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

2094.9 -14.35 (-0.68%)

Option Chain for ICICIGI

16 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 0 315 0.00 1800 0.50 1.5 23,500 0 25,000
0 0 0 194.65 0.00 1820 0.00 1 2,000 0 0
0 0 0 99.4 0.00 1840 0.00 112.7 0 0 0
0 0 0 166.25 0.00 1860 0.00 42.5 0 0 0
0 0 0 82.8 0.00 1880 -4.40 0.2 1,000 0 0
0 0 0 237 0.00 1900 0.90 1.6 15,500 1,000 54,000
0 0 0 68.4 0.00 1920 0.00 160.3 0 0 0
0 0 0 117.35 0.00 1940 0.00 72.6 0 0 0
1,000 -1,000 3,500 141.3 -48.70 1960 -0.30 2.4 24,500 7,500 29,500
1,000 0 500 118.05 -42.10 1980 0.55 3.65 37,500 4,000 13,000
11,000 -1,000 2,000 104.1 -37.40 2000 0.85 5.15 1,51,500 54,000 1,08,000
0 0 0 144.15 0.00 2020 -0.05 6.7 33,500 11,000 22,000
3,000 2,000 6,000 73.15 -25.95 2040 2.95 12.95 48,000 -15,500 58,500
10,000 1,500 12,000 56.05 -9.45 2060 -0.90 13.6 53,000 -500 34,000
3,000 2,500 4,000 38.9 -122.10 2080 0.00 19 0 -1,000 0
56,500 29,000 1,24,500 33.5 -8.70 2100 0.75 30.9 1,18,000 10,000 1,07,500
48,000 6,500 59,500 23.4 -9.95 2120 1.60 41.3 55,000 8,500 45,000
64,500 -2,500 1,56,500 18.1 -7.80 2140 3.15 56.65 13,000 500 32,500
1,38,000 -10,500 1,25,000 13.5 -6.85 2160 6.65 72.55 11,500 3,500 36,500
1,31,500 24,500 2,04,000 9.6 -6.20 2180 14.55 85.15 12,000 1,000 10,500
2,01,500 9,500 2,29,500 7.5 -4.05 2200 6.15 106.15 9,500 0 56,000
54,500 2,500 20,000 5.95 -3.25 2220 13.20 124.3 3,000 -1,000 42,000
96,500 -18,000 64,500 4.6 -2.40 2240 21.15 148.55 1,500 0 17,000
77,500 -3,000 1,30,500 3.65 -1.85 2260 33.35 169.7 1,500 -500 13,000
63,500 -8,000 22,000 3.15 -1.20 2280 0.00 128.5 0 0 0
1,65,000 12,500 1,24,500 2.65 -0.90 2300 0.00 151 0 0 0
47,500 500 12,500 2.3 -0.55 2320 0.00 177.45 0 0 0
11,500 -500 3,000 1.6 -0.65 2340 0.00 360.5 0 0 0
42,500 -3,500 10,500 1.65 -0.25 2360 0.00 143.25 0 0 0
13,000 0 1,500 0.95 -0.75 2380 0.00 397.35 0 0 0
87,500 -13,000 37,500 1.15 -0.30 2400 0.00 203.4 0 0 0
2,000 0 500 1.05 -0.95 2420 0.00 434.8 0 0 0
50,500 -15,000 81,500 1 -0.20 2440 0.00 453.7 0 0 0
0 0 0 0 0.00 2460 0.00 0 0 0 0
20,500 -1,500 6,000 0.3 -0.70 2480 0.00 239 0 0 0
0 0 0 0 0.00 2500 0.00 0 0 0 0
14,000 0 2,500 0.4 -0.30 2520 0.00 530.45 0 0 0
14,15,000 7,04,000
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.