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Option Chain For ICICIBANK - ICICI BANK LTD.
Last updated on 03 Jul 2020 02:51 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
- - - - - 200 0.05 0.25 95.84 - 41,250
- - - - - 210 - - - - -
- - - - - 220 - - - - 2,750
- - - - - 230 - - - - -
5,500 - - - - 240 0.10 0.40 73.94 - 45,375
2,750 - - - - 245 - - - - -
9,625 - - - - 250 0.15 0.65 73.00 2,750 269,500
- - - - - 255 - - - - 2,750
2,750 - - - - 260 0.15 0.80 68.89 1,375 57,750
- - - - - 265 - - - - -
5,500 - - - - 270 0.25 1.05 65.63 4,125 228,250
2,750 - - - - 275 - - - - -
9,625 - - - - 280 0.10 1.50 63.60 6,875 642,125
- - - - - 285 - - - - -
16,500 - - - - 290 -0.05 1.90 59.98 -2,750 306,625
- - - - - 295 - 1.80 55.71 1,375 9,625
34,375 -4,125 45.99 65.35 0.10 300 -0.05 2.55 57.56 111,375 2,113,375
- - - - - 305 - - - - -
38,500 - 43.06 55.85 -2.10 310 -0.05 3.35 54.99 -2,750 456,500
- - - - - 315 0.05 4.05 54.82 -6,875 189,750
38,500 - 45.36 47.55 -4.55 320 - 4.80 53.72 38,500 709,500
6,875 - - - - 325 0.25 5.90 53.00 -4,125 149,875
302,500 -2,750 44.52 39.30 -0.70 330 0.15 6.90 52.52 6,875 1,289,750
34,375 - - - - 335 0.35 8.25 53.00 9,625 250,250
695,750 1,375 42.76 31.40 -1.50 340 0.30 9.60 52.14 33,000 1,949,750
143,000 -6,875 43.50 28.25 -1.85 345 0.30 11.25 51.97 55,000 250,250
1,529,000 9,625 43.54 25.15 -1.60 350 0.55 13.40 52.25 -132,000 1,296,625
545,875 9,625 44.29 22.95 -0.60 355 0.30 15.15 52.65 67,375 478,500
1,813,625 56,375 44.92 19.75 -1.45 360 0.65 17.95 52.02 33,000 709,500
572,000 31,625 44.06 17.35 -1.40 365 0.80 20.50 53.34 23,375 228,250
2,267,375 213,125 45.06 15.10 -1.45 370 0.90 23.40 52.38 -23,375 493,625
477,125 31,625 45.12 13.70 -0.75 375 0.30 26.00 49.79 4,125 81,125
3,768,875 88,000 45.18 11.40 -1.25 380 1.45 30.00 53.95 -2,750 174,625
259,875 17,875 44.84 9.70 -1.15 385 - - - - 1,375
2,259,125 125,125 44.51 8.20 -1.05 390 2.60 35.60 51.06 1,375 20,625
149,875 2,750 45.58 7.35 -0.65 395 - - - - -
3,118,500 134,750 44.68 5.90 -0.90 400 0.85 43.10 51.54 2,750 217,250
30,250 19,250 45.04 5.10 0.50 405 - - - - -
735,625 49,500 44.39 4.00 -0.80 410 - - - - 38,500
20,625 13,750 45.01 3.50 -0.60 415 - - - - -
1,898,875 848,375 44.11 2.65 -0.80 420 - - - - 12,375
22,000 6,875 45.38 2.45 -0.80 425 - - - - -
438,625 44,000 44.76 1.90 -0.55 430 - - - - 23,375
9,625 - - - - 435 - - - - -
430,375 15,125 45.19 1.30 -0.40 440 - - - - 8,250
- - - - - 445 - - - - -
849,750 31,625 47.18 1.05 -0.20 450 - - - - 27,500
- - - - - 455 - - - - -
64,625 -4,125 47.41 0.80 -0.10 460 - - - - 4,125
- - - - - 465 - - - - -
50,875 -2,750 48.97 0.60 -0.20 470 - - - - -
- - - - - 475 - - - - -
4,125 - 49.90 0.45 -0.15 480 - - - - 4,125
1,375 - - - - 485 - - - - -
13,750 -2,750 51.04 0.35 -0.05 490 - - - - 1,375
790,625 -13,750 52.78 0.30 -0.05 500 - - - - 6,875
67,375 - 52.68 0.20 - 510 - - - - 4,125
Total 23,538,625 12,797,125
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 prices, 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.