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Related Pages for ICICIBANK
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ICICIBANK
Icici Bank Ltd.
1249.3 0.21 (0.02%)

Option Chain for ICICIBANK

21 Nov 2024 02:41 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 0.00 268.00 0.00 1040 -0.05 0.30 - 30 9 88 -
0.00 0 0 0 0.00 0.00 0.00 1050 0.00 0.00 0.00 0 0 0 0.00
- 23 0 3 - 178.00 -80.00 1060 0.00 6.30 30.00 0 0 0 -0.00
0.00 0 0 0 0.00 0.00 0.00 1070 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 174.50 0.00 1080 0.00 0.25 0.00 0 -1 0 0.00
0.00 0 0 0 0.00 0.00 0.00 1090 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 156.00 0.00 1100 -0.35 0.35 42.53 249 36 773 -0.01
0.00 0 0 0 0.00 234.40 0.00 1110 0.00 1.45 0.00 0 0 0 0.00
- 16 -2 3 - 120.30 -13.00 1120 -0.40 0.30 36.49 122 -4 183 -0.01
- 0 0 0 - 215.45 0.00 1130 -0.30 0.40 35.40 74 11 150 -0.02
- 0 0 0 - 122.60 0.00 1140 -0.65 0.45 33.39 261 -24 502 -0.02
0.00 0 0 0 0.00 106.75 0.00 1150 -0.90 0.60 32.21 677 66 712 -0.03
- 0 0 0 - 108.40 0.00 1160 -0.95 0.90 31.63 624 83 411 -0.04
- 0 0 0 - 178.70 0.00 1170 -1.25 1.25 30.73 1,086 -120 251 -0.05
0.86 38 18 70 40.95 76.70 -7.00 1180 -1.45 1.75 29.78 1,655 47 701 -0.07
0.83 14 11 32 38.95 67.75 -1.20 1190 -1.75 2.35 28.65 2,211 107 351 -0.10
0.82 254 -61 491 33.41 57.00 8.00 1200 -2.15 3.25 27.62 5,472 -79 1,771 -0.13
0.79 49 -1 42 31.23 48.20 7.10 1210 -2.65 4.30 26.34 1,837 -27 506 -0.17
0.74 123 -43 524 29.73 39.75 6.35 1220 -3.15 5.85 25.15 2,833 -54 826 -0.23
0.71 211 23 2,244 23.53 29.20 3.20 1230 -3.50 7.95 24.15 4,833 299 864 -0.30
0.62 974 278 6,915 22.84 22.10 2.45 1240 -4.20 10.75 22.97 8,280 579 2,032 -0.38
0.52 3,104 -68 14,567 21.68 15.70 1.45 1250 -5.15 14.30 21.69 8,297 195 2,942 -0.48
0.41 6,034 -625 12,157 21.06 10.75 0.75 1260 -6.00 19.35 21.17 2,470 -230 2,108 -0.59
0.31 2,654 -128 7,151 20.10 6.75 0.35 1270 -5.80 25.30 20.56 1,026 -147 678 -0.69
0.22 2,391 -6 6,887 20.34 4.30 0.10 1280 -8.80 31.70 18.13 299 -29 649 -0.81
0.15 2,011 -132 4,123 20.80 2.80 0.00 1290 -9.15 40.00 17.95 107 -15 406 -0.88
0.11 7,002 -424 4,467 21.74 1.90 -0.10 1300 -5.50 50.90 23.38 207 -12 1,389 -0.88
0.08 1,912 -223 1,391 22.76 1.35 -0.15 1310 -9.75 56.95 - 52 -17 361 -
0.05 5,169 -196 1,821 23.78 0.95 -0.25 1320 -5.60 67.85 - 47 -7 443 -
0.04 1,427 -80 715 24.84 0.70 -0.15 1330 -2.40 85.10 44.65 10 -2 96 -0.83
0.03 3,703 -64 823 25.35 0.45 -0.25 1340 9.10 94.00 45.07 5 -2 97 -0.86
0.03 2,686 -287 707 27.60 0.45 -0.20 1350 -9.20 97.80 - 38 -17 286 -
0.02 951 -89 182 29.80 0.45 -0.15 1360 0.00 73.55 0.00 0 0 0 0.00
0.02 457 -52 182 31.53 0.45 -0.15 1370 0.00 66.50 0.00 0 0 0 0.00
0.02 794 -16 110 33.60 0.40 -0.20 1380 0.60 136.70 65.06 4 0 54 -0.85
0.02 363 -2 17 34.52 0.35 -0.15 1390 0.00 81.00 0.00 0 0 0 0.00
0.01 2,977 -55 849 36.27 0.30 -0.15 1400 1.75 148.00 - 5 -3 146 -
0.01 236 6 17 38.20 0.30 -0.10 1410 0.00 92.80 - 0 0 0 -
0.01 674 0 67 35.86 0.15 -0.05 1420 0.00 135.00 0.00 0 0 0 0.00
0.01 328 -5 9 38.34 0.15 -0.05 1430 0.00 106.95 0.00 0 0 0 0.00
0.01 340 -1 2 40.40 0.15 -0.10 1440 0.00 139.50 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.15 0.00 1450 0.00 122.00 0.00 0 0 0 0.00
0.01 107 -13 15 45.36 0.20 -0.05 1460 0.00 219.25 - 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
0.01 122 -3 8 48.86 0.20 0.00 1480 0.00 237.35 - 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
- 156 -4 28 - 0.15 -0.10 1500 0.00 255.75 0.00 0 0 0 0.00
47,300 19,776
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.