ICICIBANK
ICICI BANK LTD.
1093.3
9.55 (0.88%)
Option Chain for ICICIBANK
28 Mar 2024 03:56 PM IST
Note:- Click on the strike price to open the historical data.
Call | Put | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
OI | Chng OI | Vol | IV | Ltp | Ltp | IV | Vol | Chng OI | OI | |
9,100 | 9,100 | 9,800 | - | 179.00 | 920 | 0.25 | - | 6,300 | 5,600 | 5,600 |
0 | 0 | 0 | - | 0.00 | 930 | 0.00 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 100.35 | 940 | 13.85 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 117.60 | 950 | 4.75 | - | 0 | 0 | 0 |
35,700 | 23,800 | 26,600 | - | 145.00 | 960 | 1.25 | - | 43,400 | 17,500 | 51,100 |
0 | 0 | 0 | - | 100.60 | 970 | 7.50 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 72.65 | 980 | 1.70 | - | 49,000 | 2,800 | 77,700 |
0 | 0 | 0 | - | 84.70 | 990 | 11.40 | - | 0 | 0 | 0 |
2,16,300 | 35,000 | 1,18,300 | - | 107.20 | 1000 | 2.45 | - | 6,20,900 | 64,400 | 8,83,400 |
86,800 | 0 | 1,400 | - | 97.00 | 1010 | 2.80 | - | 20,300 | 12,600 | 12,600 |
38,500 | 18,200 | 31,500 | - | 88.55 | 1020 | 3.40 | - | 91,700 | 7,000 | 1,12,700 |
3,40,900 | 1,31,600 | 1,59,600 | - | 77.05 | 1030 | 4.15 | - | 3,32,500 | 23,100 | 1,98,800 |
48,300 | -9,100 | 42,700 | - | 65.95 | 1040 | 5.20 | - | 4,69,700 | 91,000 | 3,41,600 |
1,36,500 | 14,000 | 2,74,400 | - | 60.00 | 1050 | 6.65 | - | 15,60,300 | 1,92,500 | 9,39,400 |
1,38,600 | 34,300 | 3,04,500 | - | 52.75 | 1060 | 8.45 | - | 8,65,200 | 2,26,800 | 5,41,800 |
63,000 | 32,200 | 2,10,700 | - | 46.50 | 1070 | 11.00 | - | 5,59,300 | 28,700 | 2,17,700 |
3,18,500 | 31,500 | 12,71,200 | - | 38.30 | 1080 | 14.05 | - | 12,31,300 | 91,000 | 3,45,800 |
3,83,600 | 20,300 | 27,07,600 | - | 32.20 | 1090 | 18.00 | - | 15,40,000 | 1,54,700 | 4,78,100 |
28,86,800 | 5,40,400 | 1,04,74,100 | - | 26.90 | 1100 | 22.45 | - | 39,01,800 | 4,47,300 | 8,70,800 |
3,40,900 | 2,45,000 | 18,91,400 | - | 22.00 | 1110 | 27.70 | - | 7,86,800 | 95,900 | 1,40,700 |
7,92,400 | 4,45,200 | 35,37,100 | - | 17.60 | 1120 | 33.75 | - | 3,25,500 | 30,100 | 55,300 |
2,96,800 | 1,23,900 | 10,53,500 | - | 14.25 | 1130 | 40.95 | - | 1,06,400 | -15,400 | 90,300 |
5,95,700 | 2,43,600 | 13,87,400 | - | 11.05 | 1140 | 46.70 | - | 1,21,100 | -14,700 | 57,400 |
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12,25,700 | 5,10,300 | 34,89,500 | - | 9.00 | 1150 | 53.85 | - | 8,75,000 | 11,200 | 1,39,300 |
5,58,600 | 2,59,000 | 7,72,100 | - | 6.95 | 1160 | 60.20 | - | 9,800 | 4,900 | 4,900 |
1,00,100 | 55,300 | 3,57,700 | - | 5.65 | 1170 | 66.40 | - | 2,100 | 1,400 | 1,400 |
2,11,400 | 1,29,500 | 4,58,500 | - | 4.45 | 1180 | 156.35 | - | 0 | 0 | 0 |
59,500 | 35,700 | 1,43,500 | - | 3.75 | 1190 | 129.95 | - | 0 | 0 | 0 |
8,87,600 | 3,50,700 | 21,55,300 | - | 3.25 | 1200 | 101.45 | - | 95,900 | 41,300 | 82,600 |
0 | 0 | 0 | - | 0.00 | 1210 | 0.00 | - | 0 | 0 | 0 |
1,26,700 | 79,800 | 4,08,800 | - | 2.10 | 1220 | 192.45 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 0.00 | 1230 | 0.00 | - | 0 | 0 | 0 |
2,31,700 | 1,68,700 | 4,95,600 | - | 1.50 | 1240 | 211.05 | - | 0 | 0 | 0 |
0 | 0 | 0 | - | 0.00 | 1250 | 0.00 | - | 0 | 0 | 0 |
1,22,500 | 1,22,500 | 2,12,800 | - | 1.30 | 1260 | 229.90 | - | 0 | 0 | 0 |
1,02,52,200 | 56,49,000 |
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.