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Option Chain For ICICIBANK - ICICI BANK LTD.
Last updated on 25 Sep 2020 05:14 PM info_outline

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

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 210 - - - - -
- - - - - 220 - - - - -
- - - - - 230 - - - - -
- - - - - 240 - - - - -
- - - - - 250 -0.65 0.60 58.79 4,125 13,750
- - - - - 260 -8.40 0.85 56.36 11,000 11,000
6,875 - - - - 270 -0.65 1.10 53.03 16,500 48,125
- - - - - 280 -1.40 1.50 50.30 39,875 258,500
2,750 1,375 42.63 61.50 7.50 290 -1.95 2.10 47.93 15,125 118,250
74,250 -1,375 39.76 52.10 7.50 300 -2.95 2.85 45.23 11,000 1,244,375
2,750 2,750 34.19 42.30 -21.25 310 -3.65 4.00 43.06 110,000 826,375
55,000 -6,875 36.59 34.75 6.10 320 -4.85 5.85 41.64 28,875 972,125
116,875 -48,125 35.37 27.05 5.00 330 -6.05 8.55 40.86 225,500 1,005,125
642,125 -143,000 34.84 20.10 2.95 340 -7.05 12.05 40.21 187,000 1,507,000
1,694,000 122,375 35.21 15.00 2.10 350 -8.20 16.90 40.53 77,000 1,509,750
1,599,125 59,125 35.58 11.10 1.50 360 -9.50 22.65 40.70 -107,250 1,201,750
1,453,375 44,000 35.95 7.80 0.70 370 -10.25 29.20 40.38 12,375 506,000
2,068,000 400,125 36.74 5.50 0.40 380 -10.50 36.55 42.20 -37,125 394,625
951,500 42,625 37.13 3.85 0.05 390 -11.75 45.60 43.24 -6,875 45,375
2,319,625 116,875 38.78 2.95 -0.10 400 -10.45 54.60 39.22 - 192,500
330,000 60,500 40.82 2.20 -0.20 410 - - - - 23,375
484,000 60,500 41.33 1.70 -0.20 420 -2.65 80.90 79.75 - 26,125
174,625 22,000 42.56 1.30 -0.30 430 - - - - 28,875
149,875 9,625 44.58 1.05 -0.15 440 - - - - 17,875
272,250 19,250 44.52 0.70 -0.25 450 - - - - 28,875
145,750 12,375 47.65 0.70 -0.25 460 - - - - 17,875
27,500 12,375 49.39 0.60 -0.20 470 - - - - 6,875
100,375 31,625 51.54 0.55 -0.10 480 - - - - -
Total 12,670,625 10,004,500
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.