Options Chain for ICICI BANK LIMITED ADR (IBN) - $26.47 as of 3/26/2026 7:04:03 PM EST
Calls
| Strike | Bid | Ask | Premium | Last Price | Change | %Chg | Premium to Strike Price Ratio | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 19.00 | 6.10 | 8.20 | 7.15 | % | 0.38 | 0 | 0 | 1.11 | 0.97 | 0.01 | -0.01 | 3/26/2026 4:00:08 PM EST | |||
| 20.00 | 5.30 | 7.20 | 6.25 | % | 0.31 | 0 | 0 | 0.99 | 0.95 | 0.02 | -0.01 | 3/26/2026 4:00:08 PM EST | |||
| 21.00 | 4.50 | 6.10 | 5.30 | % | 0.25 | 0 | 0 | 0.83 | 0.89 | 0.04 | -0.01 | 3/26/2026 4:00:08 PM EST | |||
| 22.00 | 3.60 | 5.20 | 4.40 | % | 0.20 | 0 | 0 | 0.76 | 0.86 | 0.05 | -0.01 | 3/26/2026 4:00:08 PM EST | |||
| 23.00 | 2.70 | 4.30 | 3.50 | % | 0.15 | 0 | 0 | 0.68 | 0.83 | 0.07 | -0.01 | 3/26/2026 4:00:08 PM EST | |||
| 24.00 | 2.40 | 2.75 | 2.58 | % | 0.11 | 0 | 0 | 0.32 | 0.75 | 0.09 | -0.02 | 3/26/2026 4:00:08 PM EST | |||
| 25.00 | 1.70 | 2.00 | 1.85 | % | 0.07 | 0 | 1 | 0.31 | 0.67 | 0.11 | -0.01 | 3/26/2026 4:00:08 PM EST | |||
| 26.00 | 1.15 | 1.35 | 1.25 | 1.55 | 0.00 | 0.00% | 0.05 | 0 | 27 | 0.30 | 0.55 | 0.13 | -0.01 | 3/25/2026 | 3/26/2026 4:00:08 PM EST |
| 27.00 | 0.60 | 0.90 | 0.75 | 0.89 | -0.11 | -11.00% | 0.03 | 15 | 36 | 0.28 | 0.41 | 0.14 | -0.01 | 3/26/2026 | 3/26/2026 4:00:08 PM EST |
| 28.00 | 0.30 | 0.60 | 0.45 | 0.65 | 0.00 | 0.00% | 0.02 | 0 | 2 | 0.28 | 0.30 | 0.12 | -0.01 | 3/23/2026 | 3/26/2026 4:00:08 PM EST |
| 29.00 | 0.15 | 0.40 | 0.28 | 0.35 | 0.00 | 0.00% | 0.01 | 0 | 2 | 0.29 | 0.21 | 0.09 | -0.01 | 3/25/2026 | 3/26/2026 4:00:08 PM EST |
| 30.00 | 0.05 | 0.65 | 0.35 | 0.35 | 0.00 | 0.00% | 0.01 | 0 | 8 | 0.49 | 0.13 | 0.07 | -0.01 | 3/23/2026 | 3/26/2026 4:00:08 PM EST |
| 31.00 | 0.00 | 0.75 | 0.38 | 0.14 | 0.00 | 0.00% | 0.01 | 0 | 11 | 0.58 | 0.08 | 0.05 | 0.00 | 3/23/2026 | 3/26/2026 4:00:08 PM EST |
| 32.00 | 0.00 | 0.75 | 0.38 | % | 0.01 | 0 | 0 | 0.64 | 0.05 | 0.03 | 0.00 | 3/26/2026 4:00:08 PM EST | |||
| 33.00 | 0.00 | 0.75 | 0.38 | % | 0.01 | 0 | 0 | 0.70 | 0.02 | 0.02 | 0.00 | 3/26/2026 4:00:08 PM EST | |||
| 34.00 | 0.00 | 0.75 | 0.38 | % | 0.01 | 0 | 0 | 0.75 | 0.01 | 0.01 | 0.00 | 3/26/2026 4:00:08 PM EST | |||
