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ICICI BANK LTD. Option Chain

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₹ 1288.4
1286.9
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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

0.285

-2.981

0.001

0.902

125.49%

0.00

0.18

lock
****

239.00

1,060PCR: 0.85

0.35

lock
****

0.15

1.40

66.41%

-0.010

0.000

-0.237

0.043

0.452

-6.063

0.001

0.808

161.13%

0.00

0.10

lock
****

220.05

1,100PCR: 17.36

0.35

lock
****

1.70

50.40

54.69%

-0.011

0.000

-0.216

0.048

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,120PCR: --

0.25

lock
****

0.04

0.70

46.88%

-0.009

0.000

-0.157

0.040

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,140PCR: --

0.20

lock
****

1.40

10.50

41.02%

-0.009

0.000

-0.140

0.041

0.522

-6.618

0.001

0.753

152.10%

0.00

0.11

lock
****

180.00

1,150PCR: 16.47

0.30

lock
****

1.73

16.10

39.06%

-0.011

0.000

-0.150

0.046

0.493

-4.912

0.002

0.777

119.63%

0.00

0.02

lock
****

156.15

1,160PCR: 82.00

0.25

lock
****

1.72

6.30

37.11%

-0.013

0.001

-0.168

0.054

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,170PCR: --

0.35

lock
****

1.99

25.20

35.16%

-0.015

0.001

-0.182

0.062

0.518

-4.758

0.002

0.756

110.23%

0.00

0.01

lock
****

137.00

1,180PCR: 165.00

0.50

lock
****

2.31

25.20

35.16%

-0.024

0.001

-0.273

0.093

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

1,190PCR: --

0.60

lock
****

1.68

126.70

33.20%

-0.029

0.001

-0.300

0.108

0.000

0.000

0.000

1.000

0.00%

28.70

0.88

lock
****

85.00

1,200PCR: 8.85

0.80

lock
****

7.81

753.20

31.25%

-0.037

0.002

-0.345

0.133

0.000

0.000

0.000

1.000

0.00%

3.50

0.03

lock
****

77.95

1,210PCR: 68.00

1.00

lock
****

1.90

191.80

30.27%

-0.049

0.002

-0.426

0.169

0.259

-0.684

0.003

0.914

31.74%

12.60

0.36

lock
****

70.85

1,220PCR: 6.00

1.15

lock
****

2.14

561.40

27.34%

-0.056

0.003

-0.423

0.186

0.000

0.000

0.000

1.000

0.00%

12.60

0.22

lock
****

58.40

1,230PCR: 15.52

1.40

lock
****

3.37

1,549.80

25.39%

-0.077

0.004

-0.505

0.239

0.000

0.000

0.000

1.000

0.00%

72.80

0.43

lock
****

47.50

1,240PCR: 18.15

1.85

lock
****

7.88

3,143.00

23.93%

-0.099

0.004

-0.576

0.289

0.359

-0.671

0.006

0.865

22.46%

602.70

1.51

lock
****

42.45

1,250PCR: 7.40

2.55

lock
****

11.19

6,597.50

22.46%

-0.135

0.006

-0.671

0.359

0.454

-0.813

0.008

0.806

21.48%

417.90

1.74

lock
****

34.15

1,260PCR: 4.63

3.70

lock
****

8.06

9,541.70

21.24%

-0.191

0.008

-0.797

0.451

0.529

-0.818

0.010

0.747

18.55%

1,168.30

2.04

lock
****

25.85

1,270PCR: 3.94

5.55

lock
****

8.06

6,458.90

20.51%

-0.273

0.010

-0.940

0.550

0.627

-1.028

0.012

0.624

19.65%

6,560.40

5.45

lock
****

18.55

1,280PCR: 1.76

8.30

lock
****

9.59

11,344.20

19.29%

-0.374

0.012

-1.007

0.626

0.660

-1.060

0.013

0.503

19.29%

13,702.50

8.79

lock
****

12.90

1,290PCR: 0.65

12.45

lock
****

5.71

7,388.50

19.04%

-0.497

0.013

-1.047

0.660

0.631

-1.026

0.012

0.382

19.53%

16,570.40

22.38

lock
****

8.50

1,300PCR: 0.58

18.40

lock
****

12.92

4,106.20

19.29%

-0.620

0.012

-1.012

0.630

0.554

-0.924

0.010

0.277

20.02%

10,052.00

9.15

lock
****

5.60

1,310PCR: 0.54

25.10

lock
****

4.92

1,123.50

19.53%

-0.728

0.010

-0.893

0.549

0.449

-0.759

0.008

0.190

20.26%

10,214.40

14.67

lock
****

3.60

1,320PCR: 0.51

33.30

lock
****

7.52

832.30

20.26%

-0.810

0.008

-0.759

0.449

0.343

-0.601

0.006

0.127

21.00%

6,799.10

20.78

lock
****

2.25

1,330PCR: 0.31

42.00

lock
****

6.43

424.20

19.29%

-0.890

0.006

-0.499

0.311

0.241

-0.432

0.004

0.078

21.48%

4,805.50

50.27

lock
****

1.30

1,340PCR: 0.21

50.75

lock
****

10.77

