`
Related Pages for ICICIGI
[--[65.84.65.76]--]
ICICIGI
Icici Lombard Gic Limited
1804.7 -36.20 (-1.97%)

Option Chain for ICICIGI

21 Nov 2024 03:51 PM IST

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

Call
Put

Lot Size : 500
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 568.65 0.00 1600 -0.95 1.05 44.96 0.5 0 8 -0.02
- 0 0 0 - 657.95 0.00 1620 0.00 0.15 19.79 0 0 0 -0.00
- 0 0 0 - 517.05 0.00 1640 0.00 1.75 18.52 0 0 0 -0.00
- 0 0 0 - 618.60 0.00 1660 0.00 0.30 15.98 0 0 0 -0.00
- 0 0 0 - 492.45 0.00 1680 0.30 2.30 34.63 1 0 13 -0.06
- 0 0 0 - 579.35 0.00 1700 0.10 3.50 33.46 54 15 95 -0.09
- 0 0 0 - 455.10 0.00 1720 0.50 4.35 30.45 45.5 7 82 -0.12
0.00 0 1 0 0.00 75.95 0.00 1740 1.25 6.90 29.61 22 -7 79 -0.17
0.00 0 -1 0 0.00 58.60 0.00 1760 1.05 9.70 27.54 46.5 21 193 -0.24
0.00 0 9 0 0.00 68.90 0.00 1780 4.70 15.90 27.82 499.5 14 111 -0.34
0.55 63 -3 72 26.47 30.30 -21.15 1800 5.35 21.70 25.46 159.5 -33 193 -0.45
0.43 95 -3 148 26.62 20.90 -15.45 1820 8.85 31.65 24.98 124.5 -32 65 -0.57
0.31 181 34 294.5 25.49 12.65 -13.20 1840 9.65 44.65 25.13 124 -12 121 -0.69
0.22 167 42 214.5 25.71 7.80 -10.20 1860 21.30 61.45 27.53 25.5 -2 80 -0.77
0.14 211 117 195 25.76 4.50 -6.60 1880 0.00 54.60 0.00 0 -20 0 0.00
0.09 477 70 156 26.06 2.55 -4.10 1900 25.50 97.50 31.88 11.5 -9 241 -0.87
0.06 116 -11 75.5 27.64 1.75 -2.50 1920 16.60 105.00 - 1 0 91 -
0.04 168 -5 46.5 29.30 1.25 -1.35 1940 10.90 114.70 - 0.5 0 48 -
0.03 118 -16 25 31.41 1.00 -0.80 1960 0.00 68.85 0.00 0 0 0 0.00
0.00 0 -2 0 0.00 1.20 0.00 1980 0.00 96.50 0.00 0 0 0 0.00
0.02 325 33 21.5 34.42 0.55 -0.50 2000 -26.00 174.00 - 1 -1 153 -
0.00 0 4 0 0.00 0.35 0.00 2020 0.00 108.05 0.00 0 0 0 0.00
0.02 227 0 0.5 42.50 0.90 -0.05 2040 0.00 127.35 0.00 0 0 0 0.00
0.03 25 -2 2 47.75 1.15 0.65 2060 0.00 27.55 - 0 0 0 -
0.00 0 0 0 0.00 0.50 0.00 2080 0.00 78.05 - 0 0 0 -
0.00 0 -38 0 0.00 0.35 0.00 2100 0.00 216.00 0.00 0 0 0 0.00
0.00 0 0 0 28.31 151.40 0.00 2120 0.00 94.90 - 0 0 0 -
0.00 0 0 0 30.00 192.35 0.00 2140 0.00 48.05 - 0 0 0 -
0.00 0 0 0 30.00 130.95 0.00 2160 0.00 113.75 - 0 0 0 -
0.00 0 0 0 0.00 166.25 0.00 2180 0.00 61.50 0.00 0 0 0 0.00
- 95 0 26 - 0.40 0.00 2200 0.00 134.65 - 0 0 0 -
2,268 1,573
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.