Related Pages for ICICIBANK
[--[65.84.65.76]--]
ICICIBANK
ICICI BANK LTD.
1233.4 0.40 (0.03%)

Option Chain for ICICIBANK

05 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 0 156.95 0.00 980 0.05 0.5 1,400 -700 20,300
0 0 0 137.95 0.00 990 0.00 3.25 0 0 0
0 0 0 187.8 0.00 1000 0.00 0.6 36,400 -2,100 2,62,500
0 0 0 200 0.00 1010 0.00 0.85 0 0 0
0 0 0 208 0.00 1020 0.00 0.45 0 0 0
0 0 0 198 0.00 1030 0.00 0.65 0 0 0
0 0 0 188 0.00 1040 -0.15 0.65 12,600 -700 74,200
0 0 0 178 0.00 1050 -0.05 0.8 29,400 -1,400 6,02,000
0 0 0 166 0.00 1060 -0.10 1 48,300 30,800 46,200
0 0 0 72.95 0.00 1070 0.25 1.25 30,800 -10,500 53,200
0 0 0 116.6 0.00 1080 0.05 1.3 46,900 -25,900 4,08,100
0 0 0 118.35 0.00 1090 0.15 1.65 25,900 -10,500 1,02,200
2,24,700 700 4,200 134.55 1.25 1100 -0.05 1.85 9,62,500 96,600 22,16,200
0 2,100 0 97.85 0.00 1110 -0.05 2 2,32,400 -44,100 93,800
1,14,100 -700 700 111.1 1.60 1120 -0.10 2.25 4,88,600 -66,500 3,47,900
88,900 88,900 700 114 32.55 1130 -0.25 2.6 4,00,400 -40,600 2,89,100
1,16,200 -2,47,100 3,30,400 94.55 -1.20 1140 -0.35 3.05 9,06,500 -2,84,900 7,07,700
4,99,800 -1,28,100 2,84,900 85.7 -1.40 1150 -0.50 3.7 14,47,600 -1,05,000 15,62,400
1,45,600 -67,900 1,32,300 76.2 -1.70 1160 -0.80 4.45 25,49,400 -14,000 7,38,500
1,58,200 -37,800 1,24,600 67.7 -1.50 1170 -0.95 5.5 28,93,800 -37,100 8,07,100
1,93,200 -15,400 1,36,500 58.75 -2.55 1180 -1.25 6.9 48,98,600 -30,100 14,86,100
1,41,400 -58,100 1,91,800 50.55 -2.80 1190 -1.45 8.55 41,80,400 -56,000 7,93,800
19,05,400 3,41,600 30,19,100 43 -2.65 1200 -1.65 10.75 1,11,25,800 1,64,500 32,41,000
4,65,500 -88,900 9,06,500 36 -2.80 1210 -1.65 13.65 45,13,600 -87,500 8,43,500
14,39,200 -1,91,100 49,15,400 29.5 -2.95 1220 -1.80 17.2 79,45,000 -3,08,000 13,77,600
14,35,700 1,26,000 80,85,000 24 -2.65 1230 -1.80 21.45 72,06,500 -4,900 9,33,800
16,61,800 2,06,500 70,87,500 19 -2.80 1240 -1.60 26.5 29,50,500 -9,800 3,58,400
24,83,600 5,29,200 71,42,800 14.9 -2.45 1250 -1.20 32.5 24,84,300 -94,500 4,48,000
12,73,300 3,44,400 39,31,900 11.55 -2.40 1260 -0.95 39.2 3,62,600 12,600 86,100
8,37,200 57,400 41,96,500 8.9 -2.15 1270 -1.55 46.2 2,15,600 5,600 39,900
8,09,200 19,600 20,56,600 6.95 -1.65 1280 -0.95 54.2 97,300 2,100 26,600
3,19,200 -5,600 10,80,100 5.35 -1.50 1290 -0.75 62.8 20,300 1,400 10,500
15,65,900 -17,500 34,70,600 4.1 -1.30 1300 -0.90 70.85 1,06,400 -23,100 1,58,200
2,19,100 44,100 4,14,400 3.3 -0.95 1310 0.10 80.75 17,500 -5,600 7,700
4,29,100 35,700 6,90,200 2.6 -0.80 1320 -25.10 90.25 10,500 15,400 15,400
1,92,500 59,500 2,47,100 2.1 -0.60 1330 0.00 113 0 700 0
4,55,700 19,600 4,34,700 1.65 -0.65 1340 0.00 206.4 0 0 0
0 0 0 0 0.00 1350 0.00 0 0 0 0
6,37,000 -84,000 5,18,700 1.15 -0.35 1360 0.00 145 0 0 0
0 0 0 0 0.00 1370 0.00 0 0 0 0
4,71,800 2,100 2,63,200 0.85 -0.10 1380 0.00 183 0 700 0
0 0 0 0 1390 0 0 0 0
10,500 10,500 16,800 0.8 1400 262.75 0 0 0
1,82,93,800 1,81,58,000
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.