ICICIGI
ICICI LOMBARD GIC LIMITED
1967.3
6.80 (0.35%)
Option Chain for ICICIGI
26 Jul 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | Vol | Ltp | Chng | Chng | Ltp | Vol | Chng OI | OI | |
| 0 | 500 | 0 | 220 | 0.00 | 1700 | -0.50 | 1.5 | 19,000 | -5,000 | 35,500 |
| 0 | 0 | 0 | 50 | 0.00 | 1720 | 0.00 | 152.9 | 0 | 0 | 0 |
| 0 | 0 | 0 | 128.8 | 0.00 | 1740 | 0.00 | 53.55 | 0 | 0 | 0 |
| 0 | 0 | 0 | 39.25 | 0.00 | 1760 | 0.00 | 181.4 | 0 | 0 | 0 |
| 0 | 0 | 0 | 106 | 0.00 | 1780 | 1.70 | 4 | 33,500 | -1,500 | 11,000 |
| 10,000 | 0 | 1,000 | 182.2 | 10.15 | 1800 | -1.80 | 5.15 | 58,000 | 10,500 | 63,000 |
| 0 | 0 | 0 | 86.05 | 0.00 | 1820 | 0.00 | 13.3 | 0 | 0 | 0 |
| 0 | 0 | 0 | 23.3 | 0.00 | 1840 | -1.70 | 9.35 | 40,000 | -1,000 | 13,500 |
| 0 | 0 | 0 | 68.95 | 0.00 | 1860 | -1.95 | 12.55 | 90,500 | 11,500 | 25,500 |
| 0 | 0 | 0 | 17.65 | 0.00 | 1880 | 0.00 | 28.35 | 0 | 2,500 | 0 |
| 92,500 | -2,500 | 47,500 | 92.05 | -0.95 | 1900 | -2.40 | 21 | 98,000 | 3,500 | 67,500 |
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| 5,000 | -3,000 | 10,000 | 84 | 6.85 | 1920 | -10.35 | 25.3 | 4,000 | 1,500 | 4,000 |
| 25,500 | -5,500 | 24,000 | 64.6 | -3.90 | 1940 | -2.80 | 36.2 | 21,500 | 7,500 | 19,000 |
| 12,500 | -6,500 | 43,000 | 56 | -2.90 | 1960 | -3.00 | 45 | 49,500 | 10,500 | 17,000 |
| 18,000 | 10,500 | 84,500 | 45.3 | -3.70 | 1980 | -140.90 | 53.6 | 26,500 | 11,000 | 11,000 |
| 75,500 | 18,500 | 3,50,500 | 37.9 | -2.10 | 2000 | -320.30 | 64.75 | 500 | 0 | 0 |
| 5,500 | 2,500 | 15,000 | 29.5 | -4.80 | 2020 | 0.00 | 226.1 | 0 | 0 | 0 |
| 20,500 | -5,000 | 30,000 | 24.65 | -1.15 | 2040 | -332.90 | 89.5 | 2,000 | 1,000 | 1,000 |
| 13,500 | 3,000 | 9,500 | 19.6 | -2.15 | 2060 | 0.00 | 259.35 | 0 | 0 | 0 |
| 9,500 | 5,500 | 67,500 | 15.6 | -1.50 | 2080 | 0.00 | 460.2 | 0 | 0 | 0 |
| 85,000 | 17,500 | 1,10,500 | 12.25 | -0.75 | 2100 | 0.00 | 294.05 | 0 | 0 | 0 |
| 17,500 | 4,000 | 29,000 | 9.1 | -4.45 | 2120 | 0.00 | 457.8 | 0 | 0 | 0 |
| 10,500 | 10,500 | 12,500 | 8 | 8.00 | 2140 | 329.85 | 329.85 | 0 | 0 | 0 |
| 1,000 | 500 | 1,000 | 6 | -4.10 | 2160 | 0.00 | 536.9 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0.00 | 2180 | 0.00 | 0 | 0 | 0 | 0 |
| 34,000 | 27,500 | 71,500 | 4.4 | 0.20 | 2200 | 0.00 | 441.9 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 2220 | 0 | 0 | 0 | 0 | ||
| 6,500 | 6,500 | 9,500 | 3.25 | 2240 | 614.5 | 0 | 0 | 0 | ||
| 4,42,500 | 2,68,000 | |||||||||
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.