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Related Pages for ICICIBANK
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ICICIBANK
Icici Bank Ltd.
1424.6 19.80 (1.41%)

Option Chain for ICICIBANK

28 Apr 2025 11:20 AM 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 0.00 308.50 0.00 1100 -0.15 0.65 40.99 57 35 174 -0.01
- 0 0 0 - 241.40 0.00 1110 0.00 0.85 19.89 0 0 0 -0.00
- 0 0 0 - 135.60 0.00 1120 -0.10 0.90 40.51 4 1 59 -0.01
- 0 0 0 - 222.20 0.00 1130 0.00 1.40 19.08 0 0 0 -0.00
- 0 0 0 - 120.30 0.00 1140 0.00 17.65 17.60 0 0 0 -0.00
0.00 0 0 0 0.00 265.00 0.00 1150 -0.45 0.85 36.18 16 7 108 -0.02
- 0 0 0 - 105.90 0.00 1160 -0.50 0.85 34.94 8 0 94 -0.02
- 0 0 0 - 184.70 0.00 1170 0.00 1.45 0.00 0 11 0 0.00
- 0 0 0 - 92.45 0.00 1180 -11.35 1.15 34.18 19 13 34 -0.02
- 0 0 0 - 166.65 0.00 1190 0.00 5.10 14.31 0 0 0 -0.00
0.00 0 -5 0 0.00 213.00 0.00 1200 -0.80 1.20 31.87 300 69 1,212 -0.02
- 0 0 0 - 149.15 0.00 1210 -1.20 1.30 30.94 37 24 38 -0.03
0.00 0 0 0 0.00 197.00 0.00 1220 -1.00 1.45 30.20 47 2 67 -0.03
0.00 0 0 0 0.00 193.00 0.00 1230 -1.20 1.55 29.32 227 181 243 -0.03
0.00 0 0 0 0.00 183.00 0.00 1240 -1.20 1.90 29.07 75 -2 85 -0.04
0.96 164 0 2 26.98 187.05 29.60 1250 -1.35 2.20 28.62 195 -1 371 -0.04
0.00 0 0 0 0.00 152.00 0.00 1260 -1.65 2.45 27.83 149 44 196 -0.05
- 0 0 0 - 101.60 0.00 1270 -2.10 2.90 27.51 100 29 120 -0.06
0.00 0 0 0 0.00 135.00 0.00 1280 -2.15 3.40 27.03 201 3 226 -0.07
0.93 12 7 10 25.26 148.95 33.95 1290 -2.45 3.90 26.52 378 -191 87 -0.08
0.94 312 11 53 22.28 137.75 20.55 1300 -2.70 4.60 26.08 1,346 11 2,414 -0.09
0.00 0 0 0 0.00 75.70 0.00 1310 -3.40 5.10 25.34 123 -36 117 -0.10
0.88 59 -4 5 24.97 121.60 23.60 1320 -3.65 6.20 25.13 258 14 438 -0.12
0.00 0 42 0 0.00 89.00 -0.10 1330 -4.10 7.20 24.74 313 10 486 -0.13
0.90 238 1 6 19.02 99.55 20.85 1340 -4.80 8.25 24.09 603 31 671 -0.15
0.89 303 35 143 17.99 90.45 15.10 1350 -5.30 9.80 23.91 1,305 141 2,205 -0.18
0.84 190 -7 35 19.79 83.25 17.75 1360 -6.05 11.30 23.33 533 112 574 -0.20
0.78 162 13 37 22.26 78.65 19.50 1370 -6.80 13.10 22.99 761 43 422 -0.23
0.78 241 2 88 18.45 66.00 13.35 1380 -7.75 15.25 22.66 1,437 86 1,024 -0.26
0.74 186 28 156 18.37 58.90 12.95 1390 -8.35 17.80 22.32 817 34 535 -0.29
0.69 2,159 -208 2,004 18.40 51.65 11.40 1400 -9.90 20.60 21.86 4,122 544 4,469 -0.33
0.65 968 -251 1,260 18.21 45.25 10.40 1410 -10.85 23.95 21.74 1,643 174 1,153 -0.37
0.60 2,040 -62 2,798 18.10 39.20 9.60 1420 -11.85 27.70 21.55 1,944 375 2,229 -0.41
0.55 1,176 526 3,811 18.10 33.60 8.60 1430 -13.80 31.90 21.29 1,331 569 1,220 -0.46
0.49 1,105 -32 2,442 18.10 28.40 7.20 1440 -13.25 36.90 21.35 463 87 369 -0.50
0.44 2,988 576 2,871 17.83 23.75 6.10 1450 -15.70 42.50 21.40 613 177 703 -0.54
0.39 1,232 236 2,399 17.87 19.70 5.05 1460 -21.05 47.70 20.81 102 26 122 -0.59
0.34 501 45 821 17.86 16.45 4.35 1470 -18.15 54.50 21.31 17 -7 64 -0.63
0.29 1,275 -102 1,400 17.84 13.30 3.40 1480 -18.20 61.15 21.07 72 17 144 -0.67
0.25 523 58 456 17.87 10.95 2.95 1490 -18.45 68.60 21.57 41 34 37 -0.71
0.21 2,876 67 2,496 17.88 8.85 2.35 1500 -18.45 76.90 21.97 113 -3 240 -0.74
0.18 375 45 480 17.87 7.00 1.75 1510 0.00 163.20 - 0 0 0 -
0.15 502 61 634 17.98 5.55 1.35 1520 0.00 273.35 - 0 0 0 -
0.12 243 50 241 18.16 4.55 1.10 1530 0.00 180.85 - 0 0 0 -
0.10 708 -15 593 18.25 3.55 0.80 1540 0.00 292.35 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 1550 0.00 0.00 0.00 0 0 0 0.00
0.07 663 41 543 18.74 2.35 0.65 1560 -181.50 130.00 25.58 1 0 0 -0.86
0.00 0 0 0 0.00 0.00 0.00 1570 0.00 0.00 0.00 0 0 0 0.00
0.05 777 -58 453 18.94 1.45 0.25 1580 0.00 343.85 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 1590 0.00 0.00 0.00 0 0 0 0.00
0.03 974 440 1,794 19.77 1.05 0.10 1600 0.00 179.00 0.00 0 0 0 0.00
22,952 22,750
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.