ICICIBANK
ICICI BANK LTD.
1066.5
11.05 (1.05%)
Option Chain for ICICIBANK
19 Apr 2024 02:03 PM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | Vol | IV | Ltp | Ltp | IV | Vol | Chng OI | OI | |
| 15,400 | 0 | 1,400 | - | 137.00 | 920 | 0.20 | - | 37,800 | 0 | 62,300 |
| 0 | 0 | 0 | - | 0.00 | 930 | 0.00 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 100.35 | 940 | 13.85 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 117.60 | 950 | 4.75 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 154.30 | 960 | 0.15 | - | 1,61,700 | 4,200 | 4,59,900 |
| 0 | 0 | 0 | - | 100.60 | 970 | 0.30 | - | 40,600 | 7,700 | 1,11,300 |
| 0 | 0 | 0 | - | 72.65 | 980 | 0.40 | - | 2,24,700 | 7,700 | 4,06,700 |
| 0 | 0 | 0 | - | 96.05 | 990 | 0.65 | - | 2,80,700 | 7,000 | 2,62,500 |
| 1,28,100 | -9,800 | 1,12,700 | - | 67.05 | 1000 | 1.00 | - | 13,62,200 | -10,500 | 11,18,600 |
| 40,600 | 2,100 | 19,600 | - | 57.40 | 1010 | 1.40 | - | 10,95,500 | 1,12,000 | 3,85,000 |
| 53,900 | 6,300 | 20,300 | - | 48.00 | 1020 | 1.90 | - | 21,37,100 | 7,700 | 4,38,200 |
| 2,84,900 | 0 | 1,77,100 | - | 38.25 | 1030 | 2.75 | - | 20,17,400 | 1,30,200 | 6,53,100 |
| 1,91,100 | 23,100 | 6,93,700 | - | 28.30 | 1040 | 4.15 | - | 26,39,700 | 98,700 | 6,79,000 |
| 4,73,200 | -1,05,000 | 32,38,900 | - | 20.55 | 1050 | 6.25 | - | 82,92,900 | 79,100 | 16,44,300 |
| 8,37,200 | -1,34,400 | 71,33,700 | - | 13.65 | 1060 | 9.40 | - | 40,87,300 | -71,400 | 12,12,400 |
| 13,90,200 | -5,27,800 | 1,22,42,300 | - | 8.45 | 1070 | 14.25 | - | 17,93,400 | -3,52,100 | 8,79,900 |
| 36,71,500 | -72,800 | 1,04,71,300 | - | 4.90 | 1080 | 20.60 | - | 8,64,500 | -2,52,000 | 13,63,600 |
| 23,14,200 | -2,75,800 | 53,85,100 | - | 3.10 | 1090 | 28.80 | - | 3,80,100 | -1,56,800 | 5,72,600 |
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| 53,20,700 | -3,01,000 | 46,63,400 | - | 2.10 | 1100 | 37.40 | - | 4,67,600 | -49,700 | 14,72,800 |
| 24,45,100 | 63,700 | 17,57,700 | - | 1.55 | 1110 | 44.45 | - | 35,000 | -11,900 | 2,60,400 |
| 22,56,800 | -3,21,300 | 15,02,200 | - | 1.15 | 1120 | 55.00 | - | 15,400 | -7,700 | 2,18,400 |
| 10,75,900 | -18,900 | 7,11,900 | - | 0.90 | 1130 | 75.40 | - | 1,400 | 0 | 1,64,500 |
| 9,04,400 | -1,54,000 | 4,48,700 | - | 0.70 | 1140 | 82.00 | - | 4,200 | -2,100 | 3,01,000 |
| 26,66,300 | -2,40,100 | 12,90,100 | - | 0.55 | 1150 | 93.40 | - | 4,200 | -700 | 1,44,200 |
| 9,84,900 | -1,79,200 | 3,12,200 | - | 0.45 | 1160 | 101.45 | - | 700 | 0 | 1,48,400 |
| 4,00,400 | -63,000 | 1,19,700 | - | 0.45 | 1170 | 87.75 | - | 0 | 0 | 0 |
| 4,99,100 | -16,800 | 55,300 | - | 0.30 | 1180 | 73.60 | - | 0 | 0 | 0 |
| 1,23,200 | -7,000 | 11,900 | - | 0.35 | 1190 | 87.40 | - | 0 | 0 | 0 |
| 15,07,800 | -73,500 | 1,89,000 | - | 0.30 | 1200 | 139.00 | - | 3,500 | -2,800 | 45,500 |
| 3,63,300 | -9,100 | 22,400 | - | 0.20 | 1210 | 148.00 | - | 0 | 0 | 0 |
| 5,98,500 | -14,000 | 93,800 | - | 0.20 | 1220 | 192.45 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 0.00 | 1230 | 0.00 | - | 0 | 0 | 0 |
| 2,20,500 | -6,300 | 24,500 | - | 0.15 | 1240 | 211.05 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 0.00 | 1250 | 0.00 | - | 0 | 0 | 0 |
| 2,88,400 | -9,800 | 14,000 | - | 0.25 | 1260 | 148.00 | - | 0 | 0 | 0 |
| 2,90,55,600 | 1,30,04,600 | |||||||||
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.