| 35.00 | 0.00 | 0.75 | 0.38 | % | 0.01 | 0 | 0 | 0.80 | 0.01 | 0.01 | 0.00 | 3/26/2026 4:00:08 PM EST |
Puts
| Strike | Bid | Ask | Premium | Last Price | Change | %Chg | Premium to Strike Price Ratio | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 19.00 | 0.00 | 0.75 | 0.38 | % | 0.02 | 0 | 0 | 0.94 | -0.03 | 0.01 | -0.01 | 3/26/2026 4:00:08 PM EST | |||
| 20.00 | 0.00 | 0.75 | 0.38 | % | 0.02 | 0 | 0 | 0.84 | -0.05 | 0.02 | -0.01 | 3/26/2026 4:00:08 PM EST | |||
| 21.00 | 0.10 | 0.40 | 0.25 | 0.38 | +0.13 | +52.00% | 0.01 | 1 | 1 | 0.49 | -0.11 | 0.04 | -0.01 | 3/26/2026 | 3/26/2026 4:00:08 PM EST |
| 22.00 | 0.15 | 0.75 | 0.45 | % | 0.02 | 0 | 0 | 0.50 | -0.14 | 0.05 | -0.01 | 3/26/2026 4:00:08 PM EST | |||
| 23.00 | 0.15 | 0.45 | 0.30 | % | 0.01 | 0 | 0 | 0.50 | -0.17 | 0.07 | -0.01 | 3/26/2026 4:00:08 PM EST | |||
| 24.00 | 0.35 | 0.60 | 0.48 | % | 0.02 | 0 | 0 | 0.34 | -0.25 | 0.09 | -0.02 | 3/26/2026 4:00:08 PM EST | |||
| 25.00 | 0.60 | 1.30 | 0.95 | 0.60 | 0.00 | 0.00% | 0.04 | 0 | 1 | 0.38 | -0.33 | 0.11 | -0.01 | 3/23/2026 | 3/26/2026 4:00:08 PM EST |
| 26.00 | 0.95 | 1.25 | 1.10 | % | 0.04 | 0 | 0 | 0.31 | -0.45 | 0.13 | -0.01 | 3/26/2026 4:00:08 PM EST | |||
| 27.00 | 1.50 | 1.85 | 1.68 | % | 0.06 | 0 | 0 | 0.30 | -0.59 | 0.14 | -0.01 | 3/26/2026 4:00:08 PM EST | |||
| 28.00 | 2.25 | 2.55 | 2.40 | % | 0.09 | 0 | 0 | 0.31 | -0.70 | 0.12 | -0.01 | 3/26/2026 4:00:08 PM EST | |||
| 29.00 | 2.65 | 3.60 | 3.13 | % | 0.11 | 0 | 0 | 0.44 | -0.79 | 0.09 | -0.01 | 3/26/2026 4:00:08 PM EST | |||
| 30.00 | 3.50 | 4.80 | 4.15 | % | 0.14 | 0 | 0 | 0.58 | -0.87 | 0.07 | -0.01 | 3/26/2026 4:00:08 PM EST | |||
| 31.00 | 4.30 | 5.60 | 4.95 | % | 0.16 | 0 | 0 | 0.58 | -0.92 | 0.05 | 0.00 | 3/26/2026 4:00:08 PM EST | |||
| 32.00 | 5.00 | 6.80 | 5.90 | % | 0.18 | 0 | 0 | 0.70 | -0.95 | 0.03 | 0.00 | 3/26/2026 4:00:08 PM EST | |||
| 33.00 | 4.90 | 9.00 | 6.95 | % | 0.21 | 0 | 0 | 1.12 | -0.98 | 0.02 | 0.00 | 3/26/2026 4:00:08 PM EST | |||
| 34.00 | 6.80 | 9.60 | 8.20 | % | 0.24 | 0 | 0 | 1.07 | -0.99 | 0.01 | 0.00 | 3/26/2026 4:00:08 PM EST | |||
| 35.00 | 6.90 | 11.00 | 8.95 | % | 0.26 | 0 | 0 | 1.24 | -0.99 | 0.01 | 0.00 | 3/26/2026 4:00:08 PM EST |