.12 1 0 4
6 Jan 1411.20 60 -14.9 - 0 0 4
5 Jan 1371.50 60 -14.9 - 0 0 4
2 Jan 1355.40 60 -14.9 - 4 2 2
1 Jan 1338.00 74.9 0 - 0 0 0
31 Dec 1342.90 0 - - 0 0 0


For Icici Bank Ltd. - strike price 1400 expiring on 30MAR2026

Delta for 1400 PE is -0.39

Historical price for 1400 PE is as follows

On 25 Feb ICICIBANK was trading at 1404.80. The strike last trading price was 18.3, which was -7.3 lower than the previous day. The implied volatity was 15.57, the open interest changed by 402 which increased total open position to 3636


On 24 Feb ICICIBANK was trading at 1384.80. The strike last trading price was 25.65, which was 5.8 higher than the previous day. The implied volatity was 14.74, the open interest changed by 1323 which increased total open position to 3235


On 23 Feb ICICIBANK was trading at 1399.40. The strike last trading price was 19.8, which was -3.2 lower than the previous day. The implied volatity was 14.82, the open interest changed by 448 which increased total open position to 1909


On 20 Feb ICICIBANK was trading at 1394.50. The strike last trading price was 22.75, which was -5.45 lower than the previous day. The implied volatity was 14.97, the open interest changed by 59 which increased total open position to 1460


On 19 Feb ICICIBANK was trading at 1388.80. The strike last trading price was 28.85, which was 8.55 higher than the previous day. The implied volatity was 16.92, the open interest changed by 110 which increased total open position to 1388


On 18 Feb ICICIBANK was trading at 1408.20. The strike last trading price was 20, which was -1.8 lower than the previous day. The implied volatity was 15.96, the open interest changed by 109 which increased total open position to 1206


On 17 Feb ICICIBANK was trading at 1407.50. The strike last trading price was 22.45, which was 1.4 higher than the previous day. The implied volatity was 17.01, the open interest changed by -52 which decreased total open position to 1090


On 16 Feb ICICIBANK was trading at 1411.60. The strike last trading price was 20.8, which was 0.85 higher than the previous day. The implied volatity was 17.61, the open interest changed by 349 which increased total open position to 1140


On 13 Feb ICICIBANK was trading at 1414.60. The strike last trading price was 21, which was 5.95 higher than the previous day. The implied volatity was 17.82, the open interest changed by 53 which increased total open position to 811


On 12 Feb ICICIBANK was trading at 1430.00. The strike last trading price was 14.9, which was -6.05 lower than the previous day. The implied volatity was 17.11, the open interest changed by 226 which increased total open position to 750


On 11 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 20.85, which was -0.9 lower than the previous day. The implied volatity was 16.3, the open interest changed by 46 which increased total open position to 524


On 10 Feb ICICIBANK was trading at 1406.50. The strike last trading price was 21.65, which was -5 lower than the previous day. The implied volatity was 15.68, the open interest changed by 33 which increased total open position to 478


On 9 Feb ICICIBANK was trading at 1396.30. The strike last trading price was 26.7, which was 5 higher than the previous day. The implied volatity was 16.33, the open interest changed by -5 which decreased total open position to 445


On 6 Feb ICICIBANK was trading at 1406.10. The strike last trading price was 21.4, which was -4.15 lower than the previous day. The implied volatity was 15.95, the open interest changed by 49 which increased total open position to 450


On 5 Feb ICICIBANK was trading at 1396.50. The strike last trading price was 26.5, which was 4.75 higher than the previous day. The implied volatity was 15.83, the open interest changed by 33 which increased total open position to 402


On 4 Feb ICICIBANK was trading at 1408.40. The strike last trading price was 22, which was -5.8 lower than the previous day. The implied volatity was 15.75, the open interest changed by 170 which increased total open position to 369


On 3 Feb ICICIBANK was trading at 1389.70. The strike last trading price was 28.3, which was -25.3 lower than the previous day. The implied volatity was 15.21, the open interest changed by 154 which increased total open position to 200


