ICICIBANK
Icici Bank Ltd.
1288.4
1.50 (0.12%)
Option Chain for ICICIBANK
20 Dec 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 700 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| 0.00 | 0 | 0 | 0 | 0.00 | 308.65 | 0.00 | 1040 | -0.15 | 0.20 | - | 4 | 2 | 17 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1050 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 239.00 | 0.00 | 1060 | 0.30 | 0.35 | - | 2 | 0 | 22 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1070 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 270.45 | 0.00 | 1080 | 0.00 | 1.90 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1090 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 220.05 | 0.00 | 1100 | 0.05 | 0.35 | - | 72 | -28 | 243 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1110 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 233.25 | 0.00 | 1120 | 0.00 | 0.25 | 48.39 | 1 | 0 | 6 | -0.01 |
| 0.00 | 0 | 0 | 0 | 0.00 | 178.45 | 0.00 | 1130 | 0.00 | 3.65 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 215.20 | 0.00 | 1140 | 0.00 | 0.20 | 41.94 | 15 | -1 | 200 | -0.01 |
| 0.00 | 0 | 0 | 0 | 0.00 | 180.00 | 0.00 | 1150 | -0.05 | 0.30 | 41.50 | 23 | -1 | 247 | -0.01 |
| 0.00 | 0 | 0 | 0 | 0.00 | 156.15 | 0.00 | 1160 | -0.10 | 0.25 | 37.89 | 9 | 0 | 246 | -0.01 |
| - | 0 | 0 | 0 | - | 143.10 | 0.00 | 1170 | -0.15 | 0.35 | 36.98 | 36 | 0 | 284 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 137.00 | 0.00 | 1180 | -0.25 | 0.50 | 36.20 | 36 | -4 | 330 | -0.02 |
| - | 0 | 0 | 0 | - | 126.50 | 0.00 | 1190 | -0.20 | 0.60 | 34.39 | 181 | 16 | 240 | -0.03 |
| - | 126 | 14 | 41 | - | 85.00 | -6.80 | 1200 | -0.15 | 0.80 | 33.15 | 1,076 | -119 | 1,115 | -0.04 |
| - | 4 | 3 | 5 | - | 77.95 | -20.05 | 1210 | -0.20 | 1.00 | 31.46 | 274 | -6 | 272 | -0.05 |
| - | 51 | -8 | 18 | - | 70.85 | -1.40 | 1220 | -0.40 | 1.15 | 29.17 | 802 | -5 | 306 | -0.06 |
| - | 31 | -12 | 18 | - | 58.40 | -3.90 | 1230 | -0.60 | 1.40 | 27.12 | 2,214 | -73 | 481 | -0.07 |
| - | 62 | -7 | 104 | - | 47.50 | -6.85 | 1240 | -0.85 | 1.85 | 25.48 | 4,490 | 31 | 1,125 | -0.09 |
| - | 216 | 38 | 861 | - | 42.45 | -3.15 | 1250 | -1.10 | 2.55 | 24.03 | 9,425 | 246 | 1,598 | -0.13 |
| 0.99 | 249 | 83 | 597 | 9.56 | 34.15 | -2.65 | 1260 | -1.60 | 3.70 | 22.92 | 13,631 | 33 | 1,152 | -0.18 |
| 0.85 | 292 | 135 | 1,669 | 14.05 | 25.85 | -3.45 | 1270 | -2.00 | 5.55 | 22.19 | 9,227 | 239 | 1,151 | -0.25 |
| 0.72 | 778 | 174 | 9,372 | 15.14 | 18.55 | -3.70 | 1280 | -2.15 | 8.30 | 21.69 | 16,206 | 3 | 1,370 | -0.34 |
| 0.57 | 1,255 | -87 | 19,575 | 16.24 | 12.90 | -3.50 | 1290 | -2.25 | 12.45 | 21.85 | 10,555 | -282 | 815 | -0.45 |
| 0.42 | 3,197 | 188 | 23,672 | 16.89 | 8.50 | -3.10 | 1300 | -1.35 | 18.40 | 23.08 | 5,866 | -555 | 1,845 | -0.55 |
| 0.30 | 1,307 | -214 | 14,360 | 17.87 | 5.60 | -2.35 | 1310 | -0.90 | 25.10 | 23.97 | 1,605 | -237 | 703 | -0.65 |
| 0.21 | 2,096 | -614 | 14,592 | 18.71 | 3.60 | -1.80 | 1320 | -0.40 | 33.30 | 26.10 | 1,189 | -399 | 1,074 | -0.72 |
| 0.14 | 2,968 | -183 | 9,713 | 19.43 | 2.25 | -1.40 | 1330 | -0.05 | 42.00 | 28.28 | 606 | -83 | 919 | -0.77 |
| 0.09 | 7,181 | -207 | 6,865 | 19.80 | 1.30 | -1.30 | 1340 | 0.60 | 50.75 | 29.83 | 887 | 33 | 1,538 | -0.81 |
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| 0.07 | 4,615 | -999 | 4,505 | 22.03 | 1.10 | -0.90 | 1350 | 0.70 | 61.10 | 34.57 | 234 | -25 | 632 | -0.82 |
| 0.05 | 2,855 | -501 | 2,763 | 23.63 | 0.85 | -0.65 | 1360 | 2.35 | 71.40 | 39.10 | 35 | 1 | 652 | -0.83 |
| 0.04 | 1,441 | -132 | 1,222 | 25.39 | 0.70 | -0.50 | 1370 | 0.65 | 82.85 | 46.32 | 13 | 0 | 117 | -0.82 |
| 0.03 | 1,977 | -166 | 958 | 27.23 | 0.60 | -0.35 | 1380 | 3.75 | 92.50 | 49.20 | 22 | -2 | 154 | -0.84 |
| 0.03 | 954 | -112 | 529 | 29.72 | 0.60 | -0.20 | 1390 | 0.00 | 51.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 3,024 | -307 | 1,381 | 30.68 | 0.45 | -0.35 | 1400 | 5.60 | 115.60 | 63.92 | 6 | -3 | 204 | -0.82 |
| 0.02 | 481 | -37 | 211 | 32.41 | 0.40 | -0.20 | 1410 | 0.00 | 74.95 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 579 | -89 | 196 | 35.27 | 0.45 | -0.10 | 1420 | 0.00 | 73.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 423 | -46 | 113 | 35.38 | 0.30 | -0.15 | 1430 | 0.00 | 134.80 | - | 0 | 0 | 0 | - |
| 0.01 | 1,851 | -6 | 172 | 36.59 | 0.25 | -0.10 | 1440 | 0.00 | 118.05 | - | 0 | 0 | 0 | - |
| 0.02 | 128 | -8 | 28 | 40.41 | 0.35 | -0.05 | 1450 | 0.00 | 151.60 | - | 0 | 0 | 0 | - |
| 0.01 | 246 | -2 | 15 | 43.00 | 0.35 | -0.10 | 1460 | 0.00 | 132.50 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 26.19 | 7.60 | 0.00 | 1470 | 0.00 | 169.00 | - | 0 | 0 | 0 | - |
| 0.01 | 307 | -2 | 7 | 44.56 | 0.25 | -0.10 | 1480 | 0.00 | 147.60 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 1490 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 96 | -5 | 29 | 49.52 | 0.30 | -0.05 | 1500 | 0.00 | 163.30 | - | 0 | 0 | 0 | - |
| 38,790 | 19,058 | |||||||||||||
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.
