[--[65.84.65.76]--]
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
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
  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.