On 2 Feb ICICIBANK was trading at 1352.80. The strike last trading price was 53.6, which was -11.4 lower than the previous day. The implied volatity was 17.9, the open interest changed by 1 which increased total open position to 46


On 1 Feb ICICIBANK was trading at 1334.20. The strike last trading price was 65, which was 12.5 higher than the previous day. The implied volatity was 18.2, the open interest changed by 2 which increased total open position to 51


On 30 Jan ICICIBANK was trading at 1355.00. The strike last trading price was 52, which was 16.05 higher than the previous day. The implied volatity was 18.66, the open interest changed by 8 which increased total open position to 44


On 29 Jan ICICIBANK was trading at 1383.60. The strike last trading price was 34.9, which was -9.5 lower than the previous day. The implied volatity was 17.32, the open interest changed by 25 which increased total open position to 36


On 28 Jan ICICIBANK was trading at 1367.70. The strike last trading price was 44.4, which was 0.4 higher than the previous day. The implied volatity was 17.88, the open interest changed by 2 which increased total open position to 10


On 27 Jan ICICIBANK was trading at 1361.40. The strike last trading price was 44, which was -15.85 lower than the previous day. The implied volatity was 17.37, the open interest changed by 0 which decreased total open position to 6


On 23 Jan ICICIBANK was trading at 1343.40. The strike last trading price was 59.85, which was 20.35 higher than the previous day. The implied volatity was 19.02, the open interest changed by -2 which decreased total open position to 7


On 22 Jan ICICIBANK was trading at 1345.50. The strike last trading price was 39.5, which was 3.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 21 Jan ICICIBANK was trading at 1349.00. The strike last trading price was 39.5, which was 3.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 20 Jan ICICIBANK was trading at 1375.80. The strike last trading price was 39.5, which was 3.3 higher than the previous day. The implied volatity was 16.95, the open interest changed by 0 which decreased total open position to 9


On 19 Jan ICICIBANK was trading at 1380.60. The strike last trading price was 36.2, which was -4 lower than the previous day. The implied volatity was 15.94, the open interest changed by 0 which decreased total open position to 9


On 16 Jan ICICIBANK was trading at 1410.80. The strike last trading price was 40.2, which was 17.2 higher than the previous day. The implied volatity was 23.62, the open interest changed by 4 which increased total open position to 9


On 14 Jan ICICIBANK was trading at 1418.40. The strike last trading price was 23, which was 0 lower than the previous day. The implied volatity was 16.55, the open interest changed by 1 which increased total open position to 4


On 13 Jan ICICIBANK was trading at 1437.00. The strike last trading price was 23, which was -1.1 lower than the previous day. The implied volatity was 19.14, 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 24.1, which was -7.3 lower than the previous day. The implied volatity was 17.39, the open interest changed by -3 which decreased total open position to 5


On 9 Jan ICICIBANK was trading at 1404.30. The strike last trading price was 31.4, which was 7.4 higher than the previous day. The implied volatity was 18.14, the open interest changed by 0 which decreased total open position to 9


On 8 Jan ICICIBANK was trading at 1435.00. The strike last trading price was 24, which was -0.75 lower than the previous day. The implied volatity was 19.03, the open interest changed by 2 which increased total open position to 7


On 7 Jan ICICIBANK was trading at 1427.70. The strike last trading price was 24.75, which was -35.25 lower than the previous day. The implied volatity was 18.12, the open interest changed by 0 which decreased total open position to 4


On 6 Jan ICICIBANK was trading at 1411.20. The strike last trading price was 60, which was -14.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 5 Jan ICICIBANK was trading at 1371.50. The strike last trading price was 60, which was -14.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 2 Jan ICICIBANK was trading at 1355.40. The strike last trading price was 60, which was -14.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 1 Jan ICICIBANK was trading at 1338.00. The strike last trading price was 74.9, 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