`
Related Pages for ICICIBANK
[--[65.84.65.76]--]
ICICIBANK
Icici Bank Ltd.
1297.35 0.10 (0.01%)

Option Chain for ICICIBANK

26 Dec 2024 04:10 PM IST

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

Call
Put

Lot Size : 700
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 235.30 0.00 1080 -0.30 0.90 30.79 37 9 183 -0.02
0.00 0 0 0 0.00 0.00 0.00 1090 0.00 0.00 0.00 0 0 0 0.00
- 26 26 30 - 200.00 -17.10 1100 -0.80 0.90 28.26 35 26 31 -0.02
0.00 0 0 0 0.00 0.00 0.00 1110 0.00 0.00 0.00 0 0 0 0.00
0.91 13 5 6 38.76 194.20 10.90 1120 0.15 1.90 29.36 19 0 36 -0.04
0.00 0 0 0 0.00 0.00 0.00 1130 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 182.20 0.00 1140 0.50 1.75 26.18 39 5 41 -0.04
0.00 0 0 0 0.00 0.00 0.00 1150 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 175.50 0.00 1160 0.10 2.05 24.23 215 27 158 -0.05
- 0 0 0 - 140.65 0.00 1170 0.45 2.35 23.52 42 38 40 -0.06
0.00 0 2 0 0.00 124.00 0.00 1180 0.15 2.70 22.81 145 71 129 -0.07
- 0 0 0 - 124.45 0.00 1190 0.20 3.30 22.42 50 9 65 -0.08
- 121 1 28 - 107.85 -3.15 1200 0.30 3.95 21.92 970 316 1,142 -0.09
- 0 0 0 - 109.20 0.00 1210 0.25 4.75 21.46 41 7 51 -0.11
- 0 0 0 - 120.30 0.00 1220 0.25 5.55 20.81 201 43 220 -0.13
0.94 28 2 5 13.02 80.05 -4.95 1230 0.50 6.75 20.43 306 28 266 -0.15
0.98 32 6 9 8.41 69.05 -4.45 1240 0.50 8.10 19.97 601 53 353 -0.18
0.83 57 -1 56 16.49 65.30 -3.20 1250 0.65 9.80 19.59 1,807 218 922 -0.21
0.78 102 24 313 16.59 57.60 -3.90 1260 0.60 11.90 19.29 1,236 93 775 -0.25
0.74 63 -2 50 16.36 49.95 -3.15 1270 0.55 14.45 19.04 799 163 340 -0.29
0.68 264 130 515 16.43 43.20 -3.60 1280 1.00 17.35 18.75 1,686 153 815 -0.34
0.63 318 88 1,057 16.23 36.60 -3.25 1290 1.05 21.00 18.65 1,657 157 466 -0.39
0.57 1,872 785 5,748 16.11 30.70 -3.50 1300 1.40 24.95 18.43 5,162 712 2,114 -0.44
0.51 564 317 2,649 16.10 25.55 -2.70 1310 0.85 29.35 18.16 1,115 214 453 -0.49
0.45 1,260 595 3,824 16.08 21.00 -2.65 1320 1.55 35.00 18.34 1,057 170 381 -0.54
0.39 524 192 1,713 16.07 17.05 -1.95 1330 1.95 40.95 18.39 382 49 266 -0.60
0.33 841 377 2,187 16.02 13.60 -1.85 1340 2.35 47.70 18.65 318 40 535 -0.64
0.28 1,114 272 2,887 16.16 10.95 -1.45 1350 2.65 54.60 18.70 392 53 443 -0.69
0.23 828 160 981 16.22 8.65 -1.25 1360 2.55 62.30 19.05 49 -3 95 -0.73
0.19 480 109 857 16.22 6.70 -1.10 1370 5.80 73.85 22.14 25 7 30 -0.73
0.16 782 -21 1,135 16.41 5.30 -0.80 1380 18.75 81.10 21.82 30 -10 27 -0.77
0.13 96 40 268 16.63 4.20 -0.45 1390 0.00 108.20 - 0 0 0 -
0.11 1,257 120 1,451 16.96 3.40 -0.40 1400 3.00 96.00 20.45 81 26 90 -0.85
0.08 69 19 87 17.05 2.60 -0.40 1410 0.00 90.95 0.00 0 0 0 0.00
0.07 316 30 167 17.46 2.15 -0.15 1420 0.00 86.55 0.00 0 0 0 0.00
0.06 103 31 56 18.12 1.90 -0.05 1430 0.00 96.80 0.00 0 0 0 0.00
0.05 228 41 92 18.56 1.60 -0.15 1440 0.00 145.30 - 0 0 0 -
0.05 295 47 114 19.12 1.40 -0.05 1450 0.00 156.25 - 0 0 0 -
0.04 141 6 31 19.42 1.15 -0.25 1460 0.00 160.90 - 0 0 0 -
0.00 0 0 0 9.55 8.35 0.00 1470 0.00 173.55 - 0 0 0 -
0.04 77 0 6 21.27 1.20 -0.25 1480 0.00 177.20 - 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
0.03 364 81 184 22.14 0.85 -0.20 1500 5.10 194.00 31.91 13 1 32 -0.91
0.00 0 0 0 0.00 0.00 0.00 1510 0.00 0.00 0.00 0 0 0 0.00
0.03 21 2 5 24.44 1.00 0.00 1520 0.00 211.20 - 0 0 0 -
12,256 10,499
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.