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
- 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.