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

1213.3 11.55 (0.96%)

Option Chain for ICICIBANK

24 Jan 2025 11:50 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 0 0 - 235.30 0.00 1080 -0.25 0.40 43.48 113 18 394 -0.02
- 0 0 0 - 212.05 0.00 1090 -0.25 0.65 43.68 75 -1 95 -0.02
- 67 0 2 - 114.00 9.00 1100 -0.40 0.95 43.46 799 122 1,295 -0.03
- 0 0 0 - 193.40 0.00 1110 -0.70 1.20 41.97 469 29 319 -0.04
0.93 14 0 2 44.00 99.00 16.35 1120 -0.85 1.60 41.10 1,038 -91 975 -0.06
0.00 0 2 0 0.00 78.10 0.00 1130 -1.15 2.25 40.60 1,556 -56 859 -0.08
- 5 0 1 - 72.05 2.50 1140 -1.60 3.00 39.88 1,652 287 1,212 -0.10
0.97 63 -27 50 24.00 67.10 5.60 1150 -2.20 4.00 39.02 2,435 -32 1,386 -0.13
0.82 85 -3 15 40.80 63.15 10.35 1160 -2.60 5.50 38.79 1,467 30 1,285 -0.17
0.79 95 -2 31 38.63 54.05 8.85 1170 -3.30 7.30 38.34 1,184 58 859 -0.21
0.74 212 -38 351 38.53 46.75 8.25 1180 -4.05 9.65 38.01 1,810 7 1,199 -0.26
0.68 306 -90 502 38.14 39.40 7.10 1190 -4.75 12.60 37.88 1,797 119 1,241 -0.32
0.62 1,569 -515 4,611 38.17 33.10 6.55 1200 -5.80 16.00 37.45 3,800 152 3,298 -0.38
0.55 1,023 -32 4,284 37.71 27.15 5.60 1210 -6.60 20.05 37.19 2,569 131 831 -0.44
0.49 1,923 525 5,799 37.48 22.00 4.65 1220 -7.55 24.95 37.18 1,689 -48 903 -0.51
0.42 1,449 -23 2,808 37.15 17.45 3.75 1230 -8.45 30.15 36.21 582 -22 810 -0.58
0.35 1,814 92 3,550 36.50 13.40 2.70 1240 -9.70 36.20 36.07 374 -68 580 -0.65
0.29 3,463 1,100 5,560 36.54 10.35 2.05 1250 -10.50 42.95 35.34 482 -174 893 -0.71
0.24 1,896 135 2,161 36.57 7.95 1.55 1260 -12.40 50.00 34.76 218 -52 1,208 -0.77
0.19 1,929 22 1,568 36.84 6.00 1.00 1270 -12.30 57.70 33.17 107 -42 532 -0.83
0.15 2,087 -300 1,969 37.25 4.60 0.70 1280 -11.95 67.00 35.86 59 1 649 -0.86
0.12 1,101 46 609 38.27 3.65 0.50 1290 -6.35 82.00 51.58 10 0 374 -0.80
0.10 6,197 141 1,888 39.09 2.90 0.40 1300 -10.00 86.95 43.03 83 -49 1,994 -0.88
0.08 1,141 -11 315 39.87 2.25 0.30 1310 -16.50 96.00 42.29 1 0 404 -0.91
0.06 2,195 141 529 39.95 1.65 0.20 1320 -3.95 111.00 61.60 6 -2 494 -0.84
0.05 868 39 226 40.87 1.30 0.15 1330 0.00 123.00 0.00 0 -2 0 0.00
0.04 1,017 5 154 41.02 0.95 0.10 1340 0.00 133.95 0.00 0 -1 0 0.00
0.03 2,040 -10 223 41.93 0.75 0.05 1350 -8.95 134.05 43.86 13 -1 306 -0.96
0.02 746 -7 106 42.73 0.60 0.00 1360 0.00 104.60 0.00 0 0 0 0.00
0.02 366 0 10 43.91 0.50 0.10 1370 0.45 165.95 0.00 0 0 0 0.00
0.02 611 -8 19 44.65 0.40 -0.20 1380 0.00 145.35 0.00 0 0 0 0.00
0.01 1,155 0 27 41.32 0.15 -0.10 1390 0.00 114.00 0.00 0 0 0 0.00
0.01 1,927 -2 29 44.85 0.20 -0.05 1400 0.00 196.25 0.00 0 -2 0 0.00
0.00 0 -1 0 0.00 0.15 0.00 1410 0.00 122.80 0.00 0 0 0 0.00
0.01 364 -20 77 47.11 0.15 -0.10 1420 0.00 86.55 0.00 0 0 0 0.00
0.00 0 -3 0 0.00 0.20 0.00 1430 0.00 96.80 0.00 0 0 0 0.00
- 183 -1 3 - 0.15 0.00 1440 0.00 145.30 - 0 0 0 -
- 242 0 4 - 0.15 -0.05 1450 0.00 156.25 0.00 0 0 0 0.00
- 196 0 2 - 0.10 0.00 1460 0.00 160.90 - 0 0 0 -
- 40 0 1 - 0.15 0.00 1470 0.00 173.55 0.00 0 0 0 0.00
- 90 0 2 - 0.10 -0.15 1480 0.00 177.20 - 0 0 0 -
38,479 24,395
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.