ICICIGI
Icici Lombard Gic Limited
1861.15
-7.80 (-0.42%)
Option Chain for ICICIGI
26 Dec 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 250 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 286.00 | 0.00 | 1680 | 0.00 | 8.40 | 28.95 | 46 | 41 | 53 | -0.10 |
| - | 0 | 0 | 0 | - | 211.55 | 0.00 | 1700 | -2.80 | 9.20 | 27.37 | 8 | 4 | 5 | -0.12 |
| - | 0 | 0 | 0 | - | 253.85 | 0.00 | 1720 | 0.00 | 25.55 | 7.42 | 0 | 0 | 0 | -0.00 |
| - | 0 | 0 | 0 | - | 180.65 | 0.00 | 1740 | 0.00 | 27.80 | 6.51 | 0 | 0 | 0 | -0.00 |
| - | 0 | 0 | 0 | - | 223.50 | 0.00 | 1760 | -1.45 | 17.10 | 25.53 | 2 | 1 | 27 | -0.20 |
| - | 0 | 0 | 0 | - | 152.25 | 0.00 | 1780 | -0.80 | 21.60 | 25.33 | 10 | 4 | 14 | -0.24 |
| 0.73 | 4 | 2 | 4 | 22.96 | 96.95 | 11.85 | 1800 | 0.70 | 27.00 | 25.15 | 50 | 15 | 100 | -0.29 |
| - | 0 | 0 | 0 | - | 126.55 | 0.00 | 1820 | 0.00 | 52.65 | 2.71 | 0 | 0 | 0 | -0.00 |
| 0.00 | 0 | 1 | 0 | 0.00 | 88.55 | 0.00 | 1840 | 2.15 | 40.00 | 24.46 | 54 | 18 | 68 | -0.39 |
| 0.56 | 19 | 2 | 12 | 22.89 | 60.00 | -9.80 | 1860 | 11.30 | 51.50 | 25.64 | 1 | 0 | 1 | -0.44 |
| 0.50 | 3 | 1 | 3 | 25.82 | 56.80 | -2.40 | 1880 | -17.00 | 57.00 | 23.70 | 1 | 0 | 0 | -0.50 |
| 0.45 | 74 | 8 | 113 | 24.87 | 45.85 | -4.35 | 1900 | 3.80 | 67.80 | 23.59 | 130 | 85 | 104 | -0.56 |
| 0.39 | 2 | 0 | 1 | 24.59 | 37.50 | -6.00 | 1920 | 0.00 | 91.70 | - | 0 | 0 | 0 | - |
| 0.35 | 2 | 1 | 2 | 26.57 | 35.00 | -5.00 | 1940 | 0.00 | 51.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.30 | 43 | 43 | 49 | 25.07 | 26.00 | -78.35 | 1960 | 0.00 | 111.75 | - | 0 | 0 | 0 | - |
| 0.24 | 2 | 2 | 3 | 23.54 | 18.30 | -34.10 | 1980 | 0.00 | 136.50 | - | 0 | 0 | 0 | - |
| 0.20 | 129 | 56 | 85 | 24.16 | 15.40 | -2.90 | 2000 | 9.40 | 142.00 | 25.77 | 7 | 5 | 170 | -0.78 |
| 0.17 | 18 | 9 | 11 | 24.44 | 12.50 | -3.55 | 2020 | 0.00 | 164.15 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 7.28 | 72.50 | 0.00 | 2040 | 0.00 | 158.45 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 18.00 | 0.00 | 2060 | 0.00 | 194.10 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 8.75 | 59.70 | 0.00 | 2080 | 0.00 | 184.90 | - | 0 | 0 | 0 | - |
| 0.08 | 52 | 22 | 42 | 25.21 | 5.00 | -1.10 | 2100 | 10.00 | 227.00 | 24.01 | 1 | 0 | 1 | -0.93 |
| 0.00 | 0 | 0 | 0 | 10.12 | 48.75 | 0.00 | 2120 | 0.00 | 213.25 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 20 | 0 | 0.00 | 4.80 | 0.00 | 2140 | 0.00 | 259.45 | - | 0 | 0 | 0 | - |
| 0.05 | 11 | 3 | 4 | 26.75 | 2.95 | -0.40 | 2160 | 0.00 | 243.40 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 11.98 | 12.70 | 0.00 | 2180 | 0.00 | 294.30 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 13.29 | 31.80 | 0.00 | 2200 | 0.00 | 274.85 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2220 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
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| 0.00 | 0 | 0 | 0 | 14.39 | 25.35 | 0.00 | 2240 | 0.00 | 307.75 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2260 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 3 | 0 | 4 | 32.15 | 1.90 | 0.00 | 2280 | 0.00 | 341.75 | - | 0 | 0 | 0 | - |
| 362 | 543 | |||||||||||||
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.
