Historical option data for ICICIBANK
11 Jun 2026 04:11 PM IST
| ICICIBANK 30-Jun-2026 (18d) 1290 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.7
Vega: 0.01
Theta: -0.57
Gamma: 0.00623
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 1317.00 | 38.6 | 12.6 (48.46%) | 18.49 | 3,619 | -54 | 1,190 | |||||||||
| 10 Jun | 1293.30 | 26.2 | 9.2 (54.12%) | 18.63 | 8,726 | -185 | 1,243 | |||||||||
| 9 Jun | 1275.00 | 17 | 6 (54.55%) | 17.46 | 3,996 | -90 | 1,423 | |||||||||
| 8 Jun | 1250.20 | 11.35 | -3.65 (-24.33%) | 20.21 | 1,604 | 24 | 1,515 | |||||||||
| 5 Jun | 1262.10 | 14.7 | 0.7 (5.00%) | 18.62 | 3,451 | -58 | 1,491 | |||||||||
| 4 Jun | 1251.70 | 14.15 | 2.15 (17.92%) | 20.01 | 2,222 | -172 | 1,548 | |||||||||
| 3 Jun | 1242.00 | 12 | 4 (50.00%) | 20.24 | 3,408 | 429 | 1,720 | |||||||||
| 2 Jun | 1226.60 | 8.25 | -1.2 (-12.70%) | 19.36 | 2,391 | 51 | 1,292 | |||||||||
| 1 Jun | 1239.70 | 9.75 | -9 (-48.00%) | 18.64 | 3,079 | 5 | 1,242 | |||||||||
| 29 May | 1256.40 | 19.55 | -4.85 (-19.88%) | 19.55 | 6,376 | 348 | 1,245 | |||||||||
| 27 May | 1272.70 | 24.65 | -4.15 (-14.41%) | 19.04 | 2,881 | 220 | 897 | |||||||||
| 26 May | 1279.10 | 29.5 | -6.05 (-17.02%) | 19.24 | 2,471 | 115 | 678 | |||||||||
| 25 May | 1291.80 | 36.55 | 9.55 (35.37%) | 19.12 | 1,436 | 337 | 555 | |||||||||
| 22 May | 1264.30 | 28.3 | 8.3 (41.50%) | 21.16 | 382 | 126 | 218 | |||||||||
| 21 May | 1242.80 | 19.8 | 0.8 (4.21%) | 21.54 | 84 | 25 | 92 | |||||||||
| 20 May | 1237.30 | 19.55 | -3.45 (-15.00%) | 22.4 | 51 | 28 | 64 | |||||||||
| 19 May | 1240.80 | 22.6 | -1.4 (-5.83%) | 22.53 | 43 | 10 | 35 | |||||||||
| 18 May | 1251.10 | 24.55 | 0.55 (2.29%) | 21.62 | 35 | 11 | 28 | |||||||||
| 15 May | 1244.50 | 23.6 | -9.65 (-29.02%) | 22.17 | 18 | 13 | 16 | |||||||||
| 14 May | 1246.00 | 33.25 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 13 May | 1235.60 | 33.25 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 12 May | 1240.30 | 33.25 | -3.85 (-10.38%) | 0 | 2 | 2 | 3 | |||||||||
| 11 May | 1266.40 | 37.1 | 1.25 (3.49%) | 0 | 1 | 0 | 1 | |||||||||
| 8 May | 1264.80 | 35.85 | -23.3 (-39.39%) | 21.38 | 1 | 0 | 0 | |||||||||
| 7 May | 1279.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 1279.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 1290 expiring on 30JUN2026
Delta for 1290 CE is 0.7
Historical price for 1290 CE is as follows
On 11 Jun ICICIBANK was trading at 1317.00. The strike last trading price was 38.6, which was 12.6 higher than the previous day. The implied volatity was 18.49, the open interest changed by -54 which decreased total open position to 1190
On 10 Jun ICICIBANK was trading at 1293.30. The strike last trading price was 26.2, which was 9.2 higher than the previous day. The implied volatity was 18.63, the open interest changed by -185 which decreased total open position to 1243
On 9 Jun ICICIBANK was trading at 1275.00. The strike last trading price was 17, which was 6 higher than the previous day. The implied volatity was 17.46, the open interest changed by -90 which decreased total open position to 1423
On 8 Jun ICICIBANK was trading at 1250.20. The strike last trading price was 11.35, which was -3.65 lower than the previous day. The implied volatity was 20.21, the open interest changed by 24 which increased total open position to 1515
On 5 Jun ICICIBANK was trading at 1262.10. The strike last trading price was 14.7, which was 0.7 higher than the previous day. The implied volatity was 18.62, the open interest changed by -58 which decreased total open position to 1491
On 4 Jun ICICIBANK was trading at 1251.70. The strike last trading price was 14.15, which was 2.15 higher than the previous day. The implied volatity was 20.01, the open interest changed by -172 which decreased total open position to 1548
