ICICIGI
Icici Lombard Gic Limited
1836.7
54.50 (3.06%)
Option Chain for ICICIGI
12 May 2025 04:11 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
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Put
Lot Size : 250 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | OI pcrCOI pcr | Change | Ltp | IV | Vol | Change OI | OI | Delta |
| 0.00 | 0 | 0 | 0 | 0.00 | 222.00 | 0.00 | - 1600 - | -4.25 | 1.25 | 34.42 | 24 | 2 | 111 | -0.02 |
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| - | 0 | 0 | 0 | - | 211.85 | 0.00 | - 1620 - | -5.80 | 1.70 | 33.64 | 4 | 0 | 57 | -0.03 |
| - | 0 | 0 | 0 | - | 144.65 | 0.00 | - 1640 - | 0.00 | 54.40 | 14.04 | 0 | 0 | 0 | -0.00 |
| - | 0 | 0 | 0 | - | 180.55 | 0.00 | - 1660 - | -9.75 | 2.90 | 31.58 | 93 | -35 | 30 | -0.05 |
| - | 0 | 0 | 0 | - | 121.40 | 0.00 | - 1680 - | -11.70 | 4.00 | 30.94 | 85 | 7 | 67 | -0.07 |
| - | 15 | 1 | 5 | - | 146.05 | 48.00 | 8.47 1700 -21.00 | -14.60 | 5.50 | 30.36 | 232 | -21 | 127 | -0.09 |
| 0.00 | 0 | -1 | 0 | 0.00 | 80.60 | 0.00 | - 1720 -9.00 | -18.10 | 7.20 | 29.42 | 158 | 9 | 67 | -0.12 |
| - | 18 | 3 | 10 | - | 104.95 | 32.55 | 7.83 1740 -17.33 | -22.10 | 10.10 | 29.21 | 355 | -52 | 141 | -0.16 |
| 0.84 | 45 | 3 | 10 | 23.05 | 95.80 | 31.05 | 2.27 1760 5.00 | -25.05 | 13.75 | 28.89 | 185 | 15 | 102 | -0.21 |
| 0.76 | 87 | 17 | 91 | 25.40 | 82.65 | 29.80 | 1.63 1780 3.24 | -29.75 | 17.50 | 27.89 | 256 | 55 | 142 | -0.26 |
| 0.70 | 141 | 15 | 167 | 24.91 | 67.80 | 25.30 | 1.71 1800 1.47 | -35.25 | 22.25 | 26.92 | 256 | 22 | 241 | -0.31 |
| 0.63 | 122 | 19 | 343 | 24.73 | 54.75 | 20.60 | 1.16 1820 1.89 | -40.20 | 29.40 | 26.79 | 311 | 36 | 142 | -0.38 |
| 0.55 | 249 | 71 | 466 | 24.47 | 43.10 | 16.30 | 0.44 1840 -0.65 | -51.00 | 37.70 | 26.47 | 287 | -46 | 110 | -0.46 |
| 0.46 | 182 | 33 | 354 | 23.89 | 32.55 | 11.60 | 0.41 1860 0.36 | -47.45 | 48.05 | 26.51 | 116 | 12 | 75 | -0.53 |
| 0.38 | 131 | 26 | 657 | 24.25 | 25.10 | 8.80 | 0.56 1880 -0.46 | -51.00 | 59.05 | 26.02 | 59 | -12 | 74 | -0.61 |
| 0.31 | 313 | -64 | 721 | 24.61 | 19.10 | 6.75 | 0.23 1900 0.13 | -59.80 | 76.00 | 28.62 | 21 | -8 | 72 | -0.66 |
| 0.25 | 187 | 34 | 170 | 25.17 | 14.60 | 5.15 | 0.27 1920 1.50 | -24.25 | 92.90 | 30.63 | 12 | 51 | 51 | -0.71 |
| 0.19 | 129 | -24 | 154 | 25.17 | 10.50 | 3.10 | 0.26 1940 -0.25 | -63.05 | 107.95 | 30.68 | 23 | 6 | 34 | -0.76 |
| 0.15 | 80 | 4 | 44 | 25.62 | 7.80 | 2.15 | - 1960 - | 0.80 | 139.15 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.12 | 67 | -5 | 55 | 26.06 | 5.75 | 1.90 | 0.48 1980 -6.40 | -29.05 | 139.95 | 30.02 | 11 | 32 | 32 | -0.85 |
| 0.09 | 832 | 12 | 178 | 26.93 | 4.50 | 1.20 | 0.22 2000 15.08 | -50.60 | 158.70 | 31.55 | 6 | 181 | 181 | -0.87 |
| 0.07 | 104 | -8 | 21 | 27.15 | 3.20 | 0.75 | - 2020 - | 0.00 | 158.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.06 | 47 | 3 | 78 | 28.61 | 2.80 | 0.80 | - 2040 - | 0.00 | 183.15 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 30 | 3 | 99 | 28.95 | 2.05 | 0.40 | - 2060 - | 0.00 | 256.40 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 223 | 1 | 47 | 28.98 | 1.40 | 0.25 | - 2080 - | 0.00 | 353.75 | - | 0 | 0 | 0 | - |
| 3,002 | 1,856 | |||||||||||||
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.
