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[--[65.84.65.76]--]
ICICIGI
Icici Lombard Gic Limited

2238.15 -19.35 (-0.86%)

Option Chain for ICICIGI

27 Sep 2024 04:11 PM IST

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

Call Put
OI Change OI Vol Ltp Change Change Ltp Vol Change OI OI
0 0 0 136.75 1960 5 38,000 20,500 21,000
0 0 0 215.35 1980 32.3 0 0 0
2,000 1,000 1,500 237.6 -35.40 2000 -0.20 7.4 66,000 35,500 43,500
0 0 0 186.6 0.00 2020 -33.75 9.3 8,500 6,500 6,500
0 0 0 99.9 0.00 2040 -127.85 12.05 8,500 3,500 3,500
0 0 0 160.15 0.00 2060 -40.10 16 11,000 8,000 8,000
0 0 0 84.55 0.00 2080 -145.90 17.8 8,500 3,500 3,500
8,500 0 2,500 152 -27.95 2100 2.55 21 2,72,000 29,500 1,10,000
0 0 0 71.05 0.00 2120 0.00 189.45 0 0 0
0 0 0 114.55 0.00 2140 0.00 89.45 0 0 0
0 0 0 59.3 0.00 2160 -2.05 35.8 23,500 7,500 18,000
0 0 0 95.4 0.00 2180 0.00 109.8 0 0 0
44,000 16,000 78,000 88.2 -21.80 2200 6.05 54.05 2,38,000 34,000 67,000
6,000 5,500 15,500 80.8 -4.20 2220 9.40 64.5 8,000 2,000 3,500
13,000 3,000 24,000 70.1 -11.95 2240 0.60 72.5 35,500 5,000 15,500
57,500 4,000 76,500 59.65 -17.90 2260 0.00 157.6 0 0 0
18,500 6,500 16,500 54.05 -8.95 2280 0.00 308.6 0 0 0
56,000 11,500 2,85,500 45.5 -13.20 2300 8.50 103.8 3,500 1,500 3,500
0 0 0 59.95 0.00 2320 0.00 341.65 0 0 0
7,500 2,500 5,500 31.35 -7.25 2340 -75.25 138.8 1,500 500 500
0 500 0 46.6 0.00 2360 0.00 375.7 0 0 0
10,500 7,000 17,000 24 -7.30 2380 0.00 244.85 0 0 0
86,000 23,000 1,01,000 22.1 -4.95 2400 0.00 410.65 0 0 0
2,000 2,000 5,500 19.6 -6.25 2420 0.00 277.25 0 0 0
0 0 0 14.15 0.00 2440 0.00 446.35 0 0 0
6,500 6,500 8,500 14.75 -5.35 2460 0.00 311.05 0 0 0
43,000 30,500 62,500 11.8 -4.00 2480 0.00 482.7 0 0 0
0 0 0 0 0.00 2500 0.00 0 0 0 0
24,000 15,500 47,000 8.5 -1.75 2520 0.00 454.5 0 0 0
0 0 0 0 0.00 2540 0.00 0 0 0 0
10,000 0 500 6 0.00 2560 0.00 556.95 0 0 0
3,95,000 3,04,000
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.