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

1208.15 -27.80 (-2.25%)

Option Chain for ICICIBANK

06 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 0.30 0.7 96,600 7,000 83,300
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 0.35 0.95 17,500 4,200 28,700
0 0 0 165.55 0.00 1050 0.35 1.05 7,000 700 42,000
0 0 0 166 0.00 1060 0.00 0.65 0 0 0
0 0 0 147.95 0.00 1070 0.05 0.95 17,500 -1,400 10,500
0 0 0 158.9 0.00 1080 0.50 1.2 1,400 0 4,900
0 0 0 146 0.00 1090 0.70 1.65 37,800 21,000 23,800
49,000 -2,100 14,000 116 -13.50 1100 0.85 1.85 9,40,800 76,300 8,72,200
0 0 0 128 0.00 1110 1.15 2.15 3,35,300 11,900 2,84,200
7,000 -700 2,800 97 -26.15 1120 1.35 2.5 3,23,400 60,200 3,26,200
0 0 0 61.8 0.00 1130 1.65 3.05 2,24,000 14,000 1,05,700
0 0 0 102 0.00 1140 2.15 3.75 4,78,100 72,800 2,77,900
57,400 -2,100 23,100 69.2 -24.60 1150 2.75 4.75 16,07,900 2,04,400 9,19,800
52,500 5,600 17,500 60 -22.00 1160 3.30 5.8 9,57,600 -60,200 5,16,600
70,000 2,100 21,000 50.05 -24.75 1170 4.35 7.4 12,55,100 -22,400 4,17,900
1,31,600 -32,900 2,49,200 43.35 -21.05 1180 5.55 9.45 19,20,100 97,300 10,22,000
1,12,000 29,400 1,41,400 36.6 -19.85 1190 7.00 12.15 20,39,100 -1,35,100 9,04,400
8,77,100 1,51,900 15,91,100 29.65 -18.35 1200 9.00 15.85 66,88,500 -2,71,600 17,10,800
3,06,600 1,31,600 10,88,500 23.75 -16.65 1210 10.85 19.9 27,04,800 -44,100 4,41,000
13,46,100 6,72,000 43,24,600 18.7 -14.60 1220 12.70 24.55 45,47,900 -1,67,300 7,89,600
14,98,700 3,03,100 44,89,800 14.35 -12.65 1230 14.85 30.25 28,53,200 -1,86,900 7,29,400
22,83,400 2,77,900 38,04,500 10.9 -10.60 1240 16.55 36.3 17,92,000 -1,23,200 4,50,100
22,64,500 3,01,700 57,57,500 8.15 -8.75 1250 19.05 44.15 14,26,600 -47,600 3,90,600
14,43,400 -68,600 34,59,400 5.95 -6.85 1260 19.80 51 2,66,000 -44,100 1,44,200
8,10,600 72,100 27,89,500 4.25 -5.30 1270 21.50 59.5 97,300 -28,700 44,800
6,49,600 -63,000 27,42,600 3.25 -3.90 1280 21.45 67.5 60,900 13,300 40,600
5,77,500 -30,800 15,87,600 2.35 -2.75 1290 19.00 74.35 7,000 -3,500 44,100
14,00,000 -1,30,200 25,21,400 1.8 -1.95 1300 23.80 85.4 1,95,300 -40,600 2,00,900
5,33,400 9,100 3,42,300 1.3 -1.45 1310 0.00 75.1 0 0 0
2,30,300 -1,05,700 4,90,700 1 -1.05 1320 14.85 99.9 2,800 -2,100 14,700
2,17,700 -2,800 3,27,600 0.75 -0.80 1330 0.00 129.25 0 0 0
4,37,500 -12,600 4,39,600 0.6 -0.55 1340 0.00 123.85 0 0 0
57,400 9,100 39,900 0.6 -0.35 1350 0.00 145.85 0 0 0
5,28,500 4,200 1,87,600 0.45 -0.15 1360 0.00 138.9 0 0 0
0 0 0 0 0.00 1370 0.00 0 0 0 0
50,400 700 5,600 0.45 -0.15 1380 0.00 154.45 0 0 0
0 0 0 0 0.00 1390 0.00 0 0 0 0
3,39,500 -14,700 72,100 0.5 0.00 1400 0.00 170.7 0 0 0
1,63,31,700 1,08,40,900
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.