ICICIGI
Icici Lombard Gic Limited
1902.15
4.15 (0.22%)
Option Chain for ICICIGI
20 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 | - | 214.15 | 0.00 | 1740 | -0.60 | 0.55 | 34.15 | 81 | 5 | 49 | -0.02 |
| - | 0 | 0 | 0 | - | 532.85 | 0.00 | 1760 | -0.60 | 0.65 | 31.24 | 30 | -12 | 48 | -0.02 |
| 0.00 | 0 | 2 | 0 | 0.00 | 100.70 | 0.00 | 1780 | -0.90 | 1.05 | 29.83 | 68 | -1 | 65 | -0.04 |
| 0.00 | 0 | -2 | 0 | 0.00 | 102.05 | 0.00 | 1800 | -0.95 | 1.90 | 29.10 | 364 | -6 | 182 | -0.06 |
| 0.00 | 0 | -2 | 0 | 0.00 | 60.50 | 0.00 | 1820 | -2.00 | 3.10 | 27.82 | 99 | 6 | 52 | -0.10 |
| 0.00 | 0 | -9 | 0 | 0.00 | 67.95 | 0.00 | 1840 | -1.70 | 5.00 | 26.51 | 258 | -8 | 89 | -0.15 |
| 0.85 | 91 | -8 | 76 | 18.44 | 49.00 | -1.75 | 1860 | -2.10 | 8.70 | 26.17 | 727 | -63 | 113 | -0.23 |
| 0.77 | 159 | -53 | 544 | 14.44 | 30.25 | -7.75 | 1880 | -2.50 | 13.55 | 25.03 | 612 | -21 | 192 | -0.33 |
| 0.56 | 219 | -16 | 997 | 17.23 | 19.65 | -6.35 | 1900 | -7.40 | 17.05 | 20.26 | 976 | 19 | 166 | -0.45 |
| 0.39 | 194 | 42 | 1,195 | 19.83 | 13.00 | -4.95 | 1920 | -2.60 | 36.40 | 29.28 | 332 | -18 | 67 | -0.57 |
| 0.27 | 279 | -4 | 1,766 | 22.17 | 8.75 | -3.30 | 1940 | -1.15 | 52.35 | 32.86 | 249 | 25 | 129 | -0.66 |
| 0.19 | 493 | 144 | 871 | 24.93 | 6.40 | -2.00 | 1960 | -1.40 | 68.60 | 35.34 | 140 | -32 | 101 | -0.73 |
| 0.14 | 239 | -31 | 488 | 27.39 | 4.75 | -1.25 | 1980 | 0.00 | 111.10 | 0.00 | 0 | -5 | 0 | 0.00 |
| 0.11 | 720 | -188 | 1,111 | 29.71 | 3.60 | -1.05 | 2000 | -3.40 | 101.55 | 36.70 | 25 | -1 | 244 | -0.84 |
| 0.08 | 120 | 27 | 445 | 32.12 | 2.85 | -0.50 | 2020 | 0.00 | 102.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.07 | 277 | 33 | 340 | 34.92 | 2.45 | -0.25 | 2040 | 0.00 | 121.10 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.05 | 182 | 50 | 277 | 37.12 | 2.00 | -0.15 | 2060 | 0.00 | 87.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 158 | 36 | 418 | 38.30 | 1.45 | -0.40 | 2080 | 0.00 | 107.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.04 | 162 | 26 | 137 | 42.41 | 1.60 | -0.10 | 2100 | 0.00 | 203.75 | 0.00 | 0 | -3 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.30 | 0.00 | 2120 | 0.00 | 56.25 | - | 0 | 0 | 0 | - |
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| 0.00 | 0 | 0 | 0 | 0.00 | 0.90 | 0.00 | 2140 | 0.00 | 197.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -15 | 0 | 0.00 | 0.55 | 0.00 | 2160 | 0.00 | 264.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 26.32 | 16.75 | 0.00 | 2180 | 0.00 | 255.20 | - | 0 | 0 | 0 | - |
| 0.01 | 50 | 0 | 1 | 49.78 | 0.55 | -0.25 | 2200 | 0.00 | 84.50 | - | 0 | 0 | 0 | - |
| 3,343 | 1,497 | |||||||||||||
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.
