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ICICI BANK LTD. Option Chain

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₹ 1232.95
1225.45
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LTP
Greeks
OI
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Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
Last Updated now

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,020PCR: --

0.00

lock
****

0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,040PCR: --

0.00

lock
****

0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,060PCR: --

0.00

lock
****

0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,080PCR: --

0.85

lock
****

1.60

141.40

41.99%

-0.025

0.001

-0.248

0.118

0.340

-0.930

0.002

0.907

54.69%

6.30

0.23

lock
****

139.90

1,100PCR: 16.97

1.10

lock
****

3.92

265.30

39.06%

-0.034

0.001

-0.303

0.155

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,110PCR: --

1.35

lock
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0.43

126.00

38.09%

-0.042

0.001

-0.348

0.183

0.315

-0.693

0.002

0.916

43.95%

0.00

0.08

lock
****

118.45

1,120PCR: 40.92

1.30

lock
****

3.44

264.60

37.11%

-0.052

0.001

-0.405

0.218

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,130PCR: --

2.10

lock
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2.28

150.50

36.13%

-0.064

0.002

-0.463

0.256

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,140PCR: --

2.70

lock
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7.04

546.00

35.16%

-0.080

0.002

-0.536

0.305

0.301

-0.471

0.002

0.921

31.25%

30.10

0.27

lock
****

87.80

1,150PCR: 25.82

3.60

lock
****

7.05

1,029.70

35.16%

-0.104

0.003

-0.648

0.368

0.447

-0.791

0.003

0.864

35.40%

4.90

0.07

lock
****

80.00

1,160PCR: 111.60

4.70

lock
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7.81

873.60

34.42%

-0.129

0.003

-0.741

0.431

0.559

-1.099

0.003

0.808

39.31%

4.90

0.04

lock
****

74.30

1,170PCR: 115.67

6.00

lock
****

4.86

835.10

34.06%

-0.160

0.004

-0.846

0.497

0.635

-1.295

0.004

0.760

40.77%

17.50

0.28

lock
****

67.00

1,180PCR: 24.70

7.80

lock
****

6.92

1,070.30

33.69%

-0.199

0.004

-0.960

0.570

0.647

-1.121

0.004

0.752

34.67%

39.90

0.46

lock
****

56.25

1,190PCR: 9.43

10.00

lock
****

4.29

1,136.10

32.96%

-0.240

0.005

-1.048

0.636

0.704

-1.181

0.005

0.706

33.57%

732.20

4.06

lock
****

47.90

1,200PCR: 4.27

12.70

lock
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17.33

2,856.70

33.20%

-0.290

0.005

-1.162

0.700

0.749

-1.221

0.005

0.660

32.59%

487.90

1.41

lock
****

40.95

1,210PCR: 5.74

15.80

lock
****

8.07

1,890.00

32.96%

-0.343

0.005

-1.239

0.752

0.789

-1.276

0.006

0.602

32.35%

2,865.80

3.63

lock
****

34.20

1,220PCR: 2.88

19.50

lock
****

10.45

2,899.40

32.59%

-0.399

0.006

-1.286

0.789

0.811

-1.297

0.006

0.542

31.98%

4,089.40

6.46

lock
****

28.55

1,230PCR: 1.62

23.95

lock
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10.49

2,067.80

32.47%

-0.458

0.006

-1.317

0.811

0.815

-1.303

0.006

0.481

31.98%

4,083.80

9.59

lock
****

23.50

1,240PCR: 0.71

28.90

lock
****

6.78

1,117.20

32.23%

-0.519

0.006

-1.313

0.815

0.799

-1.263

0.006

0.420

31.62%

3,482.50

12.33

lock
****

19.00

1,250PCR: 0.73

34.55

lock
****

8.98

763.00

31.98%

-0.579

0.006

-1.279

0.800

0.766

-1.211

0.006

0.361

31.62%

2,457.70

12.40

lock
****

15.30

1,260PCR: 0.76

40.65

lock
****

9.48

505.40

31.25%

-0.642

0.006

-1.192

0.763

0.717

-1.129

0.005

0.306

31.49%

2,136.40

13.83

lock
****

12.15

1,270PCR: 0.32

46.95

lock
****

4.49

211.40

31.62%

-0.692

0.005

-1.138

0.720

0.659

-1.046

0.005

0.257

31.74%

1,736.00

12.15

lock
****

9.70

1,280PCR: 0.45

54.05

lock
****

5.45

144.20

30.52%

-0.753

0.005

-0.984

0.645

0.595

-0.951

0.004

0.213

31.98%

1,149.40

9.42

lock
****

7.60

1,290PCR: 0.31

62.15

lock
****

2.88

22.40

31.62%

-0.788

0.004

-0.937

0.593

0.524

-0.838

0.004

0.174

31.98%

3,396.40

34.98

lock
****

6.00

1,300PCR: 0.47

69.70

lock
****

16.40

256.20

29.30%

-0.850

0.004

-0.698

0.477

0.459

-0.745

0.003

0.142

32.47%

574.70

8.53

lock
****

4.55

1,310PCR: 0.35

72.00

lock
****

2.98

0.70

0.00%

-1.000

0.000

0.000

0.000

0.388

-0.625

