[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1329 -19.00 (-1.41%)
L: 1328.6 H: 1348.8

Back to Option Chain


Historical option data for ICICIBANK

24 Apr 2026 01:37 PM IST
ICICIBANK 28-Apr-2026 (4d) 1410 CE
Delta: 0.02
Vega: 0
Theta: -0.23
Gamma: 0.00135
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 1328.90 0.3 -0.45 26 462 -29 630
23 Apr 1348.00 0.8 -1.3499999999999999 22.67 2,469 -237 659
22 Apr 1367.60 2.15 -4.300000000000001 19.28 4,149 -186 896
21 Apr 1388.40 5.8 1.8499999999999996 18.28 6,140 166 1,096
20 Apr 1356.20 3.9 -3.4 24.64 6,449 28 946
17 Apr 1346.80 8 -0.15000000000000036 27.84 2,346 330 910
16 Apr 1345.50 8.15 -0.5999999999999996 29.45 1,717 -36 580
15 Apr 1348.10 8.55 -0.7999999999999989 27.94 2,513 26 616
13 Apr 1351.10 8.3 4.000000000000001 25.63 2,309 241 596
10 Apr 1321.90 4.2 2.2 23.32 695 9 355
9 Apr 1281.30 2.05 -1.05 25.22 259 12 346
8 Apr 1309.20 2.95 1.7 22.01 554 31 335
7 Apr 1245.50 1.3 0.05 27.17 81 9 305
6 Apr 1231.40 1.25 0.2 29.32 205 10 296
2 Apr 1215.80 1.1 -0.1 27.85 117 -19 286
1 Apr 1212.70 1.1 -3.05 27.76 375 277 306
30 Mar 1205.90 4.15 -0.05 - 0 0 29
27 Mar 1233.80 4.15 -0.05 29.24 70 -7 30
25 Mar 1259.70 4.1 -0.1 25.2 26 5 36
24 Mar 1251.20 4.15 -1.3 25.7 31 29 32
23 Mar 1222.70 5.45 -2.55 - 0 0 3
20 Mar 1245.40 5.45 -2.55 26.36 1 0 3
19 Mar 1250.10 8 -4 - 0 0 3
18 Mar 1289.30 8 -4 - 0 0 3
17 Mar 1288.70 8 -4 22.68 2 0 1
16 Mar 1272.90 12 1.5 - 0 0 0
13 Mar 1254.80 12 1.5 - 0 0 0
12 Mar 1266.50 12 1.5 - 0 0 1
11 Mar 1294.60 12 1.5 - 0 0 1
10 Mar 1311.90 12 1.5 19.95 3 -1 1
9 Mar 1278.40 10.5 -4.45 24.2 1 0 2
6 Mar 1313.40 14.95 -10.3 20.51 1 0 1
5 Mar 1357.60 25.25 -18.65 - 1 1 0
4 Mar 1365.40 25.25 -18.65 16.8 1 0 0
2 Mar 1374.00 43.9 0 0.85 0 0 0
27 Feb 1378.90 43.9 0 0.45 0 0 0
26 Feb 1404.90 43.9 0 - 0 0 0
25 Feb 1400.50 43.9 0 0.09 0 0 0


For Icici Bank Ltd. - strike price 1410 expiring on 28APR2026

Delta for 1410 CE is 0.02

Historical price for 1410 CE is as follows

On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 0.3, which was -0.45 lower than the previous day. The implied volatity was 26, the open interest changed by -29 which decreased total open position to 630


On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 0.8, which was -1.3499999999999999 lower than the previous day. The implied volatity was 22.67, the open interest changed by -237 which decreased total open position to 659


On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 2.15, which was -4.300000000000001 lower than the previous day. The implied volatity was 19.28, the open interest changed by -186 which decreased total open position to 896


On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 5.8, which was 1.8499999999999996 higher than the previous day. The implied volatity was 18.28, the open interest changed by 166 which increased total open position to 1096


On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 3.9, which was -3.4 lower than the previous day. The implied volatity was 24.64, the open interest changed by 28 which increased total open position to 946


On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 8, which was -0.15000000000000036 lower than the previous day. The implied volatity was 27.84, the open interest changed by 330 which increased total open position to 910


On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 8.15, which was -0.5999999999999996 lower than the previous day. The implied volatity was 29.45, the open interest changed by -36 which decreased total open position to 580


On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 8.55, which was -0.7999999999999989 lower than the previous day. The implied volatity was 27.94, the open interest changed by 26 which increased total open position to 616


On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 8.3, which was 4.000000000000001 higher than the previous day. The implied volatity was 25.63, the open interest changed by 241 which increased total open position to 596


On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 4.2, which was 2.2 higher than the previous day. The implied volatity was 23.32, the open interest changed by 9 which increased total open position to 355


