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[--[65.84.65.76]--]
ICICIBANK
ICICI BANK LTD.
1207.2 9.30 (0.78%)

Option Chain for ICICIBANK

26 Jul 2024 04:10 PM IST

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

Call Put
OI Chng OI Vol Ltp Chng Chng Ltp Vol Chng OI OI
0 0 0 140 0.00 1000 -0.80 0.95 6,80,400 2,47,100 3,61,200
0 0 0 0 0.00 1010 0.00 0 0 0 0
0 0 0 123.75 0.00 1020 0.00 11.65 0 0 0
0 0 0 0 0.00 1030 0.00 0 0 0 0
9,800 0 3,500 162 2.50 1040 -0.85 2 7,77,000 2,98,900 3,29,000
0 0 0 0 0.00 1050 0.00 0 0 0 0
0 9,800 0 138 0.00 1060 -0.85 2.9 5,92,200 1,53,300 1,63,800
0 0 0 0 0.00 1070 0.00 0 0 0 0
30,100 4,900 6,300 116.75 -2.40 1080 -1.20 4.25 8,01,500 2,64,600 3,92,700
30,100 2,100 7,000 124.7 14.25 1090 -1.60 4.8 6,55,900 72,100 1,23,200
81,200 15,400 76,300 117.7 15.60 1100 -1.95 5.7 33,70,500 6,58,700 14,92,400
11,200 2,800 14,000 108.3 8.00 1110 -2.40 6.9 7,77,000 3,22,700 3,62,600
60,200 18,200 39,200 103.6 19.45 1120 -2.85 8 10,94,100 3,41,600 5,77,500
47,600 28,000 44,800 91.35 14.35 1130 -3.45 9.4 9,61,100 1,59,600 2,88,400
30,800 20,300 48,300 86.55 17.75 1140 -4.05 11.05 16,49,200 2,40,800 4,20,700
1,63,100 23,100 3,33,200 77.4 15.75 1150 -4.65 13.2 31,43,000 5,81,700 12,96,400
67,200 39,900 1,64,500 70.2 15.00 1160 -6.20 14.95 16,23,300 3,26,900 5,59,300
71,400 31,500 2,59,000 62.55 13.45 1170 -7.30 17.45 14,72,800 2,16,300 2,90,500
1,65,200 32,900 16,08,600 56.35 13.25 1180 -8.00 20.8 25,10,200 2,73,000 6,39,800
1,21,100 -4,900 16,77,200 49.05 11.65 1190 -10.10 23.7 28,16,800 3,16,400 4,76,000
20,78,300 10,90,600 1,14,25,400 41.7 9.35 1200 -10.70 27.3 62,31,400 8,73,600 18,33,300
6,04,800 3,66,100 39,55,000 37.1 9.25 1210 -11.75 31.5 7,79,800 1,04,300 2,08,600
10,82,200 3,85,700 57,64,500 31 7.15 1220 -12.50 36.7 6,54,500 38,500 2,11,400
8,35,100 3,62,600 37,05,100 27.2 7.05 1230 -14.10 41.25 2,27,500 17,500 84,000
17,50,000 7,62,300 49,32,900 23.55 6.75 1240 -14.35 47.75 1,58,200 -18,900 1,72,200
25,80,900 12,37,600 67,35,400 19.2 5.15 1250 -15.10 54.05 3,01,700 49,700 2,80,000
7,98,000 2,24,000 40,57,200 16.2 4.40 1260 -14.40 62.3 29,400 -700 74,200
3,80,100 1,52,600 17,10,100 13.6 3.75 1270 -16.65 68.75 30,100 9,100 45,500
3,82,900 1,22,500 15,19,000 11.7 3.35 1280 -17.60 74.95 35,000 10,500 63,700
1,94,600 68,600 5,71,900 9.4 2.35 1290 -15.95 85.2 23,100 7,700 53,900
19,76,100 7,47,600 50,14,100 7.75 1.85 1300 -16.30 93.55 1,01,500 30,100 2,54,100
1,91,100 1,25,300 7,69,300 6.5 1.70 1310 2.15 120.9 2,100 1,400 13,300
2,85,600 1,07,800 6,99,300 5.45 1.30 1320 -8.30 109.7 44,800 25,200 26,600
2,21,900 1,21,800 6,31,400 4.5 1.15 1330 -0.45 130.5 2,800 1,400 2,800
3,74,500 1,07,800 6,10,400 3.9 1.00 1340 0.00 206.7 0 0 0
7,39,200 4,17,200 13,14,600 3.1 0.65 1350 0.00 137 0 1,400 0
3,02,400 2,24,700 5,47,400 2.6 0.30 1360 0.00 225.2 0 0 0
0 0 0 0 0.00 1370 0.00 0 0 0 0
51,800 16,800 1,40,000 1.9 -0.05 1380 0.00 244 0 0 0
0 0 0 0 0.00 1390 0.00 0 0 0 0
5,44,600 1,21,100 7,02,100 1.45 -0.05 1400 0.00 206 0 0 0
0 0 0 0 0.00 1410 0.00 0 0 0 0
1,93,900 1,20,400 2,87,700 1 -0.35 1420 0.00 282.1 0 0 0
1,64,57,000 1,10,97,100
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.