ICICIBANK
Icici Bank Ltd.
1256.9
-15.50 (-1.22%)
Option Chain for ICICIBANK
07 Feb 2025 04:10 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 700 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
0.00 | 0 | 0 | 0 | 0.00 | 305.10 | 0.00 | 1000 | 0.00 | 0.25 | 40.88 | 28 | -6 | 108 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 51.30 | 0.00 | 1010 | 0.00 | 23.80 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 285.90 | 0.00 | 1020 | 0.05 | 0.35 | 39.34 | 2 | 0 | 75 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 64.10 | 0.00 | 1030 | 0.00 | 18.25 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 266.85 | 0.00 | 1040 | 0.00 | 0.35 | 36.17 | 7 | -5 | 52 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 78.20 | 0.00 | 1050 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
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- | 0 | 0 | 0 | - | 248.05 | 0.00 | 1060 | -0.05 | 0.30 | 32.38 | 4 | -1 | 414 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 93.40 | 0.00 | 1070 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 229.55 | 0.00 | 1080 | 0.00 | 0.40 | 30.48 | 7 | 2 | 209 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 222.50 | 0.00 | 1090 | 0.00 | 0.30 | 27.82 | 7 | 0 | 417 | -0.01 |
- | 91 | 0 | 1 | - | 160.00 | -12.00 | 1100 | 0.15 | 0.70 | 29.73 | 151 | -28 | 1,072 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 203.60 | 0.00 | 1110 | 0.30 | 0.75 | 28.38 | 87 | -28 | 321 | -0.02 |
- | 0 | 0 | 0 | - | 193.75 | 0.00 | 1120 | 0.20 | 0.75 | 26.71 | 259 | 9 | 332 | -0.02 |
- | 0 | 0 | 0 | - | 185.10 | 0.00 | 1130 | 0.30 | 1.00 | 26.32 | 251 | -101 | 547 | -0.03 |
- | 0 | 0 | 0 | - | 176.65 | 0.00 | 1140 | 0.15 | 1.15 | 25.24 | 444 | 16 | 775 | -0.04 |
0.00 | 0 | 0 | 0 | 0.00 | 107.45 | 0.00 | 1150 | 0.45 | 1.80 | 25.70 | 715 | -24 | 1,320 | -0.05 |
0.00 | 0 | 0 | 0 | 0.00 | 80.05 | 0.00 | 1160 | 0.50 | 2.20 | 24.85 | 685 | -133 | 447 | -0.07 |
0.00 | 0 | 0 | 0 | 0.00 | 83.65 | 0.00 | 1170 | 0.65 | 2.80 | 24.37 | 642 | -1 | 599 | -0.08 |
0.92 | 58 | -2 | 4 | 20.77 | 85.55 | 9.50 | 1180 | 0.80 | 3.55 | 23.73 | 1,082 | -115 | 824 | -0.10 |
0.93 | 52 | 1 | 3 | 17.33 | 75.00 | -8.40 | 1190 | 1.00 | 4.45 | 23.18 | 1,045 | -83 | 463 | -0.13 |
0.88 | 512 | -19 | 242 | 18.95 | 66.80 | -15.50 | 1200 | 1.30 | 5.65 | 22.67 | 3,051 | -118 | 2,961 | -0.16 |
0.83 | 131 | -1 | 17 | 20.24 | 59.25 | -13.95 | 1210 | 1.80 | 7.10 | 22.11 | 1,510 | -2 | 637 | -0.19 |
0.81 | 422 | -10 | 62 | 17.94 | 49.45 | -14.95 | 1220 | 2.35 | 8.85 | 21.51 | 1,892 | 18 | 894 | -0.23 |
0.74 | 336 | 164 | 404 | 18.53 | 42.40 | -13.30 | 1230 | 3.00 | 11.05 | 20.97 | 1,787 | -1 | 840 | -0.28 |
