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[--[65.84.65.76]--]
ICICIBANK
Icici Bank Ltd.

1256.9 -15.50 (-1.22%)

Option Chain for ICICIBANK

07 Feb 2025 04:10 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 700

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 305.10 0.00 1000 0.00 0.25 40.88 28 -6 108 -0.01
0.00 0 0 0 0.00 51.30 0.00 1010 0.00 23.80 0.00 0 0 0 0.00
0.00 0 0 0 0.00 285.90 0.00 1020 0.05 0.35 39.34 2 0 75 -0.01
0.00 0 0 0 0.00 64.10 0.00 1030 0.00 18.25 0.00 0 0 0 0.00
0.00 0 0 0 0.00 266.85 0.00 1040 0.00 0.35 36.17 7 -5 52 -0.01
0.00 0 0 0 0.00 78.20 0.00 1050 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 248.05 0.00 1060 -0.05 0.30 32.38 4 -1 414 -0.01
0.00 0 0 0 0.00 93.40 0.00 1070 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 229.55 0.00 1080 0.00 0.40 30.48 7 2 209 -0.01
0.00 0 0 0 0.00 222.50 0.00 1090 0.00 0.30 27.82 7 0 417 -0.01
- 91 0 1 - 160.00 -12.00 1100 0.15 0.70 29.73 151 -28 1,072 -0.02
0.00 0 0 0 0.00 203.60 0.00 1110 0.30 0.75 28.38 87 -28 321 -0.02
- 0 0 0 - 193.75 0.00 1120 0.20 0.75 26.71 259 9 332 -0.02
- 0 0 0 - 185.10 0.00 1130 0.30 1.00 26.32 251 -101 547 -0.03
- 0 0 0 - 176.65 0.00 1140 0.15 1.15 25.24 444 16 775 -0.04
0.00 0 0 0 0.00 107.45 0.00 1150 0.45 1.80 25.70 715 -24 1,320 -0.05
0.00 0 0 0 0.00 80.05 0.00 1160 0.50 2.20 24.85 685 -133 447 -0.07
0.00 0 0 0 0.00 83.65 0.00 1170 0.65 2.80 24.37 642 -1 599 -0.08
0.92 58 -2 4 20.77 85.55 9.50 1180 0.80 3.55 23.73 1,082 -115 824 -0.10
0.93 52 1 3 17.33 75.00 -8.40 1190 1.00 4.45 23.18 1,045 -83 463 -0.13
0.88 512 -19 242 18.95 66.80 -15.50 1200 1.30 5.65 22.67 3,051 -118 2,961 -0.16
0.83 131 -1 17 20.24 59.25 -13.95 1210 1.80 7.10 22.11 1,510 -2 637 -0.19
0.81 422 -10 62 17.94 49.45 -14.95 1220 2.35 8.85 21.51 1,892 18 894 -0.23
0.74 336 164 404 18.53 42.40 -13.30 1230 3.00 11.05 20.97 1,787 -1 840 -0.28
0.68 597 83 542 18.21 35.15 -12.95 1240 3.75 13.75 20.45 2,938 -91 1,001 -0.34
0.61 2,156 248 3,434 17.91 28.55 -12.15 1250 4.90 17.35 20.24 7,093 -166 2,683 -0.40
0.54 1,734 -15 6,407 17.58 22.60 -10.90 1260 5.75 21.15 19.66 5,768 -220 960 -0.46
0.46 3,234 801 8,918 17.37 17.55 -9.65 1270 6.80 25.85 19.29 4,975 -183 866 -0.53
0.39 3,177 1,156 8,318 17.33 13.45 -8.25 1280 8.05 31.50 19.13 2,224 -197 747 -0.60
0.31 1,859 406 4,239 17.16 9.95 -7.05 1290 9.00 37.70 18.87 432 26 171 -0.67
0.25 8,751 -161 11,395 17.16 7.30 -5.85 1300 10.35 45.15 19.20 1,261 -13 1,530 -0.73
0.19 907 57 2,751 17.23 5.30 -4.75 1310 11.80 53.65 20.17 44 -5 96 -0.77
0.15 2,045 -138 4,372 17.35 3.80 -3.85 1320 7.65 56.35 10.78 28 -1 80 -0.96
0.11 1,124 191 3,149 17.76 2.85 -2.90 1330 7.30 66.85 14.08 1 0 30 -0.94
0.09 810 -28 1,665 18.31 2.20 -2.25 1340 0.10 66.15 0.00 0 15 0 0.00
0.07 2,140 475 2,936 18.84 1.70 -1.65 1350 10.25 91.50 26.39 1 0 237 -0.85
0.05 540 -280 1,154 18.99 1.20 -1.35 1360 0.00 89.65 0.00 0 0 0 0.00
0.04 546 84 535 19.39 0.90 -1.05 1370 0.00 101.00 0.00 0 0 0 0.00
0.03 497 -14 341 20.14 0.75 -0.75 1380 0.00 105.15 - 0 0 0 -
0.03 207 -22 135 20.98 0.65 -0.55 1390 0.00 99.30 - 0 0 0 -
0.02 1,959 78 1,636 22.00 0.60 -0.35 1400 0.00 122.00 0.00 0 1 0 0.00
0.02 258 -54 106 21.89 0.40 -0.15 1410 0.00 114.25 0.00 0 0 0 0.00
0.01 721 6 348 22.19 0.30 -0.35 1420 0.00 133.70 - 0 0 0 -
0.02 202 -24 30 24.27 0.40 -0.20 1430 0.00 129.90 0.00 0 0 0 0.00
0.01 147 -20 63 24.47 0.30 -0.25 1440 0.00 149.00 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 1450 0.00 0.00 0.00 0 0 0 0.00
0.01 127 -1 39 27.71 0.40 -0.05 1460 0.00 164.90 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 1470 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 17.02 14.45 0.00 1480 0.00 181.40 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 1490 0.00 0.00 0.00 0 0 0 0.00
0.01 323 0 49 31.47 0.35 -0.10 1500 0.00 257.05 0.00 0 0 0 0.00
35,663 21,708
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.