[--[65.84.65.76]--]
ICICIGI
ICICI LOMBARD GIC LIMITED

1684.5 21.85 (1.31%)

Option Chain for ICICIGI

28 Mar 2024 03:56 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
500 500 1,500 - 196.00 1500 5.00 - 5,500 1,000 4,000
0 0 0 - 0.00 1510 0.00 - 0 0 0
0 0 0 - 75.85 1520 86.95 - 0 0 0
0 0 0 - 210.70 1530 11.75 - 0 0 0
0 0 0 - 67.35 1540 98.10 - 0 0 0
0 0 0 - 194.00 1550 14.90 - 0 0 0
0 0 0 - 59.60 1560 110.00 - 0 0 0
0 0 0 - 177.95 1570 18.60 - 0 0 0
0 0 0 - 52.55 1580 122.60 - 0 0 0
0 0 0 - 162.50 1590 22.95 - 0 0 0
0 0 500 - 102.00 1600 13.15 - 30,500 11,500 24,500
0 0 0 - 89.45 1610 28.05 - 0 0 0
0 0 0 - 40.35 1620 149.70 - 0 0 0
0 0 0 - 133.75 1630 33.75 - 0 0 0
500 500 1,000 - 67.00 1640 164.25 - 0 0 0
0 0 0 - 120.55 1650 31.45 - 1,000 500 500
0 0 0 - 30.65 1660 179.30 - 0 0 0
0 0 0 - 108.15 1670 47.65 - 0 0 0
500 500 2,000 - 58.50 1680 194.80 - 0 0 0
1,000 500 6,500 - 56.15 1690 55.85 - 0 0 0
54,000 7,500 1,28,500 - 47.00 1700 53.95 - 45,000 -3,000 29,500
0 0 0 - 85.80 1710 64.90 - 0 0 0
0 0 0 - 19.65 1720 227.25 - 0 0 0
0 0 0 - 75.90 1730 74.75 - 0 0 0
0 0 0 - 16.85 1740 244.10 - 0 0 0
12,000 10,000 22,500 - 29.80 1750 85.40 - 0 0 0
0 0 0 - 14.40 1760 261.25 - 0 0 0
0 0 0 - 58.50 1770 96.90 - 0 0 0
0 7,500 0 - 2.15 1780 278.80 - 0 0 0
0 0 0 - 51.00 1790 109.20 - 0 0 0
1,05,500 71,500 2,70,500 - 17.00 1800 296.60 - 0 0 0
1,74,000 58,500
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.