On 3 Jun ICICIBANK was trading at 1242.00. The strike last trading price was 12, which was 4 higher than the previous day. The implied volatity was 20.24, the open interest changed by 429 which increased total open position to 1720
On 2 Jun ICICIBANK was trading at 1226.60. The strike last trading price was 8.25, which was -1.2 lower than the previous day. The implied volatity was 19.36, the open interest changed by 51 which increased total open position to 1292
On 1 Jun ICICIBANK was trading at 1239.70. The strike last trading price was 9.75, which was -9 lower than the previous day. The implied volatity was 18.64, the open interest changed by 5 which increased total open position to 1242
On 29 May ICICIBANK was trading at 1256.40. The strike last trading price was 19.55, which was -4.85 lower than the previous day. The implied volatity was 19.55, the open interest changed by 348 which increased total open position to 1245
On 27 May ICICIBANK was trading at 1272.70. The strike last trading price was 24.65, which was -4.15 lower than the previous day. The implied volatity was 19.04, the open interest changed by 220 which increased total open position to 897
On 26 May ICICIBANK was trading at 1279.10. The strike last trading price was 29.5, which was -6.05 lower than the previous day. The implied volatity was 19.24, the open interest changed by 115 which increased total open position to 678
On 25 May ICICIBANK was trading at 1291.80. The strike last trading price was 36.55, which was 9.55 higher than the previous day. The implied volatity was 19.12, the open interest changed by 337 which increased total open position to 555
On 22 May ICICIBANK was trading at 1264.30. The strike last trading price was 28.3, which was 8.3 higher than the previous day. The implied volatity was 21.16, the open interest changed by 126 which increased total open position to 218
On 21 May ICICIBANK was trading at 1242.80. The strike last trading price was 19.8, which was 0.8 higher than the previous day. The implied volatity was 21.54, the open interest changed by 25 which increased total open position to 92
On 20 May ICICIBANK was trading at 1237.30. The strike last trading price was 19.55, which was -3.45 lower than the previous day. The implied volatity was 22.4, the open interest changed by 28 which increased total open position to 64
On 19 May ICICIBANK was trading at 1240.80. The strike last trading price was 22.6, which was -1.4 lower than the previous day. The implied volatity was 22.53, the open interest changed by 10 which increased total open position to 35
On 18 May ICICIBANK was trading at 1251.10. The strike last trading price was 24.55, which was 0.55 higher than the previous day. The implied volatity was 21.62, the open interest changed by 11 which increased total open position to 28
On 15 May ICICIBANK was trading at 1244.50. The strike last trading price was 23.6, which was -9.65 lower than the previous day. The implied volatity was 22.17, the open interest changed by 13 which increased total open position to 16
On 14 May ICICIBANK was trading at 1246.00. The strike last trading price was 33.25, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 13 May ICICIBANK was trading at 1235.60. The strike last trading price was 33.25, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 12 May ICICIBANK was trading at 1240.30. The strike last trading price was 33.25, which was -3.85 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 3
On 11 May ICICIBANK was trading at 1266.40. The strike last trading price was 37.1, which was 1.25 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May ICICIBANK was trading at 1264.80. The strike last trading price was 35.85, which was -23.3 lower than the previous day. The implied volatity was 21.38, the open interest changed by 0 which decreased total open position to 0
