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Related Pages for ICICIGI
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ICICIGI
Icici Lombard Gic Limited
1831.5 1.55 (0.08%)

Option Chain for ICICIGI

03 Apr 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 - 286.65 0.00 1600 -0.20 3.35 36.78 26 16 95 -0.05
0.00 0 0 0 0.00 132.45 0.00 1620 -0.10 4.35 0.00 0 4 0 0.00
0.00 0 0 0 0.00 163.80 0.00 1640 0.00 7.75 0.00 0 3 0 0.00
- 0 0 0 - 106.85 0.00 1660 0.35 7.05 34.80 26 -7 36 -0.09
0.00 0 0 0 0.00 134.70 0.00 1680 -1.15 7.50 32.42 70 17 23 -0.11
0.00 0 -4 0 0.00 146.85 0.00 1700 -1.50 9.50 31.66 199 20 421 -0.13
0.97 84 3 4 15.31 125.55 7.80 1720 -1.60 12.15 31.04 120 44 103 -0.16
0.90 25 0 2 19.15 108.85 6.95 1740 -2.10 15.60 30.57 74 14 135 -0.20
0.78 67 0 29 27.11 100.90 1.90 1760 -2.50 19.35 29.75 67 6 101 -0.24
0.72 95 -14 49 26.73 85.85 1.20 1780 -2.00 25.90 30.25 107 27 157 -0.30
0.66 248 -10 253 27.32 73.45 1.60 1800 -2.95 31.80 29.59 249 32 475 -0.35
0.60 173 20 197 27.04 60.95 0.70 1820 -3.35 39.85 29.58 142 40 93 -0.41
0.53 178 17 548 26.91 50.00 -0.40 1840 -3.50 49.65 29.88 198 55 140 -0.47
0.47 264 82 304 27.31 41.30 0.00 1860 -1.20 62.10 31.00 39 1 8 -0.53
0.40 155 1 124 27.19 33.00 -0.80 1880 -3.60 72.35 30.20 37 -4 27 -0.59
0.34 422 -26 335 27.61 26.80 -0.45 1900 -9.60 87.75 31.80 25 0 15 -0.63
0.29 60 6 56 27.74 21.20 -0.60 1920 -1.00 102.30 32.36 2 0 4 -0.68
0.24 55 12 56 27.73 16.40 -0.85 1940 -9.70 123.40 36.75 7 3 10 -0.70
0.20 68 44 180 28.08 12.95 -0.80 1960 5.20 143.70 40.45 1 0 1 -0.72
0.16 62 -30 69 28.17 9.90 -0.70 1980 0.00 266.75 - 0 0 0 -
0.13 223 10 212 28.82 8.00 -0.35 2000 -1.65 168.20 35.17 8 2 175 -0.82
0.00 0 0 0 0.00 0.00 0.00 2020 0.00 0.00 0.00 0 0 0 0.00
0.08 55 -2 14 28.53 4.20 -0.65 2040 0.00 205.15 - 0 0 0 -
2,234 2,019
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.