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Related Pages for ICICIBANK
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ICICIBANK
Icici Bank Ltd.
1255.15 1.45 (0.12%)

Option Chain for ICICIBANK

14 Nov 2024 09:21 AM 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 -4 0 0.00 160.00 0.00 1100 0.20 0.75 34.43 33 28 737 -0.02
0.00 0 0 0 0.00 234.40 0.00 1110 0.00 1.45 0.00 0 0 0 0.00
0.00 0 -1 0 0.00 150.35 0.00 1120 0.00 0.65 0.00 0 -5 0 0.00
- 0 0 0 - 215.45 0.00 1130 0.00 1.45 0.00 0 0 0 0.00
- 0 0 0 - 122.60 0.00 1140 0.30 1.15 28.63 49 17 520 -0.04
0.00 0 24 0 0.00 110.65 0.00 1150 0.35 1.45 27.77 11 -2 561 -0.05
- 0 0 0 - 108.40 0.00 1160 0.50 1.85 27.00 43 -7 202 -0.06
- 0 0 0 - 178.70 0.00 1170 0.45 2.35 26.19 43 5 173 -0.08
0.00 0 -13 0 0.00 83.70 0.00 1180 0.80 3.05 25.47 53 7 505 -0.10
0.00 0 0 0 0.00 101.00 0.00 1190 0.90 3.85 24.67 78 12 217 -0.12
0.77 316 0 4 34.10 68.90 2.90 1200 1.15 5.05 24.04 285 11 1,820 -0.16
0.00 0 11 0 0.00 57.60 0.00 1210 1.65 6.60 23.45 80 17 523 -0.20
0.75 153 4 11 23.48 45.95 -2.25 1220 1.75 8.30 22.70 127 19 816 -0.24
0.70 156 0 6 21.79 37.30 -3.70 1230 2.25 10.80 22.23 95 -2 576 -0.30
0.64 308 0 97 20.64 30.30 -3.20 1240 2.40 13.60 21.70 192 4 1,191 -0.36
0.57 955 11 266 20.52 24.30 -2.55 1250 3.10 17.40 21.36 391 -12 2,070 -0.43
0.49 4,060 40 439 20.08 18.75 -2.50 1260 3.40 22.00 21.10 213 20 2,514 -0.51
0.41 1,822 21 369 19.80 14.15 -2.00 1270 3.90 27.50 20.53 97 -1 1,022 -0.59
0.33 2,123 -2 357 19.80 10.60 -1.60 1280 4.55 34.10 20.85 51 7 1,039 -0.66
0.26 1,703 22 150 20.17 7.85 -1.05 1290 3.70 40.15 19.36 12 -3 465 -0.75
0.21 7,401 42 409 20.09 5.65 -1.00 1300 4.65 48.40 20.40 38 7 1,690 -0.79
0.16 2,146 7 121 20.66 4.30 -0.65 1310 1.80 53.75 13.39 8 5 400 -0.94
0.13 5,189 29 185 21.14 3.20 -0.45 1320 1.30 62.50 - 15 13 526 -
0.10 1,569 13 145 21.77 2.45 -0.40 1330 3.00 76.00 23.39 30 22 132 -0.88
0.08 3,853 2 55 22.19 1.85 -0.30 1340 0.00 77.90 0.00 0 -2 0 0.00
0.06 2,940 -7 122 23.20 1.55 -0.25 1350 0.00 89.00 0.00 0 29 0 0.00
0.05 1,171 0 10 24.18 1.30 -0.15 1360 0.00 73.55 0.00 0 0 0 0.00
0.04 675 1 3 25.17 1.10 -0.10 1370 0.00 66.50 0.00 0 0 0 0.00
0.00 0 -3 0 0.00 1.00 0.00 1380 0.00 93.60 0.00 0 0 0 0.00
0.00 0 -14 0 0.00 0.95 0.00 1390 0.00 81.00 0.00 0 0 0 0.00
0.03 2,887 4 12 28.20 0.75 -0.05 1400 6.00 144.00 32.74 12 0 168 -0.95
0.03 233 -14 19 30.30 0.85 0.10 1410 0.00 92.80 - 0 0 0 -
0.00 0 -29 0 0.00 0.55 0.00 1420 0.00 135.00 0.00 0 0 0 0.00
0.00 0 -38 0 0.00 0.60 0.00 1430 0.00 106.95 0.00 0 0 0 0.00
0.02 364 0 1 33.33 0.65 0.00 1440 0.00 139.50 0.00 0 0 0 0.00
40,024 17,867
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.