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

1711.75 -12.70 (-0.74%)

Option Chain for ICICIGI

29 Feb 2024 04:25 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
0 0 0 - 218.00 1500 4.45 - 6,500 2,500 18,000
0 0 0 - 62.40 1510 72.05 - 0 0 0
0 0 0 - 54.00 1520 109.65 - 0 0 0
0 0 0 - 53.85 1530 83.30 - 0 0 0
0 0 0 - 47.20 1540 122.50 - 0 0 0
0 0 0 - 46.20 1550 8.25 - 7,000 3,000 3,000
0 0 0 - 41.10 1560 136.05 - 0 0 0
0 0 0 - 39.40 1570 108.35 - 0 0 0
0 0 0 - 35.65 1580 13.20 - 3,500 -500 5,500
0 0 0 - 33.40 1590 122.10 - 0 0 0
18,500 8,500 11,000 - 126.00 1600 12.00 - 1,42,500 27,500 85,500
0 0 0 - 28.25 1610 136.70 - 0 0 0
0 0 0 - 26.55 1620 180.40 - 0 0 0
0 0 0 - 23.65 1630 151.85 - 0 0 0
0 0 0 - 22.75 1640 22.80 - 14,500 -500 18,000
0 0 0 - 19.70 1650 28.10 - 8,500 3,500 13,500
0 1,500 0 - 97.00 1660 212.55 - 0 0 0
0 0 0 - 16.30 1670 184.05 - 0 0 0
500 500 2,000 - 83.40 1680 32.95 - 15,000 4,500 9,000
0 0 0 - 13.45 1690 53.00 - 0 0 0
1,27,000 29,500 2,37,500 - 61.95 1700 35.55 - 1,76,000 7,000 95,500
9,500 7,000 10,000 - 55.00 1710 218.30 - 0 0 0
57,000 500 53,000 - 52.30 1720 263.90 - 0 0 0
23,000 -3,500 20,000 - 48.25 1730 236.00 - 0 0 0
4,000 2,000 8,500 - 41.50 1740 281.65 - 0 0 0
56,500 12,000 77,000 - 40.00 1750 254.05 - 0 0 0
1,000 500 4,000 - 35.50 1760 299.70 - 0 0 0
500 500 1,000 - 33.65 1770 272.40 - 0 0 0
0 0 500 - 26.85 1780 317.95 - 0 0 0
0 0 0 - 4.70 1790 291.00 - 0 0 0
1,48,500 13,000 1,89,000 - 23.80 1800 336.45 - 0 0 0
9,000 6,000 6,000 - 21.95 1810 309.80 - 0 0 0
4,500 -500 2,500 - 20.95 1820 355.10 - 0 0 0
0 0 0 - 3.00 1830 328.80 - 0 0 0
0 0 0 - 4.00 1840 373.90 - 0 0 0
0 0 0 - 2.50 1850 341.75 - 0 0 0
60,000 5,500 34,500 - 11.15 1860 392.85 - 0 0 0
5,19,500 2,48,000
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.