0.68 | 597 | 83 | 542 | 18.21 | 35.15 | -12.95 | 1240 | 3.75 | 13.75 | 20.45 | 2,938 | -91 | 1,001 | -0.34 |
0.61 | 2,156 | 248 | 3,434 | 17.91 | 28.55 | -12.15 | 1250 | 4.90 | 17.35 | 20.24 | 7,093 | -166 | 2,683 | -0.40 |
0.54 | 1,734 | -15 | 6,407 | 17.58 | 22.60 | -10.90 | 1260 | 5.75 | 21.15 | 19.66 | 5,768 | -220 | 960 | -0.46 |
0.46 | 3,234 | 801 | 8,918 | 17.37 | 17.55 | -9.65 | 1270 | 6.80 | 25.85 | 19.29 | 4,975 | -183 | 866 | -0.53 |
0.39 | 3,177 | 1,156 | 8,318 | 17.33 | 13.45 | -8.25 | 1280 | 8.05 | 31.50 | 19.13 | 2,224 | -197 | 747 | -0.60 |
0.31 | 1,859 | 406 | 4,239 | 17.16 | 9.95 | -7.05 | 1290 | 9.00 | 37.70 | 18.87 | 432 | 26 | 171 | -0.67 |
0.25 | 8,751 | -161 | 11,395 | 17.16 | 7.30 | -5.85 | 1300 | 10.35 | 45.15 | 19.20 | 1,261 | -13 | 1,530 | -0.73 |
0.19 | 907 | 57 | 2,751 | 17.23 | 5.30 | -4.75 | 1310 | 11.80 | 53.65 | 20.17 | 44 | -5 | 96 | -0.77 |
0.15 | 2,045 | -138 | 4,372 | 17.35 | 3.80 | -3.85 | 1320 | 7.65 | 56.35 | 10.78 | 28 | -1 | 80 | -0.96 |
0.11 | 1,124 | 191 | 3,149 | 17.76 | 2.85 | -2.90 | 1330 | 7.30 | 66.85 | 14.08 | 1 | 0 | 30 | -0.94 |
0.09 | 810 | -28 | 1,665 | 18.31 | 2.20 | -2.25 | 1340 | 0.10 | 66.15 | 0.00 | 0 | 15 | 0 | 0.00 |
0.07 | 2,140 | 475 | 2,936 | 18.84 | 1.70 | -1.65 | 1350 | 10.25 | 91.50 | 26.39 | 1 | 0 | 237 | -0.85 |
0.05 | 540 | -280 | 1,154 | 18.99 | 1.20 | -1.35 | 1360 | 0.00 | 89.65 | 0.00 | 0 | 0 | 0 | 0.00 |
0.04 | 546 | 84 | 535 | 19.39 | 0.90 | -1.05 | 1370 | 0.00 | 101.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 497 | -14 | 341 | 20.14 | 0.75 | -0.75 | 1380 | 0.00 | 105.15 | - | 0 | 0 | 0 | - |
0.03 | 207 | -22 | 135 | 20.98 | 0.65 | -0.55 | 1390 | 0.00 | 99.30 | - | 0 | 0 | 0 | - |
0.02 | 1,959 | 78 | 1,636 | 22.00 | 0.60 | -0.35 | 1400 | 0.00 | 122.00 | 0.00 | 0 | 1 | 0 | 0.00 |
0.02 | 258 | -54 | 106 | 21.89 | 0.40 | -0.15 | 1410 | 0.00 | 114.25 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 721 | 6 | 348 | 22.19 | 0.30 | -0.35 | 1420 | 0.00 | 133.70 | - | 0 | 0 | 0 | - |
0.02 | 202 | -24 | 30 | 24.27 | 0.40 | -0.20 | 1430 | 0.00 | 129.90 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 147 | -20 | 63 | 24.47 | 0.30 | -0.25 | 1440 | 0.00 | 149.00 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1450 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 127 | -1 | 39 | 27.71 | 0.40 | -0.05 | 1460 | 0.00 | 164.90 | - | 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 |
0.00 | 0 | 0 | 0 | 17.02 | 14.45 | 0.00 | 1480 | 0.00 | 181.40 | - | 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 |
0.01 | 323 | 0 | 49 | 31.47 | 0.35 | -0.10 | 1500 | 0.00 | 257.05 | 0.00 | 0 | 0 | 0 | 0.00 |
35,663 | 21,708 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.