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

1306.6 -22.45 (-1.69%)

Option Chain for ICICIBANK

27 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
0 700 0 291 0.00 1040 0.00 0.55 13,300 7,700 16,800
0 0 0 0 0.00 1050 0.00 0 0 0 0
0 14,000 0 271 0.00 1060 0.00 0.75 4,200 2,800 19,600
0 0 0 0 0.00 1070 0.00 0 0 0 0
0 0 0 152.55 0.00 1080 0.00 13.7 0 0 0
0 0 0 0 0.00 1090 0.00 0 0 0 0
0 4,900 0 227 0.00 1100 -0.25 0.9 78,400 16,800 2,49,900
0 0 0 134.55 0.00 1110 0.00 8.8 0 0 0
0 0 0 108.55 0.00 1120 0.00 22.8 0 0 0
0 0 0 190 0.00 1130 -0.10 1.3 2,100 700 5,600
0 0 0 108.55 0.00 1140 -0.70 1 700 0 23,100
0 3,500 0 181.85 0.00 1150 -0.25 1.25 2,01,600 72,100 2,84,900
0 0 0 176.1 0.00 1160 -0.25 1.35 48,300 21,000 44,800
0 0 0 70.65 0.00 1170 -0.75 1.7 46,200 14,700 34,300
0 700 0 151 0.00 1180 -0.45 2 3,56,300 2,00,900 2,32,400
0 0 0 75.8 0.00 1190 -1.40 2.4 1,35,800 32,900 34,300
1,22,500 0 19,600 119.5 -14.30 1200 -0.30 2.9 7,52,500 63,000 8,70,100
0 0 0 123 0.00 1210 -0.10 3.4 1,01,500 30,100 60,200
82,600 0 7,000 101 -15.25 1220 0.10 4.2 3,80,800 1,01,500 3,41,600
1,99,500 0 3,500 95 -8.70 1230 0.55 5.2 3,90,600 -53,200 2,25,400
1,25,300 43,400 56,700 82.8 -12.20 1240 0.75 6.35 7,60,200 2,50,600 5,63,500
3,25,500 46,900 1,77,800 74.05 -10.00 1250 1.05 7.8 12,81,700 1,14,100 8,70,100
1,28,800 9,100 42,000 67.05 -10.95 1260 1.60 9.65 8,08,500 1,82,700 3,83,600
1,79,900 6,300 1,45,600 58.6 -11.65 1270 2.25 12.2 4,83,000 28,700 2,26,800
93,100 3,500 58,100 52 -9.55 1280 2.55 14.55 9,26,800 1,49,100 4,78,100
1,76,400 7,000 1,44,200 44.75 -10.05 1290 2.60 17.65 7,59,500 81,200 3,64,000
13,04,100 1,16,900 16,64,600 39.15 -8.75 1300 3.85 21.65 24,12,200 3,19,900 12,43,900
2,71,600 1,47,000 7,91,700 33.55 -8.85 1310 4.20 25.8 10,56,300 67,200 2,49,900
13,55,200 6,27,900 32,17,200 28.7 -7.65 1320 4.70 30.6 22,47,700 1,27,400 5,85,200
14,96,600 4,84,400 35,02,100 24.2 -7.25 1330 5.45 36 22,27,400 1,22,500 5,04,700
11,29,800 2,35,200 22,57,500 20.1 -6.70 1340 6.95 43 5,81,000 68,600 2,53,400
16,30,300 7,06,300 36,55,400 16.5 -6.00 1350 7.35 48.6 10,12,900 43,400 1,75,700
7,01,400 2,08,600 18,61,300 13.7 -5.10 1360 7.25 55.2 65,100 7,000 47,600
3,90,600 1,39,300 11,37,500 11.25 -4.15 1370 5.65 61.45 7,700 1,400 37,100
6,83,200 2,59,700 16,64,600 9 -3.45 1380 7.40 70.9 11,200 0 18,900
1,74,300 53,200 7,26,600 7.45 -3.20 1390 9.65 79.35 16,100 -4,900 16,100
12,34,800 88,900 23,57,600 5.95 -2.80 1400 8.60 87.6 2,84,200 1,84,800 3,31,100
1,44,900 1,20,400 3,60,500 4.9 -2.25 1410 0.00 176.9 0 0 0
2,45,700 91,700 3,04,500 4 -1.90 1420 -104.25 100.8 6,300 4,200 4,200
2,60,400 2,00,200 4,52,200 3.25 -1.55 1430 0.00 195.05 0 0 0
5,31,300 2,55,500 6,79,700 2.7 -1.40 1440 0.00 222.65 0 0 0
2,05,800 51,100 3,01,000 2.2 -1.10 1450 0.00 213.55 0 0 0
2,59,700 46,200 3,11,500 1.8 -1.00 1460 0.00 240.6 0 0 0
59,500 58,100 1,20,400 1.5 -1.00 1470 0.00 232.35 0 0 0
3,94,100 1,70,800 3,89,900 1 -1.10 1480 0.00 258.85 0 0 0
30,800 28,000 42,700 1.05 -0.80 1490 0.00 251.4 0 0 0
4,45,900 76,300 6,98,600 0.9 -0.80 1500 0.00 277.35 0 0 0
19,600 7,700 17,500 1 -0.50 1510 0.00 270.6 0 0 0
84,000 39,900 63,000 0.95 -0.30 1520 0.00 296.1 0 0 0
0 700 0 1.25 0.00 1530 0.00 290 0 0 0
0 0 0 2.7 0.00 1540 0.00 314.95 0 0 0
44,100 28,700 35,000 0.7 -0.30 1550 0.00 309.45 0 0 0
1,45,31,300 87,96,900
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.