0.003

0.111

32.23%

842.10

16.07

lock
****

3.35

1,320PCR: 0.23

90.80

lock
****

3.74

1.40

37.35%

-0.853

0.003

-0.880

0.471

0.325

-0.524

0.002

0.088

32.23%

398.30

5.33

lock
****

2.65

1,330PCR: 0.26

89.95

lock
****

1.37

1.40

0.00%

-1.000

0.000

0.000

0.000

0.274

-0.448

0.002

0.070

32.71%

377.30

7.83

lock
****

2.00

1,340PCR: 0.50

112.65

lock
****

3.94

0.00

46.88%

-0.845

0.003

-1.142

0.487

0.221

-0.362

0.002

0.053

32.71%

702.10

17.33

lock
****

1.50

1,350PCR: 0.15

114.70

lock
****

2.61

21.70

0.00%

-1.000

0.000

0.000

0.000

0.183

-0.304

0.001

0.042

33.20%

282.10

6.64

lock
****

1.25

1,360PCR: 0.08

104.60

lock
****

0.52

0.00

0.00%

-1.000

0.000

0.000

0.000

0.162

-0.276

0.001

0.036

34.18%

248.50

3.91

lock
****

1.00

1,370PCR: 0.11

113.40

lock
****

0.43

0.00

0.00%

-1.000

0.000

0.000

0.000

0.139

-0.244

0.001

0.030

35.16%

56.70

4.56

lock
****

0.75

1,380PCR: 0.06

145.35

lock
****

0.25

0.00

36.13%

-0.966

0.001

-0.282

0.156

0.085

-0.141

0.001

0.017

33.20%

87.50

8.11

lock
****

0.40

1,390PCR: 0.01

114.00

lock
****

0.11

0.00

0.00%

-1.000

0.000

0.000

0.000

0.086

-0.150

0.001

0.017

35.16%

163.10

14.68

lock
****

0.50

1,400PCR: 0.13

176.00

lock
****

1.88

0.70

70.07%

-0.847

0.002

-1.691

0.483

0.066

-0.116

0.000

0.013

35.16%

27.30

5.81

lock
****

0.30

1,410PCR: 0.01

122.80

lock
****

0.05

0.00

0.00%

-1.000

0.000

0.000

0.000

0.066

-0.122

0.000

0.012

37.11%

14.00

3.07

lock
****

0.35

1,420PCR: 0.00

86.55

lock
****

0.01

0.00

0.00%

-1.000

0.000

0.000

0.000

0.052

-0.096

0.000

0.009

37.11%

0.70

1.99

lock
****

0.25

1,430PCR: 0.00

96.80

lock
****

0.01

0.00

0.00%

-1.000

0.000

0.000

0.000

0.052

-0.102

0.000

0.009

39.06%

10.50

1.40

lock
****

0.30

1,440PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.031

-0.060

0.000

0.005

39.06%

2.10

1.60

lock
****

0.15

1,460PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.047

-0.106

0.000

0.009

44.92%

23.80

0.63

lock
****

0.25

1,480PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.039

-0.091

0.000

0.007

46.88%

27.30

2.48

lock
****

0.25

1,500PCR: 0.10

250.20

lock
****

0.25

0.00

0.00%

-1.000

0.000

0.000

0.000

ICICI BANK LTD. - Statistics

Day Range
₹1,215.25 - ₹1,241.75
52w Range
₹985.25 - ₹1362.35
Volume
7,676,418

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Underlying Assets & Securities

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ICICI BANK LTD.

1,232.95

+7.50 (0.61%)

ICICI BANK LTD. Options

ICICIBANK 1230 CE 30 JAN 25

₹28.55

+2.30 (8.76%)

ICICIBANK 1240 CE 30 JAN 25

₹23.50

+2.15 (10.07%)

ICICIBANK 1250 CE 30 JAN 25

₹19.00

+1.75 (10.14%)

ICICIBANK 1300 CE 30 JAN 25

₹6.00

+0.95 (18.81%)

ICICI BANK LTD. Futures

ICICIBANK FUT 30 JAN 25

₹1,234.95

+5.30 (0.43%)

ICICIBANK FUT 27 FEB 25

₹1,242.00

+5.15 (0.42%)

ICICIBANK FUT 27 MAR 25

₹1,250.85

+5.80 (0.47%)

Frequently Asked Questions

What is the current spot price for ICICI BANK LTD.?chevron-up

The current spot price for ICICI BANK LTD. is ₹1,232.95.

What is the minimum option lot size for ICICI BANK LTD.?chevron-up

The minimum lot size for ICICI BANK LTD. is 700.

Which ICICI BANK LTD. call and put option contract has the highest open interest?chevron-up

The 1,300.00 strike for ICICI BANK LTD. call options have an OI of 34.98 Lakhs. The 1,200.00 strike for ICICI BANK LTD. put options has an OI of 17.33 Lakhs

What is the current at-the-money (ATM) strike for ICICI BANK LTD. and what is its price?chevron-up

The current ATM strike for ICICI BANK LTD. is 1,230.00. The call price is ₹28.55 and the put price is ₹23.95.

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for ICICI BANK LTD.?chevron-up

The PCR for the 1,230.00 strike is 1.62.

What is the implied volatility of ICICI BANK LTD.?chevron-up

The implied volatility (IV) of at-the-money ICICI BANK LTD. call is 31.98% and 32.47% for puts.

How much will the price change of the at-the-money (ATM) strike for ICICI BANK LTD. call options if ICICI BANK LTD. moves up in price by ₹1?chevron-up

The ATM strike is 1,230.00 and the call option is priced at ₹28.55. If ICICI BANK LTD. moves up by ₹1, then the approximate change in price for the option is +₹0.542. The value of 0.542 is the option's 'Delta'.