On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 2.05, which was -1.05 lower than the previous day. The implied volatity was 25.22, the open interest changed by 12 which increased total open position to 346


On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 2.95, which was 1.7 higher than the previous day. The implied volatity was 22.01, the open interest changed by 31 which increased total open position to 335


On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 27.17, the open interest changed by 9 which increased total open position to 305


On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 1.25, which was 0.2 higher than the previous day. The implied volatity was 29.32, the open interest changed by 10 which increased total open position to 296


On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 1.1, which was -0.1 lower than the previous day. The implied volatity was 27.85, the open interest changed by -19 which decreased total open position to 286


On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 1.1, which was -3.05 lower than the previous day. The implied volatity was 27.76, the open interest changed by 277 which increased total open position to 306


On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 4.15, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29


On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 4.15, which was -0.05 lower than the previous day. The implied volatity was 29.24, the open interest changed by -7 which decreased total open position to 30


On 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 4.1, which was -0.1 lower than the previous day. The implied volatity was 25.2, the open interest changed by 5 which increased total open position to 36


On 24 Mar ICICIBANK was trading at 1251.20. The strike last trading price was 4.15, which was -1.3 lower than the previous day. The implied volatity was 25.7, the open interest changed by 29 which increased total open position to 32


On 23 Mar ICICIBANK was trading at 1222.70. The strike last trading price was 5.45, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 20 Mar ICICIBANK was trading at 1245.40. The strike last trading price was 5.45, which was -2.55 lower than the previous day. The implied volatity was 26.36, the open interest changed by 0 which decreased total open position to 3


On 19 Mar ICICIBANK was trading at 1250.10. The strike last trading price was 8, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 18 Mar ICICIBANK was trading at 1289.30. The strike last trading price was 8, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 17 Mar ICICIBANK was trading at 1288.70. The strike last trading price was 8, which was -4 lower than the previous day. The implied volatity was 22.68, the open interest changed by 0 which decreased total open position to 1


On 16 Mar ICICIBANK was trading at 1272.90. The strike last trading price was 12, which was 1.5 higher 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 12, which was 1.5 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 12, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 11 Mar ICICIBANK was trading at 1294.60. The strike last trading price was 12, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Mar ICICIBANK was trading at 1311.90. The strike last trading price was 12, which was 1.5 higher than the previous day. The implied volatity was 19.95, the open interest changed by -1 which decreased total open position to 1


On 9 Mar ICICIBANK was trading at 1278.40. The strike last trading price was 10.5, which was -4.45 lower than the previous day. The implied volatity was 24.2, the open interest changed by 0 which decreased total open position to 2


On 6 Mar ICICIBANK was trading at 1313.40. The strike last trading price was 14.95, which was -10.3 lower than the previous day. The implied volatity was 20.51, the open interest changed by 0 which decreased total open position to 1


On 5 Mar ICICIBANK was trading at 1357.60. The strike last trading price was 25.25, which was -18.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Mar ICICIBANK was trading at 1365.40. The strike last trading price was 25.25, which was -18.65 lower than the previous day. The implied volatity was 16.8, 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 43.9, which was 0 lower than the previous day. The implied volatity was 0.85, 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 43.9, which was 0 lower than the previous day. The implied volatity was 0.45, 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 43.9, 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 25 Feb ICICIBANK was trading at 1400.50. The strike last trading price was 43.9, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0


ICICIBANK 28-Apr-2026 (4d) 1410 PE
Delta: -0.93
Vega: 0
Theta: -0.55
Gamma: 0.00271
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 1328.90 77.55 17.4 33.45 9 -2 78
23 Apr 1348.00 60.15 15.899999999999999 24.46 23 -10 81
22 Apr 1367.60 43.75 14.850000000000001 21.56 324 -105 92
21 Apr 1388.40 30.95 -25.849999999999998 21.73 915 93 197
20 Apr 1356.20 57.65 -8.649999999999999 24.79 242 53 106
17 Apr 1346.80 66.3 -4.799999999999997 28.22 50 -10 53
16 Apr 1345.50 70.5 -0.7999999999999972 28.27 75 29 63
15 Apr 1348.10 71.2 3.200000000000003 31.31 45 9 31
13 Apr 1351.10 70.7 -115.3 28.56 31 19 21
10 Apr 1321.90 186 186 - 0 0 2
9 Apr 1281.30 186 133.05 - 0 0 2
8 Apr 1309.20 186 133.05 - 0 0 2
7 Apr 1245.50 186 133.05 - 0 0 2
6 Apr 1231.40 186 133.05 - 0 0 2
2 Apr 1215.80 186 133.05 - 0 0 2
1 Apr 1212.70 186 133.05 - 0 0 2
30 Mar 1205.90 186 133.05 20.54 2 0 0
27 Mar 1233.80 52.95 0 - 0 0 0
25 Mar 1259.70 52.95 0 - 0 0 0
24 Mar 1251.20 52.95 0 - 0 0 0
23 Mar 1222.70 52.95 0 - 0 0 0
20 Mar 1245.40 52.95 0 - 0 0 0
19 Mar 1250.10 52.95 0 - 0 0 0
18 Mar 1289.30 52.95 0 - 0 0 0
17 Mar 1288.70 52.95 0 - 0 0 0
16 Mar 1272.90 52.95 0 - 0 0 0
13 Mar 1254.80 52.95 0 - 0 0 0
12 Mar 1266.50 52.95 0 - 0 0 0
11 Mar 1294.60 52.95 0 - 0 0 0
10 Mar 1311.90 52.95 0 - 0 0 0
9 Mar 1278.40 52.95 0 - 0 0 0
6 Mar 1313.40 52.95 0 - 0 0 0
5 Mar 1357.60 52.95 0 - 0 0 0
4 Mar 1365.40 52.95 0 - 0 0 0
2 Mar 1374.00 52.95 0 - 0 0 0
27 Feb 1378.90 52.95 0 0.1 0 0 0
26 Feb 1404.90 52.95 0 0.79 0 0 0
25 Feb 1400.50 52.95 0 0.65 0 0 0