On 7 May ICICIBANK was trading at 1279.00. 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 6 May ICICIBANK was trading at 1279.50. 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 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 30-Jun-2026 (18d) 1290 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.3
Vega: 0.01
Theta: -0.38
Gamma: 0.0062
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 1317.00 | 11.05 | -7.85 (-41.53%) | 18.59 | 12,651 | 588 | 1,883 |
| 10 Jun | 1293.30 | 19 | -8.55 (-31.03%) | 18.37 | 8,846 | 568 | 1,267 |
| 9 Jun | 1275.00 | 28 | -15.25 (-35.26%) | 17.56 | 1,011 | -32 | 698 |
| 8 Jun | 1250.20 | 43.15 | 6.25 (16.94%) | 16.46 | 152 | -52 | 729 |
| 5 Jun | 1262.10 | 37.75 | -4.9 (-11.49%) | 17.79 | 632 | 36 | 781 |
| 4 Jun | 1251.70 | 42.4 | -6.75 (-13.73%) | 16.93 | 295 | -4 | 746 |
| 3 Jun | 1242.00 | 49.2 | -8.3 (-14.43%) | 16.13 | 150 | -16 | 753 |
| 2 Jun | 1226.60 | 56.85 | 6.4 (12.69%) | 12.25 | 136 | -4 | 769 |
| 1 Jun | 1239.70 | 50.15 | 13.7 (37.59%) | 13.49 | 505 | -37 | 774 |
| 29 May | 1256.40 | 36 | 5.8 (19.21%) | 14.37 | 2,494 | 166 | 819 |
| 27 May | 1272.70 | 29.85 | 2.2 (7.96%) | 15.23 | 1,502 | 113 | 653 |
| 26 May | 1279.10 | 26.5 | 2.1 (8.61%) | 15.87 | 1,886 | 258 | 540 |
| 25 May | 1291.80 | 22.95 | -14.65 (-38.96%) | 17.22 | 673 | 204 | 282 |
| 22 May | 1264.30 | 37.65 | -16.1 (-29.95%) | 18.06 | 195 | 62 | 78 |
| 21 May | 1242.80 | 53.4 | -11.05 (-17.15%) | 18.17 | 12 | 0 | 16 |
| 20 May | 1237.30 | 64.45 | 2.45 (3.95%) | 19.83 | 1 | 0 | 16 |
| 19 May | 1240.80 | 62 | 62 (20.51%) | 19.92 | 0 | 0 | 16 |
| 18 May | 1251.10 | 62 | 10.55 (20.51%) | 19.92 | 1 | 1 | 16 |
| 15 May | 1244.50 | 51.45 | 0 (0.00%) | - | 0 | 0 | 15 |
| 14 May | 1246.00 | 51.45 | 0 (0.00%) | 0 | 0 | 0 | 15 |
| 13 May | 1235.60 | 51.45 | 0 (0.00%) | 0 | 0 | 0 | 15 |
| 12 May | 1240.30 | 51.45 | 0 (0.00%) | 0 | 0 | 0 | 15 |
| 11 May | 1266.40 | 51.45 | 13.45 (35.39%) | 0 | 14 | 8 | 15 |
| 8 May | 1264.80 | 38 | 0 (0.00%) | 19.23 | 0 | 0 | 7 |
| 7 May | 1279.00 | 38 | -6.3 (-14.22%) | 19.23 | 9 | 6 | 6 |
| 6 May | 1279.50 | 0 | 0 | - | 0 | 0 | 0 |
| 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 1290 expiring on 30JUN2026
Delta for 1290 PE is -0.3
Historical price for 1290 PE is as follows
On 11 Jun ICICIBANK was trading at 1317.00. The strike last trading price was 11.05, which was -7.85 lower than the previous day. The implied volatity was 18.59, the open interest changed by 588 which increased total open position to 1883
On 10 Jun ICICIBANK was trading at 1293.30. The strike last trading price was 19, which was -8.55 lower than the previous day. The implied volatity was 18.37, the open interest changed by 568 which increased total open position to 1267
On 9 Jun ICICIBANK was trading at 1275.00. The strike last trading price was 28, which was -15.25 lower than the previous day. The implied volatity was 17.56, the open interest changed by -32 which decreased total open position to 698
On 8 Jun ICICIBANK was trading at 1250.20. The strike last trading price was 43.15, which was 6.25 higher than the previous day. The implied volatity was 16.46, the open interest changed by -52 which decreased total open position to 729
On 5 Jun ICICIBANK was trading at 1262.10. The strike last trading price was 37.75, which was -4.9 lower than the previous day. The implied volatity was 17.79, the open interest changed by 36 which increased total open position to 781
On 4 Jun ICICIBANK was trading at 1251.70. The strike last trading price was 42.4, which was -6.75 lower than the previous day. The implied volatity was 16.93, the open interest changed by -4 which decreased total open position to 746
On 3 Jun ICICIBANK was trading at 1242.00. The strike last trading price was 49.2, which was -8.3 lower than the previous day. The implied volatity was 16.13, the open interest changed by -16 which decreased total open position to 753
