[--[65.84.65.76]--]
ICICIBANK
ICICI BANK LTD.

1061.3 -1.40 (-0.13%)

Option Chain for ICICIBANK

23 Feb 2024 04:17 PM IST

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

Call Put
OI Chng OI Vol IV Ltp Ltp IV Vol Chng OI OI
0 0 0 - 85.60 880 0.05 - 14,000 0 56,000
0 0 0 - 82.00 885 16.20 - 0 0 0
0 0 0 - 78.50 890 0.15 - 0 0 0
0 0 0 - 75.05 895 19.10 - 0 0 0
25,200 0 2,100 - 167.00 900 0.10 - 2,07,900 -77,000 6,84,600
0 0 0 - 68.50 905 0.30 - 0 0 0
0 0 0 - 65.35 910 0.30 - 0 -4,900 0
0 0 0 - 62.30 915 0.10 - 2,800 0 44,800
0 0 0 - 129.95 920 0.20 - 8,400 -4,200 87,500
0 0 0 - 56.45 925 0.10 - 700 0 1,14,800
0 0 0 - 98.40 930 0.20 - 7,000 -1,400 56,700
0 0 0 - 50.95 935 0.10 - 9,100 -3,500 1,26,000
9,800 0 700 - 124.00 940 0.15 - 41,300 -14,000 2,40,800
0 0 0 - 45.80 945 0.10 - 2,800 0 63,700
33,600 -5,600 7,000 - 110.45 950 0.25 - 80,500 -37,800 7,84,000
0 0 0 - 41.05 955 0.20 - 0 -700 0
34,300 -2,800 4,200 - 100.00 960 0.25 - 65,800 -49,700 2,11,400
0 0 0 - 56.15 965 0.30 - 15,400 3,500 79,100
63,000 -1,400 2,800 - 99.00 970 0.30 - 60,200 -18,900 1,51,200
0 0 0 - 66.80 975 0.35 - 18,200 -2,800 95,900
2,13,500 -1,400 9,800 - 83.10 980 0.30 - 1,30,900 -52,500 5,91,500
0 0 0 - 58.20 985 0.45 - 27,300 -6,300 67,900
1,31,600 -4,900 12,600 - 72.45 990 0.40 - 1,63,100 -55,300 5,79,600
91,000 0 700 - 70.00 995 0.55 - 1,36,500 -73,500 1,78,500
5,55,100 -65,100 1,52,600 - 63.00 1000 0.70 - 14,27,300 47,600 31,10,100
60,900 0 12,600 - 56.60 1005 0.60 - 2,38,000 -81,200 2,77,200
3,35,300 -25,200 67,200 - 53.90 1010 0.70 - 5,54,400 -7,000 5,59,300
93,100 -9,100 16,100 - 48.65 1015 0.75 - 4,24,900 -30,100 2,05,800
8,42,800 -89,600 2,98,900 - 42.50 1020 0.80 - 12,94,300 -1,47,700 10,87,800
1,78,500 -18,200 60,200 - 39.70 1025 0.95 - 7,02,100 -21,700 4,43,100
42,88,200 -44,800 4,85,800 - 33.05 1030 1.20 - 25,34,000 -28,700 16,23,300
7,42,000 -7,000 1,05,000 - 28.05 1035 1.65 - 19,65,600 39,900 5,42,500
14,81,900 -1,93,200 11,66,900 - 23.45 1040 2.40 - 47,06,800 -1,91,100 11,57,800
3,08,000 -30,800 5,46,700 - 20.40 1045 3.30 - 21,54,600 79,800 4,03,900
22,06,400 -5,36,200 48,56,600 - 16.90 1050 4.55 - 73,59,100 2,86,300 16,04,400
3,52,800 -1,90,400 11,26,300 - 13.65 1055 6.35 - 19,36,900 63,000 2,92,600
14,16,100 -6,59,400 58,19,100 - 10.55 1060 8.95 - 64,00,800 2,91,200 9,60,400
4,71,100 60,900 38,02,400 - 8.45 1065 11.30 - 28,38,500 1,14,100 2,54,100
15,71,500 1,75,700 99,16,200 - 6.50 1070 14.55 - 28,96,600 4,53,600 6,23,700
4,52,200 -1,02,900 32,35,400 - 4.90 1075 17.00 - 4,80,200 72,800 1,19,700
10,87,100 1,32,300 59,49,300 - 3.80 1080 21.60 - 8,09,200 1,27,400 1,91,800
2,82,800 64,400 23,70,900 - 2.80 1085 24.85 - 29,400 4,200 26,600
7,30,100 98,000 27,83,900 - 2.10 1090 32.70 - 23,100 -700 16,800
2,20,500 -17,500 10,24,100 - 1.70 1095 31.00 - 6,300 0 6,300
29,30,900 -28,700 43,02,200 - 1.40 1100 38.15 - 68,600 3,500 98,000
1,72,900 -28,000 4,18,600 - 1.05 1105 44.70 - 12,600 -700 2,800
3,78,700 1,42,100 11,44,500 - 0.85 1110 44.95 - 700 0 7,700
1,74,300 39,200 6,39,800 - 0.75 1115 164.45 - 0 0 0
4,15,100 82,600 10,47,900 - 0.65 1120 53.15 - 1,02,900 4,900 88,200
1,49,100 -89,600 7,84,700 - 0.75 1125 173.60 - 0 0 0
1,70,800 -1,47,000 5,72,600 - 0.50 1130 178.20 - 0 0 0
2,11,400 -1,00,800 3,10,800 - 0.45 1135 182.80 - 0 0 0
3,90,600 -9,11,400 14,32,900 - 0.30 1140 187.45 - 0 0 0
5,41,800 8,400 2,86,300 - 0.25 1150 93.15 - 0 0 0
1,88,300 -2,100 58,800 - 0.20 1160 98.00 - 700 0 26,600
4,06,700 -16,800 54,600 - 0.15 1170 215.75 - 0 0 0
2,26,100 -7,000 28,000 - 0.20 1180 225.30 - 0 0 0
2,91,200 -2,00,200 4,43,100 - 0.20 1190 234.90 - 0 0 0
37,100 5,600 25,900 - 0.25 1200 244.50 - 0 0 0
0 0 0 - 0.00 1210 0.00 - 0 0 0
1,400 700 2,800 - 0.30 1220 263.85 - 0 0 0
2,49,64,800 1,79,44,500
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.