For Icici Bank Ltd. - strike price 1410 expiring on 28APR2026

Delta for 1410 PE is -0.93

Historical price for 1410 PE is as follows

On 24 Apr ICICIBANK was trading at 1328.90. The strike last trading price was 77.55, which was 17.4 higher than the previous day. The implied volatity was 33.45, the open interest changed by -2 which decreased total open position to 78


On 23 Apr ICICIBANK was trading at 1348.00. The strike last trading price was 60.15, which was 15.899999999999999 higher than the previous day. The implied volatity was 24.46, the open interest changed by -10 which decreased total open position to 81


On 22 Apr ICICIBANK was trading at 1367.60. The strike last trading price was 43.75, which was 14.850000000000001 higher than the previous day. The implied volatity was 21.56, the open interest changed by -105 which decreased total open position to 92


On 21 Apr ICICIBANK was trading at 1388.40. The strike last trading price was 30.95, which was -25.849999999999998 lower than the previous day. The implied volatity was 21.73, the open interest changed by 93 which increased total open position to 197


On 20 Apr ICICIBANK was trading at 1356.20. The strike last trading price was 57.65, which was -8.649999999999999 lower than the previous day. The implied volatity was 24.79, the open interest changed by 53 which increased total open position to 106


On 17 Apr ICICIBANK was trading at 1346.80. The strike last trading price was 66.3, which was -4.799999999999997 lower than the previous day. The implied volatity was 28.22, the open interest changed by -10 which decreased total open position to 53


On 16 Apr ICICIBANK was trading at 1345.50. The strike last trading price was 70.5, which was -0.7999999999999972 lower than the previous day. The implied volatity was 28.27, the open interest changed by 29 which increased total open position to 63


On 15 Apr ICICIBANK was trading at 1348.10. The strike last trading price was 71.2, which was 3.200000000000003 higher than the previous day. The implied volatity was 31.31, the open interest changed by 9 which increased total open position to 31


On 13 Apr ICICIBANK was trading at 1351.10. The strike last trading price was 70.7, which was -115.3 lower than the previous day. The implied volatity was 28.56, the open interest changed by 19 which increased total open position to 21


On 10 Apr ICICIBANK was trading at 1321.90. The strike last trading price was 186, which was 186 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Apr ICICIBANK was trading at 1281.30. The strike last trading price was 186, which was 133.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 8 Apr ICICIBANK was trading at 1309.20. The strike last trading price was 186, which was 133.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 7 Apr ICICIBANK was trading at 1245.50. The strike last trading price was 186, which was 133.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 Apr ICICIBANK was trading at 1231.40. The strike last trading price was 186, which was 133.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 2 Apr ICICIBANK was trading at 1215.80. The strike last trading price was 186, which was 133.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 1 Apr ICICIBANK was trading at 1212.70. The strike last trading price was 186, which was 133.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 30 Mar ICICIBANK was trading at 1205.90. The strike last trading price was 186, which was 133.05 higher than the previous day. The implied volatity was 20.54, the open interest changed by 0 which decreased total open position to 0


On 27 Mar ICICIBANK was trading at 1233.80. The strike last trading price was 52.95, 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 25 Mar ICICIBANK was trading at 1259.70. The strike last trading price was 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 52.95, 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 Mar ICICIBANK was trading at 1374.00. The strike last trading price was 52.95, 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 Feb ICICIBANK was trading at 1378.90. The strike last trading price was 52.95, which was 0 lower than the previous day. The implied volatity was 0.1, 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 52.95, 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


On 25 Feb ICICIBANK was trading at 1400.50. The strike last trading price was 52.95, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0