On 2 Jun ICICIBANK was trading at 1226.60. The strike last trading price was 56.85, which was 6.4 higher than the previous day. The implied volatity was 12.25, the open interest changed by -4 which decreased total open position to 769
On 1 Jun ICICIBANK was trading at 1239.70. The strike last trading price was 50.15, which was 13.7 higher than the previous day. The implied volatity was 13.49, the open interest changed by -37 which decreased total open position to 774
On 29 May ICICIBANK was trading at 1256.40. The strike last trading price was 36, which was 5.8 higher than the previous day. The implied volatity was 14.37, the open interest changed by 166 which increased total open position to 819
On 27 May ICICIBANK was trading at 1272.70. The strike last trading price was 29.85, which was 2.2 higher than the previous day. The implied volatity was 15.23, the open interest changed by 113 which increased total open position to 653
On 26 May ICICIBANK was trading at 1279.10. The strike last trading price was 26.5, which was 2.1 higher than the previous day. The implied volatity was 15.87, the open interest changed by 258 which increased total open position to 540
On 25 May ICICIBANK was trading at 1291.80. The strike last trading price was 22.95, which was -14.65 lower than the previous day. The implied volatity was 17.22, the open interest changed by 204 which increased total open position to 282
On 22 May ICICIBANK was trading at 1264.30. The strike last trading price was 37.65, which was -16.1 lower than the previous day. The implied volatity was 18.06, the open interest changed by 62 which increased total open position to 78
On 21 May ICICIBANK was trading at 1242.80. The strike last trading price was 53.4, which was -11.05 lower than the previous day. The implied volatity was 18.17, the open interest changed by 0 which decreased total open position to 16
On 20 May ICICIBANK was trading at 1237.30. The strike last trading price was 64.45, which was 2.45 higher than the previous day. The implied volatity was 19.83, the open interest changed by 0 which decreased total open position to 16
On 19 May ICICIBANK was trading at 1240.80. The strike last trading price was 62, which was 62 higher than the previous day. The implied volatity was 19.92, the open interest changed by 0 which decreased total open position to 16
On 18 May ICICIBANK was trading at 1251.10. The strike last trading price was 62, which was 10.55 higher than the previous day. The implied volatity was 19.92, the open interest changed by 1 which increased total open position to 16
On 15 May ICICIBANK was trading at 1244.50. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 14 May ICICIBANK was trading at 1246.00. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 15
On 13 May ICICIBANK was trading at 1235.60. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 15
On 12 May ICICIBANK was trading at 1240.30. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 15
On 11 May ICICIBANK was trading at 1266.40. The strike last trading price was 51.45, which was 13.45 higher than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 15
On 8 May ICICIBANK was trading at 1264.80. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was 19.23, the open interest changed by 0 which decreased total open position to 7
On 7 May ICICIBANK was trading at 1279.00. The strike last trading price was 38, which was -6.3 lower than the previous day. The implied volatity was 19.23, the open interest changed by 6 which increased total open position to 6
On 6 May ICICIBANK was trading at 1279.50. 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 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
