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[--[65.84.65.76]--]
ICICIBANK
Icici Bank Ltd.

1262.85 12.51 (1.00%)

Option Chain for ICICIBANK

16 Sep 2024 04:10 PM IST

Note:- Click on the strike price to open the historical data.

Call Put
OI Change OI Vol Ltp Change Change Ltp Vol Change OI OI
0 0 0 228 0.00 1000 0.00 0.3 32,900 10,500 96,600
0 0 0 0 0.00 1010 0.00 0 0 0 0
0 0 0 222.2 0.00 1020 0.00 3.9 0 0 0
0 0 0 0 0.00 1030 0.00 0 0 0 0
0 0 0 195 0.00 1040 0.00 0.3 0 0 0
0 0 0 165.55 0.00 1050 0.00 0.4 1,400 0 32,900
0 0 0 166 0.00 1060 -0.20 0.25 3,500 -700 18,900
0 0 0 147.95 0.00 1070 0.10 0.35 700 0 8,400
0 0 0 158.9 0.00 1080 0.00 0.55 0 7,000 0
0 0 0 146 0.00 1090 0.00 0.6 0 0 0
46,900 4,200 14,700 164.05 17.55 1100 0.05 0.4 1,01,500 -7,700 6,63,600
0 0 0 128 0.00 1110 0.00 0.35 16,100 -700 3,64,700
0 0 0 97 0.00 1120 0.00 0.55 19,600 -2,800 2,61,100
13,300 0 700 132.4 70.60 1130 -0.05 0.5 17,500 -10,500 55,300
0 0 0 102 0.00 1140 0.00 0.7 37,800 -22,400 1,34,400
55,300 0 2,100 111.25 17.85 1150 -0.15 0.7 3,81,500 -1,82,000 6,28,600
32,900 -14,700 21,000 102.8 11.50 1160 -0.30 0.75 1,42,100 -7,700 6,13,200
52,500 -4,200 4,900 85.45 8.25 1170 -0.45 0.85 1,58,200 22,400 4,03,200
1,14,800 -20,300 50,400 84.6 18.15 1180 -0.70 1 7,55,300 -2,03,000 5,44,600
95,200 -6,300 40,600 74.65 17.85 1190 -1.05 1.1 6,53,800 -88,200 9,56,900
5,97,800 -54,600 3,45,100 65.5 17.50 1200 -1.50 1.55 27,72,000 -16,100 29,47,700
2,26,100 -16,100 1,11,300 55.6 16.60 1210 -2.30 2 13,22,300 57,400 8,46,300
5,15,900 -1,47,700 6,37,000 46 15.20 1220 -3.30 2.65 20,54,500 61,600 12,17,300
11,20,700 -1,72,200 13,22,300 37.85 14.35 1230 -4.90 3.9 27,14,600 6,300 11,12,300
22,00,800 -1,26,000 36,47,700 29.4 11.95 1240 -6.70 5.65 38,58,400 2,80,000 11,55,000
19,63,500 -4,41,000 95,67,600 22.95 10.45 1250 -8.80 8.7 54,97,100 7,58,800 13,81,100
27,81,100 10,12,900 1,57,34,600 17.05 8.45 1260 -10.65 12.9 36,27,400 7,13,300 9,79,300
18,79,500 1,05,700 65,72,300 12.35 6.65 1270 -12.90 17.85 7,74,900 1,73,600 2,58,300
11,87,200 1,91,800 56,56,000 8.4 4.55 1280 -14.75 24.05 3,57,700 38,500 1,09,900
8,81,300 73,500 36,83,400 5.85 3.30 1290 -16.45 31.5 60,200 24,500 73,500
16,32,400 70,000 53,59,900 4 2.10 1300 -16.85 39.6 3,23,400 -32,900 1,67,300
7,43,400 1,36,500 13,57,300 2.55 1.35 1310 -27.35 47.75 16,800 3,500 23,800
6,95,800 3,10,100 13,91,600 1.65 0.75 1320 -24.90 57.25 12,600 -4,200 9,800
3,68,900 97,300 5,08,900 1.1 0.45 1330 0.00 129.25 0 0 0
4,74,600 -85,400 5,76,800 0.75 0.25 1340 0.00 123.85 0 0 0
2,26,800 27,300 2,16,300 0.5 0.00 1350 0.00 145.85 0 0 0
8,32,300 1,55,400 4,80,200 0.25 0.00 1360 0.00 138.9 0 0 0
0 0 0 0 0.00 1370 0.00 0 0 0 0
78,400 6,300 44,100 0.4 0.05 1380 0.00 154.45 0 0 0
0 0 0 0 0.00 1390 0.00 0 0 0 0
3,27,600 -71,400 2,41,500 0.3 -0.10 1400 0.00 170.7 0 0 0
1,91,45,000 1,50,64,000
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.