620.90

17.58%

-0.954

0.003

-0.235

0.161

0.198

-0.379

0.003

0.061

22.95%

3,153.50

32.31

lock
****

1.10

1,350PCR: 0.14

61.10

lock
****

4.42

163.80

23.93%

-0.931

0.003

-0.436

0.219

0.169

-0.357

0.002

0.050

25.39%

1,934.10

19.99

lock
****

0.85

1,360PCR: 0.23

71.40

lock
****

4.56

24.50

0.00%

-1.000

0.000

0.000

0.000

0.142

-0.325

0.002

0.040

27.34%

855.40

10.09

lock
****

0.70

1,370PCR: 0.08

82.85

lock
****

0.82

9.10

33.20%

-0.920

0.003

-0.677

0.245

0.127

-0.310

0.002

0.035

29.30%

670.60

13.84

lock
****

0.60

1,380PCR: 0.08

92.50

lock
****

1.08

15.40

33.20%

-0.944

0.002

-0.519

0.188

0.113

-0.294

0.001

0.030

31.25%

370.30

6.68

lock
****

0.60

1,390PCR: 0.02

51.35

lock
****

0.11

0.00

0.00%

-1.000

0.000

0.000

0.000

0.089

-0.238

0.001

0.023

32.23%

966.70

21.17

lock
****

0.45

1,400PCR: 0.07

115.60

lock
****

1.43

4.20

51.27%

-0.890

0.002

-1.327

0.311

0.083

-0.235

0.001

0.021

34.18%

147.70

3.37

lock
****

0.40

1,410PCR: 0.01

74.95

lock
****

0.04

0.00

0.00%

-1.000

0.000

0.000

0.000

0.087

-0.268

0.001

0.022

37.11%

137.20

4.05

lock
****

0.45

1,420PCR: 0.00

73.00

lock
****

0.01

0.00

0.00%

-1.000

0.000

0.000

0.000

0.065

-0.199

0.001

0.015

37.11%

79.10

2.96

lock
****

0.30

1,430PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.045

-0.139

0.000

0.010

37.11%

120.40

12.96

lock
****

0.25

1,440PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.056

-0.190

0.001

0.013

41.02%

19.60

0.90

lock
****

0.35

1,450PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.054

-0.193

0.001

0.013

42.97%

10.50

1.72

lock
****

0.35

1,460PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.00%

0.00

0.00

lock
****

0.00

1,470PCR: --

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.039

-0.147

0.000

0.009

44.92%

4.90

2.15

lock
****

0.25

1,480PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.038

-0.155

0.000

0.009

48.83%

20.30

0.67

lock
****

0.30

1,500PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.00%

0.00

0.00

lock
****

0.00

1,520PCR: --

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

ICICI BANK LTD. - Statistics

Day Range
₹1,272.40 - ₹1,297.75
52w Range
₹970.15 - ₹1362.35
Volume
58,491,181

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Underlying Assets & Securities

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ICICI BANK LTD.

1,288.40

+1.50 (0.12%)

ICICI BANK LTD. Options

ICICIBANK 1300 CE 26 DEC 24

₹8.50

-2.60 (-23.42%)

ICICIBANK 1290 CE 26 DEC 24

₹12.90

-2.85 (-18.10%)

ICICIBANK 1280 PE 26 DEC 24

₹8.30

-2.45 (-22.79%)

ICICIBANK 1320 CE 26 DEC 24

₹3.60

-1.60 (-30.77%)

ICICI BANK LTD. Futures

ICICIBANK FUT 26 DEC 24

₹1,290.10

-0.20 (-0.02%)

ICICIBANK FUT 30 JAN 25

₹1,298.15

-1.80 (-0.14%)

ICICIBANK FUT 27 FEB 25

₹1,305.05

-3.70 (-0.28%)

Frequently Asked Questions

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

The current spot price for ICICI BANK LTD. is ₹1,288.40.

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 1,340.00 strike for ICICI BANK LTD. call options have an OI of 50.27 Lakhs. The 1,300.00 strike for ICICI BANK LTD. put options has an OI of 12.92 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 1,280.00. The call price is ₹18.55 and the put price is ₹8.30.

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 1,280.00 strike is 1.76.

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

The implied volatility (IV) of at-the-money ICICI BANK LTD. call is 19.65% and 19.29% 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 1,280.00 and the call option is priced at ₹18.55. If ICICI BANK LTD. moves up by ₹1, then the approximate change in price for the option is +₹0.6243. The value of 0.6243 is the option's 'Delta'.