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Related Pages for ICICIGI
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ICICIGI
Icici Lombard Gic Limited
1815.65 -18.45 (-1.01%)

Option Chain for ICICIGI

24 Jan 2025 04:11 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 250
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 391.20 0.00 1560 0.00 0.35 51.18 2 0 174 -0.01
- 0 0 0 - 315.80 0.00 1580 0.00 4.95 28.13 0 0 0 -0.00
- 0 0 0 - 354.90 0.00 1600 -0.15 0.10 37.50 256 1 223 -0.00
- 0 0 0 - 279.50 0.00 1620 0.00 0.50 0.00 0 0 0 0.00
0.00 0 0 0 0.00 171.60 0.00 1640 -0.55 0.45 37.21 3 -1 129 -0.01
0.00 0 0 0 0.00 307.25 0.00 1660 0.00 0.80 0.00 0 -3 0 0.00
0.00 0 0 0 0.00 158.20 0.00 1680 0.00 1.05 0.00 0 -2 0 0.00
0.80 30 -1 4 66.83 136.40 -116.60 1700 -0.25 0.85 28.59 49 -19 164 -0.03
0.00 0 0 0 0.00 256.65 0.00 1720 -1.15 1.30 26.52 105 -22 144 -0.05
0.90 34 -3 7 27.10 80.90 -13.15 1740 -0.20 2.10 24.60 222 28 207 -0.08
0.00 0 -2 0 0.00 84.30 0.00 1760 -0.15 4.05 23.85 339 70 303 -0.14
0.69 71 2 20 35.36 54.90 -28.55 1780 0.75 7.20 22.77 415 -27 94 -0.23
0.65 205 8 371 20.73 29.45 -19.60 1800 2.15 12.40 21.78 1,429 78 340 -0.36
0.49 164 78 1,220 19.74 17.35 -17.40 1820 4.85 20.30 20.76 910 38 265 -0.51
0.32 409 95 1,248 19.51 9.30 -13.55 1840 8.50 32.00 20.37 580 -75 433 -0.67
0.19 463 70 3,942 20.23 4.95 -9.05 1860 12.55 47.25 20.78 563 -154 145 -0.80
0.12 427 -93 1,063 22.24 3.10 -5.25 1880 16.40 65.60 23.44 71 -11 238 -0.86
0.08 1,091 -134 1,075 23.88 1.90 -3.20 1900 18.60 84.70 26.36 174 -45 546 -0.90
0.05 428 -54 600 26.12 1.35 -2.10 1920 9.20 93.70 - 58 -38 298 -
0.04 908 177 484 28.83 1.10 -1.50 1940 1.15 103.45 - 16 -2 508 -
0.03 707 -88 393 31.04 0.85 -1.10 1960 17.25 140.00 - 3 -1 223 -
0.02 694 -173 326 33.01 0.65 -0.85 1980 0.00 136.85 0.00 0 -1 0 0.00
0.01 1,326 -357 697 33.79 0.40 -0.90 2000 36.00 184.00 45.16 154 -98 116 -0.95
0.01 299 13 70 36.79 0.40 -0.70 2020 0.00 117.00 0.00 0 0 0 0.00
0.01 319 5 40 38.28 0.30 -0.70 2040 104.20 211.40 - 4 0 23 -
0.01 282 -2 29 40.18 0.25 -0.55 2060 0.00 149.25 0.00 0 0 0 0.00
0.01 347 -1 11 44.67 0.35 -0.35 2080 0.00 142.60 0.00 0 0 0 0.00
0.01 525 -44 63 46.52 0.30 -0.30 2100 0.00 162.20 0.00 0 0 0 0.00
- 80 -28 30 - 0.35 -0.20 2120 0.00 166.75 0.00 0 0 0 0.00
0.00 0 -38 0 0.00 0.50 0.00 2140 0.00 259.45 - 0 0 0 -
- 597 -11 78 - 0.10 -0.35 2160 0.00 243.40 - 0 0 0 -
0.00 0 0 0 0.00 12.70 0.00 2180 0.00 294.30 0.00 0 0 0 0.00
- 205 -12 57 - 0.30 -0.15 2200 0.00 273.60 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 2220 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 30.00 25.35 0.00 2240 0.00 307.75 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 2260 0.00 0.00 0.00 0 0 0 0.00
- 113 -11 16 - 0.25 -0.30 2280 0.00 341.75 0.00 0 0 0 0.00
9